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 AvailableComplexityIndicative PerformanceConfidence In AnomalyKeywords
81Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
82Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
83Pre-Holiday EffectDaily1equitiesfutures, CFDs, ETFs, fundsSimple strategy6.39%Strongseasonality, market timing
84Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
85Momentum in Mutual Fund ReturnsQuarterly10equitiesfundsSimple strategy19.00%Strongmomentum, fund picking
86Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
87Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
8852-Weeks High Effect in StocksMonthly1000equitiesstocksComplex strategy11.75%Strongstock picking, equity long short
89Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
90Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
91Momentum Factor and Style Rotation EffectMonthly6equitiesETFsSimple strategy9.25%Strongstyle picking, rotational system, momentum
92Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
93Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
94Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
95Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
96Crude Oil Predicts Equity ReturnsMonthly1equitiesETFs, funds, futures, CFDsSimple strategy11.90%Strongmarket timing
97Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
98Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
99Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
100Trading WTI/BRENT SpreadDaily2commoditiesfuturesSimple strategy39.40%Moderately strongpairs trading, arbitrage, spread trading