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ID	Title of Strategy	Period of Rebalancing	Markets Traded	Indicative Performance	Volatility	Keywords
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
41	Turn of the Month in Equity Indexes	Daily	equities	7.2%	6.9%	market timing, seasonality
42	Alpha Cloning – Following 13F Fillings	Quarterly	equities	20.21%		alternative data, stock picking
44	Paired Switching	Quarterly	bonds, equities	11.3%	9.3%	asset class picking, fund picking, market timing, momentum, rotational system
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
50	FED Model	Monthly	bonds, equities	11%	10%	asset class picking, market timing
52	Asset Growth Effect	Yearly	equities	20.84%	14.07%	equity long short, factor investing, fundamental analysis, smart beta, stock picking
55	Pairs Trading with Country ETFs	Daily	equities	20.6%	10%	arbitrage, equity long short, pairs trading
67	Industry Momentum – Riding Industry Bubbles	Monthly	equities	18%		factor investing, momentum, rotational system, sector picking, smart beta
71	Short Term Reversal with Futures	Weekly	bonds, commodities, currencies, equities	29.64%	31.4%	asset class picking, factor investing, reversal, smart beta
75	Federal Open Market Committee Meeting Effect in Stocks	Daily	equities	6.19%		market timing, seasonality
77	Betting Against Beta Factor in Stocks	Monthly	equities	8.86%	11.5%	beta factor, equity long short, factor investing, smart beta, stock picking
78	Betting Against Beta Factor in International Equities	Monthly	equities	6.8%	13.08%	beta factor, country picking, equity long short, factor investing, smart beta
80	Earnings Announcement Premium	Monthly	equities	18.36%	16.12%	earnings announcement, equity long short, factor investing, smart beta, stock picking
83	Pre-Holiday Effect	Daily	equities	6.39%		market timing, seasonality
85	Momentum in Mutual Fund Returns	Quarterly	equities	19%	19.5%	fund picking, momentum
88	52-Weeks High Effect in Stocks	Monthly	equities	11.75%	11%	equity long short, factor investing, smart beta, stock picking