Anomaly Rankings - Indices (10y, weekly)

Indices Rankings: Jul 17 – Jul 23
Rank Instrument Avg. Return (%) Win Rate (%) Wins Losses
1 Bovespa Index (^BVSP) 0.19 30.00 3 7
2 VIX Volatility Index (^VIX) -2.95 40.00 4 6
3 KOSPI Index (^KS11) 0.04 40.00 4 6
4 Nikkei 225 (^N225) 0.22 50.00 5 5
5 Nifty 50 Index (^NSEI) 0.43 50.00 5 5
6 Dow Jones Utility Average (^DJU) 0.62 50.00 5 5
7 Taiwan Weighted Index (^TWII) 0.14 60.00 6 4
8 Hang Seng Index (^HSI) 0.29 60.00 6 4
9 Dow Jones Industrial Average (^DJI) 0.42 60.00 6 4
10 NASDAQ-100 Index (^NDX) 0.75 60.00 6 4
11 Dow Jones Transportation Average (^DJT) 1.06 60.00 6 4
12 DAX Performance Index (^GDAXI) 0.44 70.00 7 3
13 CAC 40 Index (^FCHI) 0.47 70.00 7 3
14 IBEX 35 Index (^IBEX) 0.47 70.00 7 3
15 EURO STOXX 50 Index (^STOXX50E) 0.55 70.00 7 3
16 S&P/TSX Composite Index (^GSPTSE) 0.60 70.00 7 3
17 NASDAQ Composite Index (^IXIC) 0.81 70.00 7 3
18 S&P/ASX 200 Index (^AXJO) 0.66 80.00 8 2
19 All Ordinaries Index (^AORD) 0.70 80.00 8 2
20 FTSE 100 Index (^FTSE) 0.71 80.00 8 2
21 S&P 500 Index (^GSPC) 0.73 80.00 8 2
22 Jakarta Composite Index (^JKSE) 1.07 90.00 9 1
23 Russell 2000 Index (^RUT) 1.07 100.00 10 0