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

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To: amoezzi who wrote (394)5/21/2011 9:38:42 AM
From: amoezzi  Read Replies (1) of 402
 
ETF Simulation Results for May 20, 2011

Date: 20110520
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 IHF 80.8 66.66 0.1 10.2 75.0 43.0 9.7 1.7
2 ICF 78.9 73.19 0.6 5.3 44.3 26.0 6.0 1.6
3 XLP 78.0 32.32 0.7 7.5 53.4 23.5 7.1 1.6
4 DVY 78.0 54.03 0.1 4.8 33.9 20.8 4.6 0.8
5 FXF 77.6 112.64 1.6 4.8 19.4 25.2 2.9 1.7
6 VNQ 77.5 60.70 0.3 4.6 40.0 23.4 5.5 1.5
7 RWR 77.5 67.19 0.3 4.9 42.8 24.5 5.8 1.6
8 XLV 77.5 36.04 -0.1 8.6 70.8 29.8 9.1 1.9
9 IJT 77.3 80.26 -0.6 4.8 19.3 30.0 2.8 1.6
10 URE 77.1 60.47 0.7 8.1 61.0 44.4 8.2 2.6
11 EWL 76.7 27.34 0.9 6.9 45.1 28.6 6.1 2.2
12 IYR 76.7 61.03 0.4 3.8 31.7 21.8 4.4 1.4
13 JENSX 75.8 29.16 -0.1 3.8 25.2 18.2 3.4 1.2
14 IBB 74.8 108.25 -0.6 9.5 47.2 39.2 6.3 2.6
15 PWJ 74.7 23.66 -0.4 4.0 13.4 26.2 2.1 1.5
16 IJK 74.6 111.18 -1.1 3.7 13.4 28.8 2.1 1.6
17 IYC 74.6 73.59 -0.8 4.3 35.7 20.4 4.8 1.4
18 RSP 74.5 51.34 -0.2 3.1 15.8 19.8 2.3 1.3
19 IAU 74.2 14.79 1.4 6.1 14.9 31.0 2.6 2.2
20 IWP 74.2 62.15 -0.5 3.6 18.9 23.2 2.7 1.6
21 IWR 74.2 110.51 -0.1 3.1 13.5 20.9 2.0 1.3
22 IWS 74.1 48.52 0.3 2.7 8.6 18.8 1.4 1.2
23 VO 73.9 81.41 -0.1 3.3 11.2 22.9 1.7 1.4
24 GLD 73.9 147.49 1.3 6.0 14.1 30.9 2.5 2.2
25 IYT 73.5 98.90 1.2 4.7 38.5 18.6 5.2 1.9
26 DIA 73.3 124.85 -0.9 2.6 15.8 20.1 2.4 1.2
27 DDM 72.9 64.13 -1.2 5.8 33.8 40.5 4.9 2.4
28 XBI 72.9 73.93 0.1 11.7 56.4 44.6 7.5 3.7
29 CGW 72.4 21.79 0.6 3.8 22.8 17.5 3.3 1.7
30 EWD 72.4 34.46 1.9 6.2 14.1 28.6 2.8 2.4
31 XLY 72.3 40.27 -0.7 3.4 30.6 18.4 4.1 1.5
32 FWRLX 72.2 8.40 0.8 2.9 17.2 18.2 2.5 1.9
33 IYZ 72.2 25.12 0.5 6.2 48.9 17.6 6.5 2.0
34 XLU 72.1 34.13 0.6 6.1 60.5 14.6 8.0 1.7
35 UTH 71.9 106.94 1.0 5.3 52.6 12.2 7.0 1.5
36 IGV 71.8 64.41 -0.3 5.0 34.0 20.8 4.6 2.0
37 PPH 71.7 71.56 -0.7 7.0 59.3 23.1 7.7 2.2
38 IJH 71.6 98.62 -0.7 2.6 3.4 24.1 1.1 1.5
39 DGP 71.5 47.49 2.8 11.2 19.6 54.5 4.2 4.7
40 TTH 71.4 29.98 -0.2 5.1 21.9 20.3 3.0 2.1
41 FXM 71.1 86.18 1.1 2.6 1.8 14.9 0.7 0.9
42 MDY 71.1 179.28 -0.7 2.6 3.5 24.0 1.1 1.5
43 PWB 71.0 17.28 -0.1 2.4 16.3 15.8 2.4 1.6
44 FXA 70.9 106.98 1.1 3.9 6.5 21.5 1.6 1.7
45 EWK 70.2 14.73 0.1 5.2 0.4 37.9 2.1 1.9
46 PID 70.1 16.44 0.4 2.9 -3.3 19.7 1.1 1.3
47 SWH 69.9 51.58 -1.0 3.4 7.2 23.7 1.2 1.7
48 IWW 69.7 90.72 0.2 1.8 7.0 14.3 1.3 1.1
49 SSO 69.6 53.98 -0.6 3.1 16.5 26.1 2.8 2.5
50 VTV 69.4 57.08 -0.2 1.6 5.4 15.5 1.1 1.2
51 IWV 69.0 79.86 -0.3 1.8 7.9 15.2 1.4 1.3
52 AGG 68.9 106.99 0.2 1.4 18.9 2.9 2.6 0.6
53 VV 68.9 61.36 -0.3 1.8 10.7 14.2 1.7 1.3
54 VTI 68.8 69.14 -0.3 1.8 7.9 15.0 1.4 1.3
55 IWZ 68.8 50.17 -0.6 2.0 11.6 16.1 1.9 1.5
56 IJR 68.4 73.09 -0.9 2.3 1.9 21.6 1.1 1.5
57 IVV 68.4 134.09 -0.3 1.6 9.2 13.6 1.5 1.2
58 SPY 68.3 133.61 -0.3 1.6 9.3 13.6 1.5 1.3
59 VUG 68.2 65.11 -0.4 2.0 15.4 13.1 2.3 1.4
60 TLT 67.6 95.32 0.3 3.3 46.0 8.0 6.1 1.7
61 SKF 67.5 60.25 0.3 4.9 41.5 22.0 5.8 3.5
62 VBK 67.3 85.76 -0.8 2.9 -2.9 28.8 1.4 2.0
63 PPA 66.4 20.29 -0.6 1.6 13.2 13.5 2.0 1.5
64 RTH 65.8 111.48 -1.9 3.6 36.2 12.9 4.9 1.7
65 IJJ 65.6 85.36 -0.4 1.5 -6.2 19.5 1.2 1.5
66 MVV 65.2 74.65 -1.5 4.8 3.8 45.2 2.0 3.0
67 VB 64.9 78.22 -0.8 2.1 -5.5 23.6 1.4 1.8
68 XLI 64.3 37.37 -0.8 1.2 6.9 17.2 1.6 1.7
69 FXY 64.2 120.83 -1.1 0.6 33.4 2.7 4.5 1.3
70 ARE 64.1 78.73 0.8 2.2 16.5 11.3 3.3 2.0
71 OEF 63.8 59.37 -0.5 0.6 3.2 9.8 1.0 1.3
72 IVE 63.4 63.15 -0.2 0.7 -2.6 12.5 1.0 1.3
73 XHB 63.4 18.43 -0.7 1.4 -2.2 15.2 1.1 1.6
74 XLG 63.2 93.58 -0.5 0.8 3.1 11.0 1.0 1.4
75 QQQQ 63.1 57.76 -1.1 1.1 19.6 10.4 2.9 1.9
76 EWQ 62.8 27.24 0.3 3.0 -10.6 30.0 2.5 2.3
77 FSLXX 62.8 0.07 0.0 0.2 0.1 0.1 0.0 0.0
78 SMH 62.5 35.90 -1.6 2.6 41.7 16.7 5.7 3.1
79 VBR 62.2 70.50 -0.8 1.2 -8.0 17.7 1.5 1.5
80 FXB 61.8 161.39 0.3 0.7 -8.1 10.9 1.5 0.9
81 IOO 60.9 65.91 -0.1 1.0 -5.9 14.6 1.7 1.7
82 QLD 60.9 90.75 -2.2 1.8 36.9 18.4 5.3 3.7
83 VGK 60.6 53.08 0.2 2.4 -11.7 24.7 2.5 2.0
84 XLK 60.5 26.17 -1.1 0.2 16.2 3.9 2.4 1.9
85 FXE 59.5 141.03 0.4 1.7 -22.7 24.6 3.5 1.6
86 IEV 59.2 42.66 0.0 2.2 -13.4 24.9 2.7 2.1
87 IGM 58.8 63.21 -1.3 -0.0 16.5 3.9 2.5 2.2
88 VGT 58.2 64.27 -1.4 -0.1 16.2 4.4 2.5 2.2
89 EWG 57.7 26.40 -1.5 2.3 -8.4 33.2 2.9 2.8
90 HHH 56.6 76.88 -1.6 3.3 56.2 8.3 7.4 4.0
91 FXC 56.4 102.20 -0.4 0.4 -15.1 10.9 2.2 0.9
92 IAH 56.3 57.97 -1.7 -0.7 16.1 3.7 2.5 2.3
93 IYW 56.2 66.40 -1.4 -0.8 16.2 0.2 2.5 2.2
94 BDH 56.1 15.28 -0.5 1.1 36.8 7.7 5.1 3.6
95 EWM 56.0 14.77 0.8 1.5 -8.9 6.5 1.5 1.9
96 VEA 54.1 37.57 -0.2 0.3 -10.3 12.7 2.2 1.9
97 EUM 53.8 30.41 -0.4 -0.6 51.2 -18.6 6.9 3.0
98 MYY 53.8 30.08 0.8 -3.3 -6.2 -30.1 1.3 1.5
99 IJS 53.8 74.11 -1.0 0.1 -14.9 12.9 2.3 1.6
100 EWU 52.7 18.23 0.8 1.1 -20.0 14.8 3.3 2.0
101 SH 52.5 40.77 0.3 -2.3 -11.2 -18.2 1.8 1.2
102 KIE 51.8 43.56 -0.8 -1.4 -8.8 2.3 1.7 1.6
103 EWS 51.5 14.04 0.1 2.4 -7.0 7.9 1.7 3.0
104 EWT 51.5 15.34 -1.7 0.4 12.0 1.5 2.4 3.1
105 BBH 50.9 106.50 -0.1 2.4 -24.3 17.2 4.4 2.0
106 EWY 50.9 64.25 -0.1 2.4 -18.7 25.1 3.7 3.9
107 VEU 50.1 49.11 -0.0 0.1 -23.4 13.7 3.7 1.8
108 SMN 49.7 17.83 0.5 -0.7 71.3 -44.6 10.1 4.8
109 PHO 49.6 19.60 -0.3 -0.0 -19.2 11.8 2.9 1.8
110 VPL 48.9 55.11 -1.0 -3.1 -1.6 -10.1 1.6 2.1
111 EWA 48.0 26.62 1.6 2.3 -42.0 26.7 6.4 2.9
112 FEZ 47.4 40.40 -0.8 0.5 -32.5 28.2 5.2 3.0
113 DOG 47.2 40.28 0.5 -3.6 -20.5 -26.6 3.1 1.2
114 EPP 46.8 48.55 1.2 1.9 -37.0 18.4 5.5 2.5
115 IGN 46.7 34.62 -1.1 -2.6 8.9 -6.4 2.0 3.9
116 EWV 46.5 37.79 4.5 9.9 -41.9 34.1 7.7 5.4
117 EEV 46.0 30.84 -0.8 -1.9 97.8 -40.2 12.8 5.9
118 EWJ 45.2 10.01 -2.2 -6.6 15.0 -31.2 2.8 3.1
119 EWN 45.0 22.27 -1.5 -0.2 -41.2 26.1 6.1 2.4
120 FXP 44.0 27.03 -4.1 -5.1 96.9 -44.9 12.3 5.8
121 IYF 43.5 57.49 -0.2 -2.7 -24.4 -3.8 3.6 1.7
122 DUG 43.4 29.43 -2.4 -2.8 105.1 -78.0 13.7 7.4
123 IWC 43.2 51.22 -1.2 -0.5 -29.2 12.9 4.3 2.0
124 VFH 42.8 32.89 -0.2 -2.7 -25.7 -3.5 3.7 1.7
125 ITB 42.7 13.03 1.4 -2.8 -25.4 -12.3 3.8 1.8
126 IAT 41.4 23.76 0.4 -3.5 -24.9 -15.3 3.7 1.8
127 KRE 41.1 25.73 0.2 -2.5 -33.6 -6.0 4.9 1.6
128 UNG 40.6 10.96 -0.1 -3.1 8.6 -21.6 4.1 5.4
129 EWH 39.0 19.11 0.2 0.1 -28.2 -2.6 4.1 2.6
130 XLB 39.0 38.51 -0.4 -1.4 -36.6 8.5 5.5 2.2
131 IYM 38.4 78.21 -0.3 -1.2 -45.2 14.5 6.8 2.3
132 GXC 38.3 79.59 1.1 1.4 -55.0 17.8 8.2 3.0
133 EWI 38.2 18.11 -1.9 -1.0 -48.5 28.1 7.4 3.4
134 MZZ 37.3 38.76 1.2 -7.0 -13.7 -64.5 2.7 3.3
135 EWC 37.3 32.34 1.8 -0.5 -57.9 17.0 8.7 2.6
136 SGF 37.0 14.45 0.8 -0.9 -25.8 -11.7 3.8 3.0
137 XLF 37.0 15.72 -0.3 -4.0 -34.9 -8.7 5.1 1.9
138 SDS 37.0 20.48 0.4 -4.8 -23.6 -38.5 3.8 2.5
139 XLE 36.9 74.63 1.1 -0.6 -65.3 28.8 10.0 3.5
140 EWP 36.8 41.19 -1.1 -0.5 -57.4 34.4 8.7 4.1
141 SDD 36.8 45.65 1.6 -6.8 -14.8 -60.4 3.0 3.3
142 EWO 36.7 22.44 -0.3 -1.3 -54.3 15.3 8.0 2.3
143 IYE 36.6 42.71 1.1 -0.6 -64.8 27.8 9.9 3.5
144 IEO 36.5 68.92 1.3 -0.8 -64.8 26.6 9.9 3.5
145 CHN 35.0 31.10 -2.2 -1.9 -36.2 -0.8 5.2 2.2
146 FXI 34.2 44.02 1.9 0.8 -58.1 12.9 8.8 2.9
147 KBE 34.2 24.75 0.5 -5.0 -40.6 -20.3 6.0 2.1
148 VWO 33.2 47.71 0.6 -0.3 -55.4 12.8 8.2 2.9
149 LAQ 32.4 37.70 0.3 -0.5 -47.8 6.3 7.2 3.1
150 XES 32.1 40.18 1.6 -1.3 -85.7 32.9 13.4 4.7
151 MOO 31.9 53.13 0.5 -3.6 -46.8 -3.2 7.0 2.6
152 XOP 31.4 58.50 2.6 -0.7 -95.0 35.0 15.0 4.6
153 EEM 31.2 47.07 0.3 -0.6 -60.2 13.2 8.9 3.0
154 GCH 31.1 12.56 -1.3 -1.5 -34.9 -6.7 5.0 3.3
155 IEZ 31.0 61.40 1.3 -1.4 -89.7 33.3 14.0 4.7
156 REW 30.9 56.37 2.7 -0.2 -38.6 -10.5 6.4 4.4
157 DBC 30.6 29.35 1.1 -0.4 -95.4 28.1 15.1 3.4
158 DXD 30.5 17.07 1.0 -7.4 -41.9 -55.6 6.5 2.3
159 FSESX 29.8 79.87 0.8 -2.2 -89.5 28.7 13.9 4.5
160 IGE 29.8 43.46 1.4 -2.0 -83.0 21.5 12.8 3.5
161 CAF 29.7 27.57 0.3 -1.0 -72.9 17.6 11.0 3.1
162 KOL 29.6 47.63 2.4 -0.8 -66.6 13.6 10.2 3.2
163 GAF 29.5 73.79 3.3 -0.0 -52.6 2.9 8.2 4.4
164 IYG 29.5 55.74 -0.4 -5.2 -48.7 -14.8 7.1 2.1
165 PGJ 28.8 27.15 -0.6 -1.8 -61.0 10.3 9.0 2.5
166 DBA 26.9 32.51 1.2 -3.5 -63.8 0.8 9.6 2.9
167 RKH 26.6 81.42 0.4 -5.8 -55.9 -20.6 8.3 2.3
168 QID 26.2 50.02 2.1 -3.9 -46.3 -32.3 7.4 3.7
169 EZA 26.1 70.11 2.3 -0.3 -67.4 12.7 10.4 4.6
170 GSG 26.0 35.41 1.0 -1.8 -117.4 25.5 18.9 4.0
171 XME 25.4 68.52 -0.2 -3.1 -82.7 16.0 12.6 3.3
172 USO 25.1 39.47 0.1 -1.9 -147.2 36.1 24.4 5.7
173 OIH 25.0 149.02 1.0 -3.2 -89.4 18.4 13.9 4.4
174 SDK 24.6 45.41 1.2 -9.2 -48.5 -65.1 7.4 3.3
175 ILF 24.6 50.82 0.9 -3.0 -72.6 -0.9 11.0 2.7
176 SIVR 24.4 34.86 -0.7 0.2 -233.2 105.3 41.7 9.9
177 SLV 24.4 34.18 -0.6 0.4 -233.6 106.3 41.7 10.0
178 UYG 24.4 65.83 -0.5 -5.5 -52.0 -9.7 7.7 3.3
179 BRF 24.1 55.08 -1.5 -0.3 -62.5 12.9 9.2 4.9
180 ADRE 24.1 45.68 0.4 -3.3 -75.3 -0.2 11.3 2.5
181 BIK 24.1 27.50 0.8 -2.3 -99.4 16.6 15.4 3.2
182 KCE 22.3 37.08 -1.2 -5.4 -65.9 -8.6 9.7 2.3
183 EEB 22.2 44.52 0.2 -3.1 -85.7 6.1 13.1 2.8
184 RJA 21.7 10.80 4.9 -2.6 -72.7 -5.3 11.5 3.6
185 IAI 21.0 28.03 -2.1 -6.0 -66.0 -7.4 9.7 2.5
186 SCC 18.5 17.83 1.4 -9.9 -82.0 -57.3 12.7 2.7
187 EWZ 16.1 71.93 0.5 -4.2 -99.9 0.9 15.4 3.4
188 TAN 16.0 7.47 -6.3 -7.9 -93.7 14.4 14.0 5.1
189 DZZ 15.9 6.76 -2.6 -13.7 -54.4 -86.9 8.8 4.2
190 GDX 15.8 55.76 2.9 -4.0 -151.8 12.3 25.4 4.9
191 PBW 14.6 9.40 -2.5 -9.4 -80.2 -28.2 11.9 3.0
192 DBB 13.6 22.91 -0.4 -5.9 -108.9 -8.8 17.2 2.9
193 SLX 13.6 67.20 -0.8 -7.3 -96.8 -12.0 14.8 2.8
194 IIF 13.4 22.11 -1.3 -4.7 -82.4 -11.9 12.4 4.2
195 RSX 13.0 36.94 0.0 -7.2 -144.0 4.8 23.4 4.1
196 INP 11.2 66.46 -1.3 -3.9 -95.9 -1.8 14.6 5.0
197 SZK 10.2 22.57 -1.5 -12.8 -106.4 -58.8 16.6 2.6
198 SDP 9.9 13.21 -2.2 -12.9 -114.3 -51.6 17.7 2.6
199 SSG 9.2 45.66 2.9 -6.5 -138.1 -30.3 24.0 6.8
200 RXD 7.2 21.58 -0.4 -17.2 -161.7 -89.6 27.3 3.0
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