Anomaly Rankings - Indices (10y, weekly)
| Rank | Instrument | Avg. Return (%) | Win Rate (%)▼ | Wins | Losses |
|---|---|---|---|---|---|
| 1 | VIX Volatility Index (^VIX) | 9.68 | 80.00 | 8 | 2 |
| 2 | Dow Jones Utility Average (^DJU) | 0.42 | 60.00 | 6 | 4 |
| 3 | EURO STOXX 50 Index (^STOXX50E) | -0.75 | 60.00 | 6 | 4 |
| 4 | S&P/ASX 200 Index (^AXJO) | -1.20 | 60.00 | 6 | 4 |
| 5 | All Ordinaries Index (^AORD) | -1.26 | 60.00 | 6 | 4 |
| 6 | Bovespa Index (^BVSP) | -1.67 | 60.00 | 6 | 4 |
| 7 | Taiwan Weighted Index (^TWII) | -0.52 | 50.00 | 5 | 5 |
| 8 | IBEX 35 Index (^IBEX) | -0.54 | 50.00 | 5 | 5 |
| 9 | DAX Performance Index (^GDAXI) | -0.58 | 50.00 | 5 | 5 |
| 10 | Nifty 50 Index (^NSEI) | -0.64 | 50.00 | 5 | 5 |
| 11 | CAC 40 Index (^FCHI) | -0.92 | 50.00 | 5 | 5 |
| 12 | S&P/TSX Composite Index (^GSPTSE) | -0.93 | 50.00 | 5 | 5 |
| 13 | KOSPI Index (^KS11) | -0.88 | 40.00 | 4 | 6 |
| 14 | Jakarta Composite Index (^JKSE) | -1.17 | 30.00 | 3 | 7 |
| 15 | Dow Jones Industrial Average (^DJI) | -1.22 | 30.00 | 3 | 7 |
| 16 | FTSE 100 Index (^FTSE) | -1.27 | 30.00 | 3 | 7 |
| 17 | Hang Seng Index (^HSI) | -1.65 | 30.00 | 3 | 7 |
| 18 | Russell 2000 Index (^RUT) | -1.98 | 30.00 | 3 | 7 |
| 19 | NASDAQ-100 Index (^NDX) | -1.24 | 20.00 | 2 | 8 |
| 20 | S&P 500 Index (^GSPC) | -1.34 | 20.00 | 2 | 8 |
| 21 | NASDAQ Composite Index (^IXIC) | -1.45 | 20.00 | 2 | 8 |
| 22 | Nikkei 225 (^N225) | -1.98 | 20.00 | 2 | 8 |
| 23 | Dow Jones Transportation Average (^DJT) | -2.03 | 20.00 | 2 | 8 |