Anomaly Rankings - Indices (10y, 1-month)

Indices Rankings: Jun 15 – Jul 14
Rank Instrument Avg. Return (%) Win Rate (%) Wins Losses
1 NASDAQ-100 Index (^NDX) 4.31 100.00 10 0
2 NASDAQ Composite Index (^IXIC) 3.93 100.00 10 0
3 Bovespa Index (^BVSP) 3.93 60.00 6 4
4 S&P 500 Index (^GSPC) 2.81 100.00 10 0
5 Nifty 50 Index (^NSEI) 2.73 80.00 8 2
6 Dow Jones Industrial Average (^DJI) 2.51 80.00 8 2
7 Dow Jones Transportation Average (^DJT) 2.50 70.00 7 3
8 All Ordinaries Index (^AORD) 1.99 90.00 9 1
9 Russell 2000 Index (^RUT) 1.98 80.00 8 2
10 S&P/ASX 200 Index (^AXJO) 1.96 90.00 9 1
11 KOSPI Index (^KS11) 1.75 70.00 7 3
12 Dow Jones Utility Average (^DJU) 1.70 80.00 8 2
13 Jakarta Composite Index (^JKSE) 1.70 60.00 6 4
14 Taiwan Weighted Index (^TWII) 1.68 70.00 7 3
15 Nikkei 225 (^N225) 1.64 70.00 7 3
16 CAC 40 Index (^FCHI) 1.45 70.00 7 3
17 EURO STOXX 50 Index (^STOXX50E) 1.43 70.00 7 3
18 S&P/TSX Composite Index (^GSPTSE) 1.22 80.00 8 2
19 FTSE 100 Index (^FTSE) 1.15 60.00 6 4
20 Hang Seng Index (^HSI) 1.04 60.00 6 4
21 DAX Performance Index (^GDAXI) 0.82 60.00 6 4
22 IBEX 35 Index (^IBEX) -0.30 60.00 6 4
23 VIX Volatility Index (^VIX) -12.24 10.00 1 9