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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     
94Upgrade your subscription to see this strategy     
95Upgrade your subscription to see this strategy     
96Crude Oil Predicts Equity ReturnsMonthlyequities11.9%9.8%market timing

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