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