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IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityIndicative PerformanceConfidence in AnomalyKeywords
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307Reversal During Earnings-AnnouncementsDaily1000equitiesstocksComplex strategy6.5%Moderately Strongearnings announcement, equity long short, reversal, stock picking, trading earnings
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The Encyclopedia of Quantitative Trading Strategies

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