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 | 251 | 94 | 90 | 78 | 55 | 29 | 96 | 98 | 11 | 262 | 95 | 262 | 78 | 78 | 46 | 44 | 28 | -31 | 11 | 22 | 54 | |
1 | MCap | 302 | 96 | 98 | 97 | 70 | 66 | 100 | 100 | 13 | 313 | 96 | 313 | 97 | 96 | 68 | 65 | 23 | -29 | 10 | 28 | 161 |
2 | DowJ | 246 | 96 | 87 | 64 | 46 | 17 | 93 | 96 | 9 | 255 | 96 | 255 | 64 | 61 | 30 | 26 | 49 | -27 | 12 | 18 | 23 |
3 | S&P500 | 237 | 96 | 87 | 68 | 47 | 17 | 93 | 96 | 9 | 245 | 96 | 245 | 68 | 69 | 34 | 33 | 31 | -31 | 15 | 18 | 17 |
4 | NASDQ | 233 | 93 | 85 | 73 | 49 | 16 | 92 | 96 | 10 | 248 | 93 | 248 | 73 | 77 | 40 | 40 | 14 | -38 | 11 | 18 | 20 |
5 | SCap | 236 | 89 | 94 | 88 | 62 | 28 | 100 | 100 | 12 | 251 | 93 | 251 | 88 | 87 | 58 | 58 | 22 | -28 | 8 | 27 | 49 |
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 | 2 | 23 | 4 | 5 | 5 | 15 | 12 | 20 | 20 | 62 | 24 | 18 | 18 | 13 | 14 | 4 | 5 | 16 | 17 |
2 | DowJ | -28 | 28 | 1 | 1 | 11 | 2 | 4 | 4 | 5 | 5 | 15 | 12 | 20 | 20 | 62 | 0 | 6 | 7 | 3 | 3 | 5 | 6 | 15 | 16 |
3 | S&P500 | -28 | 8 | 1 | 1 | 11 | 2 | 4 | 4 | 5 | 6 | 15 | 13 | 20 | 20 | 62 | 0 | 7 | 8 | 10 | 11 | 5 | 5 | 19 | 20 |
4 | NASDQ | -29 | 0 | 1 | 1 | 11 | 2 | 23 | 4 | 5 | 6 | 15 | 13 | 20 | 21 | 64 | 0 | 17 | 6 | 11 | 12 | 4 | 5 | 16 | 17 |
5 | SCap | 0 | 0 | 21 | 1 | 11 | 2 | 23 | 4 | 5 | 5 | 15 | 12 | 20 | 20 | 62 | 0 | 24 | 10 | 2 | 2 | 5 | 6 | 20 | 21 |
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 | 75 | 279 | 339 | 303 | 278 | 399 | 282 | 256 | 288 | 300 | 174 | 307 | 111 | 226 | -84 | 46 | 391 | 485 | 429 | 282 | 374 | 391 | 368 | 569 |
2 | DowJ | 118 | 146 | 217 | 160 | 260 | 274 | 296 | 244 | 279 | 297 | 155 | 276 | 99 | 199 | -87 | 21 | 282 | 281 | 296 | 249 | 357 | 366 | 260 | 505 |
3 | S&P500 | 78 | 161 | 231 | 177 | 254 | 291 | 275 | 242 | 257 | 287 | 144 | 257 | 89 | 178 | -80 | 20 | 256 | 277 | 321 | 277 | 343 | 343 | 239 | 411 |
4 | NASDQ | 30 | 180 | 255 | 201 | 255 | 312 | 244 | 237 | 232 | 274 | 125 | 234 | 71 | 155 | -102 | -8 | 340 | 356 | 330 | 246 | 350 | 360 | 231 | 418 |
5 | SCap | 60 | 234 | 283 | 252 | 250 | 347 | 246 | 222 | 244 | 261 | 137 | 246 | 73 | 169 | -137 | -27 | 252 | 352 | 371 | 260 | 317 | 373 | 200 | 354 |