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Chief SectorSurfer
 

Best ETF Momentum Screener

Top U.S. ETFs w/Tradable Volume for Investment Strategies 

See Stock Screener

ETF Screening SectorSurfer Style:

This ETF screener does not generate a best ETF buy-list directly. It qualifies ETFs to participate as one of up to 12 best ETFs in a SectorSurfer Strategy. The Strategy's algorithm performs the final comparative analysis to determine which one, and only one, of them to own next month. Your job is to provide the algorithm with excellent ETF selection alternatives.

This ETF screener is targeted on U.S. ETFs with > $20M/day in trading volume. Check boxes are provided below to change the focus to include/exclude ETFs with > $20M/day in trading volume or > 1% annual dividend yield.

The ETF Rank column in the table below is a composite measure of trend quality, 3-yr relative price energy, and relative volatility. ETF Rank should be your primary U.S. ETF screening method for SectorSurfer Strategies, although additional technical analysis columns are provided to help you select top ETFs according to your personal tastes — such as  a minimum dividend yield.

How to Select the Best ETFs for Your Investment Strategies:

1) Don't use measures of performance that are poorly correlated to near term price performance. P/E Ratio, daily volume, and dividends don't foretell next month's returns. Use ETF Rank as your primary ETF screening method.

2) Although ETF Rank is already adjusted for relative volatility, which is a measure of the variability in results to expect, you may sleep better at night selecting lower volatility ETFs. The best ETFs will also give you peace of mind.

3) Stock Screener Strategy Examples Select a set of U.S. ETFs that aren't clones of one another to increase the likelihood that at least one will do well when the others are not.
 

This is not an ETF buy-list. It's a ranking of ETFs likely qualified to be in a Strategy. See above.

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U.S. ETF Screener

(See Parameter Definitions Below Table)

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 > $20M/day Volume

 > 1% Dividend Yield

Total Qualified ETFs Listed: 194

8/22/2017 3:02:35 AM

Download CSV Spreadsheet File

Symbol Company Name ETF Rank TrendQual 3YrExcess Volatility Sig.  1YrRange Vol.$M/d DivYield
SP500 Standard & Poors 500 0.0 18% 0% 1.00
 
 
 
 
88% 4701.8 2.1%
AMLP Alerian MLP ETF -0.2 -2% 17% 2.17
 
 
 
 
1% 156.1 8.2%
VXX Barclays Bank iPath S&P 500 VIX Short Te -8.7 -129% 61% 5.09
 
 
 
 
6% 1349.0 0.0%
XLY Consumer Discretionary Select Sector SPD 5.9 38% 11% 1.08
 
 
 
 
74% 919.8 1.2%
XLP Consumer Staples Select Sector SPDR ETF 3.9 22% 11% 0.89
 
 
 
 
73% 376.6 3.2%
FXE CurrencyShares Euro Trust 0.8 13% 3% 0.75
 
 
 
 
93% 88.5 0.0%
DBEF Deutsche X-trackers MSCI EAFE Hedged Equ 5.1 35% 12% 1.26
 
 
 
 
76% 106.6 3.8%
TMV Direxion Daily 20+ Year Treasury Bear 3X -4.6 -38% 41% 3.00
 
 
 
 
27% 20.0 0.0%
ERX Direxion Daily Energy Bull 3x Shares 1.4 20% 69% 5.31
 
 
 
 
1% 31.5 1.2%
FAS Direxion Daily Financial Bull 3x Shares 7.1 34% 91% 3.45
 
 
 
 
82% 66.1 0.0%
YINN Direxion Daily FTSE China Bull 3X Shares 3.5 30% 123% 5.52
 
 
 
 
86% 21.5 0.0%
DUST Direxion Daily Gold Miners Index Bear 3x -5.3 -89% 210% 10.23
 
 
 
 
4% 180.6 0.0%
NUGT Direxion Daily Gold Miners Index Bull 3x -2.0 -29% 245% 10.23
 
 
 
 
12% 198.3 0.0%
JDST Direxion Daily Junior Gold Miners Index -0.3 -6% 218% 12.08
 
 
 
 
6% 77.9 0.0%
JNUG Direxion Daily Junior Gold Miners Index -2.1 -33% 308% 12.08
 
 
 
 
5% 144.9 0.0%
SOXL Direxion Daily Semiconductor Bull 3X Sha 8.9 39% 199% 5.05
 
 
 
 
66% 39.0 0.0%
TZA Direxion Daily Small Cap Bear 3x Shares -6.4 -69% 48% 3.78
 
 
 
 
17% 115.4 0.0%
TNA Direxion Daily Small Cap Bull 3x Shares 3.6 19% 94% 3.78
 
 
 
 
61% 161.9 0.0%
SPXS Direxion Daily S&P 500 Bear 3X Shares -11.4 -165% 23% 2.99
 
 
 
 
9% 68.7 0.0%
SPXL Direxion Daily S&P 500 Bull 3X Shares 4.5 22% 66% 2.98
 
 
 
 
82% 59.7 0.0%
XLE Energy Select Sector SPDR ETF 1.0 10% 13% 1.78
 
 
 
 
1% 639.9 2.9%
XLF Financial Select Sector SPDR ETF 7.7 35% 20% 1.30
 
 
 
 
84% 1086.9 1.5%
RSP Guggenheim S&P 500 Equal Weight ETF 1.5 31% 3% 1.05
 
 
 
 
79% 59.5 1.4%
XLV Health Care Select Sector SPDR ETF 3.3 18% 15% 1.19
 
 
 
 
81% 801.8 1.6%
XLI Industrial Select Sector SPDR ETF 3.6 31% 9% 1.11
 
 
 
 
83% 494.7 1.9%
CSJ iShares 1-3 Year Credit Bond ETF 0.1 18% 0% 0.08
 
 
 
 
64% 30.6 1.7%
SHY iShares 1-3 Year Treasury Bond ETF 0.0 1% 0% 0.07
 
 
 
 
45% 78.6 1.0%
TLT iShares 20+ Year Treasury Bond ETF -1.2 -5% 15% 1.02
 
 
 
 
43% 868.7 2.5%
IEI iShares 3-7 Year Treasury Bond ETF 0.5 8% 2% 0.24
 
 
 
 
54% 23.2 1.6%
IEF iShares 7-10 Year Treasury Bond ETF -0.6 -5% 5% 0.44
 
 
 
 
47% 77.3 1.8%
FXI iShares China Large-Cap ETF 3.3 18% 27% 1.86
 
 
 
 
89% 540.6 2.0%
IEFA iShares Core MSCI EAFE ETF 4.1 37% 9% 1.19
 
 
 
 
89% 200.8 3.1%
IEMG iShares Core MSCI Emerging Markets ETF 3.6 22% 17% 1.44
 
 
 
 
93% 228.7 1.4%
IXUS iShares Core MSCI Total International St 2.3 22% 8% 1.18
 
 
 
 
91% 27.4 2.5%
IVV iShares Core S&P 500 ETF 0.1 27% 0% 1.00
 
 
 
 
85% 836.1 1.8%
IJH iShares Core S&P Mid-Cap ETF 4.9 36% 10% 1.10
 
 
 
 
68% 353.4 1.4%
IJR iShares Core S&P Small-Cap ETF 6.0 35% 14% 1.23
 
 
 
 
65% 280.1 1.2%
ITOT iShares Core S&P Total U.S. Stock Market 0.5 23% 2% 1.00
 
 
 
 
84% 37.6 1.7%
AGG iShares Core U.S. Aggregate Bond ETF 0.3 7% 2% 0.26
 
 
 
 
51% 189.0 2.5%
HEWJ iShares Currency Hedged MSCI Japan ETF 1.9 9% 28% 1.76
 
 
 
 
84% 26.2 1.4%
EFAV iShares Edge MSCI Min Vol EAFE ETF -0.7 -5% 8% 0.92
 
 
 
 
87% 25.3 4.0%
USMV iShares Edge MSCI Min Vol USA ETF 7.2 52% 8% 0.82
 
 
 
 
93% 62.7 2.1%
MTUM iShares Edge MSCI USA Momentum Factor ET 12.7 67% 13% 1.05
 
 
 
 
87% 27.4 1.1%
IEV iShares Europe ETF 2.6 26% 9% 1.33
 
 
 
 
88% 25.0 3.7%
IAU iShares Gold Trust -1.2 -8% 11% 1.13
 
 
 
 
72% 85.4 0.0%
HYG iShares iBoxx $ High Yield Corporate Bon 1.0 24% 2% 0.54
 
 
 
 
74% 657.7 5.0%
LQD iShares iBoxx $ Investment Grade Corpora -0.5 -15% 1% 0.40
 
 
 
 
59% 439.3 3.2%
CIU iShares Intermediate Credit Bond ETF 0.1 5% 1% 0.20
 
 
 
 
65% 33.0 2.5%
EMB iShares J.P. Morgan USD Emerging Markets 1.1 22% 2% 0.52
 
 
 
 
76% 247.0 4.7%
ILF iShares Latin America 40 ETF 4.8 30% 31% 2.23
 
 
 
 
96% 20.1 1.8%
MBB iShares MBS ETF 1.1 21% 2% 0.20
 
 
 
 
42% 38.0 2.4%
ACWI iShares MSCI ACWI ETF 1.5 27% 4% 1.05
 
 
 
 
87% 68.3 2.2%
AAXJ iShares MSCI All Country Asia ex Japan E 7.6 37% 19% 1.33
 
 
 
 
92% 25.1 0.8%
EWZ iShares MSCI Brazil Capped ETF 5.9 34% 54% 2.89
 
 
 
 
79% 445.3 1.4%
EWC iShares MSCI Canada ETF 3.2 30% 10% 1.36
 
 
 
 
76% 31.3 1.6%
MCHI iShares MSCI China ETF 7.6 32% 34% 1.80
 
 
 
 
96% 69.5 0.6%
EFA iShares MSCI EAFE ETF 3.4 34% 8% 1.20
 
 
 
 
88% 768.0 3.2%
SCZ iShares MSCI EAFE Small-Cap ETF 5.5 29% 14% 1.10
 
 
 
 
93% 37.0 2.6%
EFV iShares MSCI EAFE Value ETF 1.8 22% 7% 1.31
 
 
 
 
87% 70.9 4.5%
EEM iShares MSCI Emerging Markets ETF 3.2 20% 18% 1.50
 
 
 
 
93% 1150.0 0.9%
EZU iShares MSCI Eurozone ETF 5.8 46% 13% 1.47
 
 
 
 
91% 95.8 3.1%
EWQ iShares MSCI France ETF 5.1 38% 14% 1.47
 
 
 
 
91% 25.3 3.4%
EWG iShares MSCI Germany ETF 2.0 16% 13% 1.45
 
 
 
 
83% 42.1 3.9%
EWH iShares MSCI Hong Kong ETF 4.7 22% 20% 1.34
 
 
 
 
88% 34.5 3.3%
INDA iShares MSCI India ETF 5.3 37% 16% 1.51
 
 
 
 
83% 75.1 0.8%
EWJ iShares MSCI Japan ETF 0.6 4% 12% 1.28
 
 
 
 
87% 119.9 1.3%
EWW iShares MSCI Mexico Capped ETF -4.8 -45% 14% 1.70
 
 
 
 
98% 65.5 2.0%
EWY iShares MSCI South Korea Capped ETF 4.1 19% 22% 1.47
 
 
 
 
78% 151.6 1.9%
EWP iShares MSCI Spain Capped ETF 4.2 34% 17% 1.77
 
 
 
 
87% 52.1 1.9%
EWL iShares MSCI Switzerland Capped ETF 2.0 15% 10% 1.10
 
 
 
 
82% 30.3 4.3%
EWT iShares MSCI Taiwan Capped ETF 5.7 28% 21% 1.47
 
 
 
 
87% 66.6 1.9%
EWU iShares MSCI United Kingdom ETF -0.9 -23% 4% 1.42
 
 
 
 
70% 24.0 4.5%
IBB iShares Nasdaq Biotechnology ETF 9.7 52% 32% 2.06
 
 
 
 
70% 172.9 0.2%
MUB iShares National Muni Bond ETF 1.1 13% 3% 0.22
 
 
 
 
66% 27.5 2.2%
IGV iShares North American Tech-Software ETF 16.3 56% 27% 1.35
 
 
 
 
88% 20.3 0.2%
SOXX iShares PHLX Semiconductor ETF 11.2 32% 44% 1.67
 
 
 
 
78% 44.3 1.0%
IWB iShares Russell 1000 ETF 0.3 23% 1% 1.00
 
 
 
 
85% 90.6 1.9%
IWF iShares Russell 1000 Growth ETF 2.8 30% 6% 1.02
 
 
 
 
89% 117.6 1.4%
IWD iShares Russell 1000 Value ETF 1.5 29% 4% 1.02
 
 
 
 
64% 116.4 2.5%
IWM iShares Russell 2000 ETF 3.6 22% 15% 1.27
 
 
 
 
68% 2675.6 1.8%
IWO iShares Russell 2000 Growth ETF 5.8 35% 16% 1.37
 
 
 
 
72% 123.6 0.9%
IWN iShares Russell 2000 Value ETF 5.9 32% 16% 1.23
 
 
 
 
59% 154.7 2.3%
IWV iShares Russell 3000 ETF 0.6 23% 2% 1.01
 
 
 
 
84% 28.3 1.8%
IWR iShares Russell Mid-Cap ETF 1.7 24% 5% 1.05
 
 
 
 
77% 29.5 1.6%
DVY iShares Select Dividend ETF 5.0 37% 8% 0.91
 
 
 
 
71% 49.1 3.2%
NEAR iShares Short Maturity Bond ETF 0.2 19% 0% 0.05
 
 
 
 
79% 20.3 1.6%
SHV iShares Short Treasury Bond ETF 0.0 4% 0% 0.02
 
 
 
 
67% 25.0 0.7%
SLV iShares Silver Trust -0.1 0% 21% 1.78
 
 
 
 
35% 79.8 0.0%
OEF iShares S&P 100 ETF 0.7 25% 2% 0.99
 
 
 
 
86% 29.1 2.0%
IVW iShares S&P 500 Growth ETF 2.7 30% 6% 1.02
 
 
 
 
88% 80.9 1.4%
IVE iShares S&P 500 Value ETF 1.9 36% 3% 1.02
 
 
 
 
76% 72.4 2.2%
IJK iShares S&P Mid-Cap 400 Growth ETF 4.2 36% 9% 1.09
 
 
 
 
72% 29.1 0.9%
IJJ iShares S&P Mid-Cap 400 Value ETF 3.8 25% 12% 1.16
 
 
 
 
62% 26.0 1.7%
IJT iShares S&P Small-Cap 600 Growth ETF 1.7 9% 15% 1.24
 
 
 
 
70% 26.1 0.9%
TIP iShares TIPS Bond ETF -0.3 -17% 1% 0.37
 
 
 
 
53% 61.6 2.3%
IYT iShares Transportation Average ETF 5.4 36% 14% 1.35
 
 
 
 
69% 42.3 1.3%
ITA iShares U.S. Aerospace&Defense ETF 11.3 43% 20% 1.12
 
 
 
 
91% 72.9 0.9%
ITB iShares U.S. Home Construction ETF 4.8 22% 25% 1.55
 
 
 
 
85% 52.1 0.4%
PFF iShares U.S. Preferred Stock ETF 0.3 17% 1% 0.43
 
 
 
 
58% 71.3 5.5%
IYR iShares U.S. Real Estate ETF -4.7 -29% 12% 1.12
 
 
 
 
64% 373.8 3.6%
AMJ JPMorgan Alerian MLP ETN -1.4 -15% 18% 2.22
 
 
 
 
2% 56.1 7.1%
XLB Materials Select Sector SPDR ETF 2.2 21% 9% 1.29
 
 
 
 
79% 143.3 1.9%
MINT PIMCO Enhanced Short Maturity Active ETF 0.1 22% 0% 0.04
 
 
 
 
100% 29.5 1.7%
PCY PowerShares Emerging Markets Sovereign D 0.2 2% 4% 0.54
 
 
 
 
57% 22.8 4.9%
PGX PowerShares Preferred Portfolio ETF 2.9 40% 3% 0.43
 
 
 
 
71% 21.3 5.6%
QQQ PowerShares QQQ Trust Series 1 9.7 46% 17% 1.20
 
 
 
 
85% 4990.0 1.1%
BKLN PowerShares Senior Loan Portfolio 0.2 17% 0% 0.25
 
 
 
 
14% 49.7 3.6%
SPLV PowerShares S&P 500 Low Volatility Portf 6.0 40% 9% 0.92
 
 
 
 
91% 67.5 2.2%
SH ProShares Short S&P 500 -8.6 -74% 8% 1.00
 
 
 
 
12% 68.6 0.0%
SVXY ProShares Short VIX Short-Term Futures E 9.4 50% 172% 5.15
 
 
 
 
69% 705.2 0.0%
UCO ProShares Ultra Bloomberg Crude Oil -3.6 -93% 44% 5.78
 
 
 
 
25% 87.8 0.0%
TQQQ ProShares UltraPro QQQ 11.9 51% 107% 3.58
 
 
 
 
80% 372.8 0.0%
SDOW ProShares UltraPro Short Dow30 -11.9 -148% 25% 2.88
 
 
 
 
6% 20.9 0.0%
SQQQ ProShares UltraPro Short QQQ -0.9 -17% 23% 3.59
 
 
 
 
8% 209.3 0.0%
SRTY ProShares UltraPro Short Russell2000 -6.0 -64% 49% 3.80
 
 
 
 
17% 20.4 0.0%
SPXU ProShares UltraPro Short S&P 500 -11.3 -157% 24% 2.99
 
 
 
 
9% 132.5 0.0%
UPRO ProShares UltraPro S&P 500 4.7 23% 67% 2.98
 
 
 
 
83% 89.6 0.0%
QLD ProShares Ultra QQQ 13.2 49% 60% 2.39
 
 
 
 
83% 86.6 0.1%
TBT ProShares UltraShort 20+ Year Treasury -4.3 -28% 26% 2.01
 
 
 
 
34% 44.6 0.0%
SCO ProShares UltraShort Bloomberg Crude Oil 7.2 36% 233% 5.84
 
 
 
 
45% 68.9 0.0%
QID ProShares UltraShort QQQ -5.2 -76% 15% 2.39
 
 
 
 
9% 71.1 0.0%
SDS ProShares UltraShort S&P500 -11.1 -117% 16% 1.99
 
 
 
 
10% 178.3 0.0%
SSO ProShares Ultra S&P500 4.6 23% 33% 1.99
 
 
 
 
84% 112.2 0.4%
UVXY ProShares Ultra VIX Short-Term Futures E 0.2 7% 117% 10.16
 
 
 
 
2% 1082.3 0.0%
VIXY ProShares VIX Short-Term Futures ETF -8.6 -129% 61% 5.12
 
 
 
 
6% 73.7 0.0%
SCHF Schwab International Equity ETF 3.4 35% 8% 1.17
 
 
 
 
88% 32.0 2.2%
SCHB Schwab US Broad Market ETF 0.6 22% 2% 1.00
 
 
 
 
84% 47.7 1.8%
SCHD Schwab US Dividend Equity ETF 1.8 27% 4% 0.91
 
 
 
 
86% 167.3 2.9%
SCHX Schwab US Large Cap ETF 0.2 24% 1% 0.99
 
 
 
 
85% 23.0 1.8%
SCHG Schwab U.S Large -Cap Growth ETF 3.6 34% 7% 1.05
 
 
 
 
87% 21.8 1.2%
BIL SPDR Bloomberg Barclays 1-3 Month T-Bill 0.0 2% 0% 0.02
 
 
 
 
67% 44.2 0.8%
CWB SPDR Bloomberg Barclays Convertible Secu 1.7 25% 4% 0.76
 
 
 
 
80% 42.3 1.9%
JNK SPDR Bloomberg Barclays High Yield Bond 1.5 27% 2% 0.54
 
 
 
 
75% 224.7 5.3%
SJNK SPDR Bloomberg Barclays Short Term High 1.9 31% 2% 0.36
 
 
 
 
69% 33.0 5.5%
DIA SPDR Dow Jones Industrial Average ETF Tr 2.7 28% 6% 0.97
 
 
 
 
89% 737.7 2.9%
FEZ SPDR EURO STOXX 50 ETF 4.8 45% 12% 1.51
 
 
 
 
89% 110.4 6.7%
GLD SPDR Gold Shares -1.2 -9% 11% 1.12
 
 
 
 
71% 659.8 0.0%
MDYV SPDR S&P 400 Mid Cap Value ETF 3.7 23% 12% 1.12
 
 
 
 
61% 29.3 1.9%
SPY SPDR S&P 500 ETF Trust 0.1 27% 0% 1.00
 
 
 
 
85% 12989.8 2.0%
XAR SPDR S&P Aerospace&Defense ETF 13.3 49% 22% 1.20
 
 
 
 
88% 30.7 0.6%
KBE SPDR S&P Bank ETF 4.9 18% 34% 1.65
 
 
 
 
61% 49.0 1.5%
XBI SPDR S&P Biotech ETF 12.5 53% 62% 2.63
 
 
 
 
76% 164.7 0.6%
SDY SPDR S&P Dividend ETF 5.7 39% 9% 0.91
 
 
 
 
76% 31.1 2.3%
XHB SPDR S&P Homebuilders ETF 1.8 10% 16% 1.37
 
 
 
 
79% 38.7 0.8%
XME SPDR S&P Metals&Mining ETF 5.9 23% 69% 2.63
 
 
 
 
55% 27.4 0.7%
MDY SPDR S&P MidCap 400 ETF Trust 4.6 35% 10% 1.11
 
 
 
 
68% 279.5 0.7%
XOP SPDR S&P Oil&Gas Exploration&Production 0.1 1% 31% 3.01
 
 
 
 
1% 379.8 1.0%
KRE SPDR S&P Regional Banking ETF 10.6 37% 37% 1.73
 
 
 
 
57% 271.2 1.5%
XRT SPDR S&P Retail ETF -1.4 -13% 10% 1.41
 
 
 
 
2% 133.5 2.1%
XLK Technology Select Sector SPDR ETF 5.8 31% 15% 1.17
 
 
 
 
89% 450.4 1.6%
MLPI UBS E-TRACS Alerian MLP Infrastructure E -1.8 -20% 19% 2.31
 
 
 
 
1% 20.4 6.7%
XLU Utilities Select Sector SPDR ETF 5.5 21% 21% 1.16
 
 
 
 
99% 307.4 3.2%
GDX VanEck Vectors Gold Miners ETF 1.6 9% 74% 3.48
 
 
 
 
42% 946.0 0.2%
EMLC VanEck Vectors J.P. Morgan EM Local Curr 1.0 14% 4% 0.82
 
 
 
 
94% 51.6 5.4%
GDXJ VanEck Vectors Junior Gold Miners ETF 1.5 10% 90% 4.13
 
 
 
 
29% 363.6 4.5%
OIH VanEck Vectors Oil Services ETF -1.0 -11% 23% 2.53
 
 
 
 
0% 61.5 2.1%
RSX VanEck Vectors Russia ETF 0.1 1% 37% 2.71
 
 
 
 
55% 81.5 1.7%
SMH VanEck Vectors Semiconductor ETF 9.9 29% 40% 1.60
 
 
 
 
83% 288.0 0.7%
VDC Vanguard Consumer Staples ETF 4.5 29% 9% 0.88
 
 
 
 
70% 23.9 2.9%
VIG Vanguard Dividend Appreciation ETF 0.8 18% 3% 0.91
 
 
 
 
82% 51.2 2.3%
VDE Vanguard Energy ETF 0.7 7% 14% 1.85
 
 
 
 
1% 32.6 2.8%
VFH Vanguard Financials ETF 8.7 39% 19% 1.23
 
 
 
 
83% 25.6 1.8%
VEU Vanguard FTSE All-World ex-US ETF 2.1 21% 8% 1.20
 
 
 
 
90% 62.4 4.2%
VEA Vanguard FTSE Developed Markets ETF 3.5 34% 8% 1.18
 
 
 
 
88% 214.5 4.6%
VWO Vanguard FTSE Emerging Markets ETF 2.9 20% 16% 1.49
 
 
 
 
93% 353.4 2.4%
VGK Vanguard FTSE Europe ETF 2.3 21% 10% 1.34
 
 
 
 
89% 138.5 4.1%
VUG Vanguard Growth ETF 2.2 25% 6% 1.04
 
 
 
 
86% 65.0 1.1%
VYM Vanguard High Dividend Yield ETF 0.9 17% 3% 0.94
 
 
 
 
83% 46.6 3.1%
VGT Vanguard Information Technology ETF 7.4 33% 18% 1.22
 
 
 
 
89% 102.7 1.1%
BIV Vanguard Intermediate-Term Bond ETF 0.0 0% 2% 0.33
 
 
 
 
50% 26.0 2.6%
VCIT Vanguard Intermediate-Term Corporate Bon 0.4 15% 1% 0.32
 
 
 
 
63% 86.3 3.2%
VO Vanguard Mid-Cap ETF 1.9 28% 5% 1.07
 
 
 
 
78% 42.4 1.3%
VOE Vanguard Mid-Cap Value ETF 2.6 32% 6% 1.06
 
 
 
 
77% 22.2 1.8%
VNQ Vanguard REIT ETF -3.2 -17% 15% 1.19
 
 
 
 
44% 206.4 3.9%
BSV Vanguard Short-Term Bond ETF 0.3 13% 1% 0.12
 
 
 
 
51% 95.5 1.7%
VCSH Vanguard Short-Term Corporate Bond ETF 0.3 22% 0% 0.13
 
 
 
 
67% 133.0 2.3%
VB Vanguard Small-Cap ETF 2.7 21% 10% 1.16
 
 
 
 
70% 45.1 0.8%
VBK Vanguard Small-Cap Growth ETF 1.8 15% 9% 1.21
 
 
 
 
73% 28.6 0.6%
VBR Vanguard Small-Cap Value ETF 4.4 29% 12% 1.14
 
 
 
 
65% 30.4 1.4%
VOO Vanguard S&P500 ETF 0.1 26% 0% 1.00
 
 
 
 
85% 285.6 1.8%
BND Vanguard Total Bond Market ETF 0.3 6% 2% 0.26
 
 
 
 
49% 103.3 2.5%
BNDX Vanguard Total International Bond ETF 1.3 20% 2% 0.24
 
 
 
 
45% 29.1 1.1%
VXUS Vanguard Total International Stock ETF 2.2 22% 8% 1.21
 
 
 
 
90% 34.8 4.2%
VTI Vanguard Total Stock Market ETF 0.6 23% 2% 1.01
 
 
 
 
84% 201.8 1.9%
VT Vanguard Total World Stock ETF 1.7 29% 4% 1.05
 
 
 
 
87% 29.7 2.7%
VPU Vanguard Utilities ETF 5.6 21% 20% 1.14
 
 
 
 
99% 31.3 2.9%
VTV Vanguard Value ETF 1.2 23% 3% 1.00
 
 
 
 
82% 113.5 2.3%
DGAZ VelocityShares 3x Inverse Natural Gas ET -2.3 -21% 292% 8.99
 
 
 
 
33% 85.6 0.0%
UGAZ VelocityShares 3x Long Natural Gas ETN l 0.5 19% 74% 9.01
 
 
 
 
5% 136.0 0.0%
TVIX VelocityShares Daily 2x VIX Short Term E 0.2 5% 113% 9.90
 
 
 
 
2% 339.3 0.0%
XIV VelocityShares Daily Inverse VIX Short T 9.5 50% 174% 5.13
 
 
 
 
70% 1116.1 0.0%
HEDJ WisdomTree Europe Hedged Equity Fund 4.6 21% 24% 1.46
 
 
 
 
62% 46.4 7.5%
EPI WisdomTree India Earnings Fund 9.3 58% 20% 1.65
 
 
 
 
84% 67.9 0.9%
DXJ WisdomTree Japan Hedged Equity Fund 3.7 16% 31% 1.76
 
 
 
 
84% 67.4 6.5%


Definition of Parameters:

ETF Rank
A composite indicator that includes the Trend Quality Indicator, the 3-Yr Energy Indicator and other considerations, with the objective of ranking the "likely future value" of including an ETF in a SectorSurfer Strategy. It does not directly indicate which ETFs are hot to buy today, but rather indicates which ETFs will likely make excellent candidates for SectorSurfer's selection algorithm. Make this your primary ETF screening parameter.


Trend Quality

A measure of the probability that a trend will continue from one month to the next. It is calculated over the most recent five years as the ratio of the sum of all actual monthly returns during months that SectorSurfer's trend indicator predicted would be positive, divided by the sum of all of the positive return amounts predicted.  Some ETFs inherently have poor trend quality because they are thinly traded or have small capitalization and are easily buffeted by traders responding to economic, sector, or competitor headlines. Knowing whether a trend indication has meaning or is more likely irrelevant market noise is important to improving the batting average in ETF selection. An example of a nice steady trend characteristic is iShares Target Date 2015 (TZE), while others, such as Market Vectors Solar Energy ETF (KWT), are fraught with sharp trend reversals that negate trend reliability. 


3-Yr Excess

The relative recent price strength as measured by the cumulative returns in excess of the S&P 500 over the past three years. Calculations are based on the daily sum of the positive differences in the one-month-double-smoothed daily returns of each.  Companies that have outperformed the S&P500 index in recent periods have likely done so for a reason, and are more likely to do so again in the future. While many companies do well during an initial growth phase, most later go dormant. However, some do have additional growth phases. For example, while DELL was a rising star in the late 90s, it has since been dormant for over a decade and serves no purpose in a current SectorSurfer ETF Strategy. See example DELL chart.


Relative Volatility
The ratio of the ETF's daily price volatility to the S&P500's daily price volatility, where volatility is measured by the standard deviation of the percentage change in daily price during the past three years. The daily volatility of the S&P500 typically runs about 1.2%. An ETF with 2.5 times the daily volatility will show a value of 2.5 in the table. Volatility is a measure of market noise that reduces reliability of the trend signal. The higher the volatility, the more likely an erroneous head-fake signal will be generated — and as you know, having a reliable handoff of the baton in a relay race is critical. A relative volatility rating of about 1.5 or less is recommended.


Signature Ribbon
Signature RibbonThe Ribbon's three colored bars provide a visual means to help identify ETFs of different character — meaning ETFs that have poorly correlated price movements that would be likely to play well together in a SectorSurfer Strategy as outlined here. The annotated chart to the right demonstrates how to interpret the Signature Ribbon's three colored bars.

Along the top of the chart is a portion of the screener row for VIAB showing its green-black-blue ribbons on the right side. The three ribbons represent the returns from each of the prior three years. Each year is further broken down into thirds, represented by the three primary colors red, green, and blue, which are combined together to make one stripe. The color triangle below shows how the various colors combine. For example, blue plus red makes purple, red plus green makes yellow, and all of them together create white. Red represents performance during the first part of the year, green during the middle, and blue the end. Performance is measured relative to the S&P500 during the same interval.
Color Chart
The first bar in the Signature Ribbon is bright green, indicating that the middle of the first year performed much better than the S&P500, but there was no contribution during the first (red) or last (blue) portions of the year. During the second year, VIAB performs about the same as the S&P500, so neither red, green, nor blue have contributions, leaving the second ribbon black. In the final year, VIAB performs about as well as the S&P500 during the start of the year, so no contribution to red, but performance is much better than the S&P500 during the middle and end portions of the year, contributing both green and blue to produce the aqua colored third bar in the Signature Ribbon.

Use the Signature Ribbon as an quick guide for identifying uncorrelated candidates for your Strategy, but always be sure to examine the chart and other performance metrics of each before adding it as a participating member of your Strategy.


1-Yr Price Range
The current price as a percentage of the range between the 52-week high and the 52-week low. For example, if the current price is $80, the 52-week high was $100 and the 52-weeek low was $50 then the value = ($80 - $50) / ($100 - $50) = 60%. At a glance you will know if you are going to be bottom fishing or investing in something powering on to new highs.


Volume in $M/day
The daily traded volume of shares in millions of dollars. Thinly traded ETFs are more likely to have poor trend characteristics and are more likely to have significant bid-ask spreads that degrade returns in actual trades. A checkbox is provided above to include or exclude ETFs trading under $20 million per day. Note that ETFs trading at about this level may, or may not, make this threshold from day-to-day because of its daily fluctuation in trading volume.


Dividend
The annualized amount paid to shareholders by the company as a percent of share price. In the absence of any capital gains, the dividend yield is the return on investment for an ETF. However, in any trading system, eventually the ETF is sold, capital gains come to roost, and the dividends taken along the way simply amount to selling a portion of the investment each time a dividend is distributed. However, ETF prices used for charting and analysis are always dividend adjusted so that any analysis of the ETF's price is as if the dividends were reinvested in more shares. Thus, dividends do not represent any additional return not already represented in the adjusted price history. While some believe that the mere fact a company is paying a dividend is an indication of company maturity and prudent management, others would argue it signals the doldrums as management admits it no longer can think of better uses for surplus cash in product and market development. A checkbox is provided above to include or exclude ETFs under 1% annual dividend yield.


Spreadsheet Download
The link just above-right of the table enables downloading current data in the .csv spreadsheet file format. The file name contains both the current month and year so that the data from the last day of each month remains available on the server and accessible for your further experimentation. You can retrieve any of the files by using the following URL web address format: http://sumgrowth.com/Data/SGSETFScreener-mm-yyyy.csv where mm and yyyy are replaced with the current month and year respectively. The first ETF spreadsheet is for 07-2013, and the first stocks spreadsheet is for 06-2012.

For example:
•    http://sumgrowth.com/Data/SGSETFScreener-10-2016.csv for ETFs, and
•    http://sumgrowth.com/Data/SGSStockScreener-10-2016.csv for stocks.
 
Note: The last nine columns of the spreadsheet contain the Signature Ribbon data for the nine four-month periods prior to the date of the spreadsheet in the order of oldest to most recent, with values from 0.00 to 9.99. The value is proportional to the relative amount by which its performance exceeds the performance of the S&P500 during the period (or that of a money market fund if the S&P500 is trending negatively). There are no negative values because SectorSurfer's algorithm is inherently designed to ignore potentially negative contributors, thus rendering them of zero value.