Anomaly Rankings - Indices (10y, weekly)

Indices Rankings: Mar 15 – Mar 21
Rank Instrument Avg. Return (%) Win Rate (%) Wins Losses
1 IBEX 35 Index (^IBEX) 0.82 70.00 7 3
2 FTSE 100 Index (^FTSE) 0.58 70.00 7 3
3 Taiwan Weighted Index (^TWII) 0.46 70.00 7 3
4 KOSPI Index (^KS11) 0.06 70.00 7 3
5 S&P/TSX Composite Index (^GSPTSE) -0.55 70.00 7 3
6 Russell 2000 Index (^RUT) -0.79 70.00 7 3
7 Jakarta Composite Index (^JKSE) -1.31 70.00 7 3
8 Hang Seng Index (^HSI) 1.41 60.00 6 4
9 EURO STOXX 50 Index (^STOXX50E) 0.70 60.00 6 4
10 NASDAQ-100 Index (^NDX) -0.04 60.00 6 4
11 NASDAQ Composite Index (^IXIC) -0.10 60.00 6 4
12 Nifty 50 Index (^NSEI) -0.31 60.00 6 4
13 S&P 500 Index (^GSPC) -0.60 60.00 6 4
14 Bovespa Index (^BVSP) -0.77 60.00 6 4
15 All Ordinaries Index (^AORD) -0.82 60.00 6 4
16 S&P/ASX 200 Index (^AXJO) -0.83 60.00 6 4
17 Dow Jones Industrial Average (^DJI) -0.87 60.00 6 4
18 CAC 40 Index (^FCHI) 0.33 50.00 5 5
19 DAX Performance Index (^GDAXI) 0.31 50.00 5 5
20 Nikkei 225 (^N225) 0.29 50.00 5 5
21 Dow Jones Transportation Average (^DJT) -0.16 50.00 5 5
22 VIX Volatility Index (^VIX) -3.97 50.00 5 5
23 Dow Jones Utility Average (^DJU) -1.65 30.00 3 7