Alpha Bias Summary % | Signals % | Trend % | DSFG % | W/M % | Boost % | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Instrument | TSI | SVI | SSI | SFG | FGA | BA% | SD% | SC% | SA% | TD% | TC% | TA% | NYS | PNY | Eur | Asi | W% | M% | AB% | TE% | VB% | |
Avg | 44 | 81 | 18 | 58 | 37 | 7 | 27 | 54 | 2 | 44 | 65 | 44 | 58 | 58 | 25 | 24 | 20 | -35 | 7 | 23 | -10 | |
1 | MCap | 78 | 96 | 43 | 78 | 53 | 12 | 56 | 78 | 6 | 88 | 71 | 88 | 78 | 77 | 48 | 47 | 16 | -34 | 15 | 56 | -34 |
2 | DowJ | 53 | 82 | 25 | 46 | 30 | 35 | 39 | 70 | 2 | 58 | 71 | 58 | 46 | 43 | 11 | 8 | 43 | -31 | -3 | 44 | 64 |
3 | SCap | 48 | 79 | 15 | 71 | 47 | -4 | 27 | 64 | 3 | 53 | 64 | 53 | 71 | 69 | 40 | 41 | 14 | -32 | 10 | 22 | -44 |
4 | S&P500 | 26 | 75 | 7 | 47 | 28 | -2 | 14 | 57 | 0 | 17 | 64 | 17 | 47 | 48 | 11 | 11 | 23 | -36 | 2 | 0 | -8 |
5 | NASDQ | 17 | 71 | 0 | 49 | 27 | -8 | 0 | 0 | 0 | 3 | 54 | 3 | 49 | 53 | 14 | 15 | 4 | -42 | 10 | -8 | -27 |
Instrument | U720 | U120 | U60 | M60 | U30 | M30 | U15 | M15 | U10 | M10 | U05 | M05 | U03 | M03 | U01 | M01 | U50 | P50 | U40 | P40 | U24 | P24 | U12 | P12 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
1 | MCap | 0 | 3 | 6 | 7 | 13 | 4 | 26 | 7 | 10 | 10 | 25 | -2 | -7 | -8 | -49 | -3 | 18 | 18 | 13 | 14 | 5 | 6 | 21 | -4 |
2 | DowJ | -28 | 29 | 0 | 0 | 13 | 4 | 7 | 7 | 10 | 10 | 25 | -1 | -7 | -8 | -47 | -1 | 6 | 7 | 0 | 0 | 6 | 7 | 0 | -4 |
3 | SCap | 0 | 0 | 22 | 0 | 13 | 4 | 26 | 7 | 11 | 11 | 0 | -3 | -7 | -8 | -53 | -3 | 24 | 10 | 0 | 0 | 7 | 8 | -3 | -5 |
4 | S&P500 | -28 | 9 | 0 | 0 | 13 | 0 | 0 | 0 | 0 | 12 | -1 | -3 | -7 | -11 | -48 | -3 | 7 | 8 | 11 | 12 | 7 | 7 | -4 | -6 |
5 | NASDQ | -29 | 0 | 0 | 0 | 13 | 0 | 26 | 0 | 0 | 0 | -4 | -5 | -10 | -12 | -50 | -4 | 17 | 6 | 12 | 13 | 0 | 7 | -4 | -6 |
Instrument | U720 | U120 | U60 | M60 | U30 | M30 | U15 | M15 | U10 | M10 | U05 | M05 | U03 | M03 | U01 | M01 | U50 | M50 | U40 | M40 | U24 | M24 | U12 | M12 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
1 | MCap | 51 | 185 | 193 | 200 | 92 | 216 | 20 | 81 | -48 | 71 | -162 | -119 | -141 | -215 | -216 | -213 | 250 | 350 | 279 | 127 | 124 | 166 | -144 | 68 |
2 | DowJ | 95 | 75 | 109 | 76 | 99 | 130 | 39 | 99 | -29 | 89 | -124 | -84 | -90 | -159 | -145 | -113 | 164 | 166 | 150 | 93 | 138 | 170 | -152 | 34 |
3 | SCap | 38 | 152 | 156 | 159 | 82 | 187 | 11 | 74 | -62 | 50 | -128 | -113 | -117 | -184 | -162 | -153 | 129 | 235 | 230 | 116 | 27 | 132 | -179 | -75 |
4 | S&P500 | 50 | 77 | 103 | 77 | 72 | 124 | 2 | 65 | -73 | 39 | -134 | -124 | -108 | -184 | -172 | -144 | 118 | 147 | 152 | 87 | 40 | 95 | -197 | -99 |
5 | NASDQ | -1 | 82 | 103 | 81 | 46 | 119 | -37 | 32 | -104 | 1 | -156 | -165 | -132 | -223 | -205 | -177 | 170 | 189 | 141 | 38 | -5 | 60 | -235 | -152 |