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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
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376Combining Fundamental FSCORE and Equity Short-Term ReversalsequitiesstocksVery complex strategy1984-20153212.01%20.61% 0.39
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We've found 82 Free, 114 Prime and 888 Premium strategies.Upgrade subscription to unlock more
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The Encyclopedia of Quantitative Trading Strategies

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