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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
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8852-Weeks High Effect in StocksequitiesstocksComplex strategy1963-20094711.75%11% 0.7
461ESG Factor Momentum StrategyequitiesstocksVery complex strategy2007-201592.23%2.5% 0.89
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    The Encyclopedia of Quantitative Trading Strategies

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