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