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Strategies & Market Trends : Exchage Traded Funds (ETF) Simulation

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To: amoezzi who wrote (380)3/6/2011 1:55:05 PM
From: amoezzi  Read Replies (1) of 402
 
ETF Simulation Results March 04, 2011-

I have replaces SRS and SIJ with XES and SIVR.

Date: 20110304
wwc= 5.0 wfma= 5.0 wstrn= 40.0 wltrn= 20.0 wsvol= 15.0 wlvol= 15.0
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MOEZZI PERFORMANCE INDEX
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RANK FUND NAME VALUE PRICE wc fma strnd ltrn svol lvol
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1 XLE 77.1 78.34 0.5 15.7 92.9 62.4 11.9 1.4
2 IYE 76.1 44.76 0.1 15.2 90.0 62.1 11.5 1.4
3 IHF 75.5 61.42 2.9 12.0 64.9 45.1 8.6 1.4
4 IGE 74.8 46.32 1.0 13.3 88.2 52.1 11.3 1.6
5 IEO 74.2 71.66 -0.7 14.5 88.5 64.7 11.3 1.6
6 XOP 73.9 61.02 -0.8 17.2 117.8 72.5 14.5 1.8
7 FSESX 73.7 85.93 0.6 17.5 112.3 71.3 14.0 2.0
8 SKF 73.7 61.02 -0.8 17.2 117.8 72.5 14.5 1.8
9 OIH 73.4 162.44 -0.6 16.3 99.0 70.4 12.5 1.8
10 MDY 72.8 176.06 0.4 7.8 55.3 41.6 7.3 1.2
11 BDH 72.6 15.99 -0.4 12.4 83.7 58.8 10.6 1.7
12 XES 72.6 42.94 1.0 17.9 129.8 69.0 15.9 2.3
13 VBK 72.5 84.24 0.8 9.3 74.1 46.9 9.6 1.7
14 SMH 72.5 36.42 1.1 11.0 58.6 55.0 7.7 1.8
15 IEZ 72.5 65.74 0.5 18.5 124.1 71.5 15.3 2.2
16 IJH 72.4 96.81 0.5 7.7 55.1 41.4 7.3 1.2
17 IJK 72.3 107.77 0.7 8.1 62.6 42.7 8.2 1.5
18 MVV 72.0 72.05 0.7 15.4 104.6 76.9 13.1 2.4
19 DBC 71.5 30.43 2.6 12.6 63.0 43.4 8.5 1.9
20 IGN 71.4 38.15 1.3 12.5 94.3 58.3 12.0 2.2
21 IJJ 71.3 84.86 0.2 7.4 47.8 39.8 6.3 1.1
22 EWC 70.9 33.98 2.4 10.5 75.3 33.5 9.9 1.4
23 IWP 70.7 60.15 0.2 7.0 49.8 42.0 6.6 1.3
24 VB 70.2 77.36 0.5 7.6 62.3 39.6 8.1 1.6
25 QLD 69.3 91.66 1.0 10.8 71.2 59.3 9.3 2.3
26 VO 69.2 79.17 0.2 6.7 48.1 37.4 6.4 1.2
27 IWR 69.2 107.52 0.1 6.6 45.0 38.1 6.0 1.1
28 SVIR 69.0 35.38 6.6 24.4 201.0 58.8 24.0 5.1
29 XME 68.9 72.58 2.1 11.2 77.4 59.4 10.0 3.0
30 RSP 68.8 50.09 0.2 6.6 42.6 36.9 5.7 1.1
31 SSO 68.7 53.03 0.2 11.3 62.3 62.1 8.2 2.2
32 SLV 68.5 34.69 6.5 24.8 191.1 56.0 23.3 5.1
33 IJT 68.4 76.69 0.8 7.3 60.2 38.3 7.9 1.8
34 GSG 68.3 37.85 4.5 13.5 67.3 38.7 9.3 2.1
35 DDM 67.9 60.38 0.4 10.3 52.8 53.5 7.1 2.1
36 IJR 67.7 71.98 0.7 7.0 55.0 38.1 7.2 1.7
37 EWJ 67.6 11.44 0.2 6.2 39.9 33.1 5.4 1.0
38 IWZ 67.6 49.60 0.3 5.9 39.5 33.6 5.3 1.0
39 RSX 67.4 41.64 3.5 11.4 41.0 43.2 5.9 2.0
40 IWS 66.9 47.38 0.0 6.1 39.9 34.3 5.4 1.1
41 RJA 66.4 11.80 3.1 12.6 42.8 56.4 5.8 2.5
42 IJS 66.3 74.95 0.5 6.6 48.0 37.5 6.4 1.7
43 IWC 66.3 52.06 0.5 7.1 55.4 40.7 7.3 2.0
44 VTI 65.9 68.46 0.2 5.9 36.3 33.9 4.9 1.0
45 QID 65.8 50.59 -1.3 228.1 728.8 86.2 72.2 53.8
46 IWV 65.8 79.03 0.2 5.9 36.9 33.7 5.0 1.0
47 DBA 65.6 35.30 1.7 11.3 37.4 52.3 5.1 2.0
48 IYM 65.6 79.43 1.1 6.2 47.2 39.4 6.4 1.9
49 VBR 64.4 70.23 0.1 5.8 50.5 31.7 6.7 1.5
50 VTV 64.3 56.64 0.1 6.4 35.9 35.1 4.8 1.1
51 QQQQ 64.2 57.97 0.6 5.6 37.9 31.7 5.1 1.1
52 VV 63.6 60.68 0.1 5.6 33.1 32.8 4.5 1.0
53 XLY 63.3 39.21 0.2 5.1 44.8 28.1 6.0 1.3
54 IWW 63.2 89.72 0.1 5.9 34.5 33.5 4.7 1.1
55 IAI 62.9 30.50 -0.8 5.9 39.2 41.3 5.4 1.7
56 PWB 62.9 17.00 1.0 5.0 38.2 27.7 5.2 1.1
57 IVV 62.6 132.96 0.1 5.6 32.8 32.1 4.5 1.0
58 IVE 62.4 63.23 -0.1 6.4 31.4 37.2 4.3 1.3
59 SPY 62.3 132.47 0.1 5.6 32.8 32.1 4.5 1.0
60 XLI 61.9 36.84 0.0 6.0 28.8 40.7 4.1 1.4
61 KOL 61.2 48.43 3.1 7.8 40.0 39.8 5.5 3.0
62 SWH 61.2 50.05 -0.4 6.5 36.5 34.3 4.9 1.6
63 VUG 61.2 64.15 0.2 4.8 30.5 30.6 4.2 1.0
64 IGV 61.0 60.86 -0.9 4.7 37.0 35.5 5.1 1.5
65 JENSX 60.1 28.17 -1.3 5.1 32.8 27.9 4.5 0.9
66 URE 60.1 55.48 -2.1 9.4 76.6 40.7 9.8 4.5
67 FWRLX 59.9 8.26 -2.0 6.0 48.6 29.2 6.4 1.8
68 PHO 59.4 19.65 -0.1 4.7 39.8 33.2 5.4 1.8
69 OEF 59.2 59.49 0.0 5.2 26.5 31.5 3.6 1.0
70 IYC 59.2 70.40 -0.0 4.3 35.6 26.9 4.9 1.1
71 VGT 59.2 65.44 -0.0 5.1 31.0 32.9 4.3 1.3
72 XLG 58.8 93.94 -1.4 5.5 30.9 30.1 4.2 1.1
73 PWJ 58.5 22.61 0.9 5.7 38.8 37.9 5.3 2.4
74 IGM 58.5 64.18 -0.2 4.9 29.1 33.3 4.1 1.3
75 XLB 58.1 39.05 0.0 4.6 35.3 35.9 5.0 1.9
76 UYG 58.0 70.53 -2.4 8.6 39.3 72.2 5.8 4.0
77 USO 58.0 42.33 6.7 13.1 73.3 19.6 11.1 3.8
78 DIA 57.8 121.47 0.3 4.7 25.7 26.1 3.6 1.1
79 IYW 57.8 68.17 -0.1 5.0 26.6 33.6 3.8 1.3
80 DBB 57.8 25.24 0.8 6.9 51.1 28.8 6.8 2.8
81 EWU 57.4 18.32 0.5 4.6 43.6 16.7 5.9 1.9
82 DVY 57.3 51.34 0.7 3.5 26.8 16.3 3.7 0.8
83 XLV 56.9 33.13 2.6 4.6 24.3 14.0 3.4 1.0
84 IAU 56.6 13.96 1.4 4.0 55.5 3.4 7.4 1.9
85 MOO 56.4 56.35 1.3 6.1 27.8 35.3 4.0 2.0
86 GLD 56.1 139.35 1.4 4.0 55.3 3.0 7.4 1.9
87 EWL 55.7 25.61 0.6 4.9 31.7 16.6 4.4 1.5
88 KCE 55.5 39.82 -1.3 4.8 27.8 39.8 4.0 1.9
89 EWG 55.1 25.95 1.6 6.0 33.1 21.9 4.5 2.0
90 PPA 55.1 19.95 -0.3 5.3 14.8 35.6 2.3 1.6
91 XLK 54.6 26.42 -0.1 4.1 24.4 28.1 3.5 1.3
92 DGP 54.5 42.78 2.9 7.0 102.8 2.2 13.4 3.9
93 VPL 54.4 58.93 0.1 3.1 31.9 13.8 4.3 1.3
94 SLX 54.3 73.98 1.3 5.1 25.3 38.9 3.7 2.4
95 EWN 54.3 22.69 1.9 7.0 40.3 18.1 5.5 2.8
96 FXC 54.2 102.32 0.7 3.0 21.2 10.3 2.9 0.7
97 IOO 54.1 65.93 0.2 4.7 25.2 21.6 3.5 1.4
98 IYR 53.6 58.81 -0.9 4.5 40.4 18.8 5.4 2.1
99 PID 53.3 16.07 1.3 4.0 21.6 11.4 3.0 1.2
100 IBB 53.1 96.04 1.6 4.2 19.0 22.7 2.7 1.6
101 KIE 53.1 44.59 -1.4 4.6 33.7 31.6 4.6 2.0
102 IYF 52.8 59.46 -1.3 4.5 21.7 37.8 3.2 1.9
103 VFH 52.0 33.96 -1.4 4.4 20.5 39.0 3.1 2.0
104 VEA 51.9 38.06 0.4 3.9 30.0 12.4 4.1 1.6
105 XLF 51.8 16.52 -1.5 4.7 18.9 42.1 3.0 2.2
106 VEU 51.8 49.57 1.1 3.5 24.4 9.9 3.4 1.4
107 BIK 51.7 28.47 3.2 4.2 34.5 3.5 4.9 1.9
108 VNQ 51.6 57.82 -1.0 3.9 39.6 16.8 5.3 2.1
109 ICF 51.6 69.09 -1.5 4.5 40.4 20.8 5.4 2.3
110 EWA 51.2 25.95 -0.3 3.4 48.4 10.8 6.5 2.3
111 CGW 50.8 20.83 0.7 2.3 23.9 15.3 3.3 1.6
112 FXM 50.8 83.50 1.0 2.2 2.3 8.3 0.7 0.9
113 RWR 50.4 63.74 -1.1 4.2 38.9 18.2 5.2 2.2
114 XLP 50.4 29.58 0.1 1.6 9.7 7.9 1.5 0.7
115 GDX 50.2 60.40 2.5 3.8 93.1 -7.0 12.0 4.3
116 BBH 50.2 103.40 2.1 2.6 6.2 7.3 1.2 1.1
117 XLU 49.0 32.01 0.8 1.3 2.6 2.8 0.5 1.0
118 IEV 48.8 42.05 0.6 5.0 30.3 15.3 4.1 2.3
119 KRE 48.6 26.46 -0.9 5.1 4.1 47.2 1.2 3.0
120 FXF 48.5 107.04 0.3 4.1 21.7 10.0 3.4 1.6
121 UTH 48.4 101.32 0.9 1.7 1.1 6.0 0.5 1.1
122 IYG 48.4 59.10 -1.7 4.3 11.3 46.6 2.4 2.5
123 FXB 48.2 161.71 1.0 2.3 14.9 2.6 2.1 1.4
124 FXA 48.1 101.44 -0.6 1.7 17.8 6.3 2.5 1.2
125 RKH 47.9 87.05 -2.0 4.6 7.0 52.9 2.2 2.8
126 XHB 47.7 17.74 -0.9 4.0 8.4 42.0 1.8 2.7
127 PPH 47.4 65.90 1.6 1.1 4.8 0.5 1.1 1.2
128 IAH 47.2 59.04 0.4 4.7 14.2 30.0 2.5 2.2
129 FSLXX 46.8 0.08 0.0 0.2 0.1 0.1 0.0 0.0
130 EWO 46.3 22.52 0.2 3.8 14.4 22.8 2.2 2.1
131 IAT 46.2 24.55 -2.2 3.1 7.4 46.0 2.3 2.8
132 ILF 46.1 53.14 2.4 1.4 18.3 -3.0 2.8 1.8
133 ADRE 46.0 47.58 1.9 1.6 11.3 2.7 1.9 1.7
134 EEB 45.8 46.29 2.2 1.4 17.3 -5.0 2.6 1.6
135 EWQ 45.4 26.61 0.4 5.3 28.7 12.7 3.9 3.2
136 IYZ 45.3 22.82 -1.3 -0.1 8.1 17.6 2.2 1.5
137 RTH 45.3 105.73 0.0 1.1 -2.4 19.2 1.2 1.4
138 EWK 45.2 14.02 2.7 3.9 35.1 -6.1 4.8 2.9
139 CAF 45.2 27.65 2.3 -2.2 47.9 -38.7 6.4 3.1
140 IYT 45.0 91.56 -0.2 1.1 16.0 21.5 2.7 1.9
141 XBI 45.0 62.72 0.4 1.6 11.8 15.5 1.7 2.0
142 EPP 44.3 47.10 -0.0 1.1 16.3 4.2 2.5 1.8
143 ARE 44.2 76.95 -1.8 4.5 28.8 24.9 4.1 3.7
144 VGK 44.0 52.10 0.3 2.8 30.1 1.0 4.1 2.4
145 PBW 43.7 10.55 -2.9 1.2 22.3 22.7 3.5 2.2
146 KBE 43.4 25.98 -2.4 3.6 -0.7 52.1 2.2 3.2
147 FXY 42.7 120.00 -0.8 0.2 -0.1 -3.4 0.8 1.2
148 EEM 42.7 46.90 3.0 0.9 2.4 -3.1 1.3 1.8
149 TTH 42.6 27.46 -0.5 -0.3 1.6 10.4 1.0 1.6
150 AGG 42.5 105.02 -0.4 -1.1 -4.2 -10.0 0.8 0.6
151 EWI 42.3 18.44 0.3 6.0 21.4 15.4 3.1 4.8
152 FXE 42.1 139.28 1.7 3.1 16.9 -4.2 2.5 2.2
153 EWD 42.1 31.57 1.0 3.4 -8.2 24.1 1.3 2.1
154 FEZ 41.5 40.50 0.2 5.1 20.8 11.9 2.9 3.8
155 VWO 40.6 47.39 3.0 0.6 -1.5 -4.9 1.3 1.8
156 PGJ 40.0 27.46 1.3 0.3 3.8 -4.5 1.1 2.0
157 HHH 40.0 71.59 -6.3 -1.7 22.7 27.0 4.7 2.4
158 EZA 39.2 69.82 2.2 0.2 28.3 -9.3 4.4 3.4
159 ITB 38.1 13.18 -1.6 3.2 -19.6 49.7 3.1 3.8
160 EWZ 38.0 75.71 2.5 -0.1 13.5 -19.3 2.6 2.2
161 TAN 37.7 8.05 -5.3 1.1 36.2 0.2 5.4 6.5
162 CHN 36.2 31.78 3.5 -2.4 12.0 -25.9 2.6 2.5
163 EWM 36.2 14.32 1.7 0.9 -20.2 7.8 3.1 1.9
164 TLT 36.1 90.81 -1.6 -3.5 -0.6 -31.1 1.3 1.5
165 GXC 35.6 77.45 4.0 -0.8 -3.5 -20.2 1.5 2.1
166 GAF 34.2 72.58 1.3 -1.9 10.3 -11.5 2.4 3.5
167 FXI 34.0 43.44 3.8 -0.8 -3.5 -25.0 1.7 2.2
168 LAQ 32.9 37.49 2.5 -1.1 -10.4 -12.4 2.3 2.2
169 EUM 32.8 30.88 -3.0 -2.2 -9.0 -5.1 1.8 1.9
170 DOG 31.5 41.86 -0.4 -5.6 -31.1 -34.2 4.6 0.9
171 EWY 29.7 60.12 2.8 2.7 -37.7 29.5 5.9 3.1
172 EWP 29.5 41.02 -1.9 2.7 -1.4 -4.4 0.9 6.1
173 FXP 29.5 28.76 -7.6 -2.4 -9.4 28.6 3.5 4.2
174 SH 28.2 41.48 -0.2 -6.1 -36.5 -40.3 5.4 1.1
175 SDP 27.2 15.37 -1.9 -5.9 -21.7 -27.6 3.2 1.9
176 EWT 27.0 15.14 3.5 2.3 -51.5 29.9 8.0 3.3
177 IIF 26.1 22.79 3.5 -11.4 -11.2 -94.6 2.5 3.4
178 INP 25.2 67.86 4.5 -6.6 -13.8 -59.7 3.3 3.6
179 EWS 24.1 13.24 0.5 -3.1 -45.6 -9.9 6.8 1.8
180 BRF 22.4 53.10 1.7 -6.6 -22.0 -50.2 4.3 3.1
181 MYY 21.6 30.93 -0.5 -8.0 -60.4 -52.7 9.1 1.3
182 EWH 21.0 18.75 1.1 -2.2 -47.8 -4.6 7.2 2.4
183 EEV 20.5 31.98 -6.1 -5.0 -20.5 -13.6 3.8 3.7
184 SZK 18.4 26.49 -0.3 -6.5 -51.0 -43.7 7.7 2.0
185 GCH 17.1 12.44 3.4 -3.8 -65.5 -17.2 10.2 2.6
186 DXD 16.5 18.48 -0.7 -11.1 -63.5 -72.9 9.7 1.9
187 RXD 14.1 26.18 -4.6 -10.6 -70.5 -45.3 10.4 2.0
188 SDS 12.6 21.25 -0.4 -12.1 -75.2 -86.5 11.7 2.1
189 EWV 11.4 30.90 0.6 -13.0 -94.2 -94.7 14.9 2.3
190 REW 11.2 54.56 -0.1 -11.2 -67.5 -88.7 10.9 2.7
191 SGF 11.2 13.96 1.4 -9.5 -78.7 -56.0 12.0 3.7
192 SCC 10.4 19.82 -0.3 -10.4 -87.5 -74.0 14.0 2.4
193 DZZ 6.3 7.76 -2.9 -9.2 -135.7 -13.4 21.1 3.9
194 SSG 5.9 45.87 0.9 -17.9 -123.8 -157.7 21.1 5.1
195 MZZ 5.8 41.05 -1.1 -16.2 -135.9 -119.7 22.8 2.8
196 SDK 5.8 49.75 -0.7 -15.1 -121.5 -120.6 20.4 3.4
197 DUG 5.5 27.88 -0.5 -28.2 -226.7 -213.9 41.2 2.4
198 UNG 4.6 5.07 -5.3 -11.7 -200.2 -10.2 35.1 5.6
199 SMN 4.1 17.83 -2.7 -14.9 -118.1 -118.8 19.4 4.3
200 SDD 3.7 48.50 -1.3 -15.2 -139.0 -115.0 23.3 3.9
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