130/30 enhanced
ImplementationMulti
130/30 long-extension long 130 short 30
Source: encyclopedia
2-12 month lookback skip last
MomentumLong
2-12 month lookback skip recent month
Source: Pacer
30% factor tilt + 70% core
TiltsLong
30% factor tilt + 70% core simple
Source: Wealthvieu
AQR Style Premia
ModelsLong
AQR Style Premia Alternative diversified
Source: encyclopedia
AQR factor research
AsnessLong
AQR Capital Mgmt factor research lead
Source: encyclopedia
AVUV Avantis US Small Cap Val
SizeLong
AVUV Avantis US Small Cap Value
Source: encyclopedia
Accruals earnings quality
New FactorsLong
Accruals earnings quality Sloan
Source: encyclopedia
April 2026 +19.3% S&P Mom
MomentumLong
S&P 500 Momentum +19.3% April 2026
Source: ETFTrends
April 2026 -8.5% under bench
Low VolShort
Low Vol -8.5% vs S&P April 2026 risk-on
Source: ETFTrends
Avantis newer DFA-style
ModelsLong
Avantis American Century factor-tilt
Source: encyclopedia
BUL Pacer US Cash Cows Growth
EsotericMulti
BUL Pacer US Cash Cows Growth Leaders
Source: encyclopedia
Bridgeway aggressive small value
ModelsMulti
Bridgeway US Aggressive Small Value
Source: encyclopedia
CALF Pacer US Small Cap Cash Cows
EsotericLong
CALF Pacer US Small Cap Cash Cows 100
Source: encyclopedia
CMA conservative-aggressive
ModelsMulti
CMA Conservative Minus Aggressive investment
Source: Pacer
COWZ Pacer US Cash Cows
EsotericLong
COWZ Pacer US Cash Cows 100 high FCF yield
Source: encyclopedia
Capital-efficient ETFs leverage
ImplementationMulti
Capital-efficient ETFs return-stacked
Source: encyclopedia
Carhart 4-factor 1997
ModelsLong
Carhart 4-factor 1997 + WML momentum
Source: encyclopedia
Carry across asset classes
New FactorsLong
Carry across asset classes AQR
Source: encyclopedia
DEEP Roundhill Acquirers Multiple
ValueLong
DEEP Roundhill Acquirers Multiple
Source: encyclopedia
DFA targeted factors
ModelsLong
Dimensional Fund Advisors DFA factor pioneer
Source: encyclopedia
DFSV Dimensional Small Cap Val
SizeLong
DFSV Dimensional US Small Cap Value
Source: encyclopedia
DURA VanEck Morningstar Durable
EsotericMulti
DURA VanEck Morningstar Durable Dividend
Source: encyclopedia
DYNF iShares Factor Rotation
Factor RotationLong
DYNF iShares US Equity Factor Rotation Active
Source: iShares
Defensive Q + Min Vol slowdown
Factor RotationLong
Defensive Quality + Min Vol economic slowdown
Source: Kitces
Defensive low risk anomaly
New FactorsLong
Defensive low-risk anomaly Frazzini-Pedersen
Source: encyclopedia
Definition variation across providers
IssuesMulti
Definition variation across providers
Source: encyclopedia
EEMV iShares EM Min Vol
Low VolMulti
EEMV iShares MSCI EM Min Volatility
Source: encyclopedia
EFAV iShares Intl Min Vol
Low VolLong
EFAV iShares MSCI EAFE Min Volatility
Source: encyclopedia
EMGF iShares EM Multi-Factor
Multi-FactorMulti
EMGF iShares EM Multi-Factor
Source: encyclopedia
Enhanced value composite
ValueLong
Enhanced value composite multi-metric
Source: CIGAM
Factor blend equal weight
TiltsLong
Factor blend equal weight 5 factors diversify
Source: encyclopedia
Factor crowding decay
IssuesShort
Factor crowding alpha decay
Source: Wealthvieu
Factor zoo Cochrane critique
IssuesShort
Factor zoo Cochrane multiple testing critique
Source: encyclopedia
Fama-French 3-factor 1992
ModelsLong
Fama-French 3-factor 1992 mkt SMB HML
Source: Wealthvieu
Fama-French 5-factor 2015
ModelsLong
Fama-French 5-factor 2015 + RMW + CMA
Source: Pacer
FlexShares NTRS
Smart BetaMulti
FlexShares Northern Trust factor ETFs
Source: encyclopedia
Forward FCF yield
ValueLong
Forward FCF yield value metric
Source: CIGAM
GSLC Goldman ActiveBeta Equity
Multi-FactorLong
GSLC Goldman ActiveBeta US Large Cap
Source: encyclopedia
HML book-to-market
ValueLong
HML book-to-market Fama-French value
Source: Pacer
High ROE low leverage
QualityLong
High ROE low leverage stable earnings
Source: Wealthvieu
IJR iShares Core S&P 600
SizeLong
IJR iShares Core S&P Small Cap 600
Source: encyclopedia
INTF iShares Intl Multi-Factor
Multi-FactorMulti
INTF iShares Intl Equity Multi-Factor
Source: encyclopedia
IQLT iShares Intl Quality
QualityLong
IQLT iShares MSCI International Quality
Source: Kitces
IVE iShares S&P 500 Value
ValueLong
IVE iShares S&P 500 Value ETF
Source: encyclopedia
IWN iShares Russell 2000 Value
SizeLong
IWN iShares Russell 2000 Value
Source: encyclopedia
Invesco PowerShares
Smart BetaLong
Invesco PowerShares smart beta heritage
Source: encyclopedia
Investment factor low CapEx
New FactorsLong
Investment factor low CapEx growth
Source: encyclopedia
Jegadeesh-Titman 1993
MomentumLong
Jegadeesh-Titman 1993 momentum paper
Source: Wealthvieu
LRGF iShares Large-Cap Multi
Multi-FactorLong
LRGF iShares Large-Cap Multi-Factor
Source: encyclopedia
Liquidity premium illiquid
New FactorsLong
Liquidity premium illiquid stocks
Source: encyclopedia
Long underperformance periods
IssuesShort
Long underperformance periods possible
Source: Gotrade
Long-only retail-friendly
ImplementationLong
Long-only retail-friendly tilt
Source: encyclopedia
Long-short Fama-French
ImplementationLong
Long-short Fama-French academic
Source: encyclopedia
Lost decade 2010-2020
ValueShort
Value lost decade 2010-2020 underperformance
Source: Wealthvieu
MOM JPM Momentum
MomentumMulti
JPM Momentum ETF MOM
Source: encyclopedia
MTUM iShares Momentum
MomentumLong
MTUM iShares MSCI USA Momentum Factor
Source: encyclopedia
Macro factor timing
Factor RotationLong
Macro-driven factor rotation timing
Source: iShares
Min vol smoother ride
Low VolLong
Minimum vol smoother ride during stress
Source: BlackRock
Mom 3-5% premium 6-12mo
MomentumLong
Momentum 3-5% premium 6-12 mo lookback
Source: Wealthvieu
Momentum + Growth expansion
Factor RotationLong
Momentum + Growth in expansion
Source: Kitces
Momentum crashes 30-50%
MomentumShort
Momentum crash 30-50% reversals 2009 2022
Source: Wealthvieu
Multiple testing data mining
IssuesShort
Multiple testing data mining concern
Source: encyclopedia
Net stock issuance
New FactorsLong
Net stock issuance buyback factor
Source: encyclopedia
P/E P/B P/CF screens
ValueLong
P/E P/B P/CF screens cheap baskets
Source: Wealthvieu
Profitability 3.20% premium
ProfitabilityLong
Profitability 3.20% annualized 1963-
Source: Pacer
QDF FlexShares Dynamic Quality
QualityMulti
FlexShares QDF Dynamic Quality
Source: encyclopedia
QGRO American Century
QualityMulti
QGRO American Century Quality Growth
Source: encyclopedia
QMJ Quality Minus Junk
AsnessLong
Quality Minus Junk Asness Frazzini Pedersen
Source: Wealthvieu
QMOM Alpha Architect Quant Momentum
MomentumLong
QMOM Alpha Architect Quantitative Momentum
Source: encyclopedia
QUAL iShares MSCI USA Quality
QualityLong
QUAL iShares MSCI USA Quality Factor
Source: Kitces
Quality $13B inflows BlackRock
QualityLong
$13B inflows Quality ETFs BlackRock 2024
Source: Kitces
Quality 3.4% premium 1963-2023
ProfitabilityLong
Quality RMW 3.4% premium 1963-2023
Source: Kitces
RMW Robust Minus Weak
ProfitabilityLong
RMW Profitability Fama-French 5-factor
Source: Pacer
RPV Invesco Pure Value
ValueLong
RPV Invesco S&P 500 Pure Value
Source: encyclopedia
Research Affiliates RAFI
Smart BetaLong
Research Affiliates RAFI fundamental indexing
Source: encyclopedia
Risk-adjusted outperform
Low VolLong
Low Vol risk-adjusted outperform LR
Source: Pacer
SLY SPDR S&P Small Cap 600
SizeLong
SLY SPDR S&P 600 Small Cap
Source: encyclopedia
SMB small minus big
SizeLong
SMB Small Minus Big Fama-French size
Source: Wealthvieu
SMLF iShares Small-Cap Multi
Multi-FactorLong
SMLF iShares Small-Cap Multi-Factor
Source: encyclopedia
SPDV AAM S&P 500 High Div
EsotericMulti
SPDV AAM S&P 500 High Dividend Value
Source: encyclopedia
SPHD Invesco S&P 500 LV High Div
Low VolMulti
SPHD Invesco S&P 500 LV High Dividend
Source: encyclopedia
SPHQ Invesco S&P 500 Quality
QualityLong
SPHQ Invesco S&P 500 Quality
Source: encyclopedia
SPLV Invesco S&P 500 Low Vol
Low VolLong
SPLV Invesco S&P 500 Low Volatility
Source: encyclopedia
SPMO Invesco S&P 500 Momentum
MomentumLong
SPMO Invesco S&P 500 Momentum ETF
Source: encyclopedia
SPVU Invesco Enhanced Value
ValueLong
SPVU Invesco S&P 500 Enhanced Value
Source: encyclopedia
SPXE excludes energy
EsotericMulti
SPXE ProShares S&P 500 ex-Energy
Source: encyclopedia
Size cycle timing
Factor RotationMulti
Size cycle timing rotation
Source: Kitces
Skewness preference
New FactorsMulti
Skewness preference lottery effect
Source: encyclopedia
Small cap value sweet spot
SizeLong
Small cap value not growth sweet spot
Source: Wealthvieu
Small value tilt classic
TiltsLong
Small value tilt classic Larry portfolio
Source: encyclopedia
Smart beta = factor passive
Smart BetaLong
Smart beta factor-tilted passive labels
Source: encyclopedia
Tracking error regret
IssuesShort
Tracking error regret psychological
Source: Wealthvieu
USMV iShares Min Vol USA
Low VolLong
USMV iShares MSCI USA Min Volatility
Source: encyclopedia
VIOV Vanguard S&P 600 Value
SizeLong
VIOV Vanguard S&P Small Cap 600 Value
Source: encyclopedia
VLUE iShares Value Factor
ValueLong
VLUE iShares MSCI USA Value Factor
Source: encyclopedia
Value momentum everywhere
AsnessLong
Value Momentum Everywhere Asness 2013
Source: encyclopedia
Value premium 2.92% 1963-2024
ValueLong
Value 2.92% annualized 1963-2024
Source: Pacer
Value recovery early cycle
Factor RotationLong
Value early cycle recovery
Source: Kitces
WML Winners Minus Losers
MomentumLong
Winners Minus Losers Carhart 4th factor
Source: Pacer
WisdomTree dividend weighting
Smart BetaLong
WisdomTree dividend-weighted indexes
Source: encyclopedia
An encyclopedia of publicly documented strategies for education. YCAI does not recommend, endorse, or trade any of these. Not investment advice.