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