Anomaly Rankings - Indices (10y, weekly)
| Rank | Instrument | Avg. Return (%) | Win Rate (%)▲ | Wins | Losses |
|---|---|---|---|---|---|
| 1 | VIX Volatility Index (^VIX) | -4.47 | 20.00 | 2 | 8 |
| 2 | Dow Jones Utility Average (^DJU) | 0.06 | 40.00 | 4 | 6 |
| 3 | CAC 40 Index (^FCHI) | 0.73 | 50.00 | 5 | 5 |
| 4 | FTSE 100 Index (^FTSE) | 0.76 | 50.00 | 5 | 5 |
| 5 | EURO STOXX 50 Index (^STOXX50E) | 1.03 | 50.00 | 5 | 5 |
| 6 | Bovespa Index (^BVSP) | 0.40 | 60.00 | 6 | 4 |
| 7 | S&P/TSX Composite Index (^GSPTSE) | 0.50 | 60.00 | 6 | 4 |
| 8 | Jakarta Composite Index (^JKSE) | 0.60 | 60.00 | 6 | 4 |
| 9 | All Ordinaries Index (^AORD) | 0.65 | 70.00 | 7 | 3 |
| 10 | Nifty 50 Index (^NSEI) | 0.72 | 70.00 | 7 | 3 |
| 11 | S&P/ASX 200 Index (^AXJO) | 0.72 | 70.00 | 7 | 3 |
| 12 | NASDAQ-100 Index (^NDX) | 0.96 | 70.00 | 7 | 3 |
| 13 | DAX Performance Index (^GDAXI) | 1.04 | 70.00 | 7 | 3 |
| 14 | Dow Jones Transportation Average (^DJT) | 1.44 | 70.00 | 7 | 3 |
| 15 | Dow Jones Industrial Average (^DJI) | 1.60 | 70.00 | 7 | 3 |
| 16 | IBEX 35 Index (^IBEX) | 1.15 | 80.00 | 8 | 2 |
| 17 | NASDAQ Composite Index (^IXIC) | 1.19 | 80.00 | 8 | 2 |
| 18 | S&P 500 Index (^GSPC) | 1.31 | 80.00 | 8 | 2 |
| 19 | Taiwan Weighted Index (^TWII) | 1.47 | 80.00 | 8 | 2 |
| 20 | KOSPI Index (^KS11) | 1.58 | 80.00 | 8 | 2 |
| 21 | Russell 2000 Index (^RUT) | 2.08 | 80.00 | 8 | 2 |
| 22 | Nikkei 225 (^N225) | 1.25 | 90.00 | 9 | 1 |
| 23 | Hang Seng Index (^HSI) | 1.65 | 90.00 | 9 | 1 |