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 | 133 | 91 | 59 | 70 | 47 | -4 | 72 | 86 | 7 | 158 | 81 | 158 | 70 | 70 | 37 | 36 | 24 | -32 | -1 | 2 | -13 | |
1 | SCap | 139 | 86 | 71 | 82 | 57 | -2 | 83 | 92 | 9 | 166 | 82 | 166 | 82 | 81 | 52 | 52 | 19 | -29 | -1 | 1 | -7 |
2 | MCap | 184 | 96 | 68 | 90 | 63 | -15 | 78 | 89 | 9 | 220 | 82 | 220 | 90 | 89 | 60 | 58 | 20 | -31 | -8 | -8 | -30 |
3 | DowJ | 138 | 93 | 65 | 57 | 40 | -3 | 77 | 88 | 6 | 164 | 82 | 164 | 57 | 54 | 22 | 19 | 47 | -28 | 3 | 3 | -14 |
4 | S&P500 | 104 | 100 | 52 | 58 | 38 | 0 | 64 | 82 | 6 | 123 | 79 | 123 | 58 | 59 | 23 | 23 | 27 | -34 | 3 | 5 | -9 |
5 | NASDQ | 99 | 82 | 40 | 61 | 38 | 2 | 57 | 78 | 5 | 115 | 79 | 115 | 61 | 66 | 27 | 28 | 9 | -40 | 0 | 9 | -3 |
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 | SCap | 0 | 0 | 21 | 1 | 12 | 3 | 24 | 5 | 8 | 8 | 20 | 17 | 29 | 0 | -25 | -9 | 24 | 10 | 2 | 2 | 6 | 7 | 22 | 0 |
2 | MCap | 0 | 2 | 5 | 6 | 12 | 12 | 24 | 5 | 8 | 8 | 20 | 17 | 29 | -1 | -22 | -8 | 18 | 18 | 13 | 14 | 4 | 5 | 15 | 16 |
3 | DowJ | -28 | 28 | 1 | 1 | 12 | 3 | 5 | 5 | 8 | 8 | 20 | 17 | 29 | 0 | -20 | -8 | 6 | 7 | 3 | 3 | 5 | 6 | 17 | 0 |
4 | S&P500 | -28 | 8 | 1 | 1 | 11 | 3 | 5 | 5 | 8 | 9 | 20 | 18 | 29 | -2 | -20 | -9 | 18 | 8 | 10 | 11 | 6 | 7 | 22 | -2 |
5 | NASDQ | -29 | 0 | 0 | 0 | 11 | 3 | 24 | 5 | 8 | 9 | 20 | 0 | 0 | -3 | -22 | -10 | 17 | 6 | 11 | 12 | 5 | 6 | 19 | -2 |
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 | SCap | 52 | 211 | 252 | 224 | 180 | 280 | 163 | 171 | 85 | 180 | -35 | 95 | -67 | -24 | -21 | -77 | 209 | 311 | 322 | 210 | 203 | 276 | 34 | 194 |
2 | MCap | 66 | 249 | 295 | 264 | 196 | 321 | 185 | 190 | 102 | 207 | -30 | 123 | -84 | -24 | -48 | -108 | 336 | 433 | 371 | 221 | 293 | 307 | 182 | 399 |
3 | DowJ | 109 | 119 | 180 | 128 | 192 | 209 | 197 | 188 | 102 | 206 | -29 | 110 | -72 | -16 | -32 | -91 | 235 | 234 | 244 | 197 | 285 | 291 | 58 | 292 |
4 | S&P500 | 64 | 122 | 184 | 134 | 167 | 204 | 154 | 159 | 66 | 169 | -60 | 63 | -98 | -56 | -60 | -124 | 183 | 218 | 245 | 197 | 189 | 232 | -45 | 155 |
5 | NASDQ | 15 | 136 | 201 | 151 | 154 | 215 | 118 | 143 | 38 | 143 | -84 | 27 | -119 | -88 | -72 | -146 | 257 | 276 | 245 | 161 | 176 | 205 | -60 | 120 |