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
41Turn of the Month in Equity IndexesDaily1equitiesETFs, futures, funds, CFDs, optionsSimple strategy1926-2005807.20%6.90%Strongmarket timing, seasonality1.04
42Alpha Cloning - Following 13F FillingsQuarterly100equitiesstocksModerately complex strategy1991-20051520.21%Strongstock picking
43Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
44Paired SwitchingQuarterly2equities, bondsstocks, ETFs, fundsSimple strategy1991-20112111.30%9.30%Moderately strongmomentum, asset class picking, rotational system, market timing, fund picking0.78
45Short Interest Effect - Long-Short VersionMonthly1000equitiesstocksComplex strategy1988-20051819.70%17.14%Moderately strongstock picking, equity long short0.92
46Short Interest Effect - Long Only versionMonthly230equitiesstocksComplex strategy1988-20051826.80%Strongstock picking
47Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
48Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
49Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
50FED ModelMonthly2equities, bondsETFs, funds, futuresModerately complex strategy1959-20034511.00%10.00%Moderately strongmarket timing, asset class picking0.70
51Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
52Asset Growth EffectYearly1000equitiesstocksComplex strategy1968-20063920.84%14.07%Strongstock picking, financial statements effect, equity long short1.20
53Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
54Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
55Pairs Trading with Country ETFsDaily22equitiesETFsModerately complex strategy1996-20091420.60%10.00%Strongpairs trading, equity long short, arbitrage1.66
56Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
57Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
58Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
59Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
60Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00