the 200 day moving average at the end of August which in my preferred strategy would exclude them for consideration of any long position. The top three at the end of August based on momentum are IXP (telecom), KXI (staples), and MXI (materials).
Last month 4 of the 10 ETFs were above the 200 day SMA. The top three at the end of July based on momentum were EXI (Industrials), IXP, and KXI. I have previously discussed some possible strategies using this data here as well as some more active trading strategies.
The momentum strategy that an investor could implement would be to purchase the best returning ETF(s) over the trailing 3, 6, and 12 months (sum). This strategy has been written about extensively by Mebane Faber, author of The Ivy Portfolio: How to Invest Like the Top Endowments and Avoid Bear Markets.
|Ticker||Company||Free Trend Analysis||Perfor-mance (Quarter)||Half Year||Year||Sum||200-Day SMA|
|(EXI)||iShares S&P Global Industrials||Here||-2.08%||-4.66%||7.91%||1.17%||-4.28%|
|(IXC)||iShares S&P Global Energy||Here||-2.49%||-11.09%||-3.32%||-16.90%||-9.32%|
|(IXG)||iShares S&P Global Financials||Here||-0.39%||-6.67%||-8.36%||-15.42%||-6.65%|
|(IXJ)||iShares S&P Global Healthcare||Here||0.13%||-8.78%||0.86%||-7.79%||-5.42%|
|(IXN)||iShares S&P Global Technology||Here||-7.02%||-8.99%||-0.18%||-16.19%||-9.00%|
|(IXP)||iShares S&P Global Telecommunications||Here||10.24%||6.06%||7.74%||24.04%||3.94%|
|(JXI)||iShares S&P Global Utilities||Here||6.54%||-1.54%||-0.91%||4.09%||-0.95%|
|(KXI)||iShares S&P Global Consumer Staples||Here||2.53%||-1.31%||11.08%||12.30%||-0.23%|
|(MXI)||iShares S&P Global Materials||Here||2.83%||-6.08%||8.81%||5.56%||-4.08%|
|(RXI)||iShares S&P Global Cons Discretionary||Here||-3.44%||-2.25%||9.05%||3.36%||-3.14%|
|ETF Replay Ranking|
|6 month return / 3 month return / 3 month volatility||3 month return / 20 day ret/ 20 day volatility|