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 | 60 | 65 | 40 | 61 | 39 | -10 | 50 | 55 | 4 | 65 | 52 | 65 | 61 | 60 | 27 | 27 | 21 | -34 | -14 | 6 | -24 | |
1 | DowJ | 46 | 68 | 59 | 48 | 32 | -8 | 79 | 89 | 5 | 59 | 71 | 59 | 48 | 45 | 13 | 10 | 43 | -30 | -9 | -2 | -13 |
2 | S&P500 | 21 | 68 | 2 | 46 | 27 | -11 | 5 | 53 | 0 | 19 | 68 | 19 | 46 | 47 | 11 | 10 | 23 | -36 | -13 | 5 | -25 |
3 | MCap | 179 | 79 | 90 | 90 | 63 | -34 | 100 | 100 | 10 | 179 | 100 | 179 | 90 | 89 | 60 | 58 | 20 | -31 | -25 | 5 | -83 |
4 | SCap | 72 | 50 | 60 | 76 | 52 | 3 | 86 | 93 | 7 | 82 | 86 | 82 | 76 | 74 | 45 | 46 | 16 | -31 | -15 | 8 | 16 |
5 | NASDQ | -18 | 61 | -9 | 43 | 22 | -2 | -18 | -59 | -2 | -15 | -64 | -15 | 43 | 47 | 8 | 9 | 2 | -43 | -8 | 14 | -13 |
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 | 29 | 0 | 0 | 14 | 5 | 9 | 9 | 14 | 2 | 0 | 0 | 0 | 0 | 0 | 8 | 9 | 10 | 7 | 7 | 9 | 10 | 0 | -8 |
2 | S&P500 | -28 | 9 | 0 | 0 | 14 | 0 | 0 | 0 | 0 | 0 | -7 | -9 | -17 | -21 | 7 | 7 | 11 | 0 | 15 | 0 | 11 | -4 | -10 | -12 |
3 | MCap | 0 | 3 | 6 | 7 | 14 | 14 | 28 | 9 | 13 | 13 | 0 | 0 | 0 | 1 | 2 | 2 | 21 | 21 | 17 | 0 | 8 | 9 | 23 | 0 |
4 | SCap | 0 | 0 | 22 | 0 | 14 | 5 | 28 | 9 | 14 | 0 | 0 | -9 | 0 | 0 | 8 | 9 | 28 | 0 | 0 | 0 | 10 | 0 | 0 | 0 |
5 | NASDQ | -29 | 0 | 0 | 0 | 14 | 1 | 0 | 0 | 0 | 0 | -10 | -11 | -20 | -22 | 10 | 5 | 22 | 0 | 17 | -5 | 0 | -6 | -18 | 0 |
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 | 98 | 83 | 119 | 85 | 91 | 136 | 4 | 109 | -38 | 59 | -13 | -85 | 20 | -23 | -16 | 60 | 102 | 150 | 129 | 36 | 51 | 187 | -60 | -20 |
2 | S&P500 | 49 | 73 | 98 | 72 | 47 | 110 | -42 | 55 | -71 | 4 | -31 | -121 | 31 | -45 | 63 | 141 | 14 | 111 | 109 | 3 | -50 | 85 | -49 | -140 |
3 | MCap | 65 | 229 | 247 | 249 | 140 | 276 | 61 | 168 | 22 | 142 | 62 | 10 | 151 | 91 | 378 | 329 | 178 | 363 | 257 | 108 | 142 | 276 | 77 | 162 |
4 | SCap | 44 | 172 | 182 | 183 | 94 | 207 | 9 | 107 | -23 | 63 | 11 | -63 | 48 | 6 | 1 | 99 | 48 | 217 | 192 | 95 | 7 | 159 | 3 | -24 |
5 | NASDQ | -9 | 61 | 75 | 56 | -5 | 77 | -101 | -9 | -119 | -60 | -64 | -171 | 29 | -80 | 108 | 189 | -11 | 95 | 27 | -74 | -115 | -29 | 69 | -51 |