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
141Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
142Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
143Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
144Trendfollowing Effect in StocksDaily1000equitiesstocksComplex strategy1983-20042215.50%15.60%-29.30%Strongstock picking, momentum, momentum in stocks, trendfollowing0.74
145Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
146Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
147Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
148Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
149Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
150Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
151Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
152Momentum Factor Effect in REITsMonthly50REITsstocksSimple strategy1980-2008299.51%Moderately strongmomentum, stock picking
153Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
154Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
155Momentum and Reversal Combined with Volatility Effect in StocksMonthly1000equitiesstocksComplex strategy1964-20094616.46%19.22%Strongmomentum, stock picking, volatility effect, momentum in stocks, equity long short0.65
156Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
157Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
158Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
159Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
160Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00