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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
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38Accrual AnomalyequitiesstocksComplex strategy1966-2003387.5%10.26% 0.34
55Pairs Trading with Country ETFsequitiesETFsModerately complex strategy1996-20091420.6%10% 1.66
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    The Encyclopedia of Quantitative Trading Strategies

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