TSI
Alpha Bias Summary as of: 5/25/2022 2:45:02 PM ET
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 169 81 83 58 37 -4 94 97 6 176 95 176 58 58 25 25 20 -35 1 5 -19
1 MCap 207 93 96 76 52 15 100 100 8 215 96 215 76 76 46 45 16 -34 10 12 22
2 NASDQ 170 79 77 56 34 -11 91 95 6 177 96 177 56 60 22 23 7 -41 0 3 -35
3 SCap 169 82 91 70 46 -9 100 100 8 175 96 175 70 68 39 40 14 -32 -4 1 -25
4 DowJ 150 75 75 42 26 -9 90 95 4 156 96 156 42 39 6 4 41 -32 1 7 -33
5 S&P500 147 75 75 48 29 -8 90 95 5 158 93 158 48 48 12 12 23 -36 -1 2 -25
Trend Signal Age Bias longs/shorts or black holes
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 20 1 2 2 8 5 9 9 29 0 16 16 11 12 2 3 10 11
2 NASDQ -29 0 0 1 10 0 21 0 0 3 9 7 10 11 32 0 16 5 9 10 2 3 12 13
3 SCap 0 0 20 5 10 1 21 2 2 2 9 6 10 10 30 0 22 8 0 0 2 3 13 14
4 DowJ -28 28 0 0 10 1 2 2 2 2 9 6 10 10 30 0 0 0 0 0 3 4 9 10
5 S&P500 -28 8 0 0 9 0 0 0 0 3 9 7 10 10 30 0 16 6 8 9 3 4 12 13
Trend Bias Power %
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 49 197 261 235 165 288 174 153 186 160 180 198 89 177 -22 37 349 404 312 179 210 185 230 321
2 NASDQ 9 117 188 141 170 219 172 150 183 177 123 179 47 136 -2 2 258 266 240 197 231 219 138 278
3 SCap 37 164 219 194 153 250 151 122 172 159 130 168 58 139 -15 14 219 276 256 130 226 190 150 281
4 DowJ 89 61 115 72 123 139 177 108 190 163 139 179 61 159 -19 6 159 152 141 135 209 163 244 341
5 S&P500 51 83 144 99 139 170 166 120 175 160 119 166 43 130 -14 -10 176 193 195 176 192 185 208 322
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