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