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ID	Title of Strategy	Period of Rebalancing	Markets Traded	Indicative Performance	Volatility	Keywords
1	Asset Class Trend-Following	Monthly	bonds, commodities, equities, REITs	11.27%	6.87%	asset class picking, momentum, trend-following
2	Momentum Asset Allocation Strategy	Monthly	bonds, commodities, equities, REITs	14.49%	11%	asset class picking, momentum, rotational system
3	Sector Momentum – Rotational System	Monthly	equities	13.94%	18.38%	momentum, rotational system, sector picking
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15	Momentum Factor Effect in Country Equity Indexes	Monthly	equities	17.7%		country picking, factor investing, momentum, rotational system, smart beta
16	Reversal Effect in International Equity ETFs	3 Years	equities	6.4%		country picking, factor investing, reversal, rotational system, smart beta
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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
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41	Turn of the Month in Equity Indexes	Daily	equities	7.2%	6.9%	market timing, seasonality
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44	Paired Switching	Quarterly	bonds, equities	11.3%	9.3%	asset class picking, fund picking, market timing, momentum, rotational system