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