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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
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199ROA Effect within StocksequitiesstocksComplex strategy1972-20063512.15%13.36% 0.61
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    The Encyclopedia of Quantitative Trading Strategies

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