It has recently been hypothesized that polygenic adaptation, resulting in modest allele frequency changes at many loci, could be a major mechanism behind the adaptation of complex phenotypes in human populations. Here we leverage the large number of variants that have been identified through genome-wide association (GWA) studies to comprehensively study signatures of natural selection on genetic variants associated with complex traits. Using population differentiation based methods, such as FST and phylogenetic branch length analyses, we systematically examined nearly 1300 SNPs associated with 38 complex phenotypes. Instead of detecting selection signatures at individual variants, we aimed to identify combined evidence of natural selection by aggregating signals across many trait associated SNPs. Our results have revealed some general features of polygenic selection on complex traits associated variants. First, natural selection acting on standing variants associated with complex traits is a common phenomenon. Second, characteristics of selection for different polygenic traits vary both temporarily and geographically. Third, some studied traits (e.g. height and urate level) could have been the primary targets of selection, as indicated by the significant correlation between the effect sizes and the estimated strength of selection in the trait associated variants; however, for most traits, the allele frequency changes in trait associated variants might have been driven by the selection on other correlated phenotypes. Fourth, the changes in allele frequencies as a result of selection can be highly stochastic, such that, polygenic adaptation may accelerate differentiation in allele frequencies among populations, but generally does not produce predictable directional changes. Fifth, multiple mechanisms (pleiotropy, hitchhiking, etc) may act together to govern the changes in allele frequencies of genetic variants associated with complex traits.