Anomaly Rankings - Indices (10y, weekly)

Indices Rankings: Jan 16 – Jan 22
Rank Instrument Avg. Return (%) Win Rate (%) Wins Losses
1 NASDAQ-100 Index (^NDX) 1.00 80.00 8 2
2 Taiwan Weighted Index (^TWII) 0.91 80.00 8 2
3 DAX Performance Index (^GDAXI) 0.85 80.00 8 2
4 NASDAQ Composite Index (^IXIC) 0.80 70.00 7 3
5 Nikkei 225 (^N225) 0.63 70.00 7 3
6 EURO STOXX 50 Index (^STOXX50E) 0.57 70.00 7 3
7 Bovespa Index (^BVSP) 0.55 70.00 7 3
8 S&P 500 Index (^GSPC) 0.40 70.00 7 3
9 S&P/TSX Composite Index (^GSPTSE) 0.33 70.00 7 3
10 S&P/ASX 200 Index (^AXJO) 0.09 70.00 7 3
11 Hang Seng Index (^HSI) 0.09 70.00 7 3
12 All Ordinaries Index (^AORD) 0.08 70.00 7 3
13 Jakarta Composite Index (^JKSE) 0.38 60.00 6 4
14 IBEX 35 Index (^IBEX) 0.08 60.00 6 4
15 Dow Jones Industrial Average (^DJI) -0.02 60.00 6 4
16 KOSPI Index (^KS11) -0.12 60.00 6 4
17 Russell 2000 Index (^RUT) -0.16 60.00 6 4
18 VIX Volatility Index (^VIX) 2.89 50.00 5 5
19 CAC 40 Index (^FCHI) 0.34 50.00 5 5
20 Dow Jones Transportation Average (^DJT) 0.10 50.00 5 5
21 Dow Jones Utility Average (^DJU) -0.33 50.00 5 5
22 FTSE 100 Index (^FTSE) -0.21 30.00 3 7
23 Nifty 50 Index (^NSEI) -0.59 30.00 3 7