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ID	Title of Strategy	Period of Rebalancing	Markets Traded	Indicative Performance	Volatility	Keywords
5	FX Carry Trade	Monthly	currencies	7.27%	9.6%	carry trade, factor investing, forex system, FX anomaly, smart beta
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7	Low Volatility Factor Effect in Stocks	Monthly	equities	11.3%	10.1%	factor investing, smart beta, stock picking, volatility effect
8	Currency Momentum Factor	Monthly	currencies	7.61%	10.22%	factor investing, forex system, FX anomaly, momentum, smart beta
9	Currency Value Factor – PPP Strategy	Quarterly	currencies	7.82%	9.33%	factor investing, forex system, FX anomaly, smart beta, value
13	Short Term Reversal Effect in Stocks	Weekly	equities	16.25%	14.94%	equity long short, factor investing, reversal, smart beta, stock picking
14	Momentum Factor Effect in Stocks	Monthly	equities	8.3%	16.6%	factor investing, momentum, momentum in stocks, smart beta, stock picking
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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20	Volatility Risk Premium Effect	Monthly	equities	26%	19%	factor investing, smart beta, volatility effect, volatility premium
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
28	Value and Momentum Factors across Asset Classes	Monthly	bonds, equities, REITs	11.9%	10%	asset class picking, factor investing, momentum, smart beta, value