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