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