S&P 500 Sector ETF Momentum Rankings

Discussion in 'ETFs' started by AndersenBands, May 3, 2018.

  1. S&P 500 Sector ETF Short-Term Momentum Rankings:

    1. $XLE 2. $XLU 3. $XLRE 4. $XLK 5. $XLY 6. $XLV 7. $XLB 8. $XLF 9. $XLI 10. $XLP

    Long-Term Momentum Rankings:

    1. $XLE 2. $XLY 3. $XLU 4. $XLK 5. $XLRE 6. $XLV 7. $XLF 8. $XLB 9. $XLI 10. $XLP
     
  2. What time frames are the short term and long term rankings based on? Is there a link to where updates to these rankings are posted online? TIA - Lou
     
  3. Hi Lou. Good questions. The short-term is typical of swing trades, typically good for a handful of days. The long-term is typical of trends which could last from several days to weeks.
    If you send a DM I will let you know the origin.
    Best Trades to you!
    AndersenBands
     
  4. Saltynuts

    Saltynuts

    Andersonbands, thanks! Curious, are there any long term analyses showing how investing in the ones with the high swing ratings would pan out in the long term? Thanks!
     
  5. Thanks Saltynuts! Yes, particularly when this momentum changes from positive to negative or vice versa. This momentum tends to have persistence. So even on the top/bottom list there tends to be follow-through before falling back in line. Cheers!
     
    traderlux likes this.
  6. S&P 500 Sector ETF Short-Term Momentum Rankings:

    1. $XLU 2. $XLE 3. $XLRE 4. $XLK 5. $XLY 6. $XLB 7. $XLV 8. $XLI 9. $XLF 10. $XLP

    Long-Term Momentum Rankings:

    1. $XLE 2. $XLY 3. $XLU 4. $XLK 5. $XLRE 6. $XLB 7. $XLF 8. $XLV 9. $XLI 10. $XLP
     
  7. S&P 500 Sector ETF Short-Term Momentum Rankings:

    1. $XLRE 2. $XLK 3. $XLE 4. $XLU 5. $XLY 6. $XLB 7. $XLI 8. $XLF 9. $XLV 10. $XLP

    Long-Term Momentum Rankings:

    1. $XLE 2. $XLY 3. $XLU 4. $XLK 5. $XLRE 6. $XLB 7. $XLF 8. $XLV 9. $XLI 10. $XLP
     
  8. How are these rankings determined? What kind of formula is used?
     
  9. Hi HobbyTrading. Thank you for the question. The momentum formula is normalized and statistically-based in such a way that the momentum reading of one security is directly comparable to another, including comparisons across asset classes. Good trades!
     
    traderlux likes this.
  10. truetype

    truetype

    He's been asked several times, and he's declined to post his formula. Time for everyone to give it a rest.
     
    #10     May 7, 2018