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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
121Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
122Momentum Factor Combined with Asset Growth EffectMonthly1000equitiesstocksComplex strategy1964-20064323.00%20.30%Strongmomentum, momentum in stocks, stock picking, financial statements effect, equity long short0.94
123Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
124Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
12512 Month Cycle in Cross-Section of Stocks ReturnsMonthly1000equitiesstocksComplex strategy1965-2002388.60%12.20%Strongseasonality, stock picking, equity long short0.38
126Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
127Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
128Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
129Dollar Carry TradeMonthly10currenciesfutures, forwards, swaps, CFDsSimple strategy1983-2009275.60%8.53%Strongcarry trade, FX anomaly, forex system0.66
130Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
131Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
132Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
133Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
134Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
135Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
136Residual Momentum FactorMonthly200equitiesstocksComplex strategy1926-2009849.18%15.27%Strongmomentum, momentum in stocks, stock picking, equity long short0.34
137Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
138Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
139Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
140Ramadan EffectMonthly14equitiesETFs, fundsSimple strategy1989-2007196.70%Strongseasonality, market timing