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 | 301 | 97 | 92 | 79 | 56 | -12 | 96 | 98 | 10 | 301 | 100 | 301 | 79 | 79 | 47 | 46 | 28 | -31 | -7 | -18 | -11 | |
1 | MCap | 349 | 96 | 98 | 98 | 70 | 1 | 100 | 100 | 12 | 349 | 100 | 349 | 98 | 96 | 68 | 66 | 23 | -29 | -3 | -27 | 33 |
2 | DowJ | 282 | 100 | 89 | 63 | 45 | -9 | 93 | 96 | 8 | 282 | 100 | 282 | 63 | 60 | 29 | 26 | 49 | -27 | -9 | -12 | -5 |
3 | NASDQ | 285 | 96 | 87 | 74 | 50 | -11 | 93 | 96 | 9 | 285 | 100 | 285 | 74 | 78 | 41 | 41 | 14 | -38 | -5 | -11 | -18 |
4 | S&P500 | 272 | 100 | 89 | 68 | 47 | -15 | 93 | 96 | 9 | 272 | 100 | 272 | 68 | 69 | 34 | 33 | 31 | -32 | -10 | -10 | -25 |
5 | SCap | 316 | 93 | 96 | 92 | 66 | -28 | 100 | 100 | 12 | 316 | 100 | 316 | 92 | 91 | 62 | 62 | 23 | -27 | -9 | -32 | -42 |
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 | 2 | 5 | 6 | 11 | 11 | 22 | 3 | 4 | 4 | 13 | 10 | 17 | 17 | 52 | 14 | 18 | 18 | 13 | 14 | 4 | 5 | 14 | 15 |
2 | DowJ | -28 | 28 | 1 | 1 | 11 | 2 | 3 | 3 | 4 | 4 | 13 | 10 | 17 | 17 | 52 | 14 | 6 | 7 | 2 | 2 | 5 | 6 | 14 | 15 |
3 | NASDQ | -29 | 0 | 1 | 1 | 11 | 2 | 22 | 3 | 4 | 5 | 13 | 11 | 17 | 18 | 54 | 14 | 17 | 6 | 10 | 11 | 4 | 5 | 15 | 16 |
4 | S&P500 | -28 | 8 | 1 | 1 | 11 | 2 | 3 | 3 | 4 | 5 | 13 | 11 | 17 | 17 | 52 | 14 | 6 | 7 | 10 | 11 | 5 | 5 | 18 | 19 |
5 | SCap | 0 | 0 | 21 | 1 | 11 | 2 | 22 | 3 | 4 | 4 | 13 | 10 | 17 | 17 | 52 | 14 | 23 | 9 | 2 | 2 | 4 | 5 | 19 | 20 |
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 | 76 | 279 | 336 | 300 | 277 | 402 | 322 | 287 | 328 | 325 | 246 | 342 | 202 | 315 | 184 | 324 | 393 | 487 | 432 | 284 | 377 | 395 | 362 | 585 |
2 | DowJ | 117 | 144 | 214 | 157 | 256 | 270 | 330 | 262 | 314 | 316 | 216 | 308 | 175 | 279 | 116 | 242 | 278 | 277 | 301 | 276 | 351 | 360 | 309 | 540 |
3 | NASDQ | 32 | 184 | 261 | 206 | 262 | 318 | 287 | 269 | 278 | 303 | 191 | 283 | 154 | 242 | 112 | 215 | 347 | 363 | 354 | 293 | 362 | 373 | 296 | 478 |
4 | S&P500 | 77 | 160 | 230 | 176 | 253 | 290 | 310 | 263 | 293 | 307 | 203 | 291 | 162 | 251 | 109 | 218 | 291 | 303 | 320 | 275 | 340 | 340 | 287 | 447 |
5 | SCap | 65 | 249 | 304 | 270 | 276 | 372 | 310 | 277 | 317 | 320 | 239 | 321 | 200 | 293 | 190 | 299 | 332 | 400 | 403 | 293 | 413 | 436 | 306 | 452 |