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 104 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 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 H, HHH
99 Brazil Index, EWZ
99 Australia Index, EWA
98 Pacific ex-Japan, EPP
98 Latin Am 40, ILF
97 Sweden Index, EWD
97 Malaysia Index, EWM
97 Internet Architecture H, IAH
96 Software, PSJ
96 India Earnings WTree, EPI
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Based on prices as of the close on Friday, October 30, 2009
Exchange Traded Funds
Weekly Rankings of Major Trend Relative Strength
Each week, at the end of the week, I rank 235 Exchange Traded Funds , 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 of the list may have a greater probability of outperforming the market in the months ahead. Conversely, ETFs ranked in the bottom quintile , 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 H, HHH
99 Brazil Index, EWZ
99 Australia Index, EWA
98 Pacific ex-Japan, EPP
98 Latin Am 40, ILF
97 Sweden Index, EWD
97 Malaysia Index, EWM
97 Internet Architecture H, IAH
96 Software, PSJ
96 India Earnings WTree, EPI
95 Value S&P 500, RPV
95 Spain Index, EWP
94 Growth MidCap S&P 400, RFG
94 Silver Trust iS, SLV
94 Emerging VIPERs, VWO
93 Hong Kong Index, EWH
93 Technology DJ US, IYW
92 China 25 iS, FXI
92 Singapore Index, EWS
91 Info Tech VIPERs, VGT
91 Gold Shares S.T., GLD
91 Emerging Markets, EEM
90 Technology GS, IGM
90 Technology MS sT, MTK
89 Switzerland Index, EWL
89 Emerging 50 BLDRS, ADRE
89 Growth S&P 500, RPG
88 South Korea Index, EWY
88 Netherlands Index, EWN
87 South Africa Index, EZA
87 Consumer D. VIPERs, VCR
86 Retail H, RTH
86 Software H, SWH
86 Mexico Index, EWW
85 Technology SPDR, XLK
85 Technology Global, IXN
84 Value LargeCap Fundamental RAFI 1000, PRF
84 Consumer Discretionary SPDR, XLY
83 Growth LargeCap NASDAQ 100, QQQQ
83 Software, IGV
83 Value LargeCap Euro STOXX 50 DJ, FEU
82 Taiwan Index, EWT
82 Value SmallCap S&P 600, RZV
81 Ultra QQQ Double, QLD
81 LargeCap Blend S&P=Weight R, RSP
80 Value SmallCap iS M, JKL
80 Europe 350 S&P Index, IEV
80 Value 40 Large Low P/E FT DB, FDV
79 Preferred Stock iS, PFF
79 China LargeCap Growth G D H USX PS, PGJ
78 Europe 100 BLDRS, ADRU
78 Consumer Staples VIPERs, VDC
77 Austria Index, EWO
77 Value EAFE MSCI, EFV
77 Consumer Cyclical DJ, IYC
76 European VIPERs, VGK
76 Growth LargeCap NASDAQ Fidelity, ONEQ
75 United Kingdom Index, EWU
75 IPOs, First Tr IPOX-100, FPX
74 Global 100, IOO
74 Networking, IGN
74 Financials Global LargeCap Value, IXG
73 Value MidCap iS M, JKI
73 Consumer Staples SPDR, XLP
72 Growth LargeCap iS M, JKE
72 Belgium Index, EWK
71 Euro STOXX 50, FEZ
71 Developed 100 BLDRS, ADRD
71 SmallCap Core iS M, JKJ
70 EAFE Index, EFA
70 Global Titans, DGT
69 Value Small Cap DJ, DSV
69 Growth MidCap 400 B, IJK
69 Growth S&P 500/BARRA, IVW
68 Consumer Non-Cyclical, IYK
68 Growth Large Cap, ELG
67 Dividend SPDR, SDY
67 Financial Preferred, PGF
66 EMU Europe Index, EZU
66 Dividend International, PID
66 Bond, High-Yield Corporate, HYG
65 Lg Cap Growth PSD, PWB
65 Bond, Corp, LQD
64 Growth 1000 Russell, IWF
64 Semiconductor SPDR, XSD
63 Growth VIPERs, VUG
63 Leisure & Entertainment, PEJ
63 MidCap VIPERs, VO
62 LargeCap Blend Socially Responsible iS, KLD
62 Growth EAFE MSCI, EFG
61 France Index, EWQ
61 Growth LargeCap Russell 3000, IWZ
60 DIAMONDS , DIA
60 Pacific VIPERs, VPL
60 Value SmallCap VIPERS, VBR
59 Growth Small Cap DJ, DSG
59 Healthcare Global, IXJ
58 MidCap Russell, IWR
58 MidCap S&P 400 iS, IJH
57 Capital Markets KWB ST, KCE
57 Growth MidCap Russell, IWP
57 MidCap Blend Core iS M, JKG
56 MidCap S&P 400 SPDRs, MDY
56 Dividend Appreciation Vipers, VIG
55 Value MidCap Russell, IWS
55 Small Cap VIPERs, VB
54 Semiconductor H, SMH
54 LargeCap Blend NYSE Composite iS, NYC
54 LargeCap Blend Total Market DJ, IYY
53 Basic Materials DJ US, IYM
53 Growth SmallCap VIPERs, VBK
52 Energy Global, IXC
52 LargeCap VIPERs, VV
51 Blend Total Market VIPERs, VTI
51 LargeCap 1000 R, IWB
51 LargeCap Rydex Rus Top 50, XLG
50 Ultra Dow30 Double, DDM
50 Italy Index, EWI
49 Wilshire 5000 ST TM, TMW
49 S&P 500 iS LargeCap Blend, IVV
49 S&P 500 SPDRs LargeCap Blend, SPY
48 Extended Mkt VIPERs, VXF
48 LargeCap Blend Russell 3000, IWV
47 LargeCap Blend S&P 1500 iS, ISI
47 Pharmaceuticals, PJP
46 LargeCap Blend Core iS M, JKD
46 MidCap Growth iS M, JKH
46 LargeCap Blend S&P 100, OEF
45 Health Care VIPERs, VHT
45 Telecommunications Global, IXP
44 REIT Wilshire, RWR
44 Natural Resource iS GS, IGE
43 REIT VIPERs, VNQ
43 Value LargeCap Dynamic PS, PWV
43 Value MidCap S&P 400 B, IJJ
42 Oil Services H, OIH
42 Canada Index, EWC
41 Value MidCap Dynamic PS, PWP
41 Internet B2B H, BHH
40 Value VIPERs, VTV
40 Growth BARRA Small Cap 600, IJT
40 Energy VIPERs, VDE
39 Asia 50 BLDRS, ADRA
39 Healthcare DJ, IYH
38 Bond, Aggregate, AGG
38 Health Care SPDR, XLV
37 Bond, TIPS, TIP
37 Dividend Leaders, FDL
37 Semiconductor iS GS, IGW
36 Value LargeCap Russell 3000, IWW
36 Value 1000 Russell, IWD
35 Aerospace & Defense, PPA
35 Germany Index, EWG
34 Dividend Achievers PS, PFM
34 Retail, PMR
34 Value Large Cap DJ, ELV
33 SmallCap S&P 600, IJR
33 Real Estate US DJ, IYR
32 Value LargeCap NYSE 100 iS, NY
32 Energy SPDR, XLE
31 Insurance, PIC
31 Industrial LargeCap Blend DJ US, IYJ
31 Growth SmallCap R 2000, IWO
30 Financial Services DJ, IYG
30 Value S&P 500 B, IVE
29 Financial DJ US, IYF
29 SmallCap Russell 2000, IWM
29 Bank Regional H, RKH
28 Dividend DJ Select, DVY
28 Financials VIPERs, VFH
27 Energy DJ, IYE
27 Value SmallCap Russell 2000, IWN
26 Value SmallCap S&P 600 B, IJS
26 Food & Beverage, PBJ
26 Growth SmallCap iS M, JKK
25 Value SmallCap Dynamic PS, PWY
25 Industrial SPDR, XLI
24 Dividend High Yield Equity PS, PEY
24 Financial SPDR, XLF
23 Industrials VIPERs, VIS
23 Materials VIPERs, VAW
23 Value LargeCap iS M, JKF
22 Realty Cohen & Steers, ICF
22 Materials SPDR, XLB
21 OTC Dynamic PS, PWO
21 Water Resources, PHO
20 Bond, 10 Year Treasury, IEF
20 Microcap Russell, IWC
20 Biotech & Genome, PBE
19 Bond, 1-3 Year Treasury, SHY
19 Telecom Services VIPERs, VOX
18 Growth Mid Cap Dynamic PS, PWJ
18 LargeCap Blend Dynamic PS, PWC
17 Ultra S&P500 Double, SSO
17 Internet Infrastructure H, IIH
17 Telecommunications & Wireless, PTE
16 Pharmaceutical H, PPH
16 Nanotech Lux, PXN
15 Bond, 20+ Years Treasury, TLT
15 Homebuilders SPDR, XHB
14 Transportation Av DJ, IYT
14 Japan Index, EWJ
14 Ultra MidCap400 Double, MVV
13 Metals & Mining SPDR, XME
13 SmallCap PS Zacks, PZJ
12 Japan LargeCap Blend TOPIX 150, ITF
12 Energy Exploration & Prod, PXE
11 Oil & Gas, PXJ
11 Utilities VIPERs, VPU
11 Biotech H, BBH
10 Utilities DJ, IDU
10 Telecom H, TTH
9 Utilities SPDR, XLU
9 Growth SmallCap Dynamic PS, PWT
9 Commodity Tracking, DBC
8 Telecom DJ US, IYZ
8 Utilities H, UTH
7 Micro Cap Zachs, PZI
7 Semiconductors, PSI
6 Utilities, PUI
6 Building & Construction, PKB
6 Value Line Timeliness MidCap Gr, PIV
5 Short 200% Bond 7-10 Yr T, PST
5 Biotech SPDR, XBI
4 Short 200% US T Bond, TBT
4 Short 100% S&P 500, SH
3 Short 100% Dow 30, DOG
3 Oil, Crude, U.S. Oil Fund, USO
3 WilderHill Clean Energy PS, PBW
2 Short 100% MidCap 400, MYY
2 Short 100% QQQ, PSQ
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









