What tweet features are associated with higher effectiveness in tweets? Through the mining of 122 million engagements of 2.5 million original tweets, we present a systematic review of tweet time, entities, composition, and user account features. We show that the relationship between various features and tweeting effectiveness is non-linear; for example, tweets that use a few hashtags have higher effectiveness than using no or too many hashtags. This research closely relates to various industrial applications that are based on tweet features, including the analysis of advertising campaigns, the prediction of user engagement, the extraction of signals for automated trading, etc.