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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
140Ramadan EffectequitiesETFs, fundsSimple strategy1989-2007196.7%   
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13Short Term Reversal Effect in StocksequitiesstocksComplex strategy1990-20092016.25%14.94% 1.09
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    The Encyclopedia of Quantitative Trading Strategies

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