Weekly StatSheet For The ETF Tracker Newsletter – Updated Through 11/29/2018

Ulli ETF StatSheet 6 Comments

ETF Data updated through Thursday, November 29, 2018

Methodology/Use of this StatSheet:

  1. From the universe of over 1,800 ETFs, I have selected only those with a trading volume of over $5 million per day (HV ETFs), so that liquidity and a small bid/ask spread are assured.
  2. Trend Tracking Indexes (TTIs)

Buy or Sell decisions for Domestic and International ETFs (section 1 and 2), are made based on the respective TTI and its position either above or below its long-term M/A (Moving Average). A crossing of the trend line from below accompanied by some staying power above constitutes a “Buy” signal. Conversely, a clear break below the line constitutes a “Sell” signal. Additionally, I use a 7.5% trailing stop loss on all positions in these categories to control downside risk.

  1. All other investment arenas do not have a TTI and should be traded based on the position of the individual ETF relative to its own respective trend line (%M/A). That’s why those signals are referred to as a “Selective Buy.” In other words, if an ETF crosses its own trendline to the upside, a “Buy” signal is generated. Since these areas tend to be more volatile, I recommend a wider trailing sell stop of 7.5% -10% depending on your risk tolerance.

If you are unfamiliar with some of the terminology, please see Glossary of Terms and new subscriber information in section 9.


  1. DOMESTIC EQUITY ETFs: SELL — since 11/15/2018

Click on chart to enlarge

Our main directional indicator, the Domestic Trend Tracking Index (TTI-green line in the above chart) is now positioned below its long-term trend line (red) by -0.84% after having generated a new Domestic “Sell” signal effective 11/15/18 as posted.

The link below shows all High Volume (HV) Domestic Equity ETFs. The sorting order is by M-Index ranking. Prices in all linked tables below are updated through 11/29/2018, unless otherwise noted. Price data not yet available at publication is indicated with 00.00% or -100.00%. Please note that distributions are not included in the current momentum numbers.

Whenever the TTI is above the trend line, and therefore in “Buy” mode, you can either use the tables in the link below to make your selections or choose from the 10 ETFs in the Spotlight, which are featured daily as part of the market commentary:



  1. INTERNATIONAL ETFs: SELLsince 10/11/2018

Click on chart to enlarge

The International Trend Tracking Index (green) is now positioned -3.33% below its long-term trend line (red) after having generated a new “Sell” signal effective 10/11/2018.

The listings in the link below represent the High Volume (HV) International ETFs I track to be used during a Buy cycle. They are sorted by M-Index ranking:




This ETF Master list shows the total of all ETFs listed, which allows you to get a quick overview of leaders and laggards. The sorting order is by M-Index. Momentum figures for all ETFs are not adjusted for dividends.




The link below contains a list of HV ETFs for countries/regions, which I am tracking weekly. Please note that data in this table does not include adjustments due to distributions.


Country funds, especially over the past few years, have been volatile. So, the use of a trailing stop loss (I use 10%) is imperative to protect your portfolio from severe downside moves.



To diversify our portfolios, we always need to look for different opportunities to invest our money. The table of HV Sector ETF listings in the following link covers a broad spectrum of possibilities. The sorting order is by M-Index:


Here too, I recommend the use of a 10% trailing stop loss to minimize the risk.



If you prefer using ETFs for the generation of income, here’s a list of bond and dividend paying ETFs. It’s important to first look at how these instruments have held up in terms of momentum figures. Then you should visit your favorite financial web site to examine yield and other details.

Please note that data in this table does not include adjustments due to distributions.




Below are the most commonly available bear market ETFs and their momentum figures:


Please note that some of the above funds try to outperform the index they are tied to by the percentage stated. While this can enhance your returns, it can certainly accelerate your losses as well. No matter which way you choose, be sure to work with a trailing sell stop (I suggest 10%) and be aware that volatility will be your constant companion.



To get a head start on more successful investing, please click on:


In case you missed it, you can download my latest e-book “How to beat the S&P 500…with the S&P 500,” here. If you are investing your 401k and must use mutual funds, I suggest you primarily stick with the S&P 500 as described in my book. Of course, you can always use the above tables to find sector or country ETFs to your liking and use the equivalent mutual funds as offered by your custodian.



I am obliged to inform you that I, as well as my advisory clients, own some of the ETFs listed in the above table. Furthermore, they do not represent a specific investment recommendation for you, they merely show which ETFs from the universe I track are falling within the guidelines specified.

Contact Ulli

Comments 6

  1. Hey, Ulli

    I’m not a chart guy, but Ya’ know, when I look at your Domestic TTI Index today, the message it sends me is that if one had merely held his positions throughout the chart’s history, he’d have obtained the selfsame performance that he would by following your system. And, I might add, he’d have accomplished that without creating multiple taxable events.


  2. Sure, there are periods where buy-and-hold is a better option. I have never disputed that. However, when you include the full cycle, meaning bearish and bullish periods, trend tracking will come out ahead. The time to measure this is after the next bear market has reared its ugly head and converted 401ks into 201ks. And I will be there to point this out at that time.


  3. Hey, Ulli
    Correct me if I’m wrong, but I think one would find the selfsame thing if one measured from, e.g., 2007 to today’s date. I repeat: I’m not a chart guy, but it seems to me, the long term market goes up.


  4. You would have had the crash and a long recovery. You can see more long-term details in my book posted on the front page of my blog.
    Eventually, you will make up the losses, but there may not be enough time. What do you say to the person (65 years old) whose $1 million portfolio, on which he had based his upcoming retirement, and which got cut by 50% in 2008? That he will eventually make up these losses? No, his retirement plans got changed for good as he told me in 2009. Depending on the timing, buy-and-hold can have some life changing consequences.


  5. Good point, Ulli, but I’m thinking your 65 year old client with a $1 million portfolio, just ready to retire, would already have been in something like a 75% bonds; 25% equities position or the equivalent.


  6. Yeah, you would think so. But his broker had a different opinion and actually refused to sell him out of equities when the market got shaky in 2008. Sad story.

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