Top 10 ETFs for Mechanical Trading

Top 10 ETF Ranked on 02/05/2010

Rank	Symbol	Price	ATR	AvgVolume	K8	K39	Trend,PriceZone	WavePattern	RelVolume	20Day HV
1	RSX	29.67	1.17	3908547	24	16	UP,+1	UpLeg Ret.	1.86	11
2	PPA	16.65	0.32	65216	36	21	UP,+1	UpLeg Ret.	1.28	5
3	XLY	28.77	0.56	6389602	36	24	UP,+2	UpLeg Ret.	1.30	5
4	SLX	54.37	2.49	423846	35	15	UP,+1	UpLeg Ret.	1.70	13
5	GLD	104.68	2.25	20004245	33	21	UP,+1	DownLeg	1.63	6
6	XLV	30.83	0.58	9694697	30	19	UP,+1	UpLeg Ret.	1.48	6
7	KOL	31.83	1.44	866625	23	10	UP,+1	UpLeg Ret.	2.24	12
8	IWS	35.65	0.79	1585160	36	22	UP,+1	UpLeg Ret.	1.27	6
9	ICF	49.27	1.44	1750430	42	20	UP,+2	UpLeg Ret.	1.60	8
10	EWK	12.03	0.35	417696	22	15	UP,+1	DownLeg	2.42	8
Past Performance
Click to show all stock charts from this table
We will start a new portfolio based on Monday (08-Feb-2010) close ranking, so the official buy date is by end of Tuesday(09-Feb-2010), but we play to buy 5 ETFs on Monday, then another 5 on Tuesday. Then every 2 weeks, we will re-balance our portfolio with new Top 10 ETFs. Assume the initial investment of $10,000, here are the actions we will take for the next two days: To Buy 31 shares KOL at 31.83 To Buy 33 shares RSX at 29.67 To Buy 18 shares SLX at 54.37 To Buy 20 shares ICF at 49.27 To Buy 34 shares XLY at 28.77 To Buy 9 shares GLD at 104.68 To Buy 32 shares XLV at 30.83 To Buy 28 shares IWS at 35.65 To Buy 60 shares PPA at 16.65 To Buy 83 shares EWK at 12.03