Based on prices as of the close on Thursday, December 3, 2009.

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 116 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 Internet H, HHH
99 Latin Am 40, ILF
98 Silver Trust iS, SLV
98 Gold Shares S.T., GLD
97 India Earnings WTree, EPI
97 Mexico Index, EWW
97 Australia Index, EWA
96 Semiconductor SPDR, XSD
96 Ultra QQQ Double, QLD

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

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