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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
37Net Current Asset Value EffectequitiesstocksModerately complex strategy1980-20052631.19%   
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42Alpha Cloning – Following 13F FillingsequitiesstocksModerately complex strategy1991-20051520.21%   
45Short Interest Effect – Long-Short VersionequitiesstocksModerately complex strategy1988-20051819.7%17.14% 0.92
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50FED Modelbonds, equitiesETFs, funds, futuresModerately complex strategy1959-20034511%10% 0.7
52Asset Growth EffectequitiesstocksModerately complex strategy1968-20063920.84%14.07% 1.2
55Pairs Trading with Country ETFsequitiesETFsModerately complex strategy1996-20091420.6%10% 1.66
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67Industry Momentum – Riding Industry BubblesequitiesETFs, fundsModerately complex strategy1936-20067118%   
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108Soccer Clubs’ Stocks ArbitrageequitiesstocksModerately complex strategy2000-2006742%50% 0.76
118Time Series Momentum Effectbonds, commodities, currencies, equitiesCFDs, futuresModerately complex strategy1965-20094520.7%15.74% 1.31
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12512 Month Cycle in Cross-Section of Stocks ReturnsequitiesstocksModerately complex strategy1965-2002388.6%12.2% 0.38
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