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