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Period: NbrInstruments: Markets:
Instruments: Complexity: Confidence:
Backtest: Performance: Volatility:
Keywords: Drawdown: Sharpe:
Free/Premium: QuantConnect: Papers:
NEW: Strategy can be used as a hedge/diversification for equity markets during downturns:
Period:
Markets:
Instruments:
Performance:
Keywords:
Free/Premium:
Crisis Hedge:
Total: 438       Premium: 369       Free: 69
IDTitlePeriod Of RebalancingNumber Of InstrumentsMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownConfidence In AnomalyKeywordsSharpe Ratio
161Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
162Momentum Effect in Stocks in Small PortfoliosYearly20equitiesstocksSimple strategy1988-20061932.00%Moderately strongstock picking, momentum, momentum in stocks, equity long short
163Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
164Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
165Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
166Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
167Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
168Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
169Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
170Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
171Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
172Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
173Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
174Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
175Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
176Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
177Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
178Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
179Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
180Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00