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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
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419Payday AnomalyequitiesCFDs, ETFs, futuresSimple strategy1980-2010312.57%4.31% 0.6
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The Encyclopedia of Quantitative Trading Strategies

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