Anomaly Rankings - Indices (10y, weekly)

Indices Rankings: Apr 17 – Apr 23
Rank Instrument Avg. Return (%) Win Rate (%) Wins Losses
1 Dow Jones Transportation Average (^DJT) 0.75 90.00 9 1
2 IBEX 35 Index (^IBEX) 1.02 70.00 7 3
3 KOSPI Index (^KS11) 0.29 70.00 7 3
4 EURO STOXX 50 Index (^STOXX50E) 0.86 60.00 6 4
5 CAC 40 Index (^FCHI) 0.72 60.00 6 4
6 Russell 2000 Index (^RUT) 0.30 60.00 6 4
7 Nikkei 225 (^N225) 0.27 60.00 6 4
8 FTSE 100 Index (^FTSE) 0.24 60.00 6 4
9 S&P/TSX Composite Index (^GSPTSE) 0.13 60.00 6 4
10 DAX Performance Index (^GDAXI) 0.71 50.00 5 5
11 Jakarta Composite Index (^JKSE) 0.46 50.00 5 5
12 Bovespa Index (^BVSP) 0.03 50.00 5 5
13 S&P/ASX 200 Index (^AXJO) -0.13 50.00 5 5
14 Nifty 50 Index (^NSEI) -0.16 50.00 5 5
15 All Ordinaries Index (^AORD) -0.17 50.00 5 5
16 Hang Seng Index (^HSI) -0.21 50.00 5 5
17 Taiwan Weighted Index (^TWII) -0.76 50.00 5 5
18 VIX Volatility Index (^VIX) 2.19 40.00 4 6
19 S&P 500 Index (^GSPC) -0.29 40.00 4 6
20 Dow Jones Industrial Average (^DJI) -0.31 40.00 4 6
21 NASDAQ Composite Index (^IXIC) -0.42 40.00 4 6
22 Dow Jones Utility Average (^DJU) -0.58 40.00 4 6
23 NASDAQ-100 Index (^NDX) -0.66 30.00 3 7