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IDTitle of StrategyPeriod of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
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21Momentum Effect in CommoditiesMonthlycommodities14.6%25.57%momentum, rotational system
22Term Structure Effect in CommoditiesMonthlycommodities11.73%23.84%rotational system, term spread
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73Quantpedia Premium (Buy Premium account to see this strategy)     
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