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

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To: amoezzi who wrote (383)3/26/2011 11:07:45 AM
From: amoezzi  Read Replies (2) of 402
 
ETF Simulation Results March 25, 2011


Date: 20110325
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 XOP 80.0 63.13 5.4 16.0 41.4 64.5 6.0 1.9
2 IEO 79.8 73.51 4.7 13.1 36.1 55.9 5.3 1.6
3 XLE 79.6 78.69 4.4 12.2 27.8 56.4 4.3 1.7
4 IYE 78.7 44.76 3.6 11.3 21.6 56.0 3.5 1.7
5 IHF 78.5 60.17 2.5 7.1 10.7 42.8 2.0 1.6
6 IGE 77.8 46.17 3.8 9.6 23.0 44.6 3.7 1.7
7 EWC 76.0 33.13 2.0 5.8 12.1 31.4 2.3 1.5
8 DBC 75.2 30.32 2.0 9.4 45.5 44.6 6.2 1.9
9 IEZ 74.9 65.46 3.8 13.0 25.7 63.2 4.0 2.3
10 FSESX 74.2 85.21 3.7 11.9 15.3 62.0 2.8 2.2
11 XES 73.8 42.87 5.0 13.0 15.8 61.3 3.1 2.4
12 RSX 73.6 41.64 4.1 8.8 41.3 38.8 5.9 2.2
13 GSG 71.9 37.13 1.4 8.7 62.5 40.0 8.3 2.1
14 OIH 71.2 159.36 2.8 9.9 1.9 60.6 2.1 2.3
15 UNG 69.9 11.80 6.2 80.7 565.2 76.4 53.7 21.1
16 SVIR 69.6 37.09 6.1 23.1 148.3 64.1 18.1 5.4
17 SLV 69.6 36.39 6.2 23.5 166.1 62.3 19.9 5.6
18 IJH 69.6 96.81 2.7 5.5 -12.7 33.2 2.0 1.6
19 IJJ 69.6 84.77 2.4 5.3 -12.7 33.1 2.0 1.5
20 IJT 69.3 77.06 3.7 5.7 -4.6 28.1 1.3 1.9
21 IJK 69.3 107.96 3.1 5.9 -11.6 33.1 1.9 1.7
22 IBB 68.7 96.56 2.6 3.8 13.0 20.8 2.0 1.7
23 IWS 68.5 47.48 2.2 4.6 -12.4 28.8 1.9 1.4
24 FXM 67.7 83.85 1.0 2.1 11.6 9.7 1.7 0.9
25 XME 67.7 73.03 5.9 8.5 0.3 39.8 2.3 2.9
26 MDY 67.6 176.02 2.9 5.6 -14.0 33.3 2.2 1.6
27 BBH 67.6 104.98 1.7 3.6 32.6 11.9 4.4 1.0
28 KOL 67.4 49.55 3.7 7.6 46.0 26.6 6.4 2.5
29 XLV 67.4 32.67 2.2 2.5 2.0 14.7 1.1 1.0
30 FXA 67.4 102.85 2.9 2.7 14.2 6.7 2.2 1.3
31 VO 67.3 79.37 3.1 5.0 -13.6 29.1 2.2 1.5
32 DVY 67.0 51.34 1.4 2.6 0.3 15.2 0.5 0.9
33 FXC 66.8 101.26 0.4 1.4 5.5 10.1 1.0 0.7
34 EWN 66.8 22.66 3.6 6.1 4.5 25.3 1.4 2.5
35 EWO 65.3 23.16 3.3 5.8 -3.5 24.6 1.5 2.0
36 QID 65.2 52.04 -8.5 144.7 791.0 208.1 56.6 596.3
37 IJR 65.1 71.80 3.1 4.8 -12.0 27.9 2.0 1.9
38 IWW 65.0 89.31 1.7 3.8 -13.9 27.8 2.1 1.5
39 PID 64.9 15.86 2.0 2.3 -0.7 12.0 1.0 1.2
40 FXF 64.8 107.64 -1.9 3.8 54.6 16.7 7.2 1.6
41 SKF 64.1 58.38 -1.2 7.9 -9.0 62.4 2.7 2.4
42 XLP 64.1 29.69 2.2 1.6 -1.7 6.8 0.7 0.8
43 VBK 63.9 84.18 4.1 6.7 -14.4 36.6 2.5 2.1
44 VB 63.5 77.28 3.5 5.4 -14.3 30.2 2.4 1.9
45 FXY 63.3 121.24 -0.9 1.3 25.9 3.4 3.5 1.1
46 BIK 63.2 28.76 4.7 4.8 34.2 6.7 4.9 2.1
47 EWL 63.1 25.10 2.5 2.1 -0.4 13.3 1.5 1.6
48 AGG 63.0 105.25 -0.6 -0.5 10.4 -6.0 1.5 0.7
49 EWD 62.9 31.96 2.9 3.8 -2.4 22.5 1.0 2.2
50 XBI 62.9 63.41 2.1 2.1 6.1 12.9 1.0 2.0
51 FXB 62.1 159.15 -1.3 0.5 2.1 5.2 0.6 1.4
52 EEB 61.8 46.07 4.0 1.1 8.1 -5.7 1.8 1.6
53 EWM 61.7 14.48 2.3 1.7 14.5 5.9 2.1 1.9
54 FSLXX 61.6 0.10 0.0 0.2 0.1 0.1 0.0 0.0
55 VTV 61.6 56.16 1.6 3.9 -16.5 29.8 2.4 1.5
56 VWO 61.1 47.79 4.5 1.5 21.1 -7.0 3.2 1.8
57 IYM 61.0 80.39 3.9 5.5 -12.4 27.0 2.5 2.2
58 EEM 61.0 47.34 4.7 1.8 20.1 -5.0 3.1 1.9
59 USO 60.9 42.18 3.0 10.3 134.6 25.0 16.6 4.0
60 EWY 60.5 62.13 5.4 4.9 20.2 18.5 3.4 3.4
61 TTH 60.5 28.31 3.1 2.2 -3.0 5.7 1.2 1.6
62 ADRE 60.2 47.19 3.8 0.8 1.2 -1.7 1.3 1.7
63 DIA 60.1 121.96 3.1 4.0 -16.2 22.6 2.5 1.3
64 EWP 60.1 42.35 3.1 6.7 8.3 20.9 1.7 4.9
65 PPH 59.9 65.35 1.6 0.5 -4.1 2.9 0.9 1.1
66 DOG 59.1 41.55 -3.0 -4.9 8.9 -30.2 1.5 1.3
67 IAU 59.1 13.95 0.6 3.2 40.6 6.0 5.5 2.0
68 GLD 59.0 139.26 0.6 3.2 40.6 5.6 5.5 2.0
69 PWJ 59.0 22.82 4.1 4.5 -13.4 22.9 2.3 2.1
70 IVE 58.9 62.81 1.7 4.0 -18.0 31.4 2.6 1.7
71 RSP 58.9 49.89 2.8 4.4 -19.9 29.8 3.0 1.6
72 EWK 58.8 14.00 2.9 4.1 18.2 8.0 2.7 2.6
73 FXE 58.8 140.17 -0.7 3.7 40.8 9.0 5.5 2.2
74 IWR 58.5 107.39 2.7 4.6 -20.0 29.8 3.0 1.6
75 ILF 57.8 52.30 3.6 0.0 1.1 -8.3 1.6 1.7
76 IWC 57.5 51.86 3.9 4.7 -15.1 28.4 2.6 2.4
77 XHB 57.4 18.25 2.6 4.9 -13.9 30.5 2.4 2.8
78 IYT 57.3 94.17 2.7 2.8 -11.7 12.4 2.2 1.8
79 VBR 57.1 70.04 2.9 3.9 -16.1 23.1 2.5 1.7
80 EWQ 56.8 26.50 3.6 4.5 -9.9 19.5 1.9 2.9
81 TLT 56.5 92.17 -1.4 -0.8 29.2 -16.7 4.0 1.7
82 IJS 56.4 74.49 2.8 4.1 -16.8 27.5 2.6 2.0
83 LAQ 56.4 37.80 3.7 0.3 23.2 -13.6 3.4 2.2
84 EWI 56.3 18.49 3.0 6.0 -13.8 29.6 2.2 4.0
85 JENSX 56.3 27.77 2.3 2.4 -16.7 21.9 2.7 1.4
86 SH 56.2 41.59 -2.7 -4.3 17.3 -32.0 2.5 1.6
87 MYY 55.9 30.74 -3.1 -6.4 7.2 -41.9 1.3 1.6
88 GXC 55.9 78.29 5.4 1.0 21.2 -15.8 3.4 2.4
89 PPA 55.3 20.10 2.9 4.6 -21.0 30.6 3.2 1.9
90 IWV 55.1 78.42 2.5 3.6 -22.0 26.4 3.3 1.5
91 PHO 54.5 19.96 3.6 4.7 -17.8 23.4 2.9 2.0
92 VTI 54.5 67.86 2.4 3.5 -22.9 26.4 3.4 1.5
93 EWZ 54.0 75.26 2.7 0.0 25.9 -17.1 3.8 2.2
94 FXI 53.6 43.67 4.8 0.6 31.6 -18.1 4.6 2.6
95 DGP 53.4 42.69 1.2 5.6 76.6 6.7 9.9 4.0
96 CAF 53.3 29.34 5.5 4.7 57.0 -19.2 7.8 4.1
97 IVV 53.1 131.73 2.3 3.2 -23.1 25.4 3.4 1.6
98 DBB 53.0 24.85 2.1 4.3 -14.9 28.0 2.7 2.9
99 VV 52.9 60.16 2.4 3.3 -23.5 25.4 3.5 1.5
100 UTH 52.6 99.67 2.1 0.0 -15.7 7.0 2.6 1.3
101 EZA 52.5 70.19 7.3 0.8 25.8 -16.8 4.3 3.2
102 GDX 52.4 59.52 5.0 1.9 26.6 -14.3 4.3 3.8
103 CGW 52.3 20.77 2.7 1.3 -15.9 5.3 2.5 1.5
104 GCH 51.8 12.47 4.9 -2.6 2.7 -22.3 1.7 2.7
105 EWS 51.7 13.45 6.1 -0.9 -10.6 -15.3 2.3 2.0
106 GAF 51.6 72.54 5.4 -1.6 9.6 -22.0 2.2 3.1
107 IWP 51.0 59.93 3.2 4.6 -27.7 30.7 4.2 1.8
108 DBA 50.8 34.15 1.5 5.4 -23.2 47.3 3.5 2.6
109 SPY 50.5 131.30 2.8 3.3 -24.6 25.2 3.7 1.6
110 MVV 50.3 72.30 5.9 11.3 -27.2 62.2 4.4 3.1
111 SDP 50.2 15.42 -4.8 -4.6 4.4 -29.7 2.1 2.1
112 BRF 50.0 53.55 3.1 -4.1 17.5 -50.0 2.6 3.1
113 XLI 49.2 37.10 3.1 4.9 -29.1 33.5 4.4 1.9
114 XLG 49.2 92.75 2.7 2.9 -24.1 24.5 3.7 1.6
115 VEU 49.0 48.55 2.9 1.1 -18.4 7.0 2.9 1.6
116 INP 49.0 69.79 5.6 -1.9 46.3 -50.5 6.5 4.2
117 IYR 48.6 58.02 -0.5 2.3 -19.7 21.6 2.8 2.0
118 XLU 48.3 31.39 1.7 -0.5 -18.0 4.5 2.9 1.2
119 DDM 48.2 60.85 6.0 8.5 -28.6 46.7 4.6 2.6
120 OEF 47.8 58.83 2.2 2.7 -26.1 24.5 3.8 1.6
121 IIF 47.5 23.47 6.1 -5.6 23.3 -83.7 3.7 4.5
122 SZK 47.3 25.90 -5.8 -6.6 -3.0 -34.2 1.7 2.2
123 IWZ 47.2 49.08 3.2 3.3 -28.6 24.8 4.3 1.6
124 IYC 46.8 70.13 2.8 2.6 -26.8 18.3 4.0 1.3
125 SCC 46.7 19.80 -6.0 -7.5 41.1 -51.9 5.7 2.7
126 DXD 46.4 18.17 -5.9 -9.9 16.6 -64.7 2.8 2.7
127 EWV 45.8 36.13 0.1 4.0 138.8 -44.2 17.6 6.0
128 IEV 45.4 41.43 2.9 3.0 -20.4 17.6 3.1 2.2
129 SDS 44.9 21.33 -5.4 -8.7 33.1 -68.1 4.7 3.3
130 FEZ 44.2 40.23 3.7 4.3 -20.0 20.4 3.1 3.4
131 XLY 44.0 38.82 3.3 2.7 -29.5 19.1 4.4 1.6
132 ICF 43.9 68.27 -0.3 2.4 -24.0 23.9 3.4 2.2
133 MZZ 43.8 40.64 -5.8 -12.8 20.3 -93.9 3.4 3.6
134 SWH 43.8 49.45 4.1 4.0 -34.2 29.5 5.2 2.1
135 SDK 42.9 49.24 -7.7 -11.6 48.2 -86.0 6.6 4.1
136 VUG 42.6 63.58 3.0 2.6 -30.9 21.1 4.6 1.6
137 SGF 42.2 14.30 4.2 -5.2 -10.4 -54.7 2.2 3.8
138 SDD 42.0 47.94 -6.6 -11.9 18.4 -84.6 3.3 4.2
139 REW 41.9 56.87 -8.3 -5.0 110.7 -57.0 13.7 5.3
140 VNQ 41.8 57.01 -0.2 1.8 -24.4 19.0 3.5 2.0
141 PWB 41.6 16.82 3.8 2.7 -32.8 18.6 5.0 1.6
142 SSG 41.2 50.18 -8.3 -5.1 151.1 -73.6 18.1 7.0
143 IOO 41.2 64.83 2.7 2.2 -28.3 17.4 4.2 1.8
144 RWR 40.6 62.95 0.6 2.2 -26.0 20.3 3.7 2.1
145 VGK 40.4 51.32 2.4 1.4 -19.9 4.1 3.0 2.4
146 EPP 40.0 46.95 5.3 0.8 -24.0 -2.1 3.9 2.0
147 ITB 40.0 13.50 2.4 3.6 -28.3 34.2 4.4 4.3
148 EWH 39.8 18.51 3.5 -3.0 -18.4 -15.5 2.9 2.3
149 URE 39.5 54.90 0.7 6.3 -33.4 46.5 4.8 4.1
150 CHN 39.1 31.20 1.7 -3.1 -15.6 -26.8 2.5 2.5
151 SSO 38.9 52.27 5.3 6.8 -47.3 49.8 7.3 3.2
152 XLB 38.7 39.23 4.0 3.6 -33.9 23.2 5.2 2.4
153 IGV 37.4 60.98 5.4 3.5 -38.0 22.5 5.9 2.2
154 SMN 37.2 17.18 -8.0 -13.7 4.5 -86.0 3.4 4.7
155 FWRLX 37.2 8.10 1.5 2.8 -37.8 26.3 5.6 2.1
156 PGJ 36.0 27.36 4.9 0.4 -26.8 -4.1 4.2 2.2
157 ARE 35.8 76.52 1.7 3.5 -38.6 32.2 5.7 3.0
158 RJA 35.6 11.19 0.8 4.5 -45.8 48.0 6.9 3.4
159 EWA 35.2 25.77 5.6 2.4 -27.8 5.7 4.5 2.5
160 QQQQ 34.8 56.84 4.4 2.4 -45.9 22.1 7.0 2.1
161 EWG 34.6 25.33 3.9 2.8 -36.9 18.6 5.6 2.3
162 EWT 34.3 14.73 3.2 -1.3 -23.8 8.7 3.7 3.7
163 RTH 34.2 105.23 2.0 -0.1 -37.7 8.1 5.6 1.6
164 IYZ 34.0 23.13 0.8 0.6 -35.8 9.4 5.4 1.7
165 VFH 33.2 33.62 0.6 1.8 -42.6 27.8 6.2 2.5
166 VEA 33.0 36.85 2.3 0.4 -36.2 9.0 5.4 1.9
167 EUM 32.7 30.45 -4.6 -3.2 -28.1 -2.7 4.2 1.9
168 IAH 32.5 58.51 4.4 2.8 -50.6 25.7 7.7 2.6
169 EWU 32.4 17.80 2.0 1.2 -36.2 12.3 5.4 2.1
170 IYF 32.3 58.65 0.4 1.5 -44.9 27.1 6.6 2.4
171 XLF 32.2 16.34 0.4 1.8 -46.0 30.2 6.8 2.7
172 SMH 32.1 34.57 4.6 3.1 -66.1 35.2 10.3 3.1
173 MOO 30.7 55.20 4.2 3.0 -55.4 25.9 8.6 3.0
174 SLX 30.6 73.08 3.5 2.4 -44.8 22.6 6.9 3.0
175 KIE 30.4 43.72 1.9 1.6 -46.2 25.2 6.8 2.5
176 RKH 30.3 86.62 -0.1 1.8 -53.8 34.3 8.0 3.3
177 BDH 29.7 14.94 3.7 2.9 -90.2 44.2 14.2 3.5
178 KRE 29.6 25.85 -0.1 0.9 -46.9 33.0 6.8 3.7
179 QLD 29.3 88.17 8.8 4.4 -94.6 42.0 15.4 4.1
180 VGT 28.9 63.95 4.3 1.7 -57.8 21.6 8.8 2.4
181 XLK 28.6 25.88 3.9 1.2 -54.5 18.5 8.3 2.2
182 IYG 28.0 58.37 0.1 1.2 -56.4 30.4 8.4 3.1
183 IGM 27.2 62.68 4.2 1.5 -61.3 21.2 9.4 2.4
184 KCE 27.1 39.11 3.0 1.4 -58.8 22.8 8.9 2.6
185 RXD 27.0 26.43 -3.4 -7.9 -30.0 -47.6 4.6 1.9
186 IAI 26.8 29.67 2.2 1.4 -64.3 27.0 9.7 2.6
187 IYW 26.7 66.40 4.2 1.3 -61.6 21.8 9.4 2.5
188 UYG 25.6 68.69 1.1 2.9 -93.1 52.7 14.5 5.0
189 KBE 24.6 25.71 -0.4 0.6 -69.8 34.9 10.5 4.0
190 IAT 24.1 24.25 -0.4 0.2 -65.3 29.9 9.8 3.6
191 IGN 23.4 34.79 2.0 0.6 -107.4 41.9 16.9 4.0
192 TAN 20.9 8.28 2.2 5.2 -60.8 18.7 10.4 5.6
193 PBW 17.9 10.41 3.2 -0.2 -83.1 10.8 13.3 3.2
194 VPL 17.7 55.16 1.6 -3.5 -70.1 0.7 10.6 2.2
195 EWJ 14.6 10.33 -0.4 -4.6 -100.0 16.0 15.3 3.1
196 HHH 13.1 71.05 5.1 -2.7 -138.4 4.5 23.5 3.7
197 EEV 11.9 31.09 -8.9 -6.7 -60.7 -8.5 9.1 3.8
198 FXP 11.9 28.11 -9.1 -5.0 -93.2 16.2 14.4 4.9
199 DZZ 6.5 7.77 -1.4 -7.5 -96.3 -19.6 15.3 4.1
200 DUG 5.9 27.38 -7.7 -23.4 -70.2 -180.2 10.9 3.8
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