Anomaly Rankings - Indices (10y, weekly)

Indices Rankings: Aug 15 – Aug 21
Rank Instrument Avg. Return (%) Win Rate (%) Wins Losses
1 Dow Jones Utility Average (^DJU) 0.34 80.00 8 2
2 VIX Volatility Index (^VIX) 1.45 70.00 7 3
3 Nifty 50 Index (^NSEI) 0.65 60.00 6 4
4 Jakarta Composite Index (^JKSE) 0.53 60.00 6 4
5 S&P/TSX Composite Index (^GSPTSE) 0.04 50.00 5 5
6 All Ordinaries Index (^AORD) -0.12 50.00 5 5
7 KOSPI Index (^KS11) -0.90 50.00 5 5
8 S&P 500 Index (^GSPC) 0.04 40.00 4 6
9 NASDAQ-100 Index (^NDX) 0.02 40.00 4 6
10 NASDAQ Composite Index (^IXIC) -0.08 40.00 4 6
11 Dow Jones Transportation Average (^DJT) -0.08 40.00 4 6
12 S&P/ASX 200 Index (^AXJO) -0.19 40.00 4 6
13 FTSE 100 Index (^FTSE) -0.26 40.00 4 6
14 CAC 40 Index (^FCHI) -0.32 40.00 4 6
15 EURO STOXX 50 Index (^STOXX50E) -0.32 40.00 4 6
16 IBEX 35 Index (^IBEX) -0.34 40.00 4 6
17 Taiwan Weighted Index (^TWII) -0.42 40.00 4 6
18 Bovespa Index (^BVSP) -0.49 40.00 4 6
19 Hang Seng Index (^HSI) -0.71 40.00 4 6
20 Nikkei 225 (^N225) -0.80 40.00 4 6
21 Dow Jones Industrial Average (^DJI) 0.06 30.00 3 7
22 DAX Performance Index (^GDAXI) -0.14 30.00 3 7
23 Russell 2000 Index (^RUT) -0.44 30.00 3 7