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ID	Title of Strategy	Period of Rebalancing	Markets Traded	Indicative Performance	Volatility	Keywords
7	Low Volatility Factor Effect in Stocks	Monthly	equities	11.3%	10.1%	factor investing, smart beta, stock picking, volatility effect
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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
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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
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
42	Alpha Cloning – Following 13F Fillings	Quarterly	equities	20.21%		alternative data, stock picking
45	Short Interest Effect – Long-Short Version	Monthly	equities	19.7%	17.14%	equity long short, factor investing, smart beta, stock picking
46	Short Interest Effect – Long Only version	Monthly	equities	26.8%		factor investing, smart beta, stock picking
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52	Asset Growth Effect	Yearly	equities	20.84%	14.07%	equity long short, factor investing, fundamental analysis, smart beta, stock picking