Screener

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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
281Skewness Effect in CommoditiesMonthly10commoditiesfutures, CFDsSimple strategy1987-2014288.01%10.20%-29.73%Strongvolatility effect0.79
282Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
283Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
284Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
285Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
286Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
287Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
288Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
289Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
290Consistent Momentum Strategy6 Months1000equitiesstocksComplex strategy1980-20113216.08%25.33%Strongstock picking, momentum, momentum in stocks, equity long short0.48
291Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
292Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
293Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
294Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
295Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
296Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
297Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
298Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
299Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
300Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00