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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
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578Combining Smart Factors Momentum and Market PortfolioequitiesETFs, stocksComplex strategy1993-20202711.91%10.46%-16.95%1.14
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    The Encyclopedia of Quantitative Trading Strategies

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