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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
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2Momentum Asset Allocation Strategybonds, commodities, equities, REITsCFDs, ETFs, funds, futuresSimple strategy1973-20093714.49%11%-39.84%0.78
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8852-Weeks High Effect in StocksequitiesstocksComplex strategy1963-20094711.75%11% 0.7
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The Encyclopedia of Quantitative Trading Strategies

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