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

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To: amoezzi who wrote (318)2/2/2008 3:46:53 PM
From: amoezzi  Read Replies (1) of 402
 
ETF Simulation for February 01, 2008


I have added 5 more ETFs to the simulation:

PZD, RSX, GAF, DJP, DBC

Date: 20080201
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
-----------------------------------------------------------------------------
RANK FUND NAME VALUE PRICE wc fma strnd ltrn svol lvol
-----------------------------------------------------------------------------
1 PZD 89.6 31.91 -0.8 7.1 18.9 48.6 2.9 2.2
2 EWM 89.1 13.23 3.6 5.3 38.9 28.0 5.9 2.9
3 GAF 88.7 57.95 1.3 4.9 26.8 22.3 3.7 1.5
4 MonMar 85.7 4.28 0.1 0.2 4.3 4.3 0.0 0.0
5 MF 84.2 11.09 2.3 7.5 49.3 40.5 7.7 3.8
6 IIH 80.8 5.54 5.7 1.5 -36.5 4.8 7.0 5.3
7 IBB 79.5 79.93 3.8 -3.6 -41.8 -14.6 6.4 2.4
8 IYM 78.7 75.23 6.1 1.2 -70.0 -1.0 11.8 3.7
9 HHD 76.7 31.55 1.1 -3.7 -56.1 -3.9 8.4 2.5
10 XLB 76.6 40.92 6.5 -0.8 -63.6 -14.8 10.6 3.4
11 EWL 76.0 25.30 4.4 -4.0 -45.7 -20.9 7.1 2.6
12 RTH 75.7 95.71 6.0 0.3 -6.0 -33.5 4.0 3.1
13 BBH 75.5 165.54 3.3 -3.8 2.9 -28.3 2.0 2.6
14 XLV 74.9 33.86 2.6 -4.3 -60.6 -7.3 9.2 2.3
15 IYH 74.7 67.77 2.7 -4.2 -67.2 -6.5 10.3 2.3
16 XLP 74.6 27.47 2.9 -2.6 -76.0 1.0 11.8 2.5
17 EWW 73.4 56.80 9.0 -1.2 -37.9 -31.6 7.1 4.3
18 EWZ 70.0 77.95 5.8 -0.2 -82.7 15.2 13.8 6.5
19 XLU 69.8 40.24 5.4 -3.0 -92.7 7.2 14.7 3.5
20 IYK 68.7 60.98 3.6 -3.8 -82.5 -11.7 13.0 2.6
21 IVE 68.1 75.02 6.2 -3.6 -64.3 -36.9 10.6 2.6
22 ITF 68.1 114.06 3.3 -4.6 -44.0 -31.5 6.8 2.9
23 IYC 67.8 61.65 6.4 -3.3 -42.1 -46.6 7.6 2.8
24 XLI 67.8 37.85 5.7 -3.2 -74.8 -31.0 12.5 2.9
25 RKH 67.6 139.28 9.2 1.2 6.9 -50.9 5.7 4.3
26 IDU 67.3 96.90 5.0 -3.4 -97.5 2.7 15.5 3.3
27 DIA 65.9 127.43 4.3 -4.1 -74.0 -29.3 11.9 2.5
28 IWD 64.8 78.21 6.3 -4.1 -70.6 -39.8 11.6 2.6
29 DSV 64.5 65.10 7.5 -3.4 -63.4 -46.6 11.1 3.2
30 IYJ 64.1 70.02 5.9 -3.6 -81.3 -32.0 13.7 3.0
31 IWW 63.8 101.45 6.3 -4.0 -71.9 -40.0 11.9 2.6
32 XLY 63.4 32.87 6.5 -4.0 -30.8 -58.9 6.3 3.1
33 DGT 63.1 74.70 4.6 -5.2 -86.6 -25.3 13.8 2.5
34 PPH 63.0 74.80 2.3 -6.4 -83.4 -11.6 12.9 2.8
35 EWJ 62.7 12.83 2.9 -5.6 -54.8 -33.1 8.4 2.8
36 EWC 61.6 30.92 4.3 -4.2 -72.9 -27.6 11.9 4.1
37 IYR 61.6 68.33 7.1 -2.6 -11.1 -64.2 5.5 4.3
38 IJJ 60.9 77.38 7.2 -3.7 -79.7 -39.7 13.7 3.2
39 MDY 60.7 149.67 6.9 -3.7 -86.5 -33.4 14.7 3.2
40 IJK 60.4 85.00 5.6 -4.0 -93.2 -26.1 15.5 3.2
41 IJS 60.4 68.90 8.2 -3.3 -71.3 -49.4 12.6 3.4
42 SPY 60.3 139.58 4.9 -4.9 -84.4 -31.9 13.7 2.7
43 IWB 59.4 76.01 4.9 -4.9 -86.5 -31.6 14.1 2.7
44 IYG 59.3 106.10 9.9 -3.1 -19.9 -78.3 6.5 4.7
45 VTI 59.3 138.40 5.3 -4.9 -84.6 -33.3 13.8 2.7
46 IYF 59.2 95.88 8.3 -3.7 -32.1 -68.8 7.0 4.1
47 XLF 59.1 29.68 9.2 -4.0 -26.5 -74.8 6.4 4.2
48 IYY 58.1 68.20 5.0 -4.8 -87.5 -32.1 14.3 2.7
49 IVV 58.0 139.70 4.9 -5.1 -86.7 -32.3 14.1 2.6
50 MKH 57.7 59.81 3.1 -6.1 -90.1 -26.7 14.1 2.3
51 ELG 57.5 54.90 3.7 -5.3 -98.3 -24.0 16.0 3.0
52 IJR 57.4 63.23 6.6 -4.4 -78.8 -47.1 13.4 3.1
53 IF 57.4 11.64 8.4 -6.1 -72.6 -35.9 12.5 5.9
54 IWV 57.3 80.66 5.1 -4.9 -87.8 -32.6 14.4 2.7
55 EEB 57.3 49.24 6.0 -3.5 -119.3 10.1 20.0 6.8
56 CH 55.9 20.37 8.6 0.0 -114.8 -14.7 21.7 6.2
57 IWF 55.9 56.82 4.0 -5.7 -103.3 -25.1 16.9 3.0
58 EWA 55.7 28.43 6.1 -6.7 -49.3 -46.1 8.2 5.2
59 IJT 55.5 129.42 5.5 -5.1 -82.5 -43.6 13.7 3.0
60 IWZ 54.2 46.18 4.0 -5.7 -104.7 -25.4 17.2 3.1
61 IWN 54.1 69.25 6.9 -4.3 -79.3 -51.1 13.8 3.3
62 IGE 54.1 123.60 3.8 -4.1 -119.9 -9.0 19.8 3.5
63 BDH 54.0 13.58 8.0 -6.1 -72.6 -56.3 12.1 3.3
64 UTH 53.5 129.12 5.1 -5.9 -92.8 -29.0 14.7 3.8
65 SWH 53.0 40.50 2.6 -5.5 -106.8 -17.0 17.2 3.2
66 APF 52.0 19.82 5.5 -8.4 -47.7 -49.1 7.9 6.0
67 TKF 51.9 17.95 -1.1 -8.3 -63.0 -36.6 9.9 4.2
68 IGV 51.2 47.50 3.1 -5.0 -112.5 -16.1 18.6 3.8
69 EWH 50.6 20.10 0.2 -6.5 -106.8 -7.3 16.9 4.5
70 DJP 48.9 46.60 3.0 -4.1 -141.5 25.4 23.2 5.1
71 IWM 48.6 72.63 6.1 -5.4 -99.6 -44.1 17.0 3.3
72 XLE 48.4 71.35 3.9 -4.7 -145.2 -6.7 24.7 3.8
73 IVW 48.3 64.53 3.2 -6.6 -114.7 -26.9 18.8 2.9
74 EWT 48.0 14.25 3.6 -9.4 -47.6 -62.9 7.4 3.9
75 IRL 48.0 20.30 0.1 -6.8 4.2 -65.7 4.0 5.0
76 RSX 48.0 31.92 5.9 -2.9 -166.1 5.5 30.4 5.4
77 IOO 48.0 74.92 3.6 -7.4 -114.4 -27.2 18.6 3.1
78 DBC 47.6 29.32 5.0 -5.1 -136.1 -11.8 23.3 4.1
79 EKH 46.8 78.59 -2.0 -9.8 -104.9 -24.1 16.3 3.8
80 EEM 46.1 139.62 4.7 -6.9 -118.5 -19.9 19.6 5.1
81 RNE 46.1 33.05 0.8 -1.8 -163.1 44.2 27.7 5.7
82 EWP 45.5 58.16 4.8 -7.9 -124.1 -8.1 20.4 6.1
83 EWQ 45.1 34.61 4.6 -8.1 -122.8 -25.4 20.1 3.7
84 EFA 45.0 73.55 4.0 -8.1 -105.0 -35.1 17.1 3.6
85 IYE 44.7 122.74 2.9 -5.5 -147.1 -8.2 24.8 3.7
86 PHO 44.7 19.78 6.1 -5.8 -138.2 -28.8 24.1 3.6
87 EZU 44.6 108.84 5.3 -8.5 -120.5 -27.2 19.8 4.0
88 CEE 44.3 50.08 3.5 -2.7 -192.4 30.8 35.3 6.4
89 EWI 42.4 30.43 3.6 -10.3 -101.2 -37.3 16.0 3.8
90 DSG 42.2 92.34 6.1 -6.9 -107.9 -47.3 18.4 3.4
91 CHN 42.1 32.99 -2.7 -8.1 -122.9 -11.0 19.1 4.7
92 IIF 40.2 47.10 4.5 -11.2 -135.1 -11.0 22.6 9.1
93 EWG 39.9 31.45 4.8 -8.6 -155.3 -14.6 26.2 4.4
94 IWO 39.6 77.84 5.1 -6.4 -122.4 -37.6 21.0 3.7
95 PBW 38.7 22.43 5.0 -6.5 -282.6 17.1 60.2 7.7
96 EWK 38.6 22.91 8.7 -9.0 -109.1 -58.7 18.4 3.8
97 IEV 38.3 105.72 4.4 -8.9 -122.3 -34.3 20.2 3.8
98 HHH 37.0 56.10 9.7 -7.2 -113.9 -60.6 19.9 4.1
99 IFN 36.3 54.12 0.9 -6.2 -201.1 29.6 36.5 7.9
100 EZA 35.2 121.09 4.7 -10.7 -114.1 -38.5 18.6 6.1
101 EWN 34.3 27.41 5.4 -10.0 -120.5 -49.9 20.1 3.6
102 EWS 32.5 12.34 -1.6 -12.2 -87.7 -56.9 13.5 4.4
103 EWD 32.2 28.53 5.2 -13.4 -102.9 -94.8 17.1 3.6
104 TTF 30.9 11.96 15.0 -6.9 -143.5 -47.3 27.4 7.0
105 SMH 30.7 30.24 7.9 -9.0 -117.9 -85.6 21.3 3.9
106 EWU 30.5 22.46 3.5 -9.7 -124.0 -46.0 20.9 4.0
107 EWO 29.3 33.10 3.9 -10.4 -136.0 -45.9 22.9 4.2
108 XLK 26.7 23.65 3.5 -9.5 -158.5 -37.9 27.7 4.1
109 TFC 26.1 6.43 3.7 -11.9 -114.7 -63.8 18.7 4.6
110 WMH 24.9 65.07 5.4 -9.9 -157.3 -47.3 27.9 4.5
111 IGM 24.3 52.72 3.0 -9.7 -162.0 -38.1 28.6 4.3
112 PGJ 24.1 28.89 2.2 -12.6 -203.1 -25.3 36.2 7.6
113 TTH 23.7 34.16 6.5 -10.6 -162.2 -61.4 28.7 3.7
114 IYW 23.1 54.94 2.7 -10.1 -165.4 -37.1 29.0 4.4
115 TF 22.5 11.78 6.5 -11.1 -141.1 -74.2 25.5 5.7
116 IGW 22.4 53.94 6.5 -10.8 -148.8 -83.3 27.4 3.9
117 LAQ 21.2 46.83 8.4 -11.1 -159.6 -56.0 30.8 8.1
118 IAH 19.8 45.16 2.4 -11.1 -157.3 -50.7 27.4 4.2
119 EWY 19.6 57.55 1.5 -12.4 -141.8 -53.8 23.6 4.6
120 IYZ 18.8 26.56 6.3 -12.0 -167.6 -81.3 30.2 3.7
121 OIH 18.8 161.85 -1.0 -12.2 -185.3 -40.4 32.0 4.0
122 TDF 17.9 26.85 3.3 -13.1 -146.8 -54.6 25.2 6.6
123 IGN 16.2 30.19 5.6 -11.9 -173.8 -72.8 32.4 4.3
124 SGF 15.2 15.61 -1.4 -13.6 -149.1 -57.7 25.1 5.0
125 FXI 12.7 150.70 1.3 -15.3 -164.7 -51.7 27.7 8.1
126 MXE 10.8 24.27 6.7 -20.5 -219.8 -144.8 47.3 7.4
127 CAF 3.7 41.98 -8.7 -24.2 -197.6 -141.6 32.6 6.9
128 GCH 0.9 21.17 -2.9 -37.1 -501.1 -242.7 192.0 11.6
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