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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
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713Synthetic Lending Rates Predict Subsequent Market ReturnequitiesETFsModerately complex strategy2016-2021615.47%19.52%-28.51%0.79
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    The Encyclopedia of Quantitative Trading Strategies

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