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

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To: amoezzi who wrote (395)5/28/2011 9:09:34 AM
From: amoezzi  Read Replies (1) of 402
 
ETF Simulation Results for May 27, 2011


Date: 20110527
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 FXF 83.1 116.13 3.1 7.6 21.0 28.7 3.2 1.4
2 IJT 80.8 81.05 1.0 5.2 12.8 29.7 2.1 1.6
3 VNQ 80.8 61.70 1.6 5.8 25.0 23.8 3.6 1.5
4 ICF 80.5 74.37 1.6 6.3 28.6 26.2 4.0 1.6
5 IAU 80.5 15.01 1.5 7.3 11.6 35.2 2.3 1.7
6 GLD 80.2 149.70 1.5 7.2 10.8 35.0 2.2 1.6
7 EWL 79.8 27.98 2.3 8.8 36.7 32.5 5.1 2.0
8 RWR 79.7 68.31 1.7 6.1 26.6 25.0 3.8 1.6
9 IYR 79.5 61.72 1.1 4.5 17.1 21.4 2.5 1.4
10 IJK 79.2 112.00 0.7 4.0 5.7 27.2 1.3 1.6
11 IHF 78.7 65.17 -2.2 6.8 53.7 41.3 7.1 1.6
12 DVY 78.4 53.64 -0.7 3.7 26.7 21.2 3.6 0.8
13 XLP 78.4 32.04 -0.9 6.1 40.7 26.1 5.4 1.5
14 URE 77.9 61.97 2.5 9.7 32.9 43.6 4.9 2.6
15 VO 77.6 81.62 0.3 3.1 6.1 21.2 1.2 1.4
16 IWR 77.1 110.75 0.2 2.9 7.6 19.4 1.3 1.3
17 IWP 76.9 62.35 0.3 3.5 9.7 21.7 1.6 1.6
18 IWS 76.5 48.56 0.1 2.4 5.4 17.2 1.1 1.2
19 XLV 76.3 35.69 -1.0 6.9 50.6 31.3 6.7 1.9
20 IYC 76.1 73.33 -0.4 3.5 22.7 20.1 3.1 1.4
21 TTH 76.0 29.98 0.0 4.8 22.3 23.5 3.1 1.8
22 RSP 75.8 51.28 -0.1 2.5 8.0 18.1 1.3 1.3
23 IBB 75.6 108.05 -0.2 8.5 29.5 41.2 4.0 2.5
24 IYZ 75.5 25.60 1.9 7.7 52.1 21.5 6.9 2.1
25 CGW 74.9 21.90 0.5 4.1 14.1 19.5 2.3 1.6
26 JENSX 74.3 28.82 -1.2 2.3 11.0 17.9 1.7 1.2
27 XLY 74.0 40.16 -0.3 2.7 16.0 17.6 2.3 1.5
28 PPH 73.9 71.30 -0.4 6.1 42.6 25.3 5.7 2.2
29 XBI 73.8 74.69 1.0 12.0 34.7 48.8 4.7 3.6
30 FXA 73.3 107.29 0.3 4.0 -2.5 23.9 1.3 1.4
31 DGP 73.3 48.96 3.1 13.8 16.4 61.8 4.0 3.4
32 TLT 73.3 96.47 1.2 4.5 34.7 12.4 4.7 1.5
33 FWRLX 73.1 8.49 1.1 3.5 16.0 16.2 2.4 1.7
34 IJH 72.6 98.95 0.3 2.5 -2.2 21.9 1.0 1.5
35 MDY 72.5 179.89 0.3 2.5 -2.0 21.6 1.0 1.6
36 IGV 71.9 64.12 -0.5 4.1 22.9 20.5 3.2 1.9
37 IJR 71.9 73.74 0.9 2.9 -1.4 20.6 1.1 1.6
38 IWW 71.6 90.62 -0.1 1.4 2.4 12.2 0.9 1.1
39 PWB 71.5 17.26 -0.1 2.0 4.1 14.6 1.2 1.6
40 FXM 71.5 86.27 0.1 2.4 -2.1 13.8 0.7 0.9
41 VV 71.4 61.34 -0.0 1.5 3.9 12.2 1.0 1.2
42 VTI 71.4 69.20 0.1 1.5 1.9 13.0 0.9 1.2
43 DIA 71.4 124.23 -0.5 1.7 1.7 18.0 1.2 1.3
44 VUG 71.4 65.15 0.1 1.8 6.6 11.7 1.3 1.4
45 DDM 71.1 63.47 -1.0 4.0 6.9 36.9 2.4 2.5
46 IYT 71.0 98.13 -0.8 3.6 22.4 19.7 3.3 1.9
47 EWD 70.9 34.19 -0.8 4.9 4.8 29.6 2.1 2.4
48 IWZ 70.8 50.16 -0.0 1.7 1.9 14.1 1.0 1.4
49 AGG 70.8 107.43 0.4 1.7 15.1 4.2 2.1 0.6
50 IWV 70.4 79.91 0.1 1.6 1.6 13.2 1.0 1.3
51 FXY 70.3 122.07 1.0 1.6 15.9 4.8 2.3 1.2
52 IVV 70.2 134.00 -0.1 1.3 2.3 11.5 0.9 1.2
53 XLU 70.0 33.62 -1.5 4.2 50.2 15.9 6.6 1.7
54 SPY 70.0 133.51 -0.1 1.3 2.3 11.5 1.0 1.2
55 UTH 70.0 105.02 -1.8 3.2 41.3 12.9 5.5 1.5
56 VTV 70.0 57.03 -0.1 1.2 0.6 12.9 0.9 1.2
57 RTH 69.0 110.19 -1.2 2.2 18.8 13.8 2.7 1.7
58 PID 68.2 16.44 0.0 2.5 -5.9 18.9 1.3 1.3
59 ARE 67.9 81.29 3.3 5.0 17.4 10.9 3.4 2.0
60 PWJ 67.6 23.46 -0.9 2.7 -6.6 25.1 1.3 1.6
61 SSO 66.7 53.82 -0.3 2.3 2.1 22.1 1.8 2.4
62 SKF 66.5 60.15 -0.2 4.1 38.4 19.3 5.4 3.3
63 EWM 66.2 14.94 1.2 2.5 3.6 7.4 1.0 1.9
64 VBK 65.8 86.61 1.0 3.4 -8.4 26.5 1.7 2.0
65 FSLXX 65.2 0.08 0.0 0.2 0.1 0.1 0.0 0.0
66 FXB 65.2 163.70 1.4 1.9 -6.2 10.1 1.3 0.9
67 PPA 65.2 19.99 -1.5 -0.2 3.1 9.0 1.2 1.3
68 XHB 64.0 18.70 1.5 2.5 -7.5 13.8 1.5 1.5
69 MVV 63.1 75.17 0.7 4.7 -7.1 40.9 2.2 3.1
70 OEF 63.1 59.33 -0.1 0.4 -2.8 7.3 1.0 1.2
71 VB 62.8 78.74 0.7 2.3 -10.0 21.4 1.8 1.8
72 EWV 62.7 37.18 -1.6 7.6 6.5 39.0 3.8 5.2
73 IJJ 61.9 85.39 0.0 1.2 -8.9 16.5 1.5 1.5
74 XLG 61.7 93.35 -0.2 0.3 -3.2 8.6 1.0 1.4
75 XLK 60.7 26.10 -0.3 -0.2 3.1 1.2 1.2 1.8
76 XLI 60.5 37.29 -0.2 0.7 -5.3 13.8 1.5 1.7
77 IVE 60.3 63.05 -0.2 0.3 -7.0 9.3 1.3 1.2
78 QQQQ 59.7 57.43 -0.6 0.3 1.7 7.4 1.3 1.8
79 VBR 59.5 70.75 0.4 1.3 -11.5 15.7 1.9 1.6
80 SMH 59.0 35.33 -1.6 0.6 15.6 12.5 2.9 2.9
81 BDH 58.4 15.34 0.4 1.1 22.9 3.5 3.5 3.4
82 VGK 57.8 53.51 0.8 2.8 -16.7 22.8 3.1 2.1
83 SWH 57.5 50.72 -1.7 1.3 -12.1 21.0 1.9 1.8
84 SH 57.3 40.79 0.0 -1.9 -4.6 -15.9 1.1 1.2
85 EWQ 57.1 27.24 0.0 2.4 -16.7 26.5 3.1 2.3
86 IGM 55.6 62.91 -0.5 -0.7 1.2 0.3 1.4 2.0
87 FXE 55.6 142.35 0.9 2.3 -24.8 23.1 3.8 1.7
88 VGT 55.4 64.04 -0.4 -0.7 0.4 0.8 1.4 2.0
89 EWK 54.8 14.55 -1.2 3.4 -21.6 36.5 3.7 2.1
90 MYY 54.7 29.96 -0.4 -3.2 -0.8 -27.7 1.0 1.6
91 IEV 53.9 42.90 0.6 2.3 -21.0 22.3 3.5 2.1
92 DOG 53.6 40.46 0.4 -2.8 -7.0 -24.0 1.5 1.2
93 IOO 53.6 66.06 0.2 0.9 -13.7 12.0 2.4 1.6
94 IYW 53.5 66.15 -0.4 -1.3 -0.1 -3.4 1.4 2.0
95 HHH 53.1 74.75 -2.8 0.3 21.0 6.7 3.7 4.0
96 EWU 52.9 18.45 1.2 2.0 -17.4 13.4 3.0 2.0
97 IJS 52.4 74.49 0.5 0.4 -15.3 11.1 2.4 1.6
98 EUM 52.3 29.92 -1.6 -2.1 45.4 -20.2 6.1 2.9
99 QLD 50.5 89.67 -1.2 0.1 0.9 12.6 2.6 3.6
100 EWT 49.7 15.31 -0.2 0.3 -2.4 3.4 1.9 3.0
101 FXC 49.5 101.76 -0.4 -0.1 -22.1 9.3 3.2 1.0
102 IAH 49.0 57.56 -0.7 -1.6 -8.1 -1.6 1.7 2.0
103 ITB 48.4 13.31 2.1 -0.8 -14.9 -13.9 2.6 1.6
104 PHO 48.2 19.67 0.4 0.2 -18.2 9.6 2.7 1.8
105 VEA 47.3 37.80 0.6 0.7 -20.0 10.7 3.3 1.9
106 IAT 46.1 23.82 0.3 -3.1 -13.5 -17.2 2.1 1.7
107 IWC 45.3 51.98 1.5 0.8 -24.0 11.5 3.7 2.1
108 SMN 45.1 16.94 -5.0 -5.1 53.3 -45.3 7.8 4.8
109 EWS 44.9 14.02 -0.1 2.2 -17.8 10.1 2.8 2.9
110 VEU 44.8 49.47 0.7 0.7 -28.5 12.2 4.4 1.8
111 EWG 44.7 26.30 -0.4 1.4 -36.9 29.3 5.9 3.0
112 FXP 44.4 26.74 -1.1 -5.6 78.7 -45.3 10.2 5.8
113 EEV 44.0 29.88 -3.1 -4.6 87.4 -44.2 11.3 5.8
114 IYM 43.6 80.07 2.4 1.0 -34.3 13.3 5.4 2.4
115 IEO 43.6 70.88 2.8 1.5 -34.3 21.3 5.7 3.5
116 IYF 43.4 57.50 0.0 -2.6 -22.7 -7.7 3.3 1.5
117 REW 43.1 56.72 0.6 0.9 -7.0 -2.9 3.1 4.0
118 DUG 42.7 28.18 -4.2 -5.5 71.9 -67.6 10.0 7.2
119 KIE 42.7 43.09 -1.1 -2.4 -20.3 -1.3 3.1 1.6
120 VFH 42.6 32.87 -0.1 -2.7 -23.9 -7.5 3.5 1.5
121 IGN 42.4 34.61 -0.0 -2.7 -6.6 -12.5 1.8 3.6
122 SDS 42.1 20.51 0.1 -4.0 -10.1 -33.6 2.3 2.4
123 SGF 42.0 14.59 1.0 0.3 -14.8 -8.4 2.4 3.0
124 XLB 41.9 39.35 2.2 0.6 -28.9 7.5 4.5 2.2
125 EWY 41.8 64.89 1.0 3.2 -43.1 25.4 6.6 3.9
126 EPP 41.1 48.50 -0.1 1.6 -40.2 18.5 6.0 2.5
127 XLE 40.5 76.34 2.3 1.2 -43.6 22.6 7.0 3.5
128 VPL 40.4 55.27 0.3 -2.7 -19.9 -11.8 3.2 2.1
129 EWJ 40.4 10.09 0.8 -5.5 -9.8 -33.8 2.4 3.0
130 EWA 39.8 26.54 -0.3 1.8 -48.8 26.6 7.4 3.0
131 MZZ 39.6 38.46 -0.8 -6.7 -3.7 -59.2 1.9 3.4
132 EWC 39.4 32.58 0.7 -0.0 -37.2 13.6 5.7 2.7
133 FEZ 39.1 40.44 0.1 0.2 -44.0 22.4 6.8 3.1
134 DXD 38.5 17.23 0.9 -5.7 -15.2 -50.0 3.1 2.4
135 IYE 38.4 43.54 1.9 0.8 -44.9 21.3 7.1 3.5
136 QID 37.8 50.54 1.0 -2.2 -10.4 -25.1 3.1 3.6
137 UNG 37.3 11.48 4.8 1.7 -13.8 -15.3 4.0 5.5
138 KBE 36.3 24.77 0.1 -4.7 -26.6 -24.2 3.9 1.8
139 KRE 36.2 25.53 -0.8 -3.1 -32.2 -8.1 4.7 1.7
140 EWN 35.7 22.18 -0.4 -0.8 -50.5 21.7 7.5 2.7
141 XOP 35.6 60.21 2.9 1.6 -56.9 27.9 9.3 4.7
142 XLF 35.4 15.68 -0.3 -4.2 -32.6 -13.8 4.7 1.7
143 MOO 35.3 54.71 3.0 -0.8 -35.5 -5.7 5.6 2.5
144 SDD 35.3 44.88 -1.7 -7.5 -8.3 -58.7 2.4 3.4
145 BBH 35.3 104.08 -2.3 -0.1 -46.5 14.6 7.2 2.1
146 VWO 35.2 48.30 1.2 0.9 -49.8 13.8 7.6 2.9
147 LAQ 34.9 38.39 1.8 1.3 -40.8 8.7 6.3 3.0
148 XES 34.8 41.63 3.6 1.7 -59.2 26.2 9.8 4.7
149 EWP 34.6 41.71 1.3 0.2 -55.4 26.2 8.6 4.1
150 EWO 34.5 22.65 0.9 -0.4 -51.6 13.6 7.8 2.4
151 EWH 34.4 18.97 -0.7 -0.7 -28.3 -3.8 4.1 2.6
152 IEZ 34.1 63.47 3.4 1.3 -60.2 26.5 9.8 4.7
153 EEM 33.8 47.75 1.4 0.8 -52.3 14.1 7.9 2.9
154 FXI 33.5 44.18 0.4 1.1 -48.5 12.7 7.4 2.9
155 DBC 33.2 30.08 2.5 1.7 -67.0 24.2 10.9 3.5
156 IYG 32.8 55.78 0.1 -5.0 -38.5 -20.0 5.6 1.8
157 KOL 32.5 48.47 1.8 0.8 -49.6 12.8 7.8 3.2
158 GXC 32.3 79.62 0.0 1.3 -53.4 16.7 8.0 3.0
159 EZA 31.7 70.85 1.1 1.0 -51.8 17.7 8.3 4.1
160 BRF 31.7 56.67 2.9 2.6 -56.3 17.4 8.6 4.6
161 RKH 31.4 81.38 -0.0 -5.7 -34.3 -25.6 5.0 2.1
162 RJA 31.3 10.93 1.2 -1.5 -31.6 -8.7 5.4 3.4
163 IGE 31.2 44.56 2.5 0.2 -54.8 16.9 8.7 3.6
164 ILF 30.9 52.09 2.5 -0.4 -48.8 0.8 7.6 2.6
165 FSESX 30.5 82.42 3.2 0.5 -62.8 21.9 10.2 4.5
166 SLV 30.5 37.03 8.3 7.8 -248.9 95.8 52.8 10.0
167 SIVR 30.1 37.74 8.3 7.5 -249.1 94.6 52.8 10.0
168 GAF 29.9 73.74 -0.1 0.3 -39.5 8.6 6.4 3.9
169 XME 28.5 70.77 3.3 -0.1 -60.7 13.4 9.6 3.3
170 EWI 27.9 18.09 -0.1 -1.6 -60.6 19.6 9.3 3.4
171 ADRE 27.0 46.45 1.7 -1.5 -56.2 0.1 8.6 2.5
172 GCH 27.0 12.54 -0.2 -1.4 -43.1 -5.5 6.3 3.2
173 DBA 26.5 32.83 1.0 -2.6 -50.5 -4.0 7.7 2.8
174 BIK 24.7 28.01 1.9 -0.6 -78.4 14.1 12.3 3.3
175 GSG 24.5 35.96 1.6 -0.5 -90.3 21.0 14.7 4.1
176 USO 24.4 39.71 0.6 -1.4 -130.5 32.7 21.9 5.9
177 UYG 23.7 65.84 0.0 -5.5 -48.4 -17.4 7.3 2.9
178 EEB 23.6 45.33 1.8 -1.3 -68.9 5.4 10.7 2.8
179 DBB 23.0 23.85 4.1 -1.9 -59.9 -9.6 9.6 2.9
180 OIH 22.9 152.80 2.5 -1.1 -61.0 10.9 9.8 4.3
181 SDK 22.3 45.21 -0.4 -8.6 -39.0 -61.5 6.0 3.3
182 GDX 21.8 57.92 3.9 -0.0 -103.6 16.0 17.4 4.6
183 EWZ 21.8 74.34 3.4 -0.8 -69.4 2.5 10.9 3.3
184 CHN 20.5 30.17 -3.0 -4.5 -61.2 -2.3 8.9 2.4
185 SCC 20.2 17.96 0.7 -8.3 -53.5 -55.4 8.2 2.7
186 DZZ 19.7 6.57 -2.8 -15.4 -42.7 -100.8 7.0 3.2
187 PGJ 17.4 26.79 -1.3 -3.1 -82.5 5.5 12.5 2.7
188 SLX 17.4 68.97 2.6 -4.7 -79.5 -15.1 12.5 2.8
189 KCE 17.2 36.76 -0.9 -6.0 -70.4 -14.7 10.5 2.3
190 IAI 16.5 27.96 -0.2 -6.1 -74.2 -14.0 11.1 2.5
191 SZK 15.7 22.84 1.2 -11.0 -74.8 -61.7 11.5 2.5
192 IIF 15.0 22.31 0.9 -3.2 -76.7 -6.4 11.7 3.8
193 INP 14.8 66.87 0.6 -2.6 -91.8 5.3 14.3 4.3
194 SDP 14.5 13.65 3.3 -9.2 -96.2 -50.5 15.4 2.6
195 RSX 14.1 38.14 3.2 -4.2 -103.5 -1.9 16.9 4.2
196 CAF 14.0 26.20 -5.0 -5.8 -105.3 12.8 16.1 3.6
197 SSG 11.7 46.76 2.4 -3.4 -78.3 -21.4 13.7 6.6
198 RXD 11.0 22.14 2.6 -14.0 -105.0 -88.8 17.1 2.9
199 PBW 11.0 9.33 -0.7 -9.7 -87.0 -36.0 13.2 2.9
200 TAN 6.3 7.08 -5.2 -12.6 -157.9 -3.0 24.8 5.6
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