"

Screener

Mobile version of our site contains only a simplified Screening tool. Please visit desktop version of our site for an advanced Screening & Filtering experience.

Period: NbrInstruments: Markets:
Instruments: Complexity: Confidence:
Backtest: Performance: Volatility:
Keywords: Drawdown: Sharpe:
Free/Premium: QuantConnect: Papers:
Period:
Markets:
Instruments:
Performance:
Keywords:
Free/Premium:
Total: 411       Premium: 344       Free: 67
IDTitleMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
1Asset Class Trend Followingequities, bonds, commodities, REITsETFs, funds, futures, CFDsSimple strategy1973-20083611.27%6.87%-9.53%1.06
2Asset Class Momentum - Rotational Systemequities, bonds, commodities, REITsETFs, funds, futures, CFDsSimple strategy1973-20093715.00%9.60%-12.95%1.15
3Sector Momentum - Rotational SystemequitiesETFs, stocks, fundsSimple strategy1928-20098213.94%18.38%-71.29%0.54
4Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
5FX Carry Tradecurrenciesfutures, forwards, swaps, CFDsSimple strategy1989-2010227.49%9.70%-34.55%0.77
6Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
7Volatility Effect in Stocks - Long-Only VersionequitiesstocksComplex strategy1986-20062111.30%10.10%0.72
8FX Momentumcurrenciesfutures, forwards, swaps, CFDsSimple strategy1989-2010226.48%10.00%-21.63%0.65
9FX Value - PPP Strategycurrenciesfutures, forwards, swaps, CFDsSimple strategy1989-2010227.80%9.06%-17.88%0.86
10Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
11Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
12Pairs Trading with StocksequitiesstocksComplex strategy1962-20024111.16%5.85%1.22
13Short Term Reversal in StocksequitiesstocksComplex strategy1990-20092016.25%6.80%1.80
14Momentum Effect in StocksequitiesstocksComplex strategy1927-20108414.30%20.89%-77.46%0.49
15Momentum Effect in Country Equity IndexesequitiesETFs, fundsSimple strategy1968-20094217.70%
16Mean Reversion Effect in Country Equity IndexesequitiesETFs, fundsSimple strategy1969-1995276.40%
17Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
18Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
19Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
20Volatility Risk Premium Effectoptionsoptions, swaps, futuresModerately complex strategy1986-19951026.00%19.00%1.16