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ID	Title of Strategy	Period of Rebalancing	Markets Traded	Indicative Performance	Volatility	Keywords
21	Momentum Effect in Commodities	Monthly	commodities	14.6%	25.57%	factor investing, momentum, rotational system, smart beta
22	Term Structure Effect in Commodities	Monthly	commodities	11.73%	23.84%	factor investing, rotational system, smart beta, term spread
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25	Size Factor – Small Capitalization Stocks Premium	Yearly	equities	6.1%	25.6%	equity long short, factor investing, small cap, smart beta, stock picking
26	Value (Book-to-Market) Factor	Monthly	equities	3.6%	12.02%	factor investing, fundamental analysis, smart beta, stock picking, value
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28	Value and Momentum Factors across Asset Classes	Monthly	bonds, equities, REITs	11.9%	10%	asset class picking, factor investing, momentum, smart beta, value
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31	Market Seasonality Effect in World Equity Indexes	6 Months	equities	8.8%		market timing, seasonality
32	Upgrade your subscription to see this strategy
33	Post-Earnings Announcement Effect	Quarterly	equities	15%		earnings announcement, equity long short, factor investing, fundamental analysis, smart beta, stock picking
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36	Net Payout Yield Effect	Yearly	equities	22.13%		factor investing, fundamental analysis, smart beta, stock picking, value
37	Net Current Asset Value Effect	Yearly	equities	31.19%		factor investing, fundamental analysis, smart beta, stock picking, value
38	Accrual Anomaly	Yearly	equities	7.5%	10.26%	accruals effect, equity long short, factor investing, fundamental analysis, smart beta, stock picking
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41	Turn of the Month in Equity Indexes	Daily	equities	7.2%	6.9%	market timing, seasonality