Top 10 Weekly ETF Rankings - February 25, 2011

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Based on prices as of the close on Friday, February 25, 2011.

5-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 130 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.

Changes to this research study as of 3/12/10: In an effort to improve this study, I have deleted short and leveraged ETFs, because they have delivered unfavorable “tracking error” in simulated real-time performance. In other words, they have failed to accurately mirror the performance of the indexes they are intended to track, over periods measured in multiple weeks and months. Therefore, I have concluded that they appear to be unsuitable for holding periods measured in weeks, making them incompatible with the design of this research study.

In addition, I have deleted coverage of relatively inactive ETFs that trade fewer than 90,000 shares a day. And I have added a few active foreign and bond ETFs in order to broaden diversification.

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

99 Silver Trust iS, SLV
99 Energy SPDR, XLE
98 Energy VIPERs, VDE
97 Energy DJ, IYE
96 Semiconductor SPDR, XSD
96 Energy & Nat Res iS GS, IGE
95 Networking, IGN
94 Semiconductor iS IGW, SOXX
94 Metals & Mining SPDR, XME
93 Agriculture DB PS, DBA
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Based on prices as of the close on Friday, February 25, 2011.

Exchange Traded Funds
Weekly Rankings of Major Trend Relative Strength

Each week, at the end of the week, I rank 138 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 138 ETFs as of the posting date, above.

Research studies suggest that ETFs ranked in the top decile of the list may have a greater probability of outperforming the market in the months ahead.

Interpretation:
100 to 90, Buy
89 to 70, Hold
69 to 50, Neutral, Market Perform
49 to 30, Avoid
29 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 myDisclaimer.

Weekly Rank, Name, Symbol

99 Silver Trust iS, SLV
99 Energy SPDR, XLE
98 Energy VIPERs, VDE
97 Energy DJ, IYE
96 Semiconductor SPDR, XSD
96 Energy & Nat Res iS GS, IGE
95 Networking, IGN
94 Semiconductor iS IGW, SOXX
94 Metals & Mining SPDR, XME
93 Agriculture DB PS, DBA
92 Growth SmallCap VIPERs, VBK
91 Energy Global, IXC
91 Commodity Tracking, DBC
90 Growth MidCap 400 B, IJK
89 Growth SmallCap R 2000, IWO
89 Russia MV, RSX
88 Growth MidCap Russell, IWP
87 MidCap S&P 400 SPDRs, MDY
86 Small Cap VIPERs, VB
86 MidCap S&P 400 iS, IJH
85 Growth BARRA Small Cap 600, IJT
84 SmallCap Russell 2000, IWM
84 Basic Materials DJ US, IYM
83 Microcap Russell, IWC
82 Canada Index, EWC
81 SmallCap S&P 600, IJR
81 MidCap Russell, IWR
80 Value MidCap S&P 400 B, IJJ
79 Industrial SPDR, XLI
79 Growth LargeCap NASDAQ 100, QQQQ
78 Realty Cohen & Steers, ICF
77 Value SmallCap Russell 2000, IWN
76 LargeCap Blend S&P=Weight R, RSP
76 Value SmallCap S&P 600 B, IJS
75 Consumer Discretionary SPDR, XLY
74 Value MidCap Russell, IWS
74 Value SmallCap VIPERS, VBR
73 REIT Wilshire, RWR
72 Info Tech VIPERs, VGT
71 Technology DJ US, IYW
71 Growth 1000 Russell, IWF
70 Real Estate US DJ, IYR
69 REIT VIPERs, VNQ
69 Blend Total Market VIPERs, VTI
68 LargeCap Blend Russell 3000, IWV
67 Growth VIPERs, VUG
66 LargeCap 1000 R, IWB
66 Materials SPDR, XLB
65 LargeCap VIPERs, VV
64 Value S&P 500 B, IVE
64 Germany Index, EWG
63 Sweden Index, EWD
62 Water Resources, PHO
61 S&P 500 SPDRs LargeCap Blend, SPY
61 Value VIPERs, VTV
60 S&P 500 iS LargeCap Blend, IVV
59 Technology SPDR, XLK
59 Growth S&P 500/BARRA, IVW
58 Value 1000 Russell, IWD
57 Japan Index, EWJ
56 LargeCap Blend S&P 100, OEF
56 Small Cap EAFE MSCI iS, SCZ
55 Gold Shares S.T., GLD
54 Switzerland Index, EWL
54 Dividend Appreciation Vipers, VIG
53 DIAMONDS , DIA
52 United Kingdom Index, EWU
51 Capital Markets KWB ST, KCE
51 Thailand MSCI iS, THD
50 Financials VIPERs, VFH
49 Value LargeCap Dynamic PS, PWV
49 Austria Index, EWO
48 Financial SPDR, XLF
47 Australia Index, EWA
46 Financial DJ US, IYF
46 Growth EAFE MSCI, EFG
45 Netherlands Index, EWN
44 Transportation Av DJ, IYT
44 Mexico Index, EWW
43 Global 100, IOO
42 EAFE Index, EFA
41 Homebuilders SPDR, XHB
41 Europe 350 S&P Index, IEV
40 South Korea Index, EWY
39 Value EAFE MSCI, EFV
39 France Index, EWQ
38 Financial Services DJ, IYG
37 Global ex US ACWI iS, ACWX
36 Telecom DJ US, IYZ
36 WilderHill Clean Energy PS, PBW
35 Dividend DJ Select, DVY
34 Pacific VIPERs, VPL
34 Dividend International, PID
33 EMU Europe Index, EZU
32 Malaysia Index, EWM
31 Oil, Crude, U.S. Oil Fund, USO
31 Pacific ex-Japan, EPP
30 Dividend SPDR, SDY
29 Taiwan Index, EWT
29 Biotech SPDR, XBI
28 European VIPERs, VGK
27 South Africa Index, EZA
26 Italy Index, EWI
26 Consumer Staples SPDR, XLP
25 China LargeCap Growth G D H USX PS, PGJ
24 Dividend High Yield Equity PS, PEY
24 Hong Kong Index, EWH
23 Health Care SPDR, XLV
22 Belgium Index, EWK
21 Latin Am 40, ILF
21 Emerging 50 BLDRS, ADRE
20 Utilities VIPERs, VPU
19 Indonesia MV, IDX
19 Emerging VIPERs, VWO
18 Emerging Markets, EEM
17 Bond, High-Yield Corporate, HYG
16 Singapore Index, EWS
16 Financial Preferred, PGF
15 Utilities SPDR, XLU
14 Spain Index, EWP
14 Bond, High-Yield Junk, JNK
13 Bond Ex-US Treas, BWX
12 Preferred Stock iS, PFF
11 Bond, TIPS, TIP
11 Brazil Index, EWZ
10 Chile MSCI iS, ECH
9 Bond, Corp, LQD
9 Bond Treasury Short-Term iS, SHV
8 Bond, 1-3 Year Treasury, SHY
7 Frontier Markets Guggenheim , FRN
6 Bond, Aggregate, AGG
6 Bond, 10 Year Treasury, IEF
5 Bond EmrgMkt JPM iS, EMB
4 China 25 iS, FXI
4 Bond Muni ATM-Free S&P iS, MUB
3 Bond, 20+ Years Treasury, TLT
2 India PS, PIN
1 India Earnings WTree, EPI
1 Turkey MSCI iS, TUR

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