I will list some of the major ways that retail traders/investors can attempt to generate some alpha with their trading.

1)  Mean reversion strategies, like RSI(2) and bollinger bands

2)  Trend-following strategies, like moving average crosses and channel breakout

3)  Volatility breakout/opening range breakout

4)  Global tactical asset allocation/momentum ranking

5)  Selling naked puts to acquire stock at a discount

6)  Selling covered calls to generate income on your portfolio

7)  Seasonal trading, such as long stocks from November thru May, hold cash or treasuries from May thru Nov.  Also, the stock market tends to be strong on and around the first day of the month.

8)  Using a moving average to time high yield bond mutual funds, since they tend to exhibit very high price persistence.