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ID	Title of Strategy	Period of Rebalancing	Markets Traded	Indicative Performance	Volatility	Keywords
91	Momentum Factor and Style Rotation Effect	Monthly	equities	9.25%	16.01%	factor allocation, momentum, rotational system
96	Crude Oil Predicts Equity Returns	Monthly	equities	11.9%	9.8%	market timing
100	Trading WTI/BRENT Spread	Daily	commodities	9.92%	11.27%	arbitrage, pairs trading, spread trading
102	Option-Expiration Week Effect	Weekly	equities	9.3%	8.7%	market timing, seasonality, stock picking
108	Soccer Clubs’ Stocks Arbitrage	Daily	equities	42%	50%	alternative data, arbitrage, reversal, short selling, stock picking
113	January Barometer	Monthly	equities	10.38%	16.8%	market timing, seasonality
114	January Effect in Stocks	Monthly	equities	12.7%		seasonality, stock picking
118	Time Series Momentum Effect	Monthly	bonds, commodities, currencies, equities	20.7%	15.74%	factor investing, momentum, smart beta
122	Momentum Factor Combined with Asset Growth Effect	Monthly	equities	16.77%	13.84%	equity long short, factor investing, fundamental analysis, momentum, momentum in stocks, smart beta, stock picking
125	12 Month Cycle in Cross-Section of Stocks Returns	Monthly	equities	8.6%	12.2%	equity long short, factor investing, seasonality, smart beta, stock picking
129	Dollar Carry Trade	Monthly	currencies	5.6%	8.53%	carry trade, forex system, FX anomaly
130	Investment Factor	Yearly	equities	3.54%		equity long short, factor investing, fundamental analysis, smart beta, stock picking
136	Residual Momentum Factor	Monthly	equities	9.18%	15.27%	equity long short, factor investing, momentum, momentum in stocks, smart beta, stock picking
140	Ramadan Effect	Monthly	equities	6.7%		market timing, seasonality
144	Trend-following Effect in Stocks	Daily	equities	19.3%	15.6%	momentum, momentum in stocks, stock picking, trend-following
152	Momentum Factor Effect in REITs	Monthly	REITs	9.51%		factor investing, momentum, smart beta, stock picking
155	Momentum and Reversal Combined with Volatility Effect in Stocks	Monthly	equities	16.46%	19.22%	equity long short, factor investing, momentum, momentum in stocks, smart beta, stock picking, volatility effect
162	Momentum Effect in Stocks in Small Portfolios	Yearly	equities	32%		equity long short, factor investing, momentum, momentum in stocks, smart beta, stock picking
198	Exploiting Term Structure of VIX Futures	Daily	equities	19.67%		volatility effect, volatility premium
199	ROA Effect within Stocks	Monthly	equities	12.15%	13.36%	equity long short, factor investing, fundamental analysis, smart beta, stock picking