Dynamic Momentum — Part III

This is the third part in the series about Dynamic Momentum Trading.  Part I and Part II can be found by clicking on their links.

This discussion will show the the profit-time profile of trades. High-ranked momentum rankings will be viewed in times of how their profits (or losses) developed over time.

bullish3

The Normal Trading Style of the Dynamic Trading System (DMS) will be used to illustrate. Trades below are shown for the two highest-ranked long trades. For each ranked item, the entry price is shown as is the price one week later. The profit-time profile tracks percentage returns over 1 week, 4 weeks and 13 weeks.

The DMS system is designed to be traded monthly. Thus, the most pertinent column is the 4WkRet%. The 4Wk returns will not agree exactly with the prior profit summaries (see Part II) because some of the trades in the Part II summary are five weeks long. The differing starts and ends of months require that some trades are five weeks rather than four.

The 1 week and 13 week columns are informational only. They enable the reader to judge the pattern of returns over time. Judgments regarding questions like the following may be made:

  • If a trade starts off badly, how often does it recover?
  • If a trade is successful for the normal month, is it likely to continue so for the quarter?
  • How often does the number one ranked trade outperform the second-ranked?

These and other judgments may allow readers to determine whether they want to utilize the rankings in a trading program. They may also provide some indication of the risks involved, at least with respect to past performance.

Normal Trading — Ranks 1 and 2 Long Only and Trade Days

Ticker Date/Time Name Rank Entry Exit1 WkRet% 4wkRet% 13Ret%
XLF 11/25/2016 SPDRs Select Sector Financial ETF 1 22.25 N/A N/A N/A N/A
KBE 11/25/2016 SPDR KBW Bank ETF 2 40.70 N/A N/A N/A N/A
UNG 10/28/2016 US Nat Gas FD ETF 1 8.43 7.60 -9.85 (1.3) N/A
TIP 10/28/2016 iShares Barclays TIPS Bond Fund 2 115.77 115.70 -0.06 (2.0) N/A
BIL 9/30/2016 SPDR Lehman 1-3 Month T-Bill ETF 1 45.73 45.73 0 0.0 0.0
XLU 9/30/2016 SPDRs Select Sector Utilities ETF 2 49.01 47.15 -3.8 (0.9) (3.5)
EWJ 8/26/2016 iShares MSCI Japan Index Fund ETF 1 48.92 49.80 1.8 2.2 1.8
XLK 8/26/2016 SPDRs Select Sector Technology ETF 2 47.09 47.38 0.62 0.4 1.9
IYR 7/29/2016 iShares Dow Jones US Real Estate Index Fund ETF 1 85.50 83.85 -1.93 (4.2) (11.2)
DIA 7/29/2016 SPDR Dow Jones Industrial Average ETF 2 184.35 185.50 0.62 (0.3) (1.5)
TLT 6/24/2016 iShares Barclays 20+ Year Treasury Bond Fund 1 138.41 141.85 2.49 0.4 (1.0)
DBA 6/24/2016 PowerShares DB Agriculture Fund ETF 2 21.73 22.01 1.29 (4.3) (6.2)
SLV 5/27/2016 iShares Silver Trust ETF 1 15.26 15.63 2.42 10.8 15.9
BIL 5/27/2016 SPDR Lehman 1-3 Month T-Bill ETF 2 45.71 45.71 0 (0.0) 0.0
BIL 4/29/2016 SPDR Lehman 1-3 Month T-Bill ETF 1 45.71 45.71 0 0.0 0.0
BND 4/29/2016 Vanguard Total Bond Market ETF 2 82.78 83.11 0.4 (0.1) 2.0
GDXJ 3/24/2016 Market Vectors Junior Gold Miners ETF 1 27.19 28.16 3.57 24.6 55.1
GDX 3/24/2016 Market Vectors Gold Miners ETF 2 19.64 20.05 2.09 15.7 37.5
GLD 2/26/2016 SPDR Gold Trust 1 117.59 121.18 3.05 (0.7) (1.6)
GDXJ 2/26/2016 Market Vectors Junior Gold Miners ETF 2 25.18 27.55 9.41 8.0 30.6
TLT 1/29/2016 iShares Barclays 20+ Year Treasury Bond Fund 1 126.79 129.72 2.31 3.0 1.5
SHY 1/29/2016 iShares Barclays 1-3 Year Treasury Bond Fund 2 84.84 85.01 0.2 0.1 0.1
TLT 12/31/2015 iShares Barclays 20+ Year Treasury Bond Fund 1 121.89 122.04 0.12 4.0 7.3
GLD 12/31/2015 SPDR Gold Trust 2 103.11 105.49 2.31 4.3 13.1
QQQ 11/27/2015 PowerShares QQQTrust Ser 1 1 114.65 115.22 0.5 (2.1) (9.9)
DIA 11/27/2015 SPDR Dow Jones Industrial Average ETF 2 178.13 178.02 -0.06 (2.0) (6.7)
SHY 10/30/2015 iShares Barclays 1-3 Year Treasury Bond Fund 1 84.71 84.54 -0.2 (0.2) 0.2
SLV 10/30/2015 iShares Silver Trust ETF 2 14.67 13.97 -4.77 (8.2) (7.0)
SHY 9/25/2015 iShares Barclays 1-3 Year Treasury Bond Fund 1 84.90 85.05 0.18 0.1 (0.6)
GLD 9/25/2015 SPDR Gold Trust 2 108.37 109.14 0.71 3.1 (5.5)
GLD 8/28/2015 SPDR Gold Trust 1 108.19 107.52 -0.62 0.2 (6.2)
TLT 8/28/2015 iShares Barclays 20+ Year Treasury Bond Fund 2 123.35 121.38 -1.6 (0.9) (1.8)
XLP 7/31/2015 SPDRs Select Sector Consumer Staples ETF 1 50.30 50.30 0 (5.5) (0.8)
SHY 7/31/2015 iShares Barclays 1-3 Year Treasury Bond Fund 2 84.79 84.71 -0.09 0.0 (0.1)
KBE 6/26/2015 SPDR KBW Bank ETF 1 36.50 35.80 -1.92 (1.1) (9.1)
XBI 6/26/2015 SPDR S&P Biotech ETF 2 82.09 81.71 -0.46 3.1 (19.0)
BIL 5/29/2015 SPDR Lehman 1-3 Month T-Bill ETF 1 45.72 45.71 -0.02 (0.0) (0.0)
EWX 5/29/2015 SPDR S&P Emerging Markets Small Cap 2 47.98 46.36 -3.38 (6.3) (22.3)
FXI 4/24/2015 iShares FTSE/Xinhua China 25 Index Fund ETF 1 52.66 51.61 -1.99 (1.1) (23.9)
EWX 4/24/2015 SPDR S&P Emerging Markets Small Cap 2 47.87 47.89 0.04 0.3 (13.6)
EWJ 3/27/2015 iShares MSCI Japan Index Fund ETF 1 51.00 51.12 0.24 4.5 0.9
XLV 3/27/2015 SPDRs Select Sector Health Care ETF 2 73.66 71.59 -2.81 1.2 2.3
EWJ 2/27/2015 iShares MSCI Japan Index Fund ETF 1 49.32 48.96 -0.73 3.4 6.8
ITB 2/27/2015 iShares Dow Jones US Home Construction Index Fund ETF 2 27.62 26.94 -2.46 1.3 (3.1)
TLT 1/30/2015 iShares Barclays 20+ Year Treasury Bond Fund 1 136.70 131.97 -3.46 (5.6) (9.1)
BND 1/30/2015 Vanguard Total Bond Market ETF 2 83.95 83.27 -0.81 (1.2) (1.6)
XLP 12/26/2014 SPDRs Select Sector Consumer Staples ETF 1 49.40 48.26 -2.31 0.5 (1.6)
XBI 12/26/2014 SPDR S&P Biotech ETF 2 62.38 62.56 0.29 6.2 19.7
XLP 11/28/2014 SPDRs Select Sector Consumer Staples ETF 1 49.08 48.80 -0.57 0.7 1.8
XLU 11/28/2014 SPDRs Select Sector Utilities ETF 2 45.82 45.92 0.22 6.3 (1.4)
SHY 10/31/2014 iShares Barclays 1-3 Year Treasury Bond Fund 1 84.72 84.67 -0.06 0.1 0.3
VNQ 10/31/2014 Vanguard Reit Etf 2 79.00 78.75 -0.32 1.9 9.6
XLV 9/26/2014 SPDRs Select Sector Health Care ETF 1 63.86 64.91 1.64 2.3 8.3
XLF 9/26/2014 SPDRs Select Sector Financial ETF 2 18.71 19.01 1.6 (0.2) 8.1
JNK 8/29/2014 SPDR Barclays High Yield Bond ETF 1 41.23 40.94 -0.7 (3.3) (4.4)
TLT 8/29/2014 iShares Barclays 20+ Year Treasury Bond Fund 2 117.28 116.44 -0.72 (0.2) 4.6
GDXJ 7/25/2014 Market Vectors Junior Gold Miners ETF 1 42.49 41.90 -1.39 (4.0) (28.2)
GDX 7/25/2014 Market Vectors Gold Miners ETF 2 26.63 26.15 -1.8 (2.3) (23.6)
XLK 6/27/2014 SPDRs Select Sector Technology ETF 1 38.31 38.95 1.67 3.8 2.9
SPY 6/27/2014 SPDRs S&P 500 Trust Series ETF 2 195.70 197.82 1.08 1.1 0.3
TIP 5/30/2014 iShares Barclays TIPS Bond Fund 1 114.78 113.69 -0.95 0.6 (0.1)
IYR 5/30/2014 iShares Dow Jones US Real Estate Index Fund ETF 2 71.67 72.64 1.35 0.6 3.3
EPI 4/25/2014 WisdomTree India Earnings Fund ETF 1 19.02 19.08 0.32 16.5 17.4
VWO 4/25/2014 Vanguard Emerging Markets ETF 2 40.49 41.02 1.31 5.6 10.9
DBA 3/28/2014 PowerShares DB Agriculture Fund ETF 1 28.37 28.41 0.14 2.9 (1.9)
EPI 3/28/2014 WisdomTree India Earnings Fund ETF 2 18.91 18.90 -0.05 0.6 19.1
DBA 2/28/2014 PowerShares DB Agriculture Fund ETF 1 27.48 28.50 3.71 3.2 0.5
XLU 2/28/2014 SPDRs Select Sector Utilities ETF 2 40.23 39.82 -1.02 2.5 5.9
XBI 1/31/2014 SPDR S&P Biotech ETF 1 49.99 50.10 0.22 6.8 (15.6)
SHY 1/31/2014 iShares Barclays 1-3 Year Treasury Bond Fund 2 84.50 84.54 0.05 0.1 (0.0)
UNG 12/27/2013 US Nat Gas FD ETF 1 21.67 21.06 -2.81 11.4 12.6
IBB 12/27/2013 iShares Nasdaq Biotechnology Index Fund ETF 2 226.28 226.00 -0.12 7.7 2.1
XLK 11/29/2013 SPDRs Select Sector Technology ETF 1 34.72 34.88 0.46 2.4 3.5
XLP 11/29/2013 SPDRs Select Sector Consumer Staples ETF 2 43.03 43.23 0.46 (0.4) (2.4)
EWX 10/25/2013 SPDR S&P Emerging Markets Small Cap 1 47.86 47.51 -0.73 (3.1) (8.2)
EEM 10/25/2013 iShares MSCI Emerging Markets Index Fund ETF 2 42.81 42.57 -0.56 (1.9) (10.5)
SHY 9/27/2013 iShares Barclays 1-3 Year Treasury Bond Fund 1 84.43 84.44 0.01 0.1 (0.1)
VNQ 9/27/2013 Vanguard Reit Etf 2 66.29 65.54 -1.13 7.3 (2.0)
QQQ 8/30/2013 PowerShares QQQTrust Ser 1 1 76.09 77.26 1.54 2.9 12.8
BIL 8/30/2013 SPDR Lehman 1-3 Month T-Bill ETF 2 45.79 45.80 0.02 0.0 (0.0)
USO 7/26/2013 United States Oil Fund LP 1 37.31 37.67 0.96 1.7 (5.4)
SHY 7/26/2013 iShares Barclays 1-3 Year Treasury Bond Fund 2 84.37 84.39 0.02 (0.1) 0.1
KBE 6/28/2013 SPDR KBW Bank ETF 1 28.83 30.30 5.1 8.5 2.7
USO 6/28/2013 United States Oil Fund LP 2 34.61 36.27 4.8 7.8 5.4
QQQ 5/31/2013 PowerShares QQQTrust Ser 1 1 73.26 73.53 0.37 (2.1) 3.9
VEU 5/31/2013 Vanguard FTSE All World EX-US ETF 2 46.52 46.67 0.32 (4.1) (0.6)
RWX 4/26/2013 SPDR DJ Wilshire International Real Estate Fund 1 45.56 46.72 2.55 (4.3) (10.1)
IBB 4/26/2013 iShares Nasdaq Biotechnology Index Fund ETF 2 174.00 177.61 2.07 5.5 12.8
RWX 3/28/2013 SPDR DJ Wilshire International Real Estate Fund 1 42.48 44.30 4.28 7.3 (6.2)
EWJ 3/28/2013 iShares MSCI Japan Index Fund ETF 2 41.88 43.84 4.68 10.4 8.4
XLV 2/22/2013 SPDRs Select Sector Health Care ETF 1 43.63 43.70 0.16 3.4 13.7
XLE 2/22/2013 SPDRs Select Sector Energy ETF 2 78.50 77.51 -1.26 0.7 5.6
XLF 1/25/2013 SPDRs Select Sector Financial ETF 1 14.20 14.20 0 1.9 6.4
ITB 1/25/2013 iShares Dow Jones US Home Construction Index Fund ETF 2 23.75 23.07 -2.86 (5.8) 3.5
EEM 12/28/2012 iShares MSCI Emerging Markets Index Fund ETF 1 43.76 44.65 2.03 0.6 (2.4)
EFA 12/28/2012 iShares MSCI EAFE Index Fund ETF 2 56.21 57.05 1.49 4.6 4.2
BIL 11/30/2012 SPDR Lehman 1-3 Month T-Bill ETF 1 45.81 45.81 0 0.0 (0.0)
SHY 11/30/2012 iShares Barclays 1-3 Year Treasury Bond Fund 2 84.43 84.44 0.01 0.0 0.0
XLV 10/26/2012 SPDRs Select Sector Health Care ETF 1 40.52 40.13 -0.96 (1.6) 5.9
EPI 10/26/2012 WisdomTree India Earnings Fund ETF 2 18.14 18.24 0.55 (2.7) 11.1
SLV 9/28/2012 iShares Silver Trust ETF 1 33.78 32.90 -2.61 (7.8) (13.9)
GLD 9/28/2012 SPDR Gold Trust 2 172.85 171.75 -0.64 (3.7) (6.9)
GLD 8/31/2012 SPDR Gold Trust 1 164.08 167.84 2.29 5.3 1.2
SLV 8/31/2012 iShares Silver Trust ETF 2 31.21 32.51 4.17 8.2 4.3
XLP 7/27/2012 SPDRs Select Sector Consumer Staples ETF 1 35.65 35.89 0.67 0.1 (0.1)
DBA 7/27/2012 PowerShares DB Agriculture Fund ETF 2 30.36 29.89 -1.55 (1.2) (4.9)
RWX 6/29/2012 SPDR DJ Wilshire International Real Estate Fund 1 36.93 36.60 -0.89 2.8 6.6
DIA 6/29/2012 SPDR Dow Jones Industrial Average ETF 2 128.63 127.42 -0.94 1.3 4.7
XLU 5/25/2012 SPDRs Select Sector Utilities ETF 1 35.89 35.75 -0.39 0.5 2.0
TIP 5/25/2012 iShares Barclays TIPS Bond Fund 2 120.39 120.86 0.39 (0.6) 0.2
BND 4/27/2012 Vanguard Total Bond Market ETF 1 83.92 83.97 0.06 0.2 1.3
XLU 4/27/2012 SPDRs Select Sector Utilities ETF 2 35.59 35.46 -0.37 0.8 6.6
XLP 3/30/2012 SPDRs Select Sector Consumer Staples ETF 1 34.08 33.76 -0.94 0.5 2.0
USO 3/30/2012 United States Oil Fund LP 2 38.94 38.56 -0.98 1.3 (19.3)
QQQ 2/24/2012 PowerShares QQQTrust Ser 1 1 63.60 64.83 1.93 5.9 (1.5)
EWH 2/24/2012 iShares MSCI Hong Kong Index Fund ETF 2 17.82 18.05 1.29 (0.3) (9.3)
IBB 1/27/2012 iShares Nasdaq Biotechnology Index Fund ETF 1 115.61 120.34 4.09 3.1 9.6
XBI 1/27/2012 SPDR S&P Biotech ETF 2 25.53 26.94 5.52 1.4 7.5
IBB 12/30/2011 iShares Nasdaq Biotechnology Index Fund ETF 1 105.53 108.42 2.74 9.6 17.1
XLV 12/30/2011 SPDRs Select Sector Health Care ETF 2 35.13 35.20 0.2 1.5 7.1
XLP 11/25/2011 SPDRs Select Sector Consumer Staples ETF 1 30.77 32.09 4.29 6.0 7.1
USO 11/25/2011 United States Oil Fund LP 2 38.31 39.47 3.03 0.5 8.4
XLU 10/28/2011 SPDRs Select Sector Utilities ETF 1 34.82 35.01 0.55 (2.4) (0.6)
XLP 10/28/2011 SPDRs Select Sector Consumer Staples ETF 2 31.31 31.00 -0.99 (1.7) 2.5
TLT 9/30/2011 iShares Barclays 20+ Year Treasury Bond Fund 1 121.89 116.75 -4.22 (6.8) (2.0)
XLU 9/30/2011 SPDRs Select Sector Utilities ETF 2 33.45 33.66 0.63 4.1 8.2
TLT 8/26/2011 iShares Barclays 20+ Year Treasury Bond Fund 1 106.68 114.42 7.26 12.6 11.2
GLD 8/26/2011 SPDR Gold Trust 2 176.01 184.63 4.9 (10.8) (5.1)
TIP 7/29/2011 iShares Barclays TIPS Bond Fund 1 113.64 113.94 0.26 0.6 2.1
GLD 7/29/2011 SPDR Gold Trust 2 157.50 165.48 5.07 11.8 6.5
SHY 6/24/2011 iShares Barclays 1-3 Year Treasury Bond Fund 1 84.52 84.27 -0.3 (0.2) 0.1
BND 6/24/2011 Vanguard Total Bond Market ETF 2 82.01 81.10 -1.11 (0.5) 2.5
XLV 5/27/2011 SPDRs Select Sector Health Care ETF 1 35.95 35.09 -2.39 (3.3) (9.4)
XLP 5/27/2011 SPDRs Select Sector Consumer Staples ETF 2 32.21 31.23 -3.04 (4.8) (5.5)
XBI 4/29/2011 SPDR S&P Biotech ETF 1 24.83 24.17 -2.66 0.9 (3.0)
IBB 4/29/2011 iShares Nasdaq Biotechnology Index Fund ETF 2 107.66 106.99 -0.62 1.9 (1.9)
SLV 3/25/2011 iShares Silver Trust ETF 1 35.77 37.62 5.17 31.3 (7.8)
USO 3/25/2011 United States Oil Fund LP 2 41.43 43.13 4.1 8.3 (14.7)
EWG 2/25/2011 iShares MSCI Germany Index Fund ETF 1 26.05 26.19 0.54 (2.8) 4.0
IYR 2/25/2011 iShares Dow Jones US Real Estate Index Fund ETF 2 59.86 58.76 -1.84 (3.1) 3.9
XLV 1/28/2011 SPDRs Select Sector Health Care ETF 1 31.77 32.32 1.73 2.1 11.7
DIA 1/28/2011 SPDR Dow Jones Industrial Average ETF 2 118.25 120.88 2.22 2.8 8.8
KBE 12/31/2010 SPDR KBW Bank ETF 1 26.32 26.09 -0.87 (0.5) (0.6)
ITB 12/31/2010 iShares Dow Jones US Home Construction Index Fund ETF 2 13.31 13.77 3.46 2.7 1.0
SLV 11/26/2010 iShares Silver Trust ETF 1 26.27 29.00 10.39 8.6 24.4
BIL 11/26/2010 SPDR Lehman 1-3 Month T-Bill ETF 2 45.85 45.85 0 0.0 0.0
TIP 10/29/2010 iShares Barclays TIPS Bond Fund 1 111.93 111.69 -0.21 (1.9) (4.1)
SLV 10/29/2010 iShares Silver Trust ETF 2 24.36 26.20 7.55 7.8 11.5
SLV 9/24/2010 iShares Silver Trust ETF 1 21.07 21.60 2.52 10.4 35.5
TIP 9/24/2010 iShares Barclays TIPS Bond Fund 2 108.78 109.23 0.41 3.1 (1.7)
TIP 8/27/2010 iShares Barclays TIPS Bond Fund 1 107.81 107.82 0.01 0.9 1.9
BND 8/27/2010 Vanguard Total Bond Market ETF 2 82.50 82.30 -0.24 (0.1) (0.7)
DBA 7/30/2010 PowerShares DB Agriculture Fund ETF 1 26.24 25.78 -1.75 0.0 13.5
VNQ 7/30/2010 Vanguard Reit Etf 2 51.75 51.99 0.46 (3.0) 6.0
GDXJ 7/30/2010 Market Vectors Junior Gold Miners ETF 50 108.52 113.52 4.61 11.7 34.2
SHY 6/25/2010 iShares Barclays 1-3 Year Treasury Bond Fund 1 83.87 83.86 -0.01 0.1 0.6
BIL 6/25/2010 SPDR Lehman 1-3 Month T-Bill ETF 2 45.85 45.86 0.02 0.0 0.0
GDXJ 6/25/2010 Market Vectors Junior Gold Miners ETF 50 118.56 105.80 -10.76 (10.5) 15.3
SHY 5/28/2010 iShares Barclays 1-3 Year Treasury Bond Fund 1 83.55 83.59 0.05 0.4 0.8
TLT 5/28/2010 iShares Barclays 20+ Year Treasury Bond Fund 2 97.23 97.48 0.26 2.4 9.2
GDXJ 5/28/2010 Market Vectors Junior Gold Miners ETF 50 109.00 105.68 -3.05 8.8 11.2
KBE 4/30/2010 SPDR KBW Bank ETF 1 27.90 27.16 -2.65 (11.9) (12.0)
IYR 4/30/2010 iShares Dow Jones US Real Estate Index Fund ETF 2 53.39 52.25 -2.14 (7.5) (1.6)
GDXJ 4/30/2010 Market Vectors Junior Gold Miners ETF 50 117.80 111.12 -5.67 (7.5) (7.9)
XLP 3/26/2010 SPDRs Select Sector Consumer Staples ETF 1 28.00 28.19 0.68 0.2 (7.4)
VNQ 3/26/2010 Vanguard Reit Etf 2 49.63 49.27 -0.73 6.7 (0.6)
GDXJ 3/26/2010 Market Vectors Junior Gold Miners ETF 50 103.48 107.56 3.94 10.0 14.6
SHY 2/26/2010 iShares Barclays 1-3 Year Treasury Bond Fund 1 83.11 83.00 -0.13 (0.3) 0.5
BIL 2/26/2010 SPDR Lehman 1-3 Month T-Bill ETF 2 45.86 45.85 -0.02 (0.0) 0.0
GDXJ 2/26/2010 Market Vectors Junior Gold Miners ETF 49 97.16 103.80 6.83 6.5 12.2
BND 1/29/2010 Vanguard Total Bond Market ETF 1 79.40 79.63 0.29 0.2 0.1
JNK 1/29/2010 SPDR Barclays High Yield Bond ETF 2 38.60 37.78 -2.12 (0.1) 3.4
GDXJ 1/29/2010 Market Vectors Junior Gold Miners ETF 49 89.80 91.64 2.05 8.2 31.2
XLU 12/31/2009 SPDRs Select Sector Utilities ETF 1 31.28 30.80 -1.53 (5.5) (3.6)
XLV 12/31/2009 SPDRs Select Sector Health Care ETF 2 31.47 31.95 1.53 (0.4) 2.8
GDXJ 12/31/2009 Market Vectors Junior Gold Miners ETF 50 106.84 116.88 9.4 (16.0) 0.7
XLV 11/27/2009 SPDRs Select Sector Health Care ETF 1 30.83 30.98 0.49 2.5 1.9
GLD 11/27/2009 SPDR Gold Trust 2 114.48 111.51 -2.59 (5.1) (4.4)
GDXJ 11/27/2009 Market Vectors Junior Gold Miners ETF 50 107.96 105.00 -2.74 (1.5) (10.0)
GLD 10/30/2009 SPDR Gold Trust 1 103.50 108.69 5.01 10.6 3.0
TIP 10/30/2009 iShares Barclays TIPS Bond Fund 2 103.84 104.72 0.85 2.4 1.3
GLD 9/25/2009 SPDR Gold Trust 1 97.21 98.48 1.31 6.4 11.8
SLV 9/25/2009 iShares Silver Trust ETF 2 15.73 15.94 1.34 10.4 9.9
IYR 8/28/2009 iShares Dow Jones US Real Estate Index Fund ETF 1 40.39 39.49 -2.23 5.0 3.9
VNQ 8/28/2009 Vanguard Reit Etf 2 39.17 38.17 -2.55 5.1 4.2
SHY 7/31/2009 iShares Barclays 1-3 Year Treasury Bond Fund 1 81.97 81.74 -0.28 0.4 0.8
BND 7/31/2009 Vanguard Total Bond Market ETF 2 78.14 77.46 -0.87 0.9 1.5
USO 6/26/2009 United States Oil Fund LP 1 38.07 34.66 -8.96 (4.6) (10.7)
IBB 6/26/2009 iShares Nasdaq Biotechnology Index Fund ETF 2 72.82 69.91 -4 7.0 11.2
SLV 5/29/2009 iShares Silver Trust ETF 1 15.59 14.72 -5.58 (11.7) (7.8)
SHY 5/29/2009 iShares Barclays 1-3 Year Treasury Bond Fund 2 82.05 81.52 -0.65 0.0 0.3
EWX 4/24/2009 SPDR S&P Emerging Markets Small Cap 1 29.52 32.53 10.2 17.9 39.1
EWH 4/24/2009 iShares MSCI Hong Kong Index Fund ETF 2 11.50 12.45 8.26 13.2 31.9
XLB 3/27/2009 SPDRs Select Sector Materials ETF 1 22.27 23.46 5.34 10.9 16.8
SHY 3/27/2009 iShares Barclays 1-3 Year Treasury Bond Fund 2 82.10 81.85 -0.3 (0.0) (0.0)
BIL 2/27/2009 SPDR Lehman 1-3 Month T-Bill ETF 1 45.88 45.90 0.04 0.0 0.0
SLV 2/27/2009 iShares Silver Trust ETF 2 12.98 13.24 2 (0.5) 20.1
SLV 1/30/2009 iShares Silver Trust ETF 1 12.28 12.86 4.72 5.7 1.1
BIL 1/30/2009 SPDR Lehman 1-3 Month T-Bill ETF 2 45.87 45.85 -0.04 0.0 (0.0)
TLT 12/26/2008 iShares Barclays 20+ Year Treasury Bond Fund 1 121.43 115.60 -4.8 (11.5) (13.2)
SHY 12/26/2008 iShares Barclays 1-3 Year Treasury Bond Fund 2 82.21 81.99 -0.27 (0.2) (0.1)
EWX 12/26/2008 SPDR S&P Emerging Markets Small Cap 53 24.05 26.78 11.35 (4.6) 16.5
TLT 11/28/2008 iShares Barclays 20+ Year Treasury Bond Fund 1 107.75 110.48 2.53 12.7 (5.1)
SHY 11/28/2008 iShares Barclays 1-3 Year Treasury Bond Fund 2 81.94 81.93 -0.01 0.3 (0.0)
EWX 11/28/2008 SPDR S&P Emerging Markets Small Cap 49 22.16 23.97 8.17 8.5 (5.2)
SHY 10/31/2008 iShares Barclays 1-3 Year Treasury Bond Fund 1 81.00 81.14 0.17 1.2 1.1
TLT 10/31/2008 iShares Barclays 20+ Year Treasury Bond Fund 2 92.72 93.80 1.16 16.2 12.2
EWX 10/31/2008 SPDR S&P Emerging Markets Small Cap 52 24.80 25.25 1.81 (10.7) (9.3)
EPI 10/31/2008 WisdomTree India Earnings Fund ETF 55 11.85 12.28 3.63 (17.1) (12.7)
SHY 9/26/2008 iShares Barclays 1-3 Year Treasury Bond Fund 1 80.17 80.79 0.77 0.8 2.5
TLT 9/26/2008 iShares Barclays 20+ Year Treasury Bond Fund 2 95.17 98.74 3.75 2.7 27.6
JNK 9/26/2008 SPDR Barclays High Yield Bond ETF 51 39.45 37.98 -3.73 (21.8) (22.4)
EWX 9/26/2008 SPDR S&P Emerging Markets Small Cap 53 33.25 29.78 -10.44 (34.4) (27.7)
EPI 9/26/2008 WisdomTree India Earnings Fund ETF 55 15.69 14.39 -8.29 (37.9) (30.0)
IBB 8/29/2008 iShares Nasdaq Biotechnology Index Fund ETF 1 85.96 84.01 -2.27 (2.8) (24.3)
XLV 8/29/2008 SPDRs Select Sector Health Care ETF 2 32.90 32.39 -1.55 (7.4) (24.6)
JNK 8/29/2008 SPDR Barclays High Yield Bond ETF 51 42.58 42.62 0.09 (7.4) (33.9)
EWX 8/29/2008 SPDR S&P Emerging Markets Small Cap 54 41.42 40.00 -3.43 (19.7) (46.5)
EPI 8/29/2008 WisdomTree India Earnings Fund ETF 55 19.41 19.99 2.99 (19.2) (49.4)
BIL 7/25/2008 SPDR Lehman 1-3 Month T-Bill ETF 1 45.92 45.87 -0.11 (0.0) 0.1
XLV 7/25/2008 SPDRs Select Sector Health Care ETF 2 32.34 31.88 -1.42 2.2 (22.1)
JNK 7/25/2008 SPDR Barclays High Yield Bond ETF 51 43.37 42.63 -1.71 (2.1) (28.9)
EWX 7/25/2008 SPDR S&P Emerging Markets Small Cap 53 44.46 43.10 -3.06 (7.1) (51.0)
EPI 7/25/2008 WisdomTree India Earnings Fund ETF 55 20.04 20.30 1.3 (1.3) (51.4)
BIL 6/27/2008 SPDR Lehman 1-3 Month T-Bill ETF 1 45.93 45.86 -0.15 (0.0) 0.3
DBC 6/27/2008 PowerShares DB Commodity Index Tracking ETF 2 45.93 45.81 -0.26 (12.1) (26.3)
EWX 6/27/2008 SPDR S&P Emerging Markets Small Cap 49 45.45 44.84 -1.34 (2.2) (26.8)
JNK 6/27/2008 SPDR Barclays High Yield Bond ETF 51 44.00 43.29 -1.61 (1.4) (10.3)
EPI 6/27/2008 WisdomTree India Earnings Fund ETF 55 18.13 18.17 0.22 10.5 (13.5)
RSX 5/30/2008 Market Vectors Russia ETF 1 58.30 55.86 -4.19 (7.0) (33.2)
QQQ 5/30/2008 PowerShares QQQTrust Ser 1 2 49.92 49.11 -1.62 (8.8) (6.1)
JNK 5/30/2008 SPDR Barclays High Yield Bond ETF 51 45.35 45.37 0.04 (3.0) (6.1)
EWX 5/30/2008 SPDR S&P Emerging Markets Small Cap 52 51.50 50.25 -2.43 (11.8) (19.6)
EPI 5/30/2008 WisdomTree India Earnings Fund ETF 55 22.35 20.92 -6.4 (18.9) (13.2)
VNQ 4/25/2008 Vanguard Reit Etf 1 68.35 67.71 -0.94 (5.1) (12.5)
IYR 4/25/2008 iShares Dow Jones US Real Estate Index Fund ETF 2 71.23 70.30 -1.31 (4.3) (13.7)
JNK 4/25/2008 SPDR Barclays High Yield Bond ETF 51 46.05 46.45 0.87 (1.1) (5.8)
EPI 4/25/2008 WisdomTree India Earnings Fund ETF 55 25.02 25.74 2.88 (10.1) (19.9)
DBC 3/28/2008 PowerShares DB Commodity Index Tracking ETF 1 37.44 37.72 0.75 3.8 22.7
USO 3/28/2008 United States Oil Fund LP 2 84.72 86.49 2.09 13.2 35.9
JNK 3/28/2008 SPDR Barclays High Yield Bond ETF 51 44.69 44.85 0.36 3.0 (1.5)
EPI 3/28/2008 WisdomTree India Earnings Fund ETF 55 22.81 23.37 2.46 9.7 (20.5)
SHY 2/29/2008 iShares Barclays 1-3 Year Treasury Bond Fund 1 79.73 79.84 0.14 0.2 (1.2)
DBC 2/29/2008 PowerShares DB Commodity Index Tracking ETF 2 36.94 37.00 0.16 1.4 9.6
JNK 2/29/2008 SPDR Barclays High Yield Bond ETF 51 45.44 44.69 -1.65 (1.7) (0.2)
EPI 2/29/2008 WisdomTree India Earnings Fund ETF 55 24.23 23.07 -4.79 (5.9) (7.8)
DBA 1/25/2008 PowerShares DB Agriculture Fund ETF 1 36.50 37.49 2.71 13.1 1.9
GLD 1/25/2008 SPDR Gold Trust 2 90.96 88.51 -2.69 3.0 (3.4)
RSX 1/25/2008 Market Vectors Russia ETF 49 45.00 47.33 5.18 11.1 14.2
BIL 1/25/2008 SPDR Lehman 1-3 Month T-Bill ETF 52 45.97 45.81 -0.35 (0.2) (0.2)
DBA 12/28/2007 PowerShares DB Agriculture Fund ETF 1 32.80 34.50 5.18 11.3 13.7
XLP 12/28/2007 SPDRs Select Sector Consumer Staples ETF 2 29.02 28.10 -3.17 (7.9) (3.8)
BIL 12/28/2007 SPDR Lehman 1-3 Month T-Bill ETF 46 45.83 45.80 -0.07 0.3 0.2
UNG 12/28/2007 US Nat Gas FD ETF 52 284.72 300.56 5.56 8.9 36.1
TIP 11/30/2007 iShares Barclays TIPS Bond Fund 1 106.70 104.45 -2.11 (1.2) 3.3
SHY 11/30/2007 iShares Barclays 1-3 Year Treasury Bond Fund 2 78.12 77.98 -0.18 (0.3) 2.1
BND 11/30/2007 Vanguard Total Bond Market ETF 49 77.25 76.55 -0.91 (0.4) 0.5
UNG 11/30/2007 US Nat Gas FD ETF 52 281.60 277.28 -1.53 1.1 30.0
VEU 11/30/2007 Vanguard FTSE All World EX-US ETF 53 60.00 61.52 2.53 (1.0) (9.9)
GLD 10/26/2007 SPDR Gold Trust 1 78.27 79.68 1.8 5.1 16.2
QQQ 10/26/2007 PowerShares QQQTrust Ser 1 2 54.19 53.86 -0.61 (7.8) (18.8)
BIL 10/26/2007 SPDR Lehman 1-3 Month T-Bill ETF 46 45.91 45.83 -0.17 0.2 0.1
UNG 10/26/2007 US Nat Gas FD ETF 52 325.60 333.76 2.51 (0.9) (4.7)
VEU 10/26/2007 Vanguard FTSE All World EX-US ETF 53 62.82 61.15 -2.66 (3.4) (16.3)
FXI 9/28/2007 iShares FTSE/Xinhua China 25 Index Fund ETF 1 60.40 62.10 2.81 18.4 (4.8)
GLD 9/28/2007 SPDR Gold Trust 2 73.49 72.66 -1.13 6.5 12.6
HYG 9/28/2007 iShares IBoxx $ High Yield Corporate Bond ETF 46 104.47 104.22 -0.24 (0.9) (4.1)
UNG 9/28/2007 US Nat Gas FD ETF 52 306.40 310.72 1.41 6.3 (7.1)
VEU 9/28/2007 Vanguard FTSE All World EX-US ETF 53 59.97 61.09 1.87 4.8 (0.9)
FXI 8/31/2007 iShares FTSE/Xinhua China 25 Index Fund ETF 1 50.07 50.08 0.02 20.6 23.3
SHY 8/31/2007 iShares Barclays 1-3 Year Treasury Bond Fund 2 76.01 76.22 0.28 0.4 2.8
RWX 8/31/2007 SPDR DJ Wilshire International Real Estate Fund 49 61.73 59.40 -3.77 3.9 (2.5)
UNG 8/31/2007 US Nat Gas FD ETF 52 268.32 277.20 3.31 14.2 5.0
VEU 8/31/2007 Vanguard FTSE All World EX-US ETF 54 56.05 55.51 -0.96 7.0 7.1
USO 7/27/2007 United States Oil Fund LP 1 57.95 55.50 -4.23 (8.0) 23.5
SHY 7/27/2007 iShares Barclays 1-3 Year Treasury Bond Fund 2 75.04 75.19 0.2 0.8 2.3
BIL 7/27/2007 SPDR Lehman 1-3 Month T-Bill ETF 47 45.95 45.82 -0.28 (0.0) (0.1)
UNG 7/27/2007 US Nat Gas FD ETF 52 326.56 306.24 -6.22 (16.0) (0.3)
VEU 7/27/2007 Vanguard FTSE All World EX-US ETF 53 56.29 55.20 -1.94 (1.5) 11.6
FXI 6/29/2007 iShares FTSE/Xinhua China 25 Index Fund ETF 1 43.07 46.10 7.04 6.0 40.2
USO 6/29/2007 United States Oil Fund LP 2 52.70 54.75 3.89 10.0 18.2
BND 6/29/2007 Vanguard Total Bond Market ETF 46 74.10 73.72 -0.51 0.7 1.6
RWX 6/29/2007 SPDR DJ Wilshire International Real Estate Fund 48 64.81 65.76 1.47 (6.0) (1.0)
UNG 6/29/2007 US Nat Gas FD ETF 52 340.80 338.72 -0.61 (4.2) (10.1)
VEU 6/29/2007 Vanguard FTSE All World EX-US ETF 53 57.20 58.85 2.88 (1.6) 4.8
RSX 6/29/2007 Market Vectors Russia ETF 54 39.82 43.00 7.99 4.2 13.8
KBE 5/25/2007 SPDR KBW Bank ETF 2 58.53 58.62 0.15 (4.4) (8.4)
ITB 5/25/2007 iShares Dow Jones US Home Construction Index Fund ETF 46 37.52 36.94 -1.55 (12.3) (34.7)
IWM 5/25/2007 iShares Russell 2000 Index Fund ETF 47 82.78 84.49 2.07 (0.1) (4.1)
DIA 5/25/2007 SPDR Dow Jones Industrial Average ETF 48 135.17 136.23 0.78 (1.0) (1.4)
IYR 5/25/2007 iShares Dow Jones US Real Estate Index Fund ETF 49 82.07 85.24 3.86 (4.0) (10.4)
UNG 5/25/2007 US Nat Gas FD ETF 52 404.56 415.20 2.63 (10.1) (32.2)
USO 5/25/2007 United States Oil Fund LP 53 48.75 49.45 1.44 4.3 9.3
EEM 5/25/2007 iShares MSCI Emerging Markets Index Fund ETF 54 42.08 43.00 2.19 4.0 3.7
EFA 5/25/2007 iShares MSCI EAFE Index Fund ETF 55 75.26 76.20 1.25 (0.6) (3.2)
KBE 4/27/2007 SPDR KBW Bank ETF 2 58.27 58.79 0.89 0.5 (10.9)
ITB 4/27/2007 iShares Dow Jones US Home Construction Index Fund ETF 46 37.08 36.50 -1.56 1.2 (26.8)
IWM 4/27/2007 iShares Russell 2000 Index Fund ETF 47 82.47 82.70 0.28 0.4 (6.3)
DIA 4/27/2007 SPDR Dow Jones Industrial Average ETF 48 131.17 132.81 1.25 3.1 1.3
IYR 4/27/2007 iShares Dow Jones US Real Estate Index Fund ETF 49 87.12 85.50 -1.86 (5.8) (19.0)
UNG 4/27/2007 US Nat Gas FD ETF 52 411.04 414.00 0.72 (1.6) (20.6)
USO 4/27/2007 United States Oil Fund LP 53 51.60 47.85 -7.27 (5.5) 12.3
EEM 4/27/2007 iShares MSCI Emerging Markets Index Fund ETF 54 40.81 41.70 2.18 3.1 8.2
EFA 4/27/2007 iShares MSCI EAFE Index Fund ETF 55 74.23 75.41 1.59 1.4 (0.8)
KBE 3/30/2007 SPDR KBW Bank ETF 2 56.50 56.44 -0.11 3.1 (1.2)
ITB 3/30/2007 iShares Dow Jones US Home Construction Index Fund ETF 46 34.40 34.60 0.58 7.8 (9.1)
IWM 3/30/2007 iShares Russell 2000 Index Fund ETF 47 79.61 80.78 1.47 3.6 4.7
DIA 3/30/2007 SPDR Dow Jones Industrial Average ETF 48 123.57 125.72 1.74 6.2 8.8
IYR 3/30/2007 iShares Dow Jones US Real Estate Index Fund ETF 49 85.60 86.29 0.81 1.8 (9.2)
USO 3/30/2007 United States Oil Fund LP 53 53.55 51.96 -2.97 (3.6) (1.6)
EEM 3/30/2007 iShares MSCI Emerging Markets Index Fund ETF 54 38.95 40.28 3.41 4.8 13.0
EFA 3/30/2007 iShares MSCI EAFE Index Fund ETF 55 71.31 72.67 1.91 4.1 6.8
KBE 2/23/2007 SPDR KBW Bank ETF 2 59.77 56.62 -5.27 (3.5) (2.1)
ITB 2/23/2007 iShares Dow Jones US Home Construction Index Fund ETF 46 40.58 37.29 -8.11 (9.0) (7.5)
IWM 2/23/2007 iShares Russell 2000 Index Fund ETF 47 82.32 76.09 -7.57 (2.4) 0.6
DIA 2/23/2007 SPDR Dow Jones Industrial Average ETF 48 126.86 120.40 -5.09 (1.7) 6.6
IYR 2/23/2007 iShares Dow Jones US Real Estate Index Fund ETF 49 90.99 85.05 -6.53 (5.1) (9.8)
USO 2/23/2007 United States Oil Fund LP 53 50.81 50.03 -1.54 1.0 (4.1)
EEM 2/23/2007 iShares MSCI Emerging Markets Index Fund ETF 54 39.35 35.18 -10.6 (1.1) 6.9
EFA 2/23/2007 iShares MSCI EAFE Index Fund ETF 55 72.12 66.79 -7.39 (0.9) 4.4
KBE 1/26/2007 SPDR KBW Bank ETF 2 58.19 59.01 1.41 2.7 0.1
ITB 1/26/2007 iShares Dow Jones US Home Construction Index Fund ETF 46 40.49 44.06 8.82 0.2 (8.4)
IWM 1/26/2007 iShares Russell 2000 Index Fund ETF 47 78.12 80.22 2.69 5.4 5.6
DIA 1/26/2007 SPDR Dow Jones Industrial Average ETF 48 124.83 126.44 1.29 1.6 5.1
IYR 1/26/2007 iShares Dow Jones US Real Estate Index Fund ETF 49 89.83 91.72 2.1 1.3 (3.0)
USO 1/26/2007 United States Oil Fund LP 53 45.93 49.62 8.03 10.6 12.3
EEM 1/26/2007 iShares MSCI Emerging Markets Index Fund ETF 54 37.54 38.34 2.13 4.8 8.7
EFA 1/26/2007 iShares MSCI EAFE Index Fund ETF 55 68.60 69.43 1.21 5.1 8.2

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Chee Hin Teh 8 years ago Member's comment

Thanks for sharing