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

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To: amoezzi who wrote (370)1/8/2011 7:22:41 PM
From: amoezzi  Read Replies (1) of 402
 
ETF Simulation January 07, 2011

Please note that I have changed the parameters!!
Let me know your comments.

Date: 20110107
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
-----------------------------------------------------------------------------
1 IWC 78.1 50.52 0.8 13.4 70.5 65.9 9.1 1.3
2 IYE 77.3 39.10 0.4 12.6 62.2 63.7 8.1 1.1
3 XLE 76.8 68.28 0.0 13.1 64.4 65.8 8.4 1.2
4 IEO 75.8 64.07 0.3 14.9 74.4 68.2 9.6 1.6
5 MVV 75.6 63.80 0.2 18.8 84.4 94.7 10.7 2.0
6 IGN 75.6 35.26 5.2 15.1 69.6 58.5 9.3 1.7
7 KOL 75.6 48.21 2.1 18.6 82.2 81.3 10.7 2.1
8 SSO 75.4 49.04 2.1 16.0 99.0 71.9 12.5 2.3
9 VBK 74.8 78.83 1.0 12.1 52.2 65.0 6.9 1.3
10 IYM 73.9 77.08 -0.5 11.7 68.4 62.3 8.9 1.5
11 XME 73.8 68.87 0.1 17.6 91.5 79.0 11.6 2.3
12 BDH 72.8 14.56 3.5 13.3 58.7 56.3 7.9 1.8
13 OIH 72.7 139.25 -0.9 14.3 56.2 81.5 7.5 1.6
14 DDM 72.4 55.37 1.6 12.0 76.7 59.3 9.9 2.3
15 RSX 71.7 38.06 0.4 10.6 68.5 51.3 8.9 1.7
16 FSESX 71.4 72.54 -2.5 13.8 55.2 84.9 7.3 1.7
17 IGE 71.3 41.14 -1.3 11.0 53.4 63.5 7.1 1.4
18 QLD 71.3 85.65 5.2 19.0 72.5 89.7 9.6 3.7
19 IJS 71.2 71.66 -0.3 9.7 57.3 55.1 7.5 1.4
20 MDY 70.3 165.26 0.4 9.2 41.2 52.0 5.5 1.1
21 SLX 70.1 72.56 -0.0 10.5 83.5 50.7 10.7 2.2
22 IJR 70.0 68.37 -0.1 9.8 46.3 58.3 6.2 1.3
23 XLB 70.0 38.31 -0.2 9.6 68.0 47.1 8.8 1.4
24 UYG 69.9 68.16 2.7 17.1 142.6 56.2 17.4 3.9
25 IWP 69.9 57.03 0.7 9.7 37.4 54.5 5.0 1.1
26 VB 69.8 73.06 0.6 9.9 45.3 57.7 6.1 1.4
27 IJH 69.7 90.85 0.2 9.1 40.2 51.9 5.4 1.1
28 IHF 69.7 55.74 3.5 10.4 48.4 46.1 6.5 1.3
29 IEZ 69.6 54.87 -2.6 13.8 49.1 87.7 6.6 1.8
30 IJT 69.2 72.79 0.3 10.3 38.7 61.9 5.3 1.3
31 IAI 69.0 29.37 1.2 9.2 64.1 42.7 8.4 1.5
32 IJJ 68.9 79.87 0.5 8.5 45.6 45.4 6.1 1.1
33 EWY 68.9 61.84 1.1 12.4 100.6 46.6 12.8 2.5
34 RSP 68.8 47.62 0.7 8.4 47.9 44.0 6.4 1.1
35 IWR 68.7 102.26 0.5 8.7 42.8 47.7 5.7 1.0
36 RJA 68.6 10.46 -2.4 10.9 94.5 60.8 11.8 2.8
37 IWV 67.9 75.71 1.0 8.1 45.9 42.2 6.1 1.1
38 KCE 67.7 38.54 0.4 9.2 53.6 49.3 7.1 1.7
39 SLV 67.7 28.10 -6.9 16.1 64.1 112.1 8.5 2.8
40 EWT 67.5 15.08 -3.5 8.4 63.2 51.5 8.3 1.8
41 VTI 67.4 65.53 0.9 8.1 45.1 42.4 6.0 1.1
42 IWW 67.4 86.19 1.1 7.7 53.7 36.0 7.1 1.2
43 IVE 67.2 60.43 1.4 7.9 60.3 33.6 7.9 1.3
44 IJK 67.1 100.83 0.1 9.7 33.7 58.0 4.6 1.2
45 XLI 66.9 35.26 1.1 8.9 51.4 43.3 6.8 1.4
46 IWS 66.8 45.21 0.4 7.8 46.3 41.6 6.2 1.1
47 MOO 66.8 54.39 1.6 10.3 62.5 43.4 8.3 2.1
48 IGV 66.7 59.42 1.7 9.4 37.5 48.9 5.1 1.3
49 XHB 66.7 17.77 2.2 10.9 83.9 41.1 10.8 2.5
50 VO 66.6 74.85 0.5 8.3 35.3 50.2 4.8 1.2
51 VV 66.6 58.22 1.1 7.7 45.5 40.6 6.1 1.1
52 OEF 66.6 57.41 1.3 7.6 49.4 36.7 6.6 1.2
53 IVV 66.1 127.62 1.1 7.6 46.7 38.6 6.2 1.2
54 VTV 65.9 54.00 1.3 7.4 56.0 33.4 7.4 1.2
55 DBA 65.8 31.63 -2.2 9.0 80.1 46.9 10.2 2.1
56 IYG 65.7 58.79 2.1 10.6 88.6 35.7 11.4 2.4
57 SPY 65.6 127.14 1.1 7.6 46.5 38.4 6.2 1.2
58 IYT 65.3 93.53 1.3 9.1 31.9 48.7 4.4 1.2
59 EWJ 65.2 10.98 0.7 7.5 48.3 33.0 6.4 0.9
60 DBC 65.1 27.12 -1.6 8.5 60.5 46.3 7.9 1.9
61 RKH 65.0 86.26 0.7 11.3 102.5 40.8 12.9 2.9
62 IWZ 64.9 47.35 0.9 8.4 35.5 48.1 4.8 1.3
63 IYW 64.8 66.05 2.6 9.6 39.6 50.0 5.4 2.0
64 IBB 64.5 95.05 1.7 7.8 58.4 34.4 7.7 1.6
65 VUG 64.5 62.01 1.0 8.2 35.6 47.5 4.8 1.3
66 SWH 64.4 47.18 0.4 7.7 59.8 44.8 7.8 2.1
67 VFH 64.3 33.34 1.4 8.5 74.1 32.3 9.6 1.9
68 VBR 64.0 67.01 0.2 7.8 35.7 50.3 4.9 1.5
69 QQQQ 63.8 55.87 2.6 9.4 35.7 50.2 4.9 2.0
70 PPA 63.5 19.30 3.2 8.6 43.0 36.1 5.8 1.4
71 IYF 63.3 58.26 1.4 8.1 69.7 30.8 9.1 1.9
72 ITB 63.2 13.79 4.6 14.6 134.8 33.7 16.6 3.7
73 KRE 62.9 25.77 -2.6 9.4 113.1 41.1 13.8 2.8
74 IGM 62.9 62.11 2.7 9.4 32.7 50.0 4.5 1.9
75 XLF 62.9 16.22 1.7 8.8 80.6 30.7 10.4 2.2
76 GSG 62.4 33.35 -2.2 7.1 54.7 43.4 7.2 1.8
77 IAT 62.4 24.54 -0.8 9.4 104.4 35.0 13.0 2.7
78 PHO 62.3 18.79 -1.1 7.9 34.4 59.3 4.8 1.8
79 KIE 62.1 43.60 1.3 7.8 74.6 32.4 9.7 2.3
80 VGT 61.7 63.13 2.6 9.2 32.2 50.2 4.4 2.0
81 XLK 61.4 25.75 2.2 8.2 38.2 43.6 5.2 1.9
82 KBE 61.3 26.23 1.2 11.0 118.0 31.1 14.6 3.4
83 SMH 60.9 32.83 0.9 11.4 19.3 68.3 2.8 2.1
84 XLY 60.5 37.70 0.8 7.6 20.8 49.3 2.9 1.5
85 PWB 60.2 16.33 0.5 7.5 24.5 48.3 3.4 1.5
86 DBB 60.0 24.13 -1.2 8.3 96.6 36.3 12.2 3.3
87 IYZ 60.0 23.39 0.1 6.2 42.5 32.9 5.7 1.3
88 PWJ 59.8 21.60 -0.3 9.7 14.2 68.9 2.5 1.8
89 PBW 59.4 10.63 2.3 7.9 49.8 40.6 6.7 3.0
90 XBI 59.0 63.73 1.0 7.0 51.5 34.9 6.8 2.3
91 HHH 58.8 74.14 2.6 10.0 10.7 62.2 1.7 2.6
92 EWC 58.4 30.85 -0.5 6.5 32.6 38.8 4.4 1.3
93 DIA 57.8 116.57 0.8 5.5 36.0 30.6 4.9 1.3
94 IYC 57.6 67.99 0.5 7.1 17.8 47.4 2.5 1.5
95 TTH 57.5 28.28 -0.9 5.1 52.0 27.5 6.8 1.6
96 CGW 57.5 20.50 -1.3 5.7 31.5 47.0 4.4 1.7
97 EWM 57.5 14.77 2.7 6.7 49.5 21.1 6.8 1.8
98 EWO 56.5 21.31 -4.6 5.1 56.8 49.0 7.5 4.0
99 GAF 56.3 76.42 -4.0 5.7 43.2 48.1 5.9 2.6
100 FWRLX 55.5 7.89 2.5 6.2 40.5 27.6 5.5 2.0
101 EZA 55.5 71.44 -4.3 5.1 45.0 49.6 6.1 3.0
102 ARE 54.9 75.51 3.1 6.1 86.9 4.1 11.3 3.2
103 IAH 53.9 56.79 3.3 7.7 30.9 37.5 4.3 2.7
104 USO 53.4 37.67 -3.4 5.2 38.5 41.0 5.4 2.3
105 XLV 53.2 32.07 1.8 4.4 32.7 22.0 4.4 1.5
106 DVY 53.1 49.69 -0.3 3.8 24.3 27.0 3.3 1.2
107 EWL 52.6 24.22 -3.4 3.2 44.9 31.4 6.0 2.0
108 URE 52.5 50.03 -1.2 6.6 59.5 34.5 8.1 4.6
109 EWD 52.2 30.15 -3.5 4.8 45.0 44.0 6.1 3.6
110 RTH 52.0 104.86 -1.5 5.0 16.9 41.9 2.4 1.8
111 BBH 50.8 102.28 2.6 4.3 24.5 23.1 3.5 1.8
112 FXC 50.6 100.28 0.7 2.7 17.3 10.9 2.4 0.8
113 UTH 50.5 99.72 0.7 1.2 23.7 3.5 3.2 1.2
114 IOO 49.6 62.22 -0.1 3.8 26.2 30.9 3.6 2.1
115 FSEAX 49.6 30.79 0.6 5.3 30.6 33.0 4.2 2.8
116 FXM 49.5 81.78 1.4 2.1 9.5 11.6 1.4 1.2
117 GCH 49.5 13.48 2.5 5.6 40.2 26.2 5.6 3.2
118 XLP 49.5 29.03 -0.9 2.2 18.3 22.0 2.6 1.2
119 ADRE 49.4 47.52 -1.3 4.4 36.3 30.6 4.9 2.5
120 PPH 49.2 66.55 2.5 3.2 32.9 11.2 4.5 2.0
121 EWH 48.9 19.80 4.7 7.3 20.3 40.2 3.3 3.9
122 FXF 48.8 102.55 -3.5 1.7 40.3 15.5 5.4 1.8
123 EEM 48.3 47.25 -0.8 4.3 32.9 32.7 4.6 2.9
124 ILF 47.8 53.03 -1.5 4.1 24.4 35.3 3.4 2.7
125 FXA 47.2 99.77 -2.8 2.6 34.2 25.5 4.6 2.0
126 XLU 47.1 31.58 0.8 0.6 14.9 0.8 2.1 1.2
127 FSLXX 46.4 0.11 0.0 0.2 0.1 0.1 0.0 0.0
128 VPL 46.4 56.95 -0.2 3.4 8.2 30.0 1.8 1.9
129 VWO 46.3 47.75 -0.8 3.8 26.1 31.9 3.7 2.9
130 EWU 46.1 17.24 -0.7 2.8 25.7 29.4 3.6 2.7
131 DGP 44.8 39.68 -7.6 3.8 5.4 59.5 3.2 3.9
132 BIK 44.5 27.41 -0.1 3.7 22.4 29.4 3.3 2.9
133 IAU 43.6 13.39 -3.7 2.4 5.2 32.1 1.7 2.0
134 PID 43.4 15.29 -0.7 2.6 16.9 24.7 2.4 2.2
135 GLD 43.2 133.58 -3.7 2.3 2.7 32.0 1.5 2.0
136 ICF 43.2 65.40 -0.5 2.7 23.1 15.1 3.3 2.3
137 EWG 43.2 23.34 -2.5 2.3 -7.6 48.8 1.6 3.7
138 IYR 43.0 55.73 -0.4 2.6 19.5 16.2 2.8 2.2
139 EPP 42.9 46.13 -1.8 2.6 19.2 35.6 3.0 3.5
140 EWA 42.8 24.42 -4.0 1.2 23.5 35.9 3.7 3.6
141 AGG 42.8 105.51 -0.2 -1.7 -11.6 -7.7 1.7 0.7
142 VNQ 42.7 55.02 -0.6 2.4 20.2 17.3 2.9 2.4
143 RWR 42.7 60.55 -0.8 2.6 20.4 16.8 3.0 2.4
144 FXY 42.4 119.03 -2.2 0.1 15.4 6.5 2.3 1.6
145 EWS 42.1 13.90 0.4 3.8 19.5 25.8 3.1 3.0
146 IGW 41.9 48.20 0.0 2.6 -0.0 27.7 0.0 2.6
147 VEU 41.6 47.13 -1.3 2.2 14.1 29.8 2.2 2.8
148 VEA 40.6 35.69 -1.3 1.4 7.5 28.1 1.6 2.9
149 EEB 40.1 45.64 -1.1 2.1 14.8 26.5 2.2 3.1
150 FXB 40.0 154.58 -0.8 -1.3 -9.5 1.2 1.5 1.5
151 IEV 39.3 38.61 -1.7 0.9 18.9 26.3 2.8 3.4
152 PGJ 38.8 27.29 2.4 3.1 -5.9 27.6 1.7 4.1
153 EWN 37.7 20.16 -4.4 -0.1 22.3 26.1 3.3 3.9
154 INP 36.1 73.31 -5.6 -1.6 30.5 23.2 4.5 5.6
155 LAQ 35.3 38.84 0.3 1.6 19.7 -1.4 2.8 5.5
156 EWZ 35.0 76.08 -1.7 0.9 2.9 20.6 1.6 3.8
157 EWQ 34.9 23.80 -2.7 -1.1 7.4 26.2 1.7 4.6
158 GXC 34.5 78.21 2.6 1.4 -11.3 19.3 2.3 4.0
159 FXI 33.7 43.65 1.3 0.4 -9.1 16.2 1.9 4.1
160 TAN 33.3 7.46 2.2 -5.0 8.0 -19.7 1.7 6.3
161 EWI 32.1 16.13 -1.5 -2.8 3.7 9.8 1.2 5.0
162 GDX 32.0 56.74 -7.7 -1.2 -32.3 39.3 5.3 2.9
163 TLT 31.7 92.35 -1.9 -6.8 -32.0 -39.9 4.7 1.4
164 FEZ 29.9 35.55 -3.5 -3.5 -7.1 16.5 1.9 4.6
165 DOG 29.1 43.94 -0.9 -6.4 -42.3 -40.7 6.2 1.3
166 FXE 28.6 128.59 -3.4 -3.5 -17.7 5.3 2.6 3.2
167 EWK 27.7 12.74 -3.0 -3.0 -16.8 18.0 2.6 4.9
168 DZZ 27.6 8.59 7.6 -5.9 -12.3 -77.6 3.5 4.5
169 MYY 27.4 33.07 -0.2 -9.6 -46.7 -69.0 7.0 1.3
170 CAF 27.0 27.64 1.1 -4.0 -27.7 -4.2 4.2 3.9
171 VGK 27.0 47.89 -2.4 -2.6 -25.4 21.4 4.0 4.0
172 CHN 26.8 32.98 1.5 1.3 -32.1 19.9 5.8 4.0
173 UNG 25.7 6.03 0.6 0.1 -14.4 -34.7 4.0 5.4
174 FXP 25.0 29.16 -3.1 -5.9 -6.6 -62.4 2.8 7.9
175 SH 23.9 43.37 -1.1 -8.2 -57.2 -51.3 8.5 1.4
176 EUM 22.8 30.92 0.8 -5.9 -45.0 -45.4 6.7 2.9
177 BRF 18.8 56.97 -1.2 -0.8 -54.1 24.8 8.4 4.8
178 SDP 18.6 16.10 -2.1 -5.9 -57.5 -29.0 8.5 2.5
179 SZK 17.6 27.63 0.4 -11.4 -69.4 -91.5 10.7 2.4
180 SGF 15.7 15.45 1.7 -1.0 -67.6 12.3 11.8 6.4
181 SCC 14.2 21.56 -1.1 -15.8 -50.5 -138.6 7.5 4.2
182 EWV 13.8 33.62 -1.1 -16.5 -132.2 -100.7 21.2 1.8
183 SSG 13.0 10.78 -3.5 -24.0 -41.0 -221.3 6.5 6.0
184 SRS 12.6 18.24 0.6 -9.8 -74.1 -65.0 11.2 4.7
185 EWP 11.9 34.49 -6.1 -12.3 -57.1 -21.3 8.6 5.9
186 DXD 11.7 20.35 -1.7 -12.7 -91.3 -88.8 14.1 2.9
187 IIF 11.7 25.18 -1.8 -7.1 -74.5 7.8 11.3 5.8
188 RXD 10.4 28.39 -2.8 -10.6 -89.5 -67.4 13.7 3.4
189 SDK 9.7 14.08 -0.8 -19.8 -87.7 -167.8 13.8 3.5
190 MZZ 9.6 11.81 -0.7 -19.0 -97.9 -156.1 15.6 3.2
191 SJL 9.5 14.57 -0.2 -16.7 -115.7 -129.0 18.7 3.3
192 EEV 9.4 32.20 1.5 -12.3 -94.6 -103.2 15.0 5.8
193 SDS 8.7 23.26 -2.1 -16.1 -117.8 -114.0 18.8 3.0
194 SIJ 6.7 12.82 -1.9 -20.3 -139.4 -152.9 23.1 3.4
195 SDD 6.5 13.55 -0.3 -21.5 -121.7 -187.4 20.2 3.9
196 QID 6.3 11.03 -5.2 -19.3 -86.9 -156.0 13.1 5.2
197 DUG 6.1 37.18 -0.6 -25.2 -155.8 -214.5 26.3 3.5
198 SMN 5.8 19.41 0.9 -24.3 -169.7 -212.4 29.8 4.5
199 SKF 5.2 15.23 -2.8 -17.9 -186.0 -101.3 32.5 3.8
200 REW 4.8 14.68 -5.4 -19.6 -100.6 -153.4 15.4 5.0
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