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 | 187 | 89 | 88 | 60 | 38 | 0 | 95 | 98 | 6 | 188 | 99 | 188 | 60 | 60 | 26 | 26 | 21 | -35 | 2 | -11 | 9 | |
1 | SCap | 192 | 86 | 93 | 71 | 48 | -4 | 100 | 100 | 8 | 192 | 100 | 192 | 71 | 70 | 41 | 41 | 15 | -32 | 3 | -23 | 7 |
2 | NASDQ | 189 | 93 | 85 | 58 | 35 | 4 | 92 | 96 | 6 | 189 | 100 | 189 | 58 | 62 | 23 | 24 | 8 | -41 | 6 | -4 | 10 |
3 | DowJ | 178 | 82 | 80 | 44 | 28 | -3 | 91 | 96 | 4 | 178 | 100 | 178 | 44 | 41 | 8 | 6 | 42 | -31 | 1 | -9 | -1 |
4 | S&P500 | 173 | 93 | 85 | 49 | 30 | 5 | 92 | 96 | 5 | 173 | 100 | 173 | 49 | 50 | 14 | 14 | 24 | -35 | 4 | -2 | 12 |
5 | MCap | 202 | 93 | 96 | 76 | 51 | -2 | 100 | 100 | 8 | 210 | 96 | 210 | 76 | 75 | 45 | 44 | 15 | -34 | -5 | -17 | 16 |
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 | 20 | 5 | 10 | 1 | 20 | 1 | 2 | 2 | 8 | 5 | 9 | 9 | 27 | 2 | 22 | 8 | 0 | 0 | 2 | 3 | 13 | 14 |
2 | NASDQ | -29 | 0 | 0 | 1 | 9 | 1 | 20 | 1 | 2 | 3 | 8 | 6 | 9 | 10 | 29 | 1 | 16 | 5 | 9 | 10 | 2 | 3 | 11 | 12 |
3 | DowJ | -28 | 28 | 0 | 0 | 10 | 1 | 1 | 1 | 2 | 2 | 8 | 5 | 9 | 9 | 27 | 2 | 0 | 6 | 0 | 0 | 2 | 3 | 8 | 9 |
4 | S&P500 | -28 | 8 | 0 | 0 | 10 | 1 | 1 | 1 | 2 | 3 | 8 | 6 | 9 | 9 | 27 | 1 | 5 | 6 | 8 | 9 | 2 | 2 | 12 | 13 |
5 | MCap | 0 | 2 | 4 | 5 | 10 | 10 | 20 | 1 | 2 | 2 | 8 | 5 | 9 | 9 | 27 | 0 | 16 | 16 | 11 | 12 | 2 | 3 | 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 | SCap | 38 | 170 | 228 | 202 | 164 | 260 | 175 | 148 | 185 | 171 | 174 | 196 | 93 | 167 | 9 | 78 | 230 | 286 | 268 | 143 | 243 | 208 | 175 | 307 |
2 | NASDQ | 10 | 122 | 201 | 151 | 181 | 224 | 199 | 169 | 194 | 188 | 164 | 206 | 76 | 160 | 15 | 50 | 266 | 274 | 249 | 205 | 242 | 232 | 195 | 320 |
3 | DowJ | 92 | 69 | 123 | 80 | 136 | 158 | 212 | 130 | 208 | 179 | 193 | 214 | 104 | 194 | 24 | 80 | 171 | 165 | 168 | 150 | 249 | 199 | 334 | 390 |
4 | S&P500 | 53 | 90 | 149 | 105 | 148 | 184 | 196 | 142 | 191 | 174 | 169 | 198 | 79 | 161 | 17 | 51 | 194 | 204 | 208 | 188 | 236 | 194 | 242 | 354 |
5 | MCap | 48 | 194 | 257 | 231 | 160 | 283 | 167 | 147 | 179 | 153 | 171 | 190 | 80 | 167 | -31 | 55 | 343 | 398 | 306 | 173 | 202 | 176 | 217 | 307 |