Anomaly Rankings - Indices (10y, 1-month)
| Rank | Instrument | Avg. Return (%)▼ | Win Rate (%) | Wins | Losses |
|---|---|---|---|---|---|
| 1 | VIX Volatility Index (^VIX) | 23.24 | 80.00 | 8 | 2 |
| 2 | Taiwan Weighted Index (^TWII) | 1.40 | 70.00 | 7 | 3 |
| 3 | IBEX 35 Index (^IBEX) | 1.06 | 70.00 | 7 | 3 |
| 4 | CAC 40 Index (^FCHI) | 1.03 | 80.00 | 8 | 2 |
| 5 | EURO STOXX 50 Index (^STOXX50E) | 0.85 | 80.00 | 8 | 2 |
| 6 | DAX Performance Index (^GDAXI) | 0.85 | 80.00 | 8 | 2 |
| 7 | Dow Jones Utility Average (^DJU) | 0.64 | 60.00 | 6 | 4 |
| 8 | S&P/TSX Composite Index (^GSPTSE) | 0.35 | 60.00 | 6 | 4 |
| 9 | Bovespa Index (^BVSP) | 0.24 | 50.00 | 5 | 5 |
| 10 | Hang Seng Index (^HSI) | -0.38 | 60.00 | 6 | 4 |
| 11 | FTSE 100 Index (^FTSE) | -0.41 | 60.00 | 6 | 4 |
| 12 | S&P 500 Index (^GSPC) | -0.46 | 50.00 | 5 | 5 |
| 13 | Russell 2000 Index (^RUT) | -0.52 | 50.00 | 5 | 5 |
| 14 | NASDAQ-100 Index (^NDX) | -0.63 | 50.00 | 5 | 5 |
| 15 | Dow Jones Industrial Average (^DJI) | -0.68 | 50.00 | 5 | 5 |
| 16 | NASDAQ Composite Index (^IXIC) | -0.85 | 50.00 | 5 | 5 |
| 17 | Dow Jones Transportation Average (^DJT) | -1.04 | 30.00 | 3 | 7 |
| 18 | KOSPI Index (^KS11) | -1.16 | 50.00 | 5 | 5 |
| 19 | Jakarta Composite Index (^JKSE) | -1.18 | 40.00 | 4 | 6 |
| 20 | S&P/ASX 200 Index (^AXJO) | -1.41 | 50.00 | 5 | 5 |
| 21 | All Ordinaries Index (^AORD) | -1.49 | 50.00 | 5 | 5 |
| 22 | Nikkei 225 (^N225) | -1.53 | 40.00 | 4 | 6 |
| 23 | Nifty 50 Index (^NSEI) | -1.62 | 40.00 | 4 | 6 |