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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
67Industry Momentum – Riding Industry BubblesequitiesETFs, fundsModerately complex strategy1936-20067118%   
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    The Encyclopedia of Quantitative Trading Strategies

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