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