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IDTitle of StrategyPeriod of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
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1Asset Class Trend-FollowingMonthlybonds, commodities, equities, REITs11.27%6.87%asset class picking, momentum, trend-following
2Momentum Asset Allocation StrategyMonthlybonds, commodities, equities, REITs14.49%11%asset class picking, momentum, rotational system
3Sector Momentum – Rotational SystemMonthlyequities13.94%18.38%momentum, rotational system, sector picking
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5FX Carry TradeMonthlycurrencies7.27%9.6%carry trade, factor investing, forex system, FX anomaly, smart beta
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7Low Volatility Factor Effect in StocksMonthlyequities11.3%10.1%factor investing, smart beta, stock picking, volatility effect
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