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IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownConfidence in AnomalyKeywordsSharpe Ratio
419Payday AnomalyDaily1equitiesCFDs, ETFs, futuresSimple strategy1980-2010312.57%4.31%0%Strongmarket timing, seasonality0.6
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12Pairs Trading with StocksDaily40equitiesstocksComplex strategy1962-20024111.16%5.85%0%Strongarbitrage, equity long short, pairs trading1.22
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229Earnings Quality FactorYearly1000equitiesstocksComplex strategy1988-2012257.95%5.91%0%Strongequity long short, factor investing, fundamental analysis, smart beta, stock picking0.67
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