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 | 224 | 91 | 89 | 62 | 41 | -17 | 95 | 98 | 6 | 224 | 100 | 224 | 62 | 62 | 29 | 29 | 22 | -34 | -6 | -5 | -41 | |
1 | DowJ | 206 | 86 | 82 | 46 | 30 | -13 | 92 | 96 | 4 | 206 | 100 | 206 | 46 | 43 | 11 | 8 | 43 | -31 | -4 | 1 | -35 |
2 | SCap | 230 | 86 | 93 | 74 | 50 | -17 | 100 | 100 | 7 | 230 | 100 | 230 | 74 | 72 | 43 | 44 | 16 | -31 | -4 | -3 | -45 |
3 | MCap | 249 | 96 | 98 | 79 | 54 | -25 | 100 | 100 | 8 | 249 | 100 | 249 | 79 | 78 | 49 | 47 | 17 | -34 | -12 | -7 | -55 |
4 | S&P500 | 208 | 93 | 85 | 52 | 33 | -16 | 92 | 96 | 5 | 208 | 100 | 208 | 52 | 53 | 17 | 17 | 25 | -35 | -3 | -7 | -38 |
5 | NASDQ | 226 | 93 | 85 | 60 | 37 | -16 | 92 | 96 | 6 | 226 | 100 | 226 | 60 | 64 | 26 | 27 | 9 | -40 | -6 | -9 | -33 |
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 | DowJ | -28 | 28 | 0 | 0 | 10 | 1 | 1 | 1 | 1 | 1 | 7 | 4 | 6 | 6 | 20 | 20 | 5 | 6 | 0 | 0 | 2 | 3 | 8 | 9 |
2 | SCap | 0 | 0 | 20 | 5 | 10 | 1 | 20 | 1 | 1 | 1 | 7 | 4 | 6 | 6 | 20 | 15 | 22 | 8 | 0 | 0 | 2 | 3 | 11 | 12 |
3 | MCap | 0 | 2 | 4 | 5 | 10 | 10 | 20 | 1 | 1 | 1 | 7 | 4 | 6 | 6 | 20 | 15 | 16 | 16 | 11 | 12 | 1 | 2 | 9 | 10 |
4 | S&P500 | -28 | 8 | 0 | 0 | 9 | 1 | 1 | 1 | 1 | 2 | 7 | 5 | 6 | 6 | 20 | 20 | 16 | 6 | 8 | 9 | 2 | 3 | 12 | 13 |
5 | NASDQ | -29 | 0 | 0 | 1 | 10 | 1 | 20 | 1 | 1 | 2 | 7 | 5 | 6 | 7 | 22 | 20 | 16 | 5 | 9 | 10 | 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 | DowJ | 95 | 79 | 136 | 92 | 154 | 174 | 233 | 150 | 252 | 199 | 253 | 248 | 220 | 258 | 110 | 195 | 188 | 182 | 192 | 180 | 274 | 225 | 373 | 430 |
2 | SCap | 42 | 179 | 241 | 214 | 181 | 276 | 195 | 167 | 223 | 192 | 229 | 230 | 193 | 232 | 120 | 193 | 249 | 302 | 310 | 178 | 270 | 236 | 301 | 387 |
3 | MCap | 52 | 207 | 275 | 247 | 183 | 304 | 196 | 174 | 230 | 182 | 240 | 234 | 202 | 245 | 131 | 218 | 368 | 422 | 332 | 201 | 253 | 226 | 317 | 365 |
4 | S&P500 | 57 | 101 | 170 | 123 | 172 | 200 | 221 | 165 | 239 | 198 | 229 | 238 | 187 | 227 | 80 | 153 | 208 | 222 | 229 | 214 | 259 | 257 | 287 | 401 |
5 | NASDQ | 14 | 131 | 208 | 160 | 195 | 244 | 220 | 188 | 239 | 210 | 224 | 243 | 177 | 226 | 76 | 148 | 284 | 292 | 267 | 225 | 274 | 262 | 280 | 375 |