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 | 150 | 78 | 79 | 57 | 36 | -19 | 91 | 96 | 7 | 159 | 93 | 159 | 57 | 57 | 24 | 23 | 20 | -35 | -11 | -22 | -23 | |
1 | MCap | 192 | 93 | 96 | 76 | 52 | -13 | 100 | 100 | 9 | 205 | 93 | 205 | 76 | 75 | 46 | 45 | 16 | -34 | -10 | -24 | -6 |
2 | SCap | 151 | 82 | 91 | 68 | 45 | -31 | 100 | 100 | 8 | 160 | 93 | 160 | 68 | 67 | 37 | 38 | 13 | -33 | -14 | -30 | -50 |
3 | NASDQ | 148 | 79 | 77 | 54 | 32 | -16 | 91 | 95 | 6 | 157 | 93 | 157 | 54 | 58 | 20 | 21 | 6 | -42 | -10 | -21 | -16 |
4 | S&P500 | 138 | 75 | 75 | 46 | 28 | -15 | 90 | 95 | 6 | 146 | 93 | 146 | 46 | 47 | 11 | 11 | 23 | -36 | -9 | -19 | -16 |
5 | DowJ | 120 | 61 | 54 | 39 | 24 | -19 | 76 | 88 | 4 | 127 | 93 | 127 | 39 | 36 | 4 | 1 | 40 | -32 | -12 | -16 | -28 |
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 | 4 | 5 | 10 | 10 | 21 | 2 | 2 | 2 | 9 | 6 | 11 | 11 | 34 | 0 | 16 | 16 | 11 | 12 | 2 | 3 | 10 | 11 |
2 | SCap | 0 | 0 | 20 | 5 | 10 | 1 | 21 | 2 | 2 | 2 | 9 | 6 | 11 | 11 | 34 | 0 | 22 | 8 | 0 | 0 | 2 | 3 | 13 | 14 |
3 | NASDQ | -29 | 0 | 0 | 1 | 10 | 0 | 21 | 0 | 0 | 3 | 9 | 7 | 11 | 12 | 36 | 0 | 16 | 5 | 9 | 10 | 2 | 3 | 12 | 13 |
4 | S&P500 | -28 | 8 | 0 | 0 | 9 | 0 | 0 | 0 | 0 | 3 | 9 | 7 | 11 | 11 | 34 | 0 | 16 | 6 | 8 | 9 | 3 | 4 | 12 | 13 |
5 | DowJ | -28 | 28 | 0 | 0 | 10 | 0 | 0 | 0 | 0 | 0 | 9 | 6 | 11 | 11 | 34 | -1 | 0 | 0 | 0 | 0 | 3 | 4 | 10 | 11 |
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 | 49 | 196 | 259 | 233 | 163 | 286 | 160 | 135 | 184 | 157 | 146 | 181 | 43 | 149 | -48 | -30 | 347 | 402 | 310 | 177 | 207 | 181 | 225 | 315 |
2 | SCap | 35 | 158 | 211 | 187 | 143 | 241 | 138 | 111 | 158 | 146 | 115 | 153 | 25 | 111 | -45 | -49 | 208 | 266 | 243 | 117 | 209 | 173 | 124 | 255 |
3 | NASDQ | 6 | 108 | 176 | 130 | 154 | 205 | 154 | 132 | 163 | 158 | 100 | 157 | 8 | 98 | -49 | -55 | 242 | 250 | 224 | 179 | 206 | 193 | 100 | 242 |
4 | S&P500 | 49 | 79 | 138 | 93 | 130 | 162 | 155 | 111 | 164 | 150 | 107 | 154 | 15 | 106 | -43 | -46 | 167 | 186 | 185 | 166 | 179 | 172 | 187 | 301 |
5 | DowJ | 86 | 52 | 102 | 60 | 106 | 124 | 158 | 90 | 169 | 144 | 116 | 157 | 18 | 122 | -61 | -61 | 143 | 137 | 124 | 117 | 185 | 138 | 153 | 279 |