TSI
Alpha Bias Summary as of: 5/25/2022 4:04:17 PM ET
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 92 79 45 66 44 -46 61 80 4 111 79 111 66 66 33 32 23 -33 -21 -32 -86
1 MCap 132 82 69 85 60 -38 83 91 7 162 79 162 85 85 56 54 19 -32 -18 0 -96
2 SCap 83 68 38 77 52 -50 58 79 5 109 71 109 77 75 46 46 17 -31 -20 -42 -89
3 DowJ 105 89 54 54 37 -45 68 84 4 119 86 119 54 51 19 16 46 -29 -20 -34 -82
4 S&P500 73 79 38 56 36 -52 55 77 3 84 82 84 56 57 21 20 26 -34 -23 -50 -83
5 NASDQ 67 75 27 58 35 -46 43 71 2 82 75 82 58 62 24 25 8 -41 -23 -36 -80
Trend Signal Age Bias longs/shorts or black holes
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 13 26 7 10 10 24 0 0 -6 -43 0 18 18 13 14 5 6 18 0
2 SCap 0 0 22 0 13 4 26 7 10 10 24 -1 0 -6 -47 0 24 10 0 0 7 8 0 -4
3 DowJ -28 29 2 2 13 4 7 7 10 10 24 0 0 -6 -42 2 6 7 4 4 6 7 0 -4
4 S&P500 -28 9 0 0 12 4 7 7 10 11 24 -1 0 -9 -42 0 19 9 11 12 7 8 0 -5
5 NASDQ -29 0 0 0 13 4 26 7 10 0 0 -3 -8 -10 -44 1 17 6 12 13 6 7 0 -6
Trend Bias Power %
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 60 213 226 230 138 265 78 140 13 137 -83 -12 -52 -116 19 -29 304 402 336 186 203 245 -2 208
2 SCap 45 174 185 186 120 224 55 119 -4 107 -86 -29 -54 -119 -5 -34 170 275 278 164 94 199 -89 33
3 DowJ 105 104 147 109 148 176 94 154 27 149 -57 8 -10 -72 54 50 215 215 204 147 215 247 -34 152
4 S&P500 61 110 151 117 127 171 65 128 5 120 -69 -19 -12 -86 43 41 139 176 212 150 127 194 -81 48
5 NASDQ 11 117 152 123 106 177 33 102 -23 87 -88 -54 -20 -110 31 37 236 254 209 106 102 167 -77 7
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