Anomaly Rankings - Indices (10y, weekly)
| Rank | Instrument | Avg. Return (%) | Win Rate (%)▼ | Wins | Losses |
|---|---|---|---|---|---|
| 1 | Russell 2000 Index (^RUT) | 1.07 | 100.00 | 10 | 0 |
| 2 | Jakarta Composite Index (^JKSE) | 1.07 | 90.00 | 9 | 1 |
| 3 | S&P 500 Index (^GSPC) | 0.73 | 80.00 | 8 | 2 |
| 4 | FTSE 100 Index (^FTSE) | 0.71 | 80.00 | 8 | 2 |
| 5 | All Ordinaries Index (^AORD) | 0.70 | 80.00 | 8 | 2 |
| 6 | S&P/ASX 200 Index (^AXJO) | 0.66 | 80.00 | 8 | 2 |
| 7 | NASDAQ Composite Index (^IXIC) | 0.81 | 70.00 | 7 | 3 |
| 8 | S&P/TSX Composite Index (^GSPTSE) | 0.60 | 70.00 | 7 | 3 |
| 9 | EURO STOXX 50 Index (^STOXX50E) | 0.55 | 70.00 | 7 | 3 |
| 10 | CAC 40 Index (^FCHI) | 0.47 | 70.00 | 7 | 3 |
| 11 | IBEX 35 Index (^IBEX) | 0.47 | 70.00 | 7 | 3 |
| 12 | DAX Performance Index (^GDAXI) | 0.44 | 70.00 | 7 | 3 |
| 13 | Dow Jones Transportation Average (^DJT) | 1.06 | 60.00 | 6 | 4 |
| 14 | NASDAQ-100 Index (^NDX) | 0.75 | 60.00 | 6 | 4 |
| 15 | Dow Jones Industrial Average (^DJI) | 0.42 | 60.00 | 6 | 4 |
| 16 | Hang Seng Index (^HSI) | 0.29 | 60.00 | 6 | 4 |
| 17 | Taiwan Weighted Index (^TWII) | 0.14 | 60.00 | 6 | 4 |
| 18 | Dow Jones Utility Average (^DJU) | 0.62 | 50.00 | 5 | 5 |
| 19 | Nifty 50 Index (^NSEI) | 0.43 | 50.00 | 5 | 5 |
| 20 | Nikkei 225 (^N225) | 0.22 | 50.00 | 5 | 5 |
| 21 | KOSPI Index (^KS11) | 0.04 | 40.00 | 4 | 6 |
| 22 | VIX Volatility Index (^VIX) | -2.95 | 40.00 | 4 | 6 |
| 23 | Bovespa Index (^BVSP) | 0.19 | 30.00 | 3 | 7 |