RobertWColby's Commentaries

Weekly Top 10 ETF Rankings

4-Year Outperformance by the
Top 10 Exchange Traded Funds

Weekly Rankings of Major Trend Relative Strength

My weekly Top 10 ETFs ranked by the Major Trend Relative Strength outperformed the S&P 500 by 118 percentage points since August, 2004, in simulation. Click here for a graph of simulated performance.

To arrive at my Top 10 ETF picks, I first calculate a six-month rate of change (approximately) of price. Next, I add in filters to dampen random noise. I rank all the ETFs in my universe from highest rate of change to lowest rate of change. Finally, I pick the highest 10 ETFs each week. These Top 10 are the best performing ETFs, the ones with the best major trend momentum.

Please note that this is a high-volatility strategy: the stocks that go up the most when the stock market is in a Bullish trend often go down the most during market corrections to the downside.

Please note that this Top 10 list is a research study and is not investment advice. Your use of this site means that you have read, understood, and accepted myDisclaimer.

Weekly Rank, Name, Symbol

100 Value SmallCap S&P 600, RZV
99 Brazil Index, EWZ
99 Australia Index, EWA
98 India Earnings WTree, EPI
98 Value S&P 500, RPV
97 Silver Trust iS, SLV
97 Pacific ex-Japan, EPP
97 Latin Am 40, ILF
96 Growth MidCap S&P 400, RFG
96 South Korea Index, EWY

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Based on prices as of the close on Friday, October 9, 2009

Exchange Traded Funds
Weekly Rankings of Major Trend Relative Strength

Each week, at the end of the week, I rank 235 Exchange Traded Funds (ETFs), based on my updated version of the Screening Method for Analysis of Relative Strength. For details on this method, see my book, pages 604-609. Below, I ranked 235 ETFs as of the posting date, above.

Research studies suggest that ETFs ranked in the top quintile (highest fifth) of the list (with a rank of 80 and higher) may have a greater probability of outperforming the market in the months ahead. Conversely, ETFs ranked in the bottom quintile (lowest fifth), below 20, may have a greater probability of underperforming the market in the months ahead.

Interpretation:
100 to 80, Buy
79 to 60, Hold
59 to 40, Neutral, Market Perform
39 to 20, Avoid
19 to 0, Sell

Please note that this screen is not investment advice. Your use of this site means that you have read, understood, and accepted my Disclaimer.

Weekly Rank, Name, Symbol

100 Value SmallCap S&P 600, RZV
99 Brazil Index, EWZ
99 Australia Index, EWA
98 India Earnings WTree, EPI
98 Value S&P 500, RPV
97 Silver Trust iS, SLV
97 Pacific ex-Japan, EPP
97 Latin Am 40, ILF
96 Growth MidCap S&P 400, RFG
96 South Korea Index, EWY
95 Emerging VIPERs, VWO
95 Internet Architecture H, IAH
94 Internet H, HHH
94 Austria Index, EWO
94 Software, PSJ
93 Emerging Markets, EEM
93 Value SmallCap iS M, JKL
92 South Africa Index, EZA
92 Value LargeCap Fundamental RAFI 1000, PRF
91 Internet B2B H, BHH
91 Semiconductor SPDR, XSD
91 Malaysia Index, EWM
90 Spain Index, EWP
90 Technology MS sT, MTK
89 Growth Small Cap DJ, DSG
89 Emerging 50 BLDRS, ADRE
89 Netherlands Index, EWN
88 Ultra QQQ Double, QLD
88 Networking, IGN
87 Capital Markets KWB ST, KCE
87 Info Tech VIPERs, VGT
86 Singapore Index, EWS
86 Technology DJ US, IYW
86 SmallCap Core iS M, JKJ
85 Value Small Cap DJ, DSV
85 Consumer D. VIPERs, VCR
84 Mexico Index, EWW
84 Taiwan Index, EWT
83 China LargeCap Growth G D H USX PS, PGJ
83 China 25 iS, FXI
83 Value SmallCap VIPERS, VBR
82 Growth S&P 500, RPG
82 Value MidCap iS M, JKI
81 Financials Global LargeCap Value, IXG
81 Small Cap VIPERs, VB
80 Technology GS, IGM
80 Growth SmallCap VIPERs, VBK
80 Canada Index, EWC
79 Semiconductor iS GS, IGW
79 Hong Kong Index, EWH
78 LargeCap Blend S&P=Weight R, RSP
78 Leisure & Entertainment, PEJ
77 Sweden Index, EWD
77 Growth MidCap 400 B, IJK
77 Software, IGV
76 Extended Mkt VIPERs, VXF
76 Growth LargeCap NASDAQ 100, QQQQ
75 Basic Materials DJ US, IYM
75 Gold Shares S.T., GLD
74 Consumer Discretionary SPDR, XLY
74 Microcap Russell, IWC
74 Italy Index, EWI
73 IPOs, First Tr IPOX-100, FPX
73 Value EAFE MSCI, EFV
72 Switzerland Index, EWL
72 MidCap VIPERs, VO
71 Technology Global, IXN
71 Growth LargeCap NASDAQ Fidelity, ONEQ
71 EMU Europe Index, EZU
70 MidCap S&P 400 iS, IJH
70 MidCap S&P 400 SPDRs, MDY
69 Semiconductor H, SMH
69 Belgium Index, EWK
69 Value MidCap Russell, IWS
68 France Index, EWQ
68 Growth SmallCap R 2000, IWO
67 Consumer Cyclical DJ, IYC
67 Euro STOXX 50, FEZ
66 Ultra MidCap400 Double, MVV
66 Metals & Mining SPDR, XME
66 MidCap Russell, IWR
65 Biotech & Genome, PBE
65 SmallCap Russell 2000, IWM
64 Software H, SWH
64 Value SmallCap Russell 2000, IWN
63 Growth MidCap Russell, IWP
63 Growth BARRA Small Cap 600, IJT
63 MidCap Blend Core iS M, JKG
62 Value MidCap S&P 400 B, IJJ
62 Technology SPDR, XLK
61 SmallCap S&P 600, IJR
61 Preferred Stock iS, PFF
60 Retail H, RTH
60 Value 40 Large Low P/E FT DB, FDV
60 Value SmallCap S&P 600 B, IJS
59 European VIPERs, VGK
59 Pharmaceuticals, PJP
58 Growth SmallCap iS M, JKK
58 Retail, PMR
57 Financial Preferred, PGF
57 Nanotech Lux, PXN
57 Europe 350 S&P Index, IEV
56 Dividend International, PID
56 Value MidCap Dynamic PS, PWP
55 Natural Resource iS GS, IGE
55 Materials VIPERs, VAW
54 Growth Large Cap, ELG
54 Bank Regional H, RKH
54 Value LargeCap Euro STOXX 50 DJ, FEU
53 EAFE Index, EFA
53 Pacific VIPERs, VPL
52 Europe 100 BLDRS, ADRU
52 Financial Services DJ, IYG
51 Germany Index, EWG
51 MidCap Growth iS M, JKH
51 Financial SPDR, XLF
50 Financials VIPERs, VFH
50 Financial DJ US, IYF
49 Materials SPDR, XLB
49 Oil Services H, OIH
49 Growth LargeCap Russell 3000, IWZ
48 LargeCap Blend Socially Responsible iS, KLD
48 Growth 1000 Russell, IWF
47 Blend Total Market VIPERs, VTI
47 Growth VIPERs, VUG
46 Consumer Staples VIPERs, VDC
46 Global 100, IOO
46 Growth LargeCap iS M, JKE
45 LargeCap Blend Total Market DJ, IYY
45 LargeCap Blend NYSE Composite iS, NYC
44 LargeCap Blend Russell 3000, IWV
44 Developed 100 BLDRS, ADRD
43 Growth S&P 500/BARRA, IVW
43 Consumer Non-Cyclical, IYK
43 Wilshire 5000 ST TM, TMW
42 LargeCap 1000 R, IWB
42 LargeCap Blend S&P 1500 iS, ISI
41 LargeCap VIPERs, VV
41 Homebuilders SPDR, XHB
40 Dividend SPDR, SDY
40 Lg Cap Growth PSD, PWB
40 LargeCap Blend Core iS M, JKD
39 S&P 500 SPDRs LargeCap Blend, SPY
39 S&P 500 iS LargeCap Blend, IVV
38 Value LargeCap Russell 3000, IWW
38 OTC Dynamic PS, PWO
37 REIT VIPERs, VNQ
37 Aerospace & Defense, PPA
37 Value 1000 Russell, IWD
36 Health Care VIPERs, VHT
36 Value SmallCap Dynamic PS, PWY
35 Insurance, PIC
35 REIT Wilshire, RWR
34 Dividend Appreciation Vipers, VIG
34 Industrial LargeCap Blend DJ US, IYJ
34 Growth EAFE MSCI, EFG
33 Oil & Gas, PXJ
33 Pharmaceutical H, PPH
32 Value VIPERs, VTV
32 Industrials VIPERs, VIS
31 Dividend High Yield Equity PS, PEY
31 SmallCap PS Zacks, PZJ
31 Semiconductors, PSI
30 Real Estate US DJ, IYR
30 Global Titans, DGT
29 Consumer Staples SPDR, XLP
29 Value S&P 500 B, IVE
29 DIAMONDS (DJIA), DIA
28 Biotech H, BBH
28 United Kingdom Index, EWU
27 LargeCap Blend S&P 100, OEF
27 Asia 50 BLDRS, ADRA
26 Water Resources, PHO
26 Bond, High-Yield Corporate, HYG
26 Telecommunications & Wireless, PTE
25 Transportation Av DJ, IYT
25 Healthcare Global, IXJ
24 Ultra Dow30 Double, DDM
24 LargeCap Rydex Rus Top 50, XLG
23 Energy VIPERs, VDE
23 Telecom Services VIPERs, VOX
23 Healthcare DJ, IYH
22 Ultra S&P500 Double, SSO
22 Industrial SPDR, XLI
21 Value LargeCap Dynamic PS, PWV
21 Energy Global, IXC
20 Growth Mid Cap Dynamic PS, PWJ
20 Health Care SPDR, XLV
20 Value Large Cap DJ, ELV
19 Realty Cohen & Steers, ICF
19 Value LargeCap NYSE 100 iS, NY
18 Micro Cap Zachs, PZI
18 Dividend Achievers PS, PFM
17 Energy SPDR, XLE
17 Energy DJ, IYE
17 LargeCap Blend Dynamic PS, PWC
16 Growth SmallCap Dynamic PS, PWT
16 Dividend DJ Select, DVY
15 Internet Infrastructure H, IIH
15 Bond, Corp, LQD
14 Value LargeCap iS M, JKF
14 Telecommunications Global, IXP
14 Food & Beverage, PBJ
13 Energy Exploration & Prod, PXE
13 Dividend Leaders, FDL
12 Bond, Aggregate, AGG
12 Japan Index, EWJ
11 Bond, TIPS, TIP
11 Japan LargeCap Blend TOPIX 150, ITF
11 Building & Construction, PKB
10 Bond, 10 Year Treasury, IEF
10 Bond, 1-3 Year Treasury, SHY
9 Telecom DJ US, IYZ
9 Utilities VIPERs, VPU
9 Utilities DJ, IDU
8 Value Line Timeliness MidCap Gr, PIV
8 Bond, 20+ Years Treasury, TLT
7 Utilities SPDR, XLU
7 Utilities, PUI
6 WilderHill Clean Energy PS, PBW
6 Utilities H, UTH
6 Biotech SPDR, XBI
5 Telecom H, TTH
5 Commodity Tracking, DBC
4 Short 200% Bond 7-10 Yr T, PST
4 Short 200% US T Bond, TBT
3 Short 100% Dow 30, DOG
3 Short 100% S&P 500, SH
3 Oil, Crude, U.S. Oil Fund, USO
2 Short 100% QQQ, PSQ
2 Short 100% MidCap 400, MYY
1 Short 200% Dow 30 PS, DXD
1 Short 200% S&P 500 PS, SDS
0 Short 200% QQQ PS, QID
0 Short 200% MidCap 400 PS, MZZ

Tags:
stocks, etfs, nasdaq, s-p-500

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