| 1 | Size · smallest 100 of the Top 1000 by market value (after Banz 1981) · long/short | finzdata-research | factor | top1000 | 0.00 | — | 0 |
| 2 | Size · smallest 100 of the Top 1000 by market value (after Banz 1981) · long only | finzdata-research | factor | top1000 | 0.00 | — | 0 |
| 3 | Multi-factor defensive · value, quality, momentum, low volatility · top 50 of the Top 500 (after Man Group and AQR style premia) · long/short | finzdata-research | expr | top500 | 0.00 | — | 0 |
| 4 | Multi-factor defensive · value, quality, momentum, low volatility · top 50 of the Top 500 (after Man Group and AQR style premia) · long only | finzdata-research | expr | top500 | 0.00 | — | 0 |
| 5 | Value and momentum · book-to-market plus 12-1 momentum · top 50 of the Top 500 (after Asness, Moskowitz & Pedersen 2013, AQR) · long/short | finzdata-research | expr | top500 | 0.00 | — | 0 |
| 6 | Value and momentum · book-to-market plus 12-1 momentum · top 50 of the Top 500 (after Asness, Moskowitz & Pedersen 2013, AQR) · long only | finzdata-research | expr | top500 | 0.00 | — | 0 |
| 7 | Magic formula · EBITDA/EV plus ROE · top 50 of the Top 500 (after Greenblatt 2005) · long/short | finzdata-research | expr | top500 | 0.00 | — | 0 |
| 8 | Magic formula · EBITDA/EV plus ROE · top 50 of the Top 500 (after Greenblatt 2005) · long only | finzdata-research | expr | top500 | 0.00 | — | 0 |
| 9 | Quality · high ROE, low leverage · top 50 of the Top 500 (after Asness, Frazzini & Pedersen 2019, AQR) · long/short | finzdata-research | expr | top500 | 0.00 | — | 0 |
| 10 | Quality · high ROE, low leverage · top 50 of the Top 500 (after Asness, Frazzini & Pedersen 2019, AQR) · long only | finzdata-research | expr | top500 | 0.00 | — | 0 |
| 11 | Dividend yield · top 50 of the Top 500 · long/short | finzdata-research | factor | top500 | 0.00 | — | 0 |
| 12 | Dividend yield · top 50 of the Top 500 · long only | finzdata-research | factor | top500 | 0.00 | — | 0 |
| 13 | Value · sales yield · top 50 of the Top 500 (after Barbee, Mukherji & Raines 1996) · long/short | finzdata-research | factor | top500 | 0.00 | — | 0 |
| 14 | Value · sales yield · top 50 of the Top 500 (after Barbee, Mukherji & Raines 1996) · long only | finzdata-research | factor | top500 | 0.00 | — | 0 |
| 15 | Value · EBITDA to enterprise value · top 50 of the Top 500 (after Loughran & Wellman 2011) · long/short | finzdata-research | factor | top500 | 0.00 | — | 0 |
| 16 | Value · EBITDA to enterprise value · top 50 of the Top 500 (after Loughran & Wellman 2011) · long only | finzdata-research | factor | top500 | 0.00 | — | 0 |
| 17 | Value · book-to-market · top 50 of the Top 500 (after Fama & French 1992, the HML factor) · long/short | finzdata-research | factor | top500 | 0.00 | — | 0 |
| 18 | Value · book-to-market · top 50 of the Top 500 (after Fama & French 1992, the HML factor) · long only | finzdata-research | factor | top500 | 0.00 | — | 0 |
| 19 | Value · earnings yield · top 50 of the Top 500 (after Basu 1977; Fama & French 1992) · long/short | finzdata-research | factor | top500 | 0.00 | — | 0 |
| 20 | Value · earnings yield · top 50 of the Top 500 (after Basu 1977; Fama & French 1992) · long only | finzdata-research | factor | top500 | 0.00 | — | 0 |
| 21 | Crypto low volatility · 3 lowest-volatility of 15 coins | finzdata-research | expr | custom | 0.00 | — | 0 |
| 22 | Crypto time-series momentum · 4-week · 15 coins, cash otherwise | finzdata-research | expr | custom | 0.00 | — | 0 |
| 23 | Crypto cross-sectional momentum · 4-week · top 3 of 15 coins (after Liu, Tsyvinski & Wu 2022) | finzdata-research | expr | custom | 0.00 | — | 0 |
| 24 | Ethereum 50/200 moving-average trend | finzdata-research | ma_cross | custom | 0.00 | — | 0 |
| 25 | Bitcoin 50/200 moving-average trend | finzdata-research | ma_cross | custom | 0.00 | — | 0 |
| 26 | Currency momentum · euro, yen, dollar index (after Menkhoff, Sarno, Schmeling & Schrimpf 2012) | finzdata-research | expr | custom | 0.00 | — | 0 |
| 27 | Managed-futures trend · 1, 3 and 12-month blend · 23 futures ETFs (after Hurst, Ooi & Pedersen 2017, AQR) | finzdata-research | expr | custom | 0.00 | — | 0 |
| 28 | Managed-futures trend · 12-month · 23 futures ETFs (after Hurst, Ooi & Pedersen 2017, AQR) | finzdata-research | expr | custom | 0.00 | — | 0 |
| 29 | Multi-asset trend following · 6 and 12 month · 16 ETFs (after Hamill, Rattray & Van Hemert 2016, Man Group) | finzdata-research | expr | custom | 0.00 | — | 0 |
| 30 | Time-series momentum 1-month · 16 asset ETFs (after Moskowitz, Ooi & Pedersen 2012, AQR) | finzdata-research | expr | custom | 0.00 | — | 0 |
| 31 | Time-series momentum 3-month · 16 asset ETFs (after Moskowitz, Ooi & Pedersen 2012, AQR) | finzdata-research | expr | custom | 0.00 | — | 0 |
| 32 | Time-series momentum 12-month · 16 asset ETFs (after Moskowitz, Ooi & Pedersen 2012, AQR) | finzdata-research | expr | custom | 0.00 | — | 0 |
| 33 | Commodity momentum 12-1 · long/short 13 commodity ETFs (after Miffre & Rallis 2007) | finzdata-research | expr | custom | 0.03 | — | 0 |
| 34 | Commodity momentum 12-1 · top 4 of 13 commodity ETFs (after Miffre & Rallis 2007) | finzdata-research | expr | custom | 0.13 | — | 0 |
| 35 | Short-term reversal · sectors · bottom 3 of 9 last month (after Lehmann 1990 and Lo & MacKinlay 1990) | finzdata-research | expr | custom | 0.07 | — | 0 |
| 36 | Volatility-scaled momentum · top 50 · Top 500 (after Barroso & Santa-Clara 2015) | finzdata-research | expr | top500 | 0.27 | — | 0 |
| 37 | 52-week-high momentum · top 50 · Top 500 · long/short (after George & Hwang 2004) | finzdata-research | expr | top500 | 0.01 | — | 0 |
| 38 | 52-week-high momentum · top 50 · Top 500 · long only (after George & Hwang 2004) | finzdata-research | expr | top500 | 0.21 | — | 0 |
| 39 | Betting against beta proxy · low 1-year volatility · top 50 · Top 500 · long/short (after Frazzini & Pedersen 2014, AQR) | finzdata-research | expr | top500 | 0.00 | — | 0 |
| 40 | Betting against beta proxy · low 1-year volatility · top 50 · Top 500 · long only (after Frazzini & Pedersen 2014, AQR) | finzdata-research | expr | top500 | 0.27 | — | 0 |
| 41 | Sector momentum 12-month · top 3 of 9 sectors (after Moskowitz & Grinblatt 1999) | finzdata-research | expr | custom | 0.41 | — | 0 |
| 42 | Sector momentum 6-month · top 3 of 9 sectors (after Moskowitz & Grinblatt 1999) | finzdata-research | expr | custom | 0.31 | — | 0 |
| 43 | Cross-asset momentum 12-1 · long/short 16 ETFs (after Asness, Moskowitz & Pedersen 2013) | finzdata-research | expr | custom | 0.04 | — | 0 |
| 44 | Cross-asset momentum 12-1 · top 4 of 16 ETFs (after Asness, Moskowitz & Pedersen 2013) | finzdata-research | expr | custom | 0.36 | — | 0 |
| 45 | XLF 20/100 moving-average trend | finzdata-research | ma_cross | custom | 0.15 | — | 0 |
| 46 | XLF 50/200 moving-average trend | finzdata-research | ma_cross | custom | 0.14 | — | 0 |
| 47 | XLE 20/100 moving-average trend | finzdata-research | ma_cross | custom | 0.17 | — | 0 |
| 48 | XLE 50/200 moving-average trend | finzdata-research | ma_cross | custom | 0.17 | — | 0 |
| 49 | XLK 20/100 moving-average trend | finzdata-research | ma_cross | custom | 0.76 | — | 0 |
| 50 | XLK 50/200 moving-average trend | finzdata-research | ma_cross | custom | 0.78 | — | 0 |
| 51 | GLD 20/100 moving-average trend | finzdata-research | ma_cross | custom | 0.82 | — | 0 |
| 52 | GLD 50/200 moving-average trend | finzdata-research | ma_cross | custom | 0.83 | — | 0 |
| 53 | TLT 20/100 moving-average trend | finzdata-research | ma_cross | custom | 0.03 | — | 0 |
| 54 | TLT 50/200 moving-average trend | finzdata-research | ma_cross | custom | 0.03 | — | 0 |
| 55 | EEM 20/100 moving-average trend | finzdata-research | ma_cross | custom | 0.22 | — | 0 |
| 56 | EEM 50/200 moving-average trend | finzdata-research | ma_cross | custom | 0.21 | — | 0 |
| 57 | EFA 20/100 moving-average trend | finzdata-research | ma_cross | custom | 0.15 | — | 0 |
| 58 | EFA 50/200 moving-average trend | finzdata-research | ma_cross | custom | 0.15 | — | 0 |
| 59 | IWM 20/100 moving-average trend | finzdata-research | ma_cross | custom | 0.35 | — | 0 |
| 60 | IWM 50/200 moving-average trend | finzdata-research | ma_cross | custom | 0.35 | — | 0 |
| 61 | QQQ 20/100 moving-average trend | finzdata-research | ma_cross | custom | 0.87 | — | 0 |
| 62 | QQQ 50/200 moving-average trend | finzdata-research | ma_cross | custom | 0.88 | — | 0 |
| 63 | SPY 20/100 moving-average trend | finzdata-research | ma_cross | custom | 0.67 | — | 0 |
| 64 | SPY 50/200 moving-average trend | finzdata-research | ma_cross | custom | 0.68 | — | 0 |
| 65 | Trend quality · top 50 · Top 1000 · long/short | finzdata-research | expr | top1000 | 0.15 | — | 0 |
| 66 | Trend quality · top 50 · Top 1000 · long only | finzdata-research | expr | top1000 | 0.45 | — | 0 |
| 67 | Trend quality · top 20 · Top 1000 · long/short | finzdata-research | expr | top1000 | 0.16 | — | 0 |
| 68 | Trend quality · top 20 · Top 1000 · long only | finzdata-research | expr | top1000 | 0.43 | — | 0 |
| 69 | Trend quality · top 50 · Top 500 · long/short | finzdata-research | expr | top500 | 0.12 | — | 0 |
| 70 | Trend quality · top 50 · Top 500 · long only | finzdata-research | expr | top500 | 0.45 | — | 0 |
| 71 | Trend quality · top 20 · Top 500 · long/short | finzdata-research | expr | top500 | 0.13 | — | 0 |
| 72 | Trend quality · top 20 · Top 500 · long only | finzdata-research | expr | top500 | 0.35 | — | 0 |
| 73 | RSI oversold · top 50 · Top 1000 · long/short | finzdata-research | expr | top1000 | 0.01 | — | 0 |
| 74 | RSI oversold · top 50 · Top 1000 · long only | finzdata-research | expr | top1000 | 0.16 | — | 0 |
| 75 | RSI oversold · top 20 · Top 1000 · long/short | finzdata-research | expr | top1000 | 0.03 | — | 0 |
| 76 | RSI oversold · top 20 · Top 1000 · long only | finzdata-research | expr | top1000 | 0.20 | — | 0 |
| 77 | RSI oversold · top 50 · Top 500 · long/short | finzdata-research | expr | top500 | 0.04 | — | 0 |
| 78 | RSI oversold · top 50 · Top 500 · long only | finzdata-research | expr | top500 | 0.20 | — | 0 |
| 79 | RSI oversold · top 20 · Top 500 · long/short | finzdata-research | expr | top500 | 0.04 | — | 0 |
| 80 | RSI oversold · top 20 · Top 500 · long only | finzdata-research | expr | top500 | 0.13 | — | 0 |
| 81 | 1-month reversal · top 50 · Top 1000 · long/short | finzdata-research | expr | top1000 | 0.00 | — | 0 |
| 82 | 1-month reversal · top 50 · Top 1000 · long only | finzdata-research | expr | top1000 | 0.04 | — | 0 |
| 83 | 1-month reversal · top 20 · Top 1000 · long/short | finzdata-research | expr | top1000 | 0.05 | — | 0 |
| 84 | 1-month reversal · top 20 · Top 1000 · long only | finzdata-research | expr | top1000 | 0.06 | — | 0 |
| 85 | 1-month reversal · top 50 · Top 500 · long/short | finzdata-research | expr | top500 | 0.00 | — | 0 |
| 86 | 1-month reversal · top 50 · Top 500 · long only | finzdata-research | expr | top500 | 0.06 | — | 0 |
| 87 | 1-month reversal · top 20 · Top 500 · long/short | finzdata-research | expr | top500 | 0.02 | — | 0 |
| 88 | 1-month reversal · top 20 · Top 500 · long only | finzdata-research | expr | top500 | 0.07 | — | 0 |
| 89 | 1-week reversal · top 50 · Top 1000 · long/short | finzdata-research | expr | top1000 | 0.02 | — | 0 |
| 90 | 1-week reversal · top 50 · Top 1000 · long only | finzdata-research | expr | top1000 | 0.12 | — | 0 |
| 91 | 1-week reversal · top 20 · Top 1000 · long/short | finzdata-research | expr | top1000 | 0.03 | — | 0 |
| 92 | 1-week reversal · top 20 · Top 1000 · long only | finzdata-research | expr | top1000 | 0.10 | — | 0 |
| 93 | 1-week reversal · top 50 · Top 500 · long/short | finzdata-research | expr | top500 | 0.04 | — | 0 |
| 94 | 1-week reversal · top 50 · Top 500 · long only | finzdata-research | expr | top500 | 0.24 | — | 0 |
| 95 | 1-week reversal · top 20 · Top 500 · long/short | finzdata-research | expr | top500 | 0.07 | — | 0 |
| 96 | 1-week reversal · top 20 · Top 500 · long only | finzdata-research | expr | top500 | 0.25 | — | 0 |
| 97 | Low volatility · top 50 · Top 1000 · long/short | finzdata-research | expr | top1000 | 0.05 | — | 0 |
| 98 | Low volatility · top 50 · Top 1000 · long only | finzdata-research | expr | top1000 | 0.08 | — | 0 |
| 99 | Low volatility · top 20 · Top 1000 · long/short | finzdata-research | expr | top1000 | 0.03 | — | 0 |
| 100 | Low volatility · top 20 · Top 1000 · long only | finzdata-research | expr | top1000 | 0.00 | — | 0 |
| 101 | Low volatility · top 50 · Top 500 · long/short | finzdata-research | expr | top500 | 0.04 | — | 0 |
| 102 | Low volatility · top 50 · Top 500 · long only | finzdata-research | expr | top500 | 0.25 | — | 0 |
| 103 | Low volatility · top 20 · Top 500 · long/short | finzdata-research | expr | top500 | 0.05 | — | 0 |
| 104 | Low volatility · top 20 · Top 500 · long only | finzdata-research | expr | top500 | 0.04 | — | 0 |
| 105 | Momentum 252d skip 21 · top 50 · Top 1000 · long/short | finzdata-research | momentum | top1000 | 0.69 | — | 0 |
| 106 | Momentum 252d skip 21 · top 50 · Top 1000 · long only | finzdata-research | momentum | top1000 | 0.80 | — | 0 |
| 107 | Momentum 252d skip 21 · top 20 · Top 1000 · long/short | finzdata-research | momentum | top1000 | 0.48 | — | 0 |
| 108 | Momentum 252d skip 21 · top 20 · Top 1000 · long only | finzdata-research | momentum | top1000 | 0.55 | — | 0 |
| 109 | Momentum 252d skip 0 · top 50 · Top 1000 · long/short | finzdata-research | momentum | top1000 | 0.68 | — | 0 |
| 110 | Momentum 252d skip 0 · top 50 · Top 1000 · long only | finzdata-research | momentum | top1000 | 0.76 | — | 0 |
| 111 | Momentum 252d skip 0 · top 20 · Top 1000 · long/short | finzdata-research | momentum | top1000 | 0.51 | — | 0 |
| 112 | Momentum 252d skip 0 · top 20 · Top 1000 · long only | finzdata-research | momentum | top1000 | 0.63 | — | 0 |
| 113 | Momentum 126d skip 21 · top 50 · Top 1000 · long/short | finzdata-research | momentum | top1000 | 0.59 | — | 0 |
| 114 | Momentum 126d skip 21 · top 50 · Top 1000 · long only | finzdata-research | momentum | top1000 | 0.70 | — | 0 |
| 115 | Momentum 126d skip 21 · top 20 · Top 1000 · long/short | finzdata-research | momentum | top1000 | 0.51 | — | 0 |
| 116 | Momentum 126d skip 21 · top 20 · Top 1000 · long only | finzdata-research | momentum | top1000 | 0.46 | — | 0 |
| 117 | Momentum 126d skip 0 · top 50 · Top 1000 · long/short | finzdata-research | momentum | top1000 | 0.45 | — | 0 |
| 118 | Momentum 126d skip 0 · top 50 · Top 1000 · long only | finzdata-research | momentum | top1000 | 0.69 | — | 0 |
| 119 | Momentum 126d skip 0 · top 20 · Top 1000 · long/short | finzdata-research | momentum | top1000 | 0.31 | — | 0 |
| 120 | Momentum 126d skip 0 · top 20 · Top 1000 · long only | finzdata-research | momentum | top1000 | 0.43 | — | 0 |
| 121 | Momentum 63d skip 21 · top 50 · Top 1000 · long/short | finzdata-research | momentum | top1000 | 0.22 | — | 0 |
| 122 | Momentum 63d skip 21 · top 50 · Top 1000 · long only | finzdata-research | momentum | top1000 | 0.31 | — | 0 |
| 123 | Momentum 63d skip 21 · top 20 · Top 1000 · long/short | finzdata-research | momentum | top1000 | 0.21 | — | 0 |
| 124 | Momentum 63d skip 21 · top 20 · Top 1000 · long only | finzdata-research | momentum | top1000 | 0.13 | — | 0 |
| 125 | Momentum 63d skip 0 · top 50 · Top 1000 · long/short | finzdata-research | momentum | top1000 | 0.34 | — | 0 |
| 126 | Momentum 63d skip 0 · top 50 · Top 1000 · long only | finzdata-research | momentum | top1000 | 0.45 | — | 0 |
| 127 | Momentum 63d skip 0 · top 20 · Top 1000 · long/short | finzdata-research | momentum | top1000 | 0.21 | — | 0 |
| 128 | Momentum 63d skip 0 · top 20 · Top 1000 · long only | finzdata-research | momentum | top1000 | 0.20 | — | 0 |
| 129 | Momentum 252d skip 21 · top 50 · Top 500 · long/short | finzdata-research | momentum | top500 | 0.63 | — | 0 |
| 130 | Momentum 252d skip 21 · top 50 · Top 500 · long only | finzdata-research | momentum | top500 | 0.77 | — | 0 |
| 131 | Momentum 252d skip 21 · top 20 · Top 500 · long/short | finzdata-research | momentum | top500 | 0.70 | — | 0 |
| 132 | Momentum 252d skip 21 · top 20 · Top 500 · long only | finzdata-research | momentum | top500 | 0.69 | — | 0 |
| 133 | Momentum 252d skip 0 · top 50 · Top 500 · long/short | finzdata-research | momentum | top500 | 0.61 | — | 0 |
| 134 | Momentum 252d skip 0 · top 50 · Top 500 · long only | finzdata-research | momentum | top500 | 0.76 | — | 0 |
| 135 | Momentum 252d skip 0 · top 20 · Top 500 · long/short | finzdata-research | momentum | top500 | 0.70 | — | 0 |
| 136 | Momentum 252d skip 0 · top 20 · Top 500 · long only | finzdata-research | momentum | top500 | 0.74 | — | 0 |
| 137 | Momentum 126d skip 21 · top 50 · Top 500 · long/short | finzdata-research | momentum | top500 | 0.63 | — | 0 |
| 138 | Momentum 126d skip 21 · top 50 · Top 500 · long only | finzdata-research | momentum | top500 | 0.77 | — | 0 |
| 139 | Momentum 126d skip 21 · top 20 · Top 500 · long/short | finzdata-research | momentum | top500 | 0.68 | — | 0 |
| 140 | Momentum 126d skip 21 · top 20 · Top 500 · long only | finzdata-research | momentum | top500 | 0.80 | — | 0 |
| 141 | Momentum 126d skip 0 · top 50 · Top 500 · long/short | finzdata-research | momentum | top500 | 0.62 | — | 0 |
| 142 | Momentum 126d skip 0 · top 50 · Top 500 · long only | finzdata-research | momentum | top500 | 0.86 | — | 0 |
| 143 | Momentum 126d skip 0 · top 20 · Top 500 · long/short | finzdata-research | momentum | top500 | 0.70 | — | 0 |
| 144 | Momentum 126d skip 0 · top 20 · Top 500 · long only | finzdata-research | momentum | top500 | 0.85 | — | 0 |
| 145 | Momentum 63d skip 21 · top 50 · Top 500 · long/short | finzdata-research | momentum | top500 | 0.24 | — | 0 |
| 146 | Momentum 63d skip 21 · top 50 · Top 500 · long only | finzdata-research | momentum | top500 | 0.71 | — | 0 |
| 147 | Momentum 63d skip 21 · top 20 · Top 500 · long/short | finzdata-research | momentum | top500 | 0.45 | — | 0 |
| 148 | Momentum 63d skip 21 · top 20 · Top 500 · long only | finzdata-research | momentum | top500 | 0.62 | — | 0 |
| 149 | Momentum 63d skip 0 · top 50 · Top 500 · long/short | finzdata-research | momentum | top500 | 0.58 | — | 0 |
| 150 | Momentum 63d skip 0 · top 50 · Top 500 · long only | finzdata-research | momentum | top500 | 0.86 | — | 0 |
| 151 | Momentum 63d skip 0 · top 20 · Top 500 · long/short | finzdata-research | momentum | top500 | 0.73 | — | 0 |
| 152 | Momentum 63d skip 0 · top 20 · Top 500 · long only | finzdata-research | momentum | top500 | 0.83 | — | 0 |