ETF Rankings — Non TradeDay

ETF Rankings

The most recent ETF Rankings are available through close of markets on Friday January 13, 2017. This is a non trade day for testing purposes.

The top-ranked ETF remains RSX, a Russian sector fund. Ranking second and third this week are XLK, a select technology fund, and EWG, a German sector fund.

The table to the right provides recent weeks of rankings. Orange signifies a non-trade day; blue a trade day. Multiple periods allow a look at the ebb and flow of sectors in the rankings. For a more complete overview of the movement of ETFs, a heat map is provided in the last selection below. It covers 13 weeks and all ETFs in the trading universe.

RSX has been ranked number one for several weeks now. Prior to that XLF held the top spot, also for multiple weeks. Rankings 2 and 3 are shown as well, although as shown in the ETF Rotational Trading PDF, the top-ranked ETF produced the best back-test results.

Recent Performance

Recent performance can be assessed by tracking the results of high-ranked ETFs. The table below shows 4 week returns as if the ETFs were entered as explained in the ETF Rotational System:  

Top 3 Ranked Vs. SPY

The most recent selection(s) show tickers that have not had four weeks of results. All other rankings do. The column to the right compares performance vs. SPY (S&P500 index), considered to be a reasonable benchmark.

Observations

Observations from such a small sample are not worth much, but from the table above the following can be said:

  • Current ranks through the partial 4-wk period are underperforming SPY.
  • Prior selections generally outperformed SPY.
  • The only weak full 4-wk. period was November, (10/28 selections).

Rankings are not recommendations. They are information which you may utilize as you see fit. Consult the ETF Rotational System document to see full disclaimers.

Heat Map

This heat map color-codes the ranks for the current week and thirteen weeks back:

Heat Map Weekly

Good luck and good trading.

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