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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
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162Momentum Effect in Stocks in Small PortfoliosequitiesstocksSimple strategy1988-20061932%   
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155Momentum and Reversal Combined with Volatility Effect in StocksequitiesstocksComplex strategy1964-20094616.46%19.22% 0.65
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    The Encyclopedia of Quantitative Trading Strategies

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