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 109 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 Ultra MidCap400 Double, MVV
99 Metals & Mining SPDR, XME
98 Ultra QQQ Double, QLD
98 Growth MidCap S&P 400, RFG
97 Semiconductor SPDR, XSD
97 Leisure & Entertainment, PEJ
97 Value S&P 500, RPV
96 Internet Infrastructure H, IIH
96 Value SmallCap iS M, JKL
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Based on prices as of the close on Friday, March 5, 2010.
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 Ultra MidCap400 Double, MVV
99 Metals & Mining SPDR, XME
98 Ultra QQQ Double, QLD
98 Growth MidCap S&P 400, RFG
97 Semiconductor SPDR, XSD
97 Leisure & Entertainment, PEJ
97 Value S&P 500, RPV
96 Internet Infrastructure H, IIH
96 Value SmallCap iS M, JKL
95 Biotech & Genome, PBE
95 India Earnings WTree, EPI
94 Consumer D. VIPERs, VCR
94 Software, PSJ
94 Growth Small Cap DJ, DSG
93 Consumer Discretionary SPDR, XLY
93 Growth SmallCap VIPERs, VBK
92 Value Small Cap DJ, DSV
92 Internet H, HHH
91 Growth S&P 500, RPG
91 Basic Materials DJ US, IYM
91 SmallCap Core iS M, JKJ
90 Small Cap VIPERs, VB
90 Growth MidCap 400 B, IJK
89 Retail, PMR
89 Value SmallCap S&P 600 B, IJS
89 MidCap S&P 400 iS, IJH
88 Mexico Index, EWW
88 MidCap S&P 400 SPDRs, MDY
87 Value SmallCap VIPERS, VBR
87 Extended Mkt VIPERs, VXF
86 Value MidCap iS M, JKI
86 MidCap Growth iS M, JKH
86 MidCap VIPERs, VO
85 SmallCap S&P 600, IJR
85 SmallCap Russell 2000, IWM
84 Value SmallCap Russell 2000, IWN
84 LargeCap Blend S&P=Weight R, RSP
83 Australia Index, EWA
83 Consumer Cyclical DJ, IYC
83 Growth SmallCap R 2000, IWO
82 Microcap Russell, IWC
82 MidCap Blend Core iS M, JKG
81 Value MidCap Russell, IWS
81 MidCap Russell, IWR
80 Growth SmallCap iS M, JKK
80 Growth MidCap Russell, IWP
80 Value MidCap S&P 400 B, IJJ
79 Pharmaceuticals, PJP
79 Growth BARRA Small Cap 600, IJT
78 Sweden Index, EWD
78 Latin Am 40, ILF
77 REIT VIPERs, VNQ
77 Value SmallCap Dynamic PS, PWY
77 Technology MS sT, MTK
76 Aerospace & Defense, PPA
76 REIT Wilshire, RWR
75 Value LargeCap Fundamental RAFI 1000, PRF
75 Growth LargeCap NASDAQ 100, QQQQ
74 Growth LargeCap NASDAQ Fidelity, ONEQ
74 South Korea Index, EWY
74 South Africa Index, EZA
73 Ultra Dow30 Double, DDM
73 Industrial SPDR, XLI
72 Pacific ex-Japan, EPP
72 Brazil Index, EWZ
71 Ultra S&P500 Double, SSO
71 Canada Index, EWC
71 Internet B2B H, BHH
70 Realty Cohen & Steers, ICF
70 Real Estate US DJ, IYR
69 Info Tech VIPERs, VGT
69 SmallCap PS Zacks, PZJ
69 Technology DJ US, IYW
68 Malaysia Index, EWM
68 Homebuilders SPDR, XHB
67 Technology GS, IGM
67 Industrial LargeCap Blend DJ US, IYJ
66 Internet Architecture H, IAH
66 Biotech SPDR, XBI
66 Software, IGV
65 Industrials VIPERs, VIS
65 Semiconductor iS GS, IGW
64 Emerging VIPERs, VWO
64 OTC Dynamic PS, PWO
63 Preferred Stock iS, PFF
63 Retail H, RTH
63 Growth Large Cap, ELG
62 Growth SmallCap Dynamic PS, PWT
62 Growth Mid Cap Dynamic PS, PWJ
61 Telecommunications & Wireless, PTE
61 IPOs, First Tr IPOX-100, FPX
60 Semiconductors, PSI
60 Value 40 Large Low P/E FT DB, FDV
60 Networking, IGN
59 Consumer Non-Cyclical, IYK
59 Micro Cap Zachs, PZI
58 Materials VIPERs, VAW
58 Emerging Markets, EEM
57 Financial Preferred, PGF
57 Growth VIPERs, VUG
57 Gold Shares S.T., GLD
56 Growth LargeCap Russell 3000, IWZ
56 Value MidCap Dynamic PS, PWP
55 Transportation Av DJ, IYT
55 Growth 1000 Russell, IWF
54 Healthcare DJ, IYH
54 Dividend SPDR, SDY
54 Technology Global, IXN
53 Growth LargeCap iS M, JKE
53 Insurance, PIC
52 Wilshire 5000 ST TM, TMW
52 Blend Total Market VIPERs, VTI
51 Silver Trust iS, SLV
51 LargeCap Blend Russell 3000, IWV
51 Food & Beverage, PBJ
50 Switzerland Index, EWL
50 LargeCap Blend Total Market DJ, IYY
49 Oil Services H, OIH
49 LargeCap Blend S&P 1500 iS, ISI
49 Health Care SPDR, XLV
48 LargeCap Blend Socially Responsible iS, KLD
48 LargeCap 1000 R, IWB
47 Health Care VIPERs, VHT
47 Semiconductor H, SMH
46 China LargeCap Growth G D H USX PS, PGJ
46 Growth S&P 500/BARRA, IVW
46 Technology SPDR, XLK
45 Materials SPDR, XLB
45 Emerging 50 BLDRS, ADRE
44 LargeCap VIPERs, VV
44 Software H, SWH
43 Singapore Index, EWS
43 Value LargeCap Dynamic PS, PWV
43 S&P 500 SPDRs LargeCap Blend, SPY
42 Value LargeCap Russell 3000, IWW
42 S&P 500 iS LargeCap Blend, IVV
41 Consumer Staples SPDR, XLP
41 LargeCap Blend Core iS M, JKD
40 Dividend Appreciation Vipers, VIG
40 Consumer Staples VIPERs, VDC
40 Lg Cap Growth PSD, PWB
39 Water Resources, PHO
39 Value S&P 500 B, IVE
38 Value 1000 Russell, IWD
38 DIAMONDS (DJIA), DIA
37 Healthcare Global, IXJ
37 Natural Resource iS GS, IGE
37 Hong Kong Index, EWH
36 Dividend DJ Select, DVY
36 LargeCap Blend NYSE Composite iS, NYC
35 Value VIPERs, VTV
35 Biotech H, BBH
34 LargeCap Blend Dynamic PS, PWC
34 Dividend International, PID
34 Asia 50 BLDRS, ADRA
33 Netherlands Index, EWN
33 Bank Regional H, RKH
32 Financials VIPERs, VFH
32 LargeCap Blend S&P 100, OEF
31 Energy Exploration & Prod, PXE
31 Financial DJ US, IYF
31 Value Large Cap DJ, ELV
30 Taiwan Index, EWT
30 Growth EAFE MSCI, EFG
29 Pacific VIPERs, VPL
29 Dividend High Yield Equity PS, PEY
29 Value LargeCap NYSE 100 iS, NY
28 LargeCap Rydex Rus Top 50, XLG
28 Dividend Achievers PS, PFM
27 Energy SPDR, XLE
27 Financial SPDR, XLF
26 Energy VIPERs, VDE
26 Oil & Gas, PXJ
26 Value Line Timeliness MidCap Gr, PIV
25 Dividend Leaders, FDL
25 Financial Services DJ, IYG
24 Global 100, IOO
24 Bond, High-Yield Corporate, HYG
23 EAFE Index, EFA
23 United Kingdom Index, EWU
23 Global Titans, DGT
22 China 25 iS, FXI
22 Belgium Index, EWK
21 Value LargeCap iS M, JKF
21 Japan LargeCap Blend TOPIX 150, ITF
20 Building & Construction, PKB
20 Capital Markets KWB ST, KCE
20 Energy DJ, IYE
19 Financials Global LargeCap Value, IXG
19 Japan Index, EWJ
18 Energy Global, IXC
18 Value EAFE MSCI, EFV
17 Europe 350 S&P Index, IEV
17 Pharmaceutical H, PPH
17 Telecom DJ US, IYZ
16 Developed 100 BLDRS, ADRD
16 France Index, EWQ
15 Bond, Corp, LQD
15 Telecom Services VIPERs, VOX
14 Europe 100 BLDRS, ADRU
14 Value LargeCap Euro STOXX 50 DJ, FEU
14 European VIPERs, VGK
13 Utilities DJ, IDU
13 Utilities VIPERs, VPU
12 Nanotech Lux, PXN
12 Bond, Aggregate, AGG
11 Bond, TIPS, TIP
11 Utilities SPDR, XLU
11 Germany Index, EWG
10 Commodity Tracking, DBC
10 EMU Europe Index, EZU
9 Euro STOXX 50, FEZ
9 Bond, 1-3 Year Treasury, SHY
9 Utilities, PUI
8 Oil, Crude, U.S. Oil Fund, USO
8 Telecommunications Global, IXP
7 Bond, 10 Year Treasury, IEF
7 Utilities H, UTH
6 Spain Index, EWP
6 Short 200% US T Bond, TBT
6 Italy Index, EWI
5 Telecom H, TTH
5 Bond, 20+ Years Treasury, TLT
4 Austria Index, EWO
4 Short 200% Bond 7-10 Yr T, PST
3 WilderHill Clean Energy PS, PBW
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
