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

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To: amoezzi who wrote (299)10/13/2007 1:49:33 PM
From: amoezzi  Read Replies (1) of 402
 
ETF Simulation for October 12, 2007

I have added EEBto the simulation.

Date: 20071012
wwc= 10.0 wfma= 10.0 wstrn= 30.0 wltrn= 30.0 wsvol= 10.0 wlvol= 10.0
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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 FXI 80.0 202.89 5.9 42.2 248.4 90.6 28.6 7.4
2 IFN 79.0 57.48 5.3 23.4 177.1 54.1 21.3 4.8
3 PGJ 78.5 35.93 3.9 32.0 226.3 69.0 26.1 7.4
4 EEB 77.7 52.46 3.3 28.5 223.4 57.1 25.8 7.2
5 TDF 76.3 33.64 2.1 21.4 160.1 56.2 19.3 5.3
6 EWZ 75.7 79.74 2.7 24.4 225.9 40.8 26.0 7.9
7 EWH 75.4 22.15 2.0 20.9 156.4 55.5 18.8 4.8
8 TTF 73.3 14.09 2.3 14.2 158.6 44.1 19.3 7.6
9 CEE 72.7 61.13 5.1 14.8 143.5 22.7 18.0 4.4
10 EEM 72.7 159.50 1.5 17.4 161.6 33.9 19.5 5.4
11 IIF 72.6 55.48 4.3 18.7 177.1 20.7 21.4 6.0
12 CHN 72.1 51.50 -0.8 21.0 145.1 74.7 17.5 3.7
13 EWA 71.8 33.48 2.6 15.9 161.6 22.9 19.5 5.8
14 CAF 70.2 66.75 -3.6 34.4 173.3 141.5 19.9 6.6
15 OIH 69.2 200.10 3.9 11.5 84.3 28.6 11.0 3.7
16 APF 68.9 23.50 1.7 12.4 117.8 24.4 14.8 4.5
17 GCH 68.7 38.00 -9.1 21.0 148.0 110.8 17.2 5.6
18 EWS 68.6 15.90 1.1 14.8 157.1 19.8 19.1 4.9
19 PBW 68.6 23.95 0.6 12.3 125.0 31.9 15.6 4.1
20 EWC 68.4 34.23 1.9 11.4 118.5 19.6 14.8 3.9
21 WMH 67.3 78.02 0.4 12.0 116.1 27.1 14.5 3.8
22 IYE 67.1 134.20 2.6 9.0 84.4 20.9 10.9 3.6
23 IGV 66.9 53.21 3.7 11.0 98.7 11.9 12.8 3.4
24 IAH 66.6 55.06 2.3 10.1 56.6 36.0 7.6 1.8
25 XLE 66.5 77.17 2.7 8.9 81.9 19.8 10.6 3.5
26 EWY 66.3 72.05 0.2 12.9 118.4 33.9 14.9 4.6
27 IGM 65.4 62.07 1.3 7.9 71.2 17.8 9.3 2.4
28 TF 65.4 15.00 -0.9 12.9 160.0 40.0 19.3 8.0
29 HHH 65.4 67.33 1.2 9.8 109.7 16.1 13.7 3.7
30 IF 65.1 13.56 -0.5 15.4 116.7 48.2 15.2 7.2
31 SGF 64.1 19.96 0.3 11.6 130.9 19.3 16.3 4.5
32 IYW 63.9 64.84 1.6 7.5 66.1 16.2 8.7 2.4
33 IGE 63.9 132.87 2.2 8.4 88.2 15.0 11.3 3.8
34 LAQ 63.8 58.35 3.2 12.0 139.4 6.2 17.7 5.6
35 TFC 63.3 7.95 -2.3 10.9 105.1 37.3 13.2 3.8
36 EZA 62.4 144.15 0.8 13.0 133.1 11.0 16.6 5.8
37 EWP 62.0 63.31 2.2 7.3 90.9 5.1 11.8 2.8
38 IBB 61.7 86.86 1.2 8.3 74.5 12.9 9.7 2.9
39 EWN 61.6 32.84 1.7 7.3 90.4 9.3 11.6 3.4
40 XLK 61.3 27.71 1.1 6.6 63.1 13.6 8.3 2.3
41 IYM 60.9 76.70 2.2 8.6 106.9 6.2 13.5 4.4
42 SWH 60.7 44.39 0.6 6.5 71.0 11.4 9.2 2.4
43 RNE 59.9 41.40 3.9 10.3 130.6 2.1 16.3 5.7
44 TKF 59.4 20.69 -4.7 7.5 91.5 38.3 11.8 5.0
45 EWT 59.1 17.22 -2.2 7.5 92.6 24.0 11.8 4.0
46 EWG 58.5 35.30 0.6 7.5 96.9 8.9 12.3 4.0
47 PHO 58.0 22.31 0.4 6.4 62.8 14.8 8.4 2.4
48 IWF 56.4 63.38 0.8 5.7 64.1 7.0 8.4 2.5
49 ELG 55.9 61.06 1.3 5.7 66.2 4.1 8.7 2.5
50 IWZ 55.4 51.53 0.9 5.6 61.5 6.3 8.1 2.4
51 IOO 55.4 84.50 0.5 5.0 67.1 5.9 8.7 2.5
52 XLB 54.3 43.35 0.9 6.9 102.3 1.6 12.9 4.2
53 IVW 53.9 72.72 0.8 4.9 62.3 4.7 8.2 2.4
54 EFA 53.5 84.95 0.9 6.0 82.3 1.4 10.7 3.3
55 MF 53.1 10.11 2.1 8.1 129.5 -3.2 16.1 4.5
56 EWD 52.7 38.55 1.0 7.0 112.0 -0.9 14.1 4.3
57 EZU 52.4 123.98 1.0 6.0 84.6 0.6 10.9 3.6
58 EKH 51.8 90.42 2.7 6.1 59.9 3.9 8.0 3.0
59 IGN 51.7 37.93 -0.5 5.9 61.4 13.2 8.2 2.9
60 DIA 51.4 141.12 0.3 4.3 60.4 4.6 7.9 2.1
61 IEV 51.1 122.55 1.2 5.7 79.2 0.3 10.3 3.3
62 EWU 50.9 26.69 1.2 5.9 71.7 0.4 9.4 3.4
63 XLI 50.9 41.32 -0.6 4.3 58.3 10.6 7.7 2.2
64 IYJ 50.1 77.07 -0.3 4.1 60.9 5.3 8.0 2.3
65 IJT 49.3 148.40 -0.7 4.9 67.1 3.5 8.8 2.7
66 UTH 48.5 149.74 0.9 4.6 59.1 3.4 7.8 2.6
67 IIH 48.2 5.85 12.1 11.6 118.4 -20.4 15.9 7.1
68 EWM 47.9 12.42 0.8 6.5 102.7 -6.1 13.1 3.9
69 MKH 47.5 67.42 1.3 4.1 52.2 1.5 6.9 2.4
70 IWO 47.4 90.16 0.0 5.9 79.0 -0.2 10.4 3.3
71 DGT 47.2 82.51 0.2 4.0 54.6 4.1 7.2 2.2
72 BHH 46.9 2.38 1.7 6.2 64.8 0.9 8.5 5.5
73 TTH 46.8 41.62 -0.2 3.5 63.1 1.3 8.3 2.4
74 DSG 45.5 108.34 0.2 5.2 75.3 -2.2 9.9 3.2
75 XLP 45.0 28.23 0.8 3.3 46.6 2.3 6.2 1.7
76 IYK 44.0 64.79 0.4 3.5 51.9 1.0 6.9 1.9
77 IVV 43.3 156.70 0.4 4.0 59.9 -0.9 7.9 2.6
78 IWB 43.1 85.01 0.4 3.9 61.0 -1.8 8.0 2.6
79 EWL 42.9 27.35 0.7 4.0 61.0 -2.5 8.0 2.8
80 SPY 42.7 156.33 0.3 4.0 58.8 -1.0 7.7 2.5
81 IJK 42.4 93.37 0.0 4.2 65.3 -2.5 8.6 2.9
82 IYY 42.2 76.25 0.2 3.9 60.8 -1.8 8.0 2.6
83 MonMar 41.9 5.13 0.1 0.2 5.1 5.1 0.0 0.0
84 XLU 41.6 41.29 1.0 3.9 53.7 -1.5 7.1 2.7
85 BBH 41.5 179.95 0.8 4.8 66.5 -5.4 8.7 3.9
86 EWW 41.4 63.66 3.3 5.6 75.6 -19.3 10.3 4.5
87 IGW 41.1 67.33 -1.8 1.5 24.2 6.9 3.4 2.3
88 EWK 41.0 28.02 1.8 4.2 71.7 -14.7 9.5 3.8
89 IWV 40.8 90.32 0.3 3.8 60.5 -2.6 8.0 2.6
90 EWI 40.4 35.79 0.5 3.6 66.6 -7.8 8.8 3.1
91 VTI 40.2 155.08 0.3 3.8 59.6 -2.3 7.8 2.6
92 IDU 40.0 100.68 1.2 3.8 54.9 -3.3 7.3 2.8
93 EWQ 39.9 39.19 0.3 4.2 81.4 -8.2 10.5 3.9
94 IRL 37.8 31.40 2.6 4.1 90.7 -37.0 12.1 5.1
95 IYH 35.9 72.31 -0.1 3.5 51.2 -2.7 6.8 2.5
96 CH 35.4 21.83 3.4 2.7 88.0 -36.0 11.6 6.0
97 IWM 35.3 83.82 -0.4 3.3 66.8 -11.4 8.8 3.4
98 IVE 34.4 83.48 -0.1 2.7 53.8 -6.9 7.1 2.6
99 BDH 33.9 16.07 -0.5 2.8 81.8 -17.2 10.6 3.9
100 XLV 33.7 36.25 0.0 3.1 50.6 -6.4 6.7 2.6
101 MDY 33.0 165.90 -0.2 3.0 57.0 -9.0 7.6 2.9
102 IJR 32.7 72.50 -0.4 3.0 56.9 -7.9 7.6 2.9
103 EWJ 31.1 14.52 -0.9 1.8 52.3 -10.6 7.2 2.4
104 EWO 30.5 39.60 0.5 2.1 66.1 -25.0 8.8 3.9
105 IWD 30.5 87.87 -0.2 2.1 51.3 -10.2 6.8 2.8
106 ITF 30.5 127.80 -1.0 1.7 55.2 -11.7 7.5 2.5
107 IYZ 30.3 33.85 -1.0 0.7 34.7 -7.4 4.7 2.2
108 SMH 30.2 36.34 -5.5 -4.0 -11.3 0.3 2.5 2.7
109 IWW 30.0 113.91 -0.3 1.9 53.1 -11.6 7.0 2.8
110 IYR 28.8 79.13 -2.1 2.8 80.6 -21.8 10.4 4.9
111 IYC 27.7 69.38 -0.1 0.8 38.0 -16.8 5.2 2.6
112 RTH 27.4 102.10 0.2 -0.6 17.3 -18.4 2.8 2.4
113 PPH 26.5 81.67 -1.2 1.3 47.5 -13.6 6.3 2.6
114 IJJ 26.3 86.39 -0.5 1.3 47.9 -16.6 6.4 3.0
115 IYF 25.8 113.56 -1.0 0.9 63.0 -25.5 8.3 3.6
116 XLF 24.1 35.54 -1.0 0.8 59.9 -25.5 7.9 3.7
117 IJS 23.3 78.17 -0.8 0.6 47.6 -20.9 6.5 3.2
118 DSV 21.9 73.38 -0.9 0.6 47.1 -21.4 6.4 3.3
119 MXE 21.9 36.28 4.7 -5.2 -22.9 -24.7 4.5 9.1
120 XLY 21.3 37.82 -0.9 -0.7 30.6 -24.9 4.3 2.9
121 RKH 20.7 150.71 -2.2 -1.0 36.3 -21.1 5.0 3.0
122 IYG 20.4 126.22 -1.3 -0.3 53.6 -28.8 7.2 3.5
123 IWN 20.0 79.68 -0.9 0.1 49.2 -26.9 6.7 3.6
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