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