Sign inRobertWColby'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 120 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 my Disclaimer.
Weekly Rank, Name, Symbol
100 Value SmallCap S&P 600, RZV
99 Brazil Index, EWZ
99 India Earnings WTree, EPI
98 Australia Index, EWA
98 Latin Am 40, ILF
97 Value S&P 500, RPV
97 Pacific ex-Japan, EPP
97 Growth MidCap S&P 400, RFG
96 Austria Index, EWO
96 Emerging VIPERs, VWO
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Based on prices as of the close on Friday, October 16, 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 India Earnings WTree, EPI
98 Australia Index, EWA
98 Latin Am 40, ILF
97 Value S&P 500, RPV
97 Pacific ex-Japan, EPP
97 Growth MidCap S&P 400, RFG
96 Austria Index, EWO
96 Emerging VIPERs, VWO
95 Silver Trust iS, SLV
95 Emerging Markets, EEM
94 South Africa Index, EZA
94 Malaysia Index, EWM
94 Emerging 50 BLDRS, ADRE
93 Netherlands Index, EWN
93 Mexico Index, EWW
92 Software, PSJ
92 Spain Index, EWP
91 South Korea Index, EWY
91 Internet H, HHH
91 Value LargeCap Fundamental RAFI 1000, PRF
90 Ultra QQQ Double, QLD
90 Value SmallCap iS M, JKL
89 Sweden Index, EWD
89 Singapore Index, EWS
89 Internet B2B H, BHH
88 Internet Architecture H, IAH
88 Growth Small Cap DJ, DSG
87 Capital Markets KWB ST, KCE
87 Italy Index, EWI
86 Growth S&P 500, RPG
86 Consumer D. VIPERs, VCR
86 Technology MS sT, MTK
85 SmallCap Core iS M, JKJ
85 China 25 iS, FXI
84 Technology DJ US, IYW
84 Info Tech VIPERs, VGT
83 Belgium Index, EWK
83 Financials Global LargeCap Value, IXG
83 Taiwan Index, EWT
82 Networking, IGN
82 Semiconductor SPDR, XSD
81 China LargeCap Growth G D H USX PS, PGJ
81 LargeCap Blend S&P=Weight R, RSP
80 Value MidCap iS M, JKI
80 Canada Index, EWC
80 Value Small Cap DJ, DSV
79 Growth SmallCap VIPERs, VBK
79 Consumer Discretionary SPDR, XLY
78 Small Cap VIPERs, VB
78 Basic Materials DJ US, IYM
77 Technology GS, IGM
77 Value SmallCap VIPERS, VBR
77 Switzerland Index, EWL
76 Software H, SWH
76 Software, IGV
75 EMU Europe Index, EZU
75 Oil Services H, OIH
74 France Index, EWQ
74 Value EAFE MSCI, EFV
74 Leisure & Entertainment, PEJ
73 Growth MidCap 400 B, IJK
73 Natural Resource iS GS, IGE
72 European VIPERs, VGK
72 MidCap VIPERs, VO
71 Ultra MidCap400 Double, MVV
71 Euro STOXX 50, FEZ
71 Consumer Cyclical DJ, IYC
70 Extended Mkt VIPERs, VXF
70 Europe 350 S&P Index, IEV
69 Hong Kong Index, EWH
69 Growth LargeCap NASDAQ 100, QQQQ
69 IPOs, First Tr IPOX-100, FPX
68 Growth LargeCap NASDAQ Fidelity, ONEQ
68 Metals & Mining SPDR, XME
67 Retail H, RTH
67 Value MidCap Russell, IWS
66 Technology Global, IXN
66 MidCap Russell, IWR
66 MidCap S&P 400 iS, IJH
65 Biotech & Genome, PBE
65 MidCap S&P 400 SPDRs, MDY
64 Value LargeCap Euro STOXX 50 DJ, FEU
64 Growth MidCap Russell, IWP
63 MidCap Blend Core iS M, JKG
63 Gold Shares S.T., GLD
63 Europe 100 BLDRS, ADRU
62 Growth BARRA Small Cap 600, IJT
62 Growth SmallCap R 2000, IWO
61 Retail, PMR
61 Value 40 Large Low P/E FT DB, FDV
60 Microcap Russell, IWC
60 Pharmaceuticals, PJP
60 Dividend International, PID
59 Semiconductor iS GS, IGW
59 SmallCap Russell 2000, IWM
58 EAFE Index, EFA
58 Materials VIPERs, VAW
57 Germany Index, EWG
57 SmallCap S&P 600, IJR
57 Technology SPDR, XLK
56 Value MidCap S&P 400 B, IJJ
56 Growth Large Cap, ELG
55 Nanotech Lux, PXN
55 Oil & Gas, PXJ
54 Growth SmallCap iS M, JKK
54 Energy Global, IXC
54 United Kingdom Index, EWU
53 Value SmallCap Russell 2000, IWN
53 Energy VIPERs, VDE
52 MidCap Growth iS M, JKH
52 Developed 100 BLDRS, ADRD
51 Semiconductor H, SMH
51 Global 100, IOO
51 Bank Regional H, RKH
50 Value SmallCap S&P 600 B, IJS
50 Homebuilders SPDR, XHB
49 Materials SPDR, XLB
49 Preferred Stock iS, PFF
49 Growth LargeCap iS M, JKE
48 Value MidCap Dynamic PS, PWP
48 Financial Services DJ, IYG
47 LargeCap Blend NYSE Composite iS, NYC
47 Growth VIPERs, VUG
46 Growth S&P 500/BARRA, IVW
46 Blend Total Market VIPERs, VTI
46 Growth 1000 Russell, IWF
45 Growth LargeCap Russell 3000, IWZ
45 Consumer Staples VIPERs, VDC
44 LargeCap Blend Socially Responsible iS, KLD
44 Ultra Dow30 Double, DDM
43 Ultra S&P500 Double, SSO
43 Transportation Av DJ, IYT
43 LargeCap Blend Russell 3000, IWV
42 LargeCap Blend Total Market DJ, IYY
42 Dividend SPDR, SDY
41 LargeCap 1000 R, IWB
41 LargeCap VIPERs, VV
40 Financial SPDR, XLF
40 Growth EAFE MSCI, EFG
40 Wilshire 5000 ST TM, TMW
39 LargeCap Blend S&P 1500 iS, ISI
39 Consumer Non-Cyclical, IYK
38 Financial DJ US, IYF
38 Financials VIPERs, VFH
37 Financial Preferred, PGF
37 S&P 500 SPDRs LargeCap Blend, SPY
37 Industrial LargeCap Blend DJ US, IYJ
36 S&P 500 iS LargeCap Blend, IVV
36 Energy SPDR, XLE
35 Value LargeCap Russell 3000, IWW
35 Pacific VIPERs, VPL
34 Value SmallCap Dynamic PS, PWY
34 Aerospace & Defense, PPA
34 Value 1000 Russell, IWD
33 Value VIPERs, VTV
33 Pharmaceutical H, PPH
32 Industrials VIPERs, VIS
32 Lg Cap Growth PSD, PWB
31 Energy DJ, IYE
31 Dividend Appreciation Vipers, VIG
31 LargeCap Blend Core iS M, JKD
30 Health Care VIPERs, VHT
30 Consumer Staples SPDR, XLP
29 Biotech H, BBH
29 Industrial SPDR, XLI
29 Global Titans, DGT
28 LargeCap Blend S&P 100, OEF
28 LargeCap Rydex Rus Top 50, XLG
27 DIAMONDS (DJIA), DIA
27 Value S&P 500 B, IVE
26 Insurance, PIC
26 OTC Dynamic PS, PWO
26 Healthcare Global, IXJ
25 SmallCap PS Zacks, PZJ
25 Healthcare DJ, IYH
24 Energy Exploration & Prod, PXE
24 Value LargeCap Dynamic PS, PWV
23 Asia 50 BLDRS, ADRA
23 Dividend High Yield Equity PS, PEY
23 Telecom Services VIPERs, VOX
22 Value Large Cap DJ, ELV
22 Value LargeCap NYSE 100 iS, NY
21 Health Care SPDR, XLV
21 Growth Mid Cap Dynamic PS, PWJ
20 Bond, High-Yield Corporate, HYG
20 REIT Wilshire, RWR
20 REIT VIPERs, VNQ
19 Value LargeCap iS M, JKF
19 Dividend DJ Select, DVY
18 LargeCap Blend Dynamic PS, PWC
18 Dividend Achievers PS, PFM
17 Micro Cap Zachs, PZI
17 Real Estate US DJ, IYR
17 Water Resources, PHO
16 Telecommunications & Wireless, PTE
16 Dividend Leaders, FDL
15 Growth SmallCap Dynamic PS, PWT
15 Food & Beverage, PBJ
14 Semiconductors, PSI
14 Telecommunications Global, IXP
14 Realty Cohen & Steers, ICF
13 Bond, Corp, LQD
13 Bond, Aggregate, AGG
12 Bond, TIPS, TIP
12 Internet Infrastructure H, IIH
11 Building & Construction, PKB
11 Utilities VIPERs, VPU
11 Utilities DJ, IDU
10 Japan Index, EWJ
10 Utilities SPDR, XLU
9 Bond, 1-3 Year Treasury, SHY
9 Bond, 10 Year Treasury, IEF
9 Telecom DJ US, IYZ
8 Utilities, PUI
8 Value Line Timeliness MidCap Gr, PIV
7 Utilities H, UTH
7 Japan LargeCap Blend TOPIX 150, ITF
6 Biotech SPDR, XBI
6 WilderHill Clean Energy PS, PBW
6 Bond, 20+ Years Treasury, TLT
5 Commodity Tracking, DBC
5 Telecom H, TTH
4 Short 200% Bond 7-10 Yr T, PST
4 Oil, Crude, U.S. Oil Fund, USO
3 Short 200% US T Bond, TBT
3 Short 100% Dow 30, DOG
3 Short 100% S&P 500, SH
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
stocks, etfs, nasdaq, s-p-500
Share
