Alpha Bias Summary as of: 1/25/2022 9:40:15 AM ET
Alpha Bias Summary % Signals % Trend % Daily SFG % Week/Month % Boost %
Instrument TSI SVI SSI SFG FGA BA% SD% SC% SA% TD% TC% TA% NYS PNY Eur Asi W% M% AB% ↓ TE% VB%
Avg -46 57 -26 -4 -23 -5 -38 -49 -4 -48 -43 -48 -4 -7 -29 -66 -10 -132 -4 -1 -9
MCap -194 82 -80 -22 -37 3 -91 -96 -7 -194 -100 -194 -22 -30 -55 -79 1 -120 2 20 -14
SCap -44 59 -42 -3 -21 -1 -64 -82 -6 -49 -89 -49 -3 -8 -35 -66 8 -122 0 4 -8
S&P500 -20 36 -26 1 -24 -4 -50 -75 -4 -20 -27 -20 1 0 -24 -71 -24 -151 -7 -4 -3
DowJ -52 50 -47 -8 -25 -5 -72 -86 -4 -59 -88 -59 -8 -13 -22 -63 -20 -99 -7 -2 -5
NASDQ 78 56 64 11 -10 -17 87 94 2 83 89 83 11 14 -8 -53 -13 -168 -9 -25 -17
Trend Signal Age Bias longs/shorts or black holes as of: 1/25/2022 9:40:15 AM ET
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
MCap -30 0 19 -1 -13 -1 -12 -12 -17 -2 -2 -3 0 -4 -13 -3 -8 -8 -12 0 -33 0 0 -6
SCap -30 0 19 -2 -6 -1 -8 -1 -20 0 -46 0 0 -1 0 -1 -11 1 -14 0 -46 -2 0 0
S&P500 -30 0 0 0 0 -6 -8 -12 -18 0 -46 1 0 0 0 0 0 0 -12 3 0 8 0 -4
DowJ -26 0 0 0 38 -1 -7 -9 -19 0 -46 0 -4 -1 0 -2 -14 1 -18 0 0 -4 0 0
NASDQ -31 0 0 0 0 0 0 0 1 1 4 1 15 2 7 5 10 0 10 0 10 0 12 0
Trend Bias Power % as of: 1/25/2022 9:40:15 AM ET
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
MCap -166 -87 -140 -136 -190 -192 -230 -303 -232 -244 -324 -238 -324 -274 -105 -240 -212 -269 -221 -131 -76 -118 -97 -93
SCap -113 -42 -72 -65 -79 -88 -49 -123 -32 -70 -41 -20 -42 -35 4 -50 -25 -83 -65 -17 -9 10 -20 -10
S&P500 -239 -41 -45 -45 -45 -48 13 -80 39 -13 33 63 47 49 35 16 -111 -97 -60 29 20 33 -19 3
DowJ -204 -32 -54 -36 -78 -66 -70 -136 -62 -85 -99 -60 -107 -89 17 -68 -3 -83 -43 -2 -14 24 -27 -26
NASDQ -197 -12 1 -6 25 20 124 39 161 110 192 207 243 214 122 154 34 100 100 34 34 100 35 99
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