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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
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83Pre-Holiday EffectequitiesCFDs, ETFs, funds, futuresSimple strategy1896-20021076.39%   
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33Post-Earnings Announcement EffectequitiesstocksComplex strategy1987-20041815%   
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    The Encyclopedia of Quantitative Trading Strategies

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