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IDTitle of StrategyPeriod of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
71Short Term Reversal with FuturesWeeklybonds, commodities, currencies, equities29.64%31.4%asset class picking, factor investing, reversal, smart beta
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75Federal Open Market Committee Meeting Effect in StocksDailyequities6.19% market timing, seasonality
77Betting Against Beta Factor in StocksMonthlyequities8.86%11.5%beta factor, equity long short, factor investing, smart beta, stock picking
78Betting Against Beta Factor in International EquitiesMonthlyequities6.8%13.08%beta factor, country picking, equity long short, factor investing, smart beta
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80Earnings Announcement PremiumMonthlyequities18.36%16.12%earnings announcement, equity long short, factor investing, smart beta, stock picking
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83Pre-Holiday EffectDailyequities6.39% market timing, seasonality
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8852-Weeks High Effect in StocksMonthlyequities11.75%11%equity long short, factor investing, smart beta, stock picking
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91Momentum Factor and Style Rotation EffectMonthlyequities9.25%16.01%factor allocation, momentum, rotational system
92Upgrade your subscription to see this strategy     
93Upgrade your subscription to see this strategy     
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95Upgrade your subscription to see this strategy     
96Crude Oil Predicts Equity ReturnsMonthlyequities11.9%9.8%market timing
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