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Weekly Performance of the Selected ETFs

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发表于 2012-8-11 11:32 AM | 显示全部楼层 |阅读模式




note:

In the 7 days, intraday hi, lo, and their swing %. You may not that lucky to get the intrady hi/lo prices.



Close price in the 7 days, and their swing %. Close price is easy to catch for most people.


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 楼主| 发表于 2012-8-11 11:32 AM | 显示全部楼层
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 楼主| 发表于 2012-8-11 11:33 AM | 显示全部楼层
本帖最后由 silicon_beaver 于 2012-8-11 10:01 AM 编辑

Like many HTers, I have been watching ETF a while.
I don't know exactly how many ETFs in market. Presently there are 390s' (about 400) ETF on my watch radar, and I run a weekly screen to see their performance.
From this week, I will publish my screen result here.

In my statistics, after screen, out of the 390s', the Selected ETF seldom over 80, a number easy to watch and focus on.

Any discussions on them are welcome.

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 楼主| 发表于 2012-8-11 11:35 AM | 显示全部楼层
Three main ETF Fund Families:

Direxion;
ProShares;
Velocity;

In general, ETF
1. No FA. TA only. pray it works.
2. No Long-Term holding due to decay, especially 3x ETF.
3. Play ETF means, in most cases, have to 快进快出。
4. Less money power. 3x ETFs, TVIX/UVXY won't allow margin.
5. Tax K-Form. Some request it (such as UVXY) when file tax return.

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 楼主| 发表于 2012-8-11 11:56 AM | 显示全部楼层
Top winners in the week



Top losers in the week
(most are Bear ETF of above except UVXY/TVIX)

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发表于 2012-8-11 12:25 PM | 显示全部楼层

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Xie-Xie 雪骑老大. spreadsheet.csv file downstairs. easy to use. :D  发表于 2012-8-11 04:05 PM
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发表于 2012-8-11 01:49 PM | 显示全部楼层

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Xie-Xie 浪兄. spreadsheet.csv file downstairs. easy to use. :D  发表于 2012-8-11 04:04 PM
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发表于 2012-8-11 02:08 PM | 显示全部楼层
silicon_beaver 发表于 2012-8-11 12:56 PM
Top winners in the weekTop losers in the week(most are Bear ETF of above except UVXY/TVIX)

can you put it into google doc? that will be very helpful. thanks

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Did. see downstairs. :D  发表于 2012-8-11 04:02 PM
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 楼主| 发表于 2012-8-11 04:02 PM | 显示全部楼层
spreadsheet.csv file

etf_weekly.zip

2.52 KB, 下载次数: 38

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发表于 2012-8-11 07:37 PM | 显示全部楼层
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 楼主| 发表于 2012-8-11 08:15 PM | 显示全部楼层
ddd 发表于 2012-8-11 05:37 PM
上周 Energy, Material, Industrial, and Technology 板块领涨。

DDD Laoda,
why gas always versatile than oil in energy sector?
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发表于 2012-8-11 10:46 PM | 显示全部楼层
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Gas is a "domestic" commodity, while oil is still influenced by the Mideast supply and Chinese demand.

The fundamental problem with the U.S. gas market is the overwhelming reserve and the over supply, while the industrial energy transformation is developing.

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发表于 2012-8-12 11:35 AM | 显示全部楼层
silicon_beaver 发表于 2012-8-11 05:02 PM
spreadsheet.csv file

xiexie.

any idea how to use this weekly performance ranking?
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 楼主| 发表于 2012-8-12 01:27 PM | 显示全部楼层
littletiger 发表于 2012-8-12 09:35 AM
xiexie.

any idea how to use this weekly performance ranking?

I use it in two ways.

1.  monitor market using VIX family (TVIX UVXY XIV, , ,)
2. select those who 跑赢大盘. I have several accounts that cannot trade ES. Then ETF will be only choice. Hence I would like to use ETFs whose gain 跑赢大盘.   

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发表于 2012-8-12 05:14 PM | 显示全部楼层
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发表于 2012-8-22 07:27 AM | 显示全部楼层
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