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

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To: amoezzi who wrote (396)6/4/2011 11:24:00 AM
From: amoezzi  Read Replies (1) of 402
 
ETF Simulation Results for Jun 03, 2011

Date: 20110603
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 IAU 87.1 15.05 0.3 6.9 9.2 36.8 2.0 1.5
2 GLD 87.0 150.22 0.3 6.9 9.0 36.6 2.0 1.5
3 FXF 85.1 118.55 2.1 9.1 35.7 30.8 5.1 1.5
4 IHF 84.1 64.32 -1.3 4.7 13.3 39.2 2.4 1.8
5 ICF 83.9 73.09 -1.7 4.0 9.6 24.9 1.6 1.6
6 XLP 83.7 31.31 -2.3 3.3 18.7 26.3 2.8 1.5
7 XLV 83.3 35.19 -1.4 4.9 22.5 32.4 3.3 1.8
8 IYR 82.9 60.90 -1.3 2.7 -0.1 19.6 0.8 1.3
9 VNQ 82.9 60.68 -1.7 3.6 6.3 22.8 1.3 1.5
10 RWR 82.6 67.28 -1.5 4.0 8.2 24.1 1.5 1.6
11 EWL 82.0 28.26 1.0 9.1 30.2 34.3 4.3 2.0
12 IBB 81.8 106.98 -1.0 6.8 15.2 43.2 2.2 2.3
13 FXA 81.8 107.25 -0.0 3.6 -12.4 24.1 2.0 1.4
14 PPH 81.7 70.65 -0.9 4.8 20.7 28.2 3.0 1.9
15 DVY 80.8 52.22 -2.6 0.7 -0.6 19.6 1.2 1.1
16 TTH 80.4 29.21 -2.6 2.0 4.7 24.7 1.3 1.7
17 TLT 80.3 96.33 -0.1 4.1 32.0 15.2 4.3 1.4
18 FXE 80.0 145.74 2.4 4.1 -12.9 20.3 2.5 1.5
19 CGW 79.7 21.65 -1.1 2.6 -4.7 19.7 1.2 1.6
20 FXM 78.5 85.93 -0.4 1.8 -5.3 13.0 0.9 0.9
21 XLU 78.4 33.19 -1.3 2.6 25.8 16.4 3.7 1.7
22 UTH 77.7 103.99 -1.0 1.9 18.7 13.0 2.8 1.5
23 XBI 77.4 72.90 -2.4 8.6 15.7 52.7 2.4 3.3
24 DGP 77.3 49.25 0.6 13.3 15.3 65.0 3.8 3.0
25 AGG 77.2 107.32 -0.1 1.5 12.0 5.2 1.7 0.6
26 FWRLX 77.1 8.43 -0.7 2.3 3.5 13.6 0.9 1.6
27 FXY 77.1 123.00 0.8 2.2 9.0 5.7 1.4 1.3
28 IYZ 76.9 24.81 -3.1 4.1 36.1 23.9 4.9 2.0
29 JENSX 76.4 28.38 -1.5 0.6 -10.5 15.9 1.7 1.4
30 URE 75.6 60.04 -3.1 5.4 -1.7 41.0 1.8 2.6
31 IYC 75.2 71.21 -2.9 0.3 -8.6 18.0 1.7 1.6
32 EWM 74.9 15.00 0.4 2.8 5.2 10.2 1.2 1.8
33 EWD 74.6 34.35 0.5 4.8 -14.2 27.7 2.6 2.4
34 FSLXX 73.7 0.07 0.0 0.2 0.1 0.1 0.0 0.0
35 FXB 73.0 163.16 -0.3 1.3 -10.7 8.4 1.8 0.8
36 IJT 72.9 78.36 -3.3 1.4 -16.2 27.9 2.6 1.8
37 PID 72.5 16.27 -1.0 1.2 -19.6 16.7 2.9 1.4
38 SH 72.3 41.73 2.3 0.5 20.5 -12.2 2.9 1.4
39 IGV 71.9 62.16 -3.1 0.7 -6.8 19.1 1.6 2.1
40 EWV 71.8 37.32 0.4 7.5 54.5 42.0 7.6 5.1
41 IWS 70.2 47.27 -2.7 -0.5 -17.8 14.0 2.6 1.4
42 DOG 70.0 41.39 2.3 -0.2 23.1 -19.7 3.3 1.5
43 IWR 70.0 107.68 -2.8 -0.2 -18.4 16.3 2.7 1.5
44 IWP 69.7 60.59 -2.8 0.3 -18.7 18.8 2.7 1.7
45 VO 69.7 79.41 -2.7 0.0 -19.8 17.9 2.9 1.5
46 SKF 69.7 63.42 5.4 8.8 71.6 18.7 9.6 3.3
47 IYT 69.1 94.71 -3.5 -0.1 -13.1 19.5 2.5 2.0
48 ARE 69.0 79.04 -2.8 1.8 9.2 10.8 2.7 2.0
49 IJK 67.4 108.81 -2.8 0.7 -22.1 24.0 3.2 1.8
50 XLY 67.3 38.92 -3.1 -0.6 -18.0 15.2 2.7 1.7
51 RSP 67.3 49.82 -2.8 -0.6 -20.2 14.8 3.0 1.5
52 EWQ 66.7 27.65 1.5 3.3 -25.0 21.2 4.1 2.0
53 MYY 66.6 30.77 2.7 -0.2 24.2 -22.2 3.5 1.8
54 VGK 64.8 53.77 0.5 2.7 -26.8 19.0 4.2 1.9
55 VUG 64.4 63.70 -2.2 -0.6 -20.3 9.3 2.9 1.4
56 IWW 63.8 88.42 -2.4 -1.2 -20.5 9.1 3.0 1.2
57 VV 63.2 59.91 -2.3 -1.0 -21.9 9.2 3.2 1.3
58 IEV 62.8 43.29 0.9 2.7 -28.1 18.5 4.4 1.9
59 EWK 62.5 14.76 1.4 4.2 -32.6 32.5 5.1 2.1
60 VTI 61.6 67.53 -2.4 -1.0 -23.7 9.8 3.4 1.4
61 VTV 61.5 55.66 -2.4 -1.3 -23.9 9.3 3.5 1.3
62 IVV 61.4 130.88 -2.3 -1.2 -23.3 8.4 3.4 1.3
63 RTH 61.1 106.22 -3.6 -1.5 -17.5 11.3 3.0 1.9
64 IWV 61.0 77.99 -2.4 -1.0 -24.1 10.1 3.5 1.4
65 SPY 61.0 130.42 -2.3 -1.2 -23.5 8.4 3.4 1.4
66 FXC 60.9 101.65 -0.1 -0.3 -27.9 8.0 4.0 1.1
67 PWB 60.8 16.86 -2.3 -0.5 -24.6 12.2 3.5 1.7
68 EWS 60.6 14.05 0.2 2.3 -21.8 12.6 3.3 2.8
69 SDS 60.6 21.44 4.5 0.8 39.3 -25.2 5.6 2.7
70 IWZ 60.2 49.08 -2.2 -0.7 -25.3 11.0 3.6 1.6
71 MDY 60.0 174.72 -2.9 -0.7 -28.1 17.6 4.1 1.8
72 SGF 59.7 14.62 0.2 0.7 -12.3 -3.5 2.1 2.8
73 IJH 59.6 96.08 -2.9 -0.7 -28.4 17.8 4.1 1.8
74 EWT 59.5 15.75 2.9 3.0 -16.7 4.5 2.8 3.0
75 REW 59.3 58.97 4.0 4.8 62.2 3.5 8.5 4.1
76 DIA 59.0 121.32 -2.3 -0.8 -29.8 14.6 4.3 1.5
77 IJR 58.9 71.32 -3.3 -0.7 -28.1 17.5 4.1 1.8
78 XLG 57.3 91.64 -1.8 -1.6 -26.4 4.8 3.8 1.4
79 OEF 57.0 58.13 -2.0 -1.7 -26.8 4.1 3.9 1.3
80 DXD 56.8 18.02 4.6 -0.7 42.4 -40.2 6.1 2.9
81 QID 56.7 52.33 3.5 1.5 55.4 -18.5 7.6 3.7
82 EUM 56.7 29.81 -0.4 -2.3 41.7 -21.1 5.7 2.9
83 SCC 56.4 19.01 5.8 -2.4 10.6 -46.7 2.8 3.2
84 EWH 55.9 19.06 0.4 -0.0 -20.7 -1.2 3.0 2.5
85 UNG 55.7 11.93 3.9 5.7 -0.4 -6.3 3.7 5.7
86 BDH 55.5 15.11 -1.5 -0.6 -15.5 0.2 2.2 3.2
87 SSG 55.4 49.93 6.8 3.5 53.4 -9.9 8.1 6.5
88 EWU 55.0 18.22 -1.2 0.5 -28.7 10.6 4.4 1.9
89 SDK 54.5 47.59 5.3 -3.0 22.3 -50.4 3.6 3.7
90 MZZ 54.3 40.67 5.7 -0.6 44.8 -46.0 6.4 3.9
91 VEA 54.3 37.89 0.2 0.7 -31.1 7.7 4.7 1.8
92 IVE 53.8 61.54 -2.4 -2.2 -30.3 5.1 4.4 1.3
93 IOO 53.7 65.38 -1.0 -0.3 -32.5 8.4 4.8 1.6
94 EWO 53.3 23.40 3.3 2.4 -32.5 10.5 5.3 2.2
95 SDD 53.2 47.66 6.2 -1.2 41.2 -47.7 6.0 3.9
96 RJA 53.1 10.91 -0.2 -1.9 -10.9 -14.2 3.3 2.9
97 PWJ 52.8 22.78 -2.9 -0.5 -38.3 21.7 5.5 1.9
98 SMN 52.1 18.12 7.0 1.9 98.1 -35.0 12.8 5.3
99 LAQ 51.9 38.61 0.6 2.0 -31.8 11.8 5.1 2.8
100 PPA 51.9 19.54 -2.3 -2.5 -31.1 4.7 4.5 1.5
101 BRF 51.8 57.97 2.3 4.9 -34.9 22.5 5.7 4.3
102 VBK 50.5 83.58 -3.5 -0.5 -38.4 23.0 5.6 2.3
103 IJJ 50.5 82.84 -3.0 -2.0 -34.3 11.7 4.9 1.7
104 VEU 49.4 49.53 0.1 0.6 -37.5 9.7 5.6 1.8
105 BBH 49.4 103.79 -0.3 -0.5 -35.5 12.9 5.7 2.2
106 XLK 49.1 25.54 -2.1 -2.3 -29.2 -1.5 4.2 1.8
107 QQQQ 48.7 56.44 -1.7 -1.5 -31.9 4.7 4.6 1.9
108 FXP 48.5 27.16 1.6 -3.8 60.7 -45.3 8.3 5.8
109 DUG 48.1 28.97 2.8 -1.6 77.1 -48.9 10.5 6.8
110 VB 47.8 76.18 -3.3 -1.2 -38.5 17.7 5.6 2.1
111 SWH 47.2 49.60 -2.2 -1.2 -40.3 16.5 5.8 2.0
112 VBR 46.9 68.57 -3.1 -2.0 -37.5 11.8 5.4 1.8
113 SZK 46.6 24.00 5.1 -5.8 -21.3 -57.2 3.9 2.7
114 EEV 46.4 29.64 -0.8 -5.0 80.3 -46.3 10.4 5.7
115 XHB 44.5 17.90 -4.3 -1.9 -38.9 11.1 5.6 1.8
116 GAF 43.3 75.23 2.0 2.4 -38.5 12.8 6.3 3.7
117 ITB 42.5 12.79 -3.9 -4.3 -34.1 -15.5 5.1 1.6
118 EWP 42.5 43.01 3.1 2.4 -47.2 15.3 7.7 2.8
119 DBC 42.4 30.25 0.5 1.8 -44.7 19.5 7.7 3.4
120 IAH 42.2 56.88 -1.2 -2.8 -36.9 -5.8 5.3 1.9
121 VWO 41.8 48.52 0.5 1.3 -46.7 14.5 7.2 2.8
122 IGM 41.7 61.53 -2.2 -2.8 -35.4 -3.1 5.1 2.0
123 EWG 41.6 26.82 2.0 2.8 -53.6 23.8 8.3 2.8
124 FXI 41.5 43.71 -1.1 -0.0 -41.6 12.7 6.3 2.9
125 IAT 41.4 22.82 -4.2 -6.8 -32.8 -23.2 4.8 1.7
126 VGT 41.2 62.66 -2.2 -2.8 -36.2 -2.7 5.2 2.0
127 IEO 40.5 69.55 -1.9 -0.8 -40.8 15.3 6.6 3.5
128 IYW 39.8 64.76 -2.1 -3.3 -37.3 -6.9 5.4 2.0
129 EEM 39.3 47.87 0.3 1.0 -48.9 14.6 7.5 2.9
130 XLI 39.3 36.10 -3.2 -2.6 -41.7 8.8 6.0 1.9
131 IJS 39.3 72.09 -3.2 -2.8 -41.0 6.9 5.9 1.9
132 FEZ 38.8 41.05 1.5 1.0 -52.4 14.5 8.1 2.4
133 GXC 38.7 78.85 -1.0 0.3 -49.2 16.7 7.4 3.0
134 DBB 38.3 23.70 -0.6 -2.5 -34.3 -12.0 5.8 2.8
135 DBA 38.3 32.94 0.3 -2.5 -38.4 -10.3 6.0 2.2
136 EWN 38.2 22.48 1.4 0.0 -53.1 14.5 8.1 2.4
137 IYF 37.2 55.90 -2.8 -5.2 -43.1 -12.8 6.2 1.5
138 IWC 37.1 50.45 -2.9 -2.1 -43.5 8.8 6.4 2.3
139 EPP 37.0 47.66 -1.7 -0.3 -53.1 16.3 7.9 2.7
140 EZA 36.7 71.94 1.5 2.5 -53.5 20.4 8.7 3.9
141 PHO 36.7 19.01 -3.4 -3.3 -41.6 4.4 6.0 2.0
142 VPL 36.7 54.86 -0.7 -3.2 -39.9 -14.0 5.8 2.0
143 HHH 36.6 73.14 -2.2 -1.8 -36.2 5.2 5.6 4.1
144 XLE 36.0 75.26 -1.4 -0.7 -48.4 15.6 7.6 3.4
145 EWJ 35.9 10.06 -0.3 -5.4 -34.5 -35.8 5.2 2.9
146 DZZ 35.6 6.53 -0.6 -14.9 -29.6 -104.9 5.3 3.0
147 ILF 35.1 51.66 -0.8 -1.1 -44.2 1.0 6.9 2.6
148 SSO 35.0 51.34 -4.6 -2.6 -50.3 16.3 7.3 2.7
149 VFH 35.0 31.94 -2.8 -5.3 -45.2 -12.7 6.5 1.5
150 EWY 34.9 64.81 -0.1 2.8 -60.8 26.2 9.3 3.9
151 DDM 34.8 60.53 -4.6 -1.2 -56.2 31.2 8.3 2.9
152 GCH 34.2 12.57 0.2 -0.9 -42.8 -1.9 6.3 3.0
153 MOO 33.0 53.90 -1.5 -2.3 -43.7 -8.5 6.7 2.4
154 IYE 32.7 42.92 -1.4 -1.0 -50.5 14.1 7.9 3.3
155 EWC 32.7 31.85 -2.2 -2.4 -47.5 8.3 7.1 2.7
156 IEZ 32.3 62.96 -0.8 -0.1 -53.4 17.9 8.8 4.5
157 ADRE 32.2 46.50 0.1 -1.3 -48.8 -0.2 7.5 2.5
158 EWI 32.2 18.63 3.0 0.7 -59.0 11.0 9.4 2.7
159 SMH 31.5 34.16 -3.3 -2.9 -44.5 6.1 6.5 2.9
160 MVV 30.2 70.78 -5.8 -1.9 -61.5 34.1 9.0 3.6
161 EWZ 29.9 74.90 0.8 0.1 -49.5 3.7 8.0 3.3
162 KIE 29.6 41.97 -2.6 -4.8 -52.1 -5.9 7.6 1.8
163 EWA 28.7 25.89 -2.4 -0.9 -73.0 22.1 11.0 3.2
164 KBE 28.7 23.75 -4.1 -8.2 -48.2 -30.8 7.0 1.7
165 XES 28.6 40.87 -1.8 -0.7 -57.3 17.6 9.4 4.5
166 XOP 28.3 58.47 -2.9 -1.8 -58.0 19.7 9.3 4.7
167 KRE 27.9 24.60 -3.6 -6.4 -52.4 -15.0 7.6 1.7
168 SDP 27.9 14.01 2.6 -6.2 -45.5 -48.5 7.4 2.6
169 RKH 27.5 78.24 -3.9 -8.9 -46.9 -33.6 6.8 1.9
170 XLB 26.2 38.08 -3.2 -2.6 -53.6 4.4 8.0 2.3
171 FSESX 26.2 81.67 -0.9 -1.0 -59.0 13.2 9.6 4.3
172 XLF 26.0 15.22 -2.9 -6.7 -54.1 -20.0 7.9 1.6
173 GSG 25.8 36.05 0.3 -0.6 -68.2 15.0 11.2 4.1
174 RXD 25.7 22.70 2.5 -10.8 -44.6 -86.9 7.4 3.0
175 BIK 24.7 27.91 -0.4 -1.0 -66.7 11.4 10.5 3.4
176 KOL 24.6 47.04 -3.0 -2.0 -59.2 12.0 9.1 3.3
177 USO 24.5 39.66 -0.1 -1.7 -117.1 26.8 19.8 6.2
178 SIVR 24.4 36.03 -4.5 1.6 -265.7 87.4 57.7 10.7
179 IYM 24.4 77.31 -3.4 -2.5 -62.4 9.9 9.4 2.6
180 SLV 24.3 35.34 -4.6 1.8 -265.8 89.1 57.8 10.8
181 IGE 23.9 43.68 -2.0 -2.0 -59.1 10.4 9.3 3.5
182 OIH 23.3 152.34 -0.3 -1.8 -53.4 2.4 8.7 3.9
183 EEB 23.2 45.27 -0.1 -1.3 -61.2 4.0 9.5 2.9
184 IYG 23.0 53.87 -3.4 -7.8 -57.2 -26.6 8.3 1.7
185 INP 21.4 67.60 1.1 -1.1 -76.5 9.3 12.0 3.9
186 CHN 21.3 30.26 0.3 -3.9 -72.1 -2.0 10.8 2.3
187 IGN 21.0 33.41 -3.5 -5.9 -49.6 -18.1 7.2 3.5
188 CAF 18.8 26.83 2.4 -3.4 -97.5 9.6 15.4 3.8
189 IIF 18.7 22.30 -0.0 -2.7 -67.6 -1.5 10.4 3.3
190 GDX 18.6 56.49 -2.5 -2.5 -89.8 13.1 14.8 4.7
191 QLD 16.5 86.25 -3.8 -3.7 -70.2 7.1 10.3 3.7
192 XME 16.4 68.20 -3.6 -3.7 -80.2 9.2 12.4 3.6
193 PGJ 14.8 26.24 -2.1 -4.9 -99.8 1.0 15.4 2.9
194 RSX 12.8 37.96 -0.5 -4.6 -85.9 -8.6 13.9 4.1
195 SLX 12.3 67.13 -2.7 -6.9 -91.5 -20.5 14.3 2.9
196 KCE 11.6 35.24 -4.1 -9.5 -95.4 -24.0 14.4 2.5
197 IAI 10.7 26.89 -3.8 -9.3 -100.3 -23.0 15.2 2.7
198 PBW 9.4 9.13 -2.1 -11.0 -106.8 -43.2 16.5 2.9
199 UYG 9.1 62.10 -5.7 -10.5 -92.2 -28.5 13.8 3.0
200 TAN 8.4 7.13 0.7 -11.8 -191.2 -18.8 33.1 5.6
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