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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
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307Reversal During Earnings-AnnouncementsequitiesstocksComplex strategy1996-2011166.5%3.76% 1.73
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290Consistent Momentum StrategyequitiesstocksComplex strategy1980-20113216.08%25.33% 0.48
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    The Encyclopedia of Quantitative Trading Strategies

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