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
81Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
82Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
83Pre-Holiday EffectDaily1equitiesfutures, CFDs, ETFs, fundsSimple strategy1896-20021076.39%Strongseasonality, market timing
84Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
85Momentum in Mutual Fund ReturnsQuarterly10equitiesfundsSimple strategy1973-20043219.00%19.50%Strongmomentum, fund picking0.77
86Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
87Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
8852-Weeks High Effect in StocksMonthly1000equitiesstocksComplex strategy1963-20094711.75%11.00%Strongstock picking, equity long short0.70
89Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
90Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
91Momentum Factor and Style Rotation EffectMonthly6equitiesETFsSimple strategy1972-2005349.25%16.01%Strongstyle picking, rotational system, momentum0.33
92Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
93Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
94Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
95Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
96Crude Oil Predicts Equity ReturnsMonthly1equitiesETFs, funds, futures, CFDsSimple strategy1988-20031611.90%9.80%Strongmarket timing0.81
97Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
98Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
99Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
100Trading WTI/BRENT SpreadDaily2commoditiesfuturesSimple strategy1995-20041039.40%21.65%-13.45%Moderately strongpairs trading, arbitrage, spread trading1.64