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
IDTitleMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
401Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
402Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
403Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
404Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
405Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
406Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
407Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
408Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
409Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
410Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
411Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
412Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
413Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
414Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
415Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
416Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
417Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
418Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
419Payday AnomalyequitiesETFs, futures, CFDsSimple strategy1980-2010312.57%4.31%0.60
420Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00