ETF Switcher Picks & Strategies: Daily Report – 09/29 for Monday, Oct. 01 2012

Posted on 29th September 2012 in ETF Switcher

Download the full report here: Sep. 29, 2012

Global ETF Switcher Introduction

Global ETF Switcher View

Global ETF Switcher Picks

Monday’s picks (All):  $DBA, $SLV, $GDX, $FXE, $EWW, $FXF, $CYB, $GLL, $IAU, $SHY, $EPI, $JNK, $EWJ, $EWP

Monday’s singles: $DBA, $SLV, $FXE, $FXF, $CYB, $SHY

 

All Around Picks
ETFs issued before 2007 ETFs issued after 2007
Strategy #1 SLV DBA
Strategy #2 FXF CYB
Strategy #3 FXE SHY
Strategy #4 FXE DBA
Measuring Risk
Region, FX, SEC, B & C Risk Sentiment Indicator Risk Share
GLOBAL 100% 16%
NORTH & SOUTH AMERICA 76% 14%
EUROPE 75% 14%
ASIA/AUS/AFR/EURASIA 83% 14%
CURRENCIES 33% 11%
SECTORS 81% 13%
BONDS 14% 11%
COMMODITIES 8% 8%
Total 65%

ETFs issued before 2007
Picks Strategy #1 Strategy #2 Strategy #3 Strategy #4
GLOBAL (Group 1) RF RF RF RF
NORTH & SOUTH AMERICA (Group 2) EWW RF RF RF
EUROPE (Group 3) EWP RF RF RF
ASIA/AUS/AFR/EURASIA (Group 4) EWJ RF RF RF
CURRENCIES (Group FX) FXE FXF FXE FXE
SECTORS (Group SEC) GDX RF RF RF
BONDS (B) SHY SHY SHY SHY
COMMODITIES (C) SLV IAU RF IAU
All Around Picks SLV FXF FXE FXE
ETFs issued after 2007
Picks Strategy #1 Strategy #2 Strategy #3 Strategy #4
GLOBAL (Group 1) SHV SHV SHV SHV
NORTH & SOUTH AMERICA (Group 2) EWW SHV SHV SHV
EUROPE (Group 3) EWP SHV SHV SHV
ASIA/AUS/AFR/EURASIA (Group 4) EPI SHV SHV SHV
CURRENCIES (Group FX) FXE CYB SHV CYB
SECTORS (Group SEC) GDX SHV SHV SHV
BONDS (B) SHY JNK SHY SHY
COMMODITIES (C) DBA GLL SHV DBA
All Around Picks DBA CYB SHY DBA

 

 

 

 


Monthly Reviews: July 07 - Aug. 03, 2012 June 04 - July 06, 2012May 05 - June 01, 2012 Apr. 06 - May 04, 2012Mar. 06 - Apr. 05, 2012Jan. 20 - Mar. 03, 2012

September 2012: Sep. 28, 2012Sep. 27, 2012Sep. 26, 2012Sep. 25, 2012Sep. 23, 2012Sep. 21, 2012Sep. 20, 2012Sep. 19, 2012Sep. 18, 2012Sep. 15, 2012Sep. 14, 2012Sep. 13, 2012Sep. 12, 2012Sep. 11, 2012Sep. 10, 2012Sep. 07, 2012Sep. 06, 2012, Sep. 05, 2012Sep. 03, 2012

August 2012: Aug. 03, 2012Aug. 02, 2012Aug. 01, 2012

July 2012:  July 31, 2012July 28, 2012July 27, 2012July 26, 2012July 25, 2012July 24, 2012July 21, 2012July 20, 2012July 19, 2012July 18, 2012July 17, 2012July 14, 2012July 13, 2012July 12, 2012July 11, 2012July 10, 2012July 07,2012,  July 06, 2012July 05, 2012July 03, 2012

June 2012:  June 21, 2012June 20, 2012June 19, 2012June 16, 2012, June 15, 2012June 14, 2012June 13, 2012,  June 12, 2012June 09, 2012June 08, 2012June 07, 2012June 06, 2012June 05, 2012June 04, 2012Jun. 01, 2012

May 2012:  May 31, 2012May 30, 2012May 26, 2012May 25, 2012, May 24, 2012May 23, 2012May 22, 2012May 21, 2012May 18, 2012May 17, 2012May 16, 2012May 15, 2012May 12, 2012May 11, 2012May 10, 2012May 09, 2012May 08, 2012May 05, 2012May 04, 2012May 03, 2012May 02, 2012May 01, 2012

April 2012:  Apr. 28, 2012Apr. 27, 2012Apr. 26, 2012Apr. 25, 2012,  Apr. 24, 2012,  Apr. 21, 2012,  Apr. 20, 2012Apr. 19, 2012Apr. 18, 2012Apr. 17, 2012Apr. 16, 2012Apr. 13, 2012Apr. 12, 2012Apr. 11 ,2012Apr. 10, 2012Apr. 06, 2012Apr. 05, 2012Apr. 04, 2012Apr. 03, 2012

March 2012: Mar. 31, 2012Mar. 30, 2012Mar. 29, 2012Mar. 28, 2012Mar. 27, 2012Mar. 24, 2012Mar. 23, 2012Mar. 22, 2012Mar. 21, 2012Mar. 20, 2012Mar. 17, 2012Mar. 16, 2012Mar. 15, 2012Mar. 14, 2012Mar. 13, 2012Mar. 10, 2012Mar. 09, 2012Mar. 08, 2012Mar. 07, 2012Mar. 06, 2012Mar. 03, 2012Mar. 02, 2012, Mar. 01, 2012

February 2012: Feb. 29, 2012, Feb. 28, 2012, Feb. 25, 2012, Feb. 24, 2012, Feb. 23, 2012, Feb. 22, 2012, Feb. 18, 2012, Feb. 17, 2012, Feb. 16, 2012, Feb. 15, 2012, Feb. 14, 2012, Feb. 11, 2012, Feb. 10, 2012, Feb. 09, 2012, Feb. 08, 2012, Feb. 07, 2012, Feb. 04, 2012, Feb. 03, 2012, Feb. 02, 2012, Feb. 01, 2012

January 2012: Jan. 31, 2012, Jan. 28, 2012, Jan. 27, 2012, Jan. 26, 2012, Jan. 25, 2012, Jan. 24, 2012, Jan. 21, 2012, Jan. 20, 2012, Jan. 19, 2012, Jan. 18, 2012, Jan. 17 (updated version of Jan. 14), 2012, Jan. 13, 2012


Daily Updates: Tuesdays – Fridays at 12:00 (GMT, London), Saturdays at 18:00 (GMT, London)


Terms of use: All material is copyrighted by the authors and is provided “as is”. It can be copied and published elsewhere for informational purposes, provided that an explicit statement is given that acknowledges the source of the report. Use of this report for commercial purposes is allowed after written permission from the authors.

Disclaimer: The contents of the reports are provided for information purposes only. Any and all recommendations shown in the reports and this website are indicative and the authors are not offering to buy or sell or soliciting offers to buy or sell any financial instrument. The views in this publication are those of the authors alone and are subject to change at any time, and they have no obligation to update the opinions, recommendations or the information in this report or its affiliated website. The authors of the report do not accept any liability whatsoever for any direct or consequential loss arising from any use of the information provided. The information in this report is not intended to predict actual results, which may differ substantially from those presented.For readers’ convenience, parts of the report can be found online under “Global ETF Switcher Introduction“, “Global ETF Switcher View” and “Global ETF Switcher Picks“.

TNA/TZA Pair Trading: now with Cumulative Returns Graph!

Posted on 28th September 2012 in Pairs Trading

Given your feedback we add the cumulative return graph of the TNA/TZA Pair strategy compared to the market (i.e. SPY). We will update the graph together with the pair selection every Thursday. Currently, we are above the market but not above TNA cumulative return. This is caused by the two holiday breaks we took and we were out of the market. Especially the second holiday break (in August) proved to be more important as the strategy was giving TNA, TNA was increasing but unfortunately we were enjoying the Greek seas and sun!!! Holiday breaks are depicted with dashed lines. This gives an even clearer picture of the strategy. However, do not forget that the cumulative graph below assumes that we do not take profits, stop losses and we always use the exact closing prices.

 

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ETF Switcher Picks & Strategies: Daily Report – 09/28 for Friday, Sep. 28 2012

Posted on 28th September 2012 in ETF Switcher

Download the full report here: Sep. 28, 2012

Global ETF Switcher Introduction

Global ETF Switcher View

Global ETF Switcher Picks

 

Friday’s picks (All):  $DBA, $SLV, $GDX, $FXE, $EWW, $FXF, $SHY, $GLL, $IAU, $EPI, $CYB, $BND, $EWJ, $EWP

Friday’s singles: $DBA, $SLV, $FXE, $FXF, $GLL

 

All Around Picks
ETFs issued before 2007 ETFs issued after 2007
Strategy #1 SLV DBA
Strategy #2 FXF GLL
Strategy #3 SLV DBA
Strategy #4 FXE DBA
Measuring Risk
Region, FX, SEC, B & C Risk Sentiment Indicator Risk Share
GLOBAL 100% 18%
NORTH & SOUTH AMERICA 94% 16%
EUROPE 88% 16%
ASIA/AUS/AFR/EURASIA 72% 14%
CURRENCIES 33% 10%
SECTORS 81% 13%
BONDS 29% 10%
COMMODITIES 0% 3%
Total 67%
ETFs issued before 2007
Picks Strategy #1 Strategy #2 Strategy #3 Strategy #4
GLOBAL (Group 1) RF RF RF RF
NORTH & SOUTH AMERICA (Group 2) EWW RF RF RF
EUROPE (Group 3) EWP RF RF RF
ASIA/AUS/AFR/EURASIA (Group 4) EWJ RF RF RF
CURRENCIES (Group FX) FXE FXF FXE FXE
SECTORS (Group SEC) GDX RF RF RF
BONDS (B) SHY SHY SHY SHY
COMMODITIES (C) SLV IAU SLV IAU
All Around Picks SLV FXF SLV FXE
ETFs issued after 2007
Picks Strategy #1 Strategy #2 Strategy #3 Strategy #4
GLOBAL (Group 1) SHV SHV SHV SHV
NORTH & SOUTH AMERICA (Group 2) EWW SHV SHV SHV
EUROPE (Group 3) EWP SHV SHV SHV
ASIA/AUS/AFR/EURASIA (Group 4) EPI SHV SHV SHV
CURRENCIES (Group FX) FXE CYB SHV CYB
SECTORS (Group SEC) GDX SHV SHV SHV
BONDS (B) SHY BND SHY SHY
COMMODITIES (C) DBA GLL DBA DBA
All Around Picks DBA GLL DBA DBA

 

 

 

 

 

 


Monthly Reviews: July 07 - Aug. 03, 2012 June 04 - July 06, 2012May 05 - June 01, 2012 Apr. 06 - May 04, 2012Mar. 06 - Apr. 05, 2012Jan. 20 - Mar. 03, 2012

September 2012: Sep. 27, 2012Sep. 26, 2012Sep. 25, 2012Sep. 23, 2012Sep. 21, 2012Sep. 20, 2012Sep. 19, 2012Sep. 18, 2012Sep. 15, 2012Sep. 14, 2012Sep. 13, 2012Sep. 12, 2012Sep. 11, 2012Sep. 10, 2012Sep. 07, 2012Sep. 06, 2012, Sep. 05, 2012Sep. 03, 2012

August 2012: Aug. 03, 2012Aug. 02, 2012Aug. 01, 2012

July 2012:  July 31, 2012July 28, 2012July 27, 2012July 26, 2012July 25, 2012July 24, 2012July 21, 2012July 20, 2012July 19, 2012July 18, 2012July 17, 2012July 14, 2012July 13, 2012July 12, 2012July 11, 2012July 10, 2012July 07,2012,  July 06, 2012July 05, 2012July 03, 2012

June 2012:  June 21, 2012June 20, 2012June 19, 2012June 16, 2012, June 15, 2012June 14, 2012June 13, 2012,  June 12, 2012June 09, 2012June 08, 2012June 07, 2012June 06, 2012June 05, 2012June 04, 2012Jun. 01, 2012

May 2012:  May 31, 2012May 30, 2012May 26, 2012May 25, 2012, May 24, 2012May 23, 2012May 22, 2012May 21, 2012May 18, 2012May 17, 2012May 16, 2012May 15, 2012May 12, 2012May 11, 2012May 10, 2012May 09, 2012May 08, 2012May 05, 2012May 04, 2012May 03, 2012May 02, 2012May 01, 2012

April 2012:  Apr. 28, 2012Apr. 27, 2012Apr. 26, 2012Apr. 25, 2012,  Apr. 24, 2012,  Apr. 21, 2012,  Apr. 20, 2012Apr. 19, 2012Apr. 18, 2012Apr. 17, 2012Apr. 16, 2012Apr. 13, 2012Apr. 12, 2012Apr. 11 ,2012Apr. 10, 2012Apr. 06, 2012Apr. 05, 2012Apr. 04, 2012Apr. 03, 2012

March 2012: Mar. 31, 2012Mar. 30, 2012Mar. 29, 2012Mar. 28, 2012Mar. 27, 2012Mar. 24, 2012Mar. 23, 2012Mar. 22, 2012Mar. 21, 2012Mar. 20, 2012Mar. 17, 2012Mar. 16, 2012Mar. 15, 2012Mar. 14, 2012Mar. 13, 2012Mar. 10, 2012Mar. 09, 2012Mar. 08, 2012Mar. 07, 2012Mar. 06, 2012Mar. 03, 2012Mar. 02, 2012, Mar. 01, 2012

February 2012: Feb. 29, 2012, Feb. 28, 2012, Feb. 25, 2012, Feb. 24, 2012, Feb. 23, 2012, Feb. 22, 2012, Feb. 18, 2012, Feb. 17, 2012, Feb. 16, 2012, Feb. 15, 2012, Feb. 14, 2012, Feb. 11, 2012, Feb. 10, 2012, Feb. 09, 2012, Feb. 08, 2012, Feb. 07, 2012, Feb. 04, 2012, Feb. 03, 2012, Feb. 02, 2012, Feb. 01, 2012

January 2012: Jan. 31, 2012, Jan. 28, 2012, Jan. 27, 2012, Jan. 26, 2012, Jan. 25, 2012, Jan. 24, 2012, Jan. 21, 2012, Jan. 20, 2012, Jan. 19, 2012, Jan. 18, 2012, Jan. 17 (updated version of Jan. 14), 2012, Jan. 13, 2012


Daily Updates: Tuesdays – Fridays at 12:00 (GMT, London), Saturdays at 18:00 (GMT, London)


Terms of use: All material is copyrighted by the authors and is provided “as is”. It can be copied and published elsewhere for informational purposes, provided that an explicit statement is given that acknowledges the source of the report. Use of this report for commercial purposes is allowed after written permission from the authors.

Disclaimer: The contents of the reports are provided for information purposes only. Any and all recommendations shown in the reports and this website are indicative and the authors are not offering to buy or sell or soliciting offers to buy or sell any financial instrument. The views in this publication are those of the authors alone and are subject to change at any time, and they have no obligation to update the opinions, recommendations or the information in this report or its affiliated website. The authors of the report do not accept any liability whatsoever for any direct or consequential loss arising from any use of the information provided. The information in this report is not intended to predict actual results, which may differ substantially from those presented.For readers’ convenience, parts of the report can be found online under “Global ETF Switcher Introduction“, “Global ETF Switcher View” and “Global ETF Switcher Picks“.

TNA/TZA Pair Trading: We buy TNA for the week Sep. 27 – Oct. 04

Posted on 27th September 2012 in Pairs Trading

TNA/TZA Pair Trading

Quantf.com Weekly Pick:  TNA

This week we keep our current position on $TNA

ETF Switcher Picks & Strategies: Daily Report – 09/27 for Thursday, Sep. 27 2012

Posted on 27th September 2012 in ETF Switcher

Download the full report here: Sep. 27, 2012

Global ETF Switcher Introduction

Global ETF Switcher View

Global ETF Switcher Picks

 

Thursday’s picks (All):  $DBA, $SLV, $GDX, $EWW, $FXE, $JNK, $FXF, $SHY, $CYB, $GLL, $IAU, $TBT, $EWS, $EWP

Thursday’s singles: $DBA, $SLV, $FXF, $CYB

All Around Picks
ETFs issued before 2007 ETFs issued after 2007
Strategy #1 SLV DBA
Strategy #2 FXF CYB
Strategy #3 SLV DBA
Strategy #4 SLV DBA
Measuring Risk
Region, FX, SEC, B & C Risk Sentiment Indicator Risk Share
GLOBAL 100% 17%
NORTH & SOUTH AMERICA 76% 15%
EUROPE 88% 16%
ASIA/AUS/AFR/EURASIA 72% 14%
CURRENCIES 33% 11%
SECTORS 88% 13%
BONDS 14% 10%
COMMODITIES 0% 3%
Total 64%
ETFs issued before 2007
Picks Strategy #1 Strategy #2 Strategy #3 Strategy #4
GLOBAL (Group 1) RF RF RF RF
NORTH & SOUTH AMERICA (Group 2) EWW RF RF RF
EUROPE (Group 3) EWP RF RF RF
ASIA/AUS/AFR/EURASIA (Group 4) EWS RF RF RF
CURRENCIES (Group FX) FXE FXF FXE FXE
SECTORS (Group SEC) GDX RF RF RF
BONDS (B) SHY SHY SHY SHY
COMMODITIES (C) SLV IAU SLV SLV
All Around Picks SLV FXF SLV SLV
ETFs issued after 2007
Picks Strategy #1 Strategy #2 Strategy #3 Strategy #4
GLOBAL (Group 1) SHV SHV SHV SHV
NORTH & SOUTH AMERICA (Group 2) EWW SHV SHV SHV
EUROPE (Group 3) EWP SHV SHV SHV
ASIA/AUS/AFR/EURASIA (Group 4) EWS SHV SHV SHV
CURRENCIES (Group FX) FXE CYB SHV CYB
SECTORS (Group SEC) GDX SHV SHV SHV
BONDS (B) JNK TBT SHV JNK
COMMODITIES (C) DBA GLL DBA DBA
All Around Picks DBA CYB DBA DBA

 

 

 

 

 


Monthly Reviews: July 07 - Aug. 03, 2012 June 04 - July 06, 2012May 05 - June 01, 2012 Apr. 06 - May 04, 2012Mar. 06 - Apr. 05, 2012Jan. 20 - Mar. 03, 2012

September 2012: Sep. 26, 2012Sep. 25, 2012Sep. 23, 2012Sep. 21, 2012Sep. 20, 2012Sep. 19, 2012Sep. 18, 2012Sep. 15, 2012Sep. 14, 2012Sep. 13, 2012Sep. 12, 2012Sep. 11, 2012Sep. 10, 2012Sep. 07, 2012Sep. 06, 2012, Sep. 05, 2012Sep. 03, 2012

August 2012: Aug. 03, 2012Aug. 02, 2012Aug. 01, 2012

July 2012:  July 31, 2012July 28, 2012July 27, 2012July 26, 2012July 25, 2012July 24, 2012July 21, 2012July 20, 2012July 19, 2012July 18, 2012July 17, 2012July 14, 2012July 13, 2012July 12, 2012July 11, 2012July 10, 2012July 07,2012,  July 06, 2012July 05, 2012July 03, 2012

June 2012:  June 21, 2012June 20, 2012June 19, 2012June 16, 2012, June 15, 2012June 14, 2012June 13, 2012,  June 12, 2012June 09, 2012June 08, 2012June 07, 2012June 06, 2012June 05, 2012June 04, 2012Jun. 01, 2012

May 2012:  May 31, 2012May 30, 2012May 26, 2012May 25, 2012, May 24, 2012May 23, 2012May 22, 2012May 21, 2012May 18, 2012May 17, 2012May 16, 2012May 15, 2012May 12, 2012May 11, 2012May 10, 2012May 09, 2012May 08, 2012May 05, 2012May 04, 2012May 03, 2012May 02, 2012May 01, 2012

April 2012:  Apr. 28, 2012Apr. 27, 2012Apr. 26, 2012Apr. 25, 2012,  Apr. 24, 2012,  Apr. 21, 2012,  Apr. 20, 2012Apr. 19, 2012Apr. 18, 2012Apr. 17, 2012Apr. 16, 2012Apr. 13, 2012Apr. 12, 2012Apr. 11 ,2012Apr. 10, 2012Apr. 06, 2012Apr. 05, 2012Apr. 04, 2012Apr. 03, 2012

March 2012: Mar. 31, 2012Mar. 30, 2012Mar. 29, 2012Mar. 28, 2012Mar. 27, 2012Mar. 24, 2012Mar. 23, 2012Mar. 22, 2012Mar. 21, 2012Mar. 20, 2012Mar. 17, 2012Mar. 16, 2012Mar. 15, 2012Mar. 14, 2012Mar. 13, 2012Mar. 10, 2012Mar. 09, 2012Mar. 08, 2012Mar. 07, 2012Mar. 06, 2012Mar. 03, 2012Mar. 02, 2012, Mar. 01, 2012

February 2012: Feb. 29, 2012, Feb. 28, 2012, Feb. 25, 2012, Feb. 24, 2012, Feb. 23, 2012, Feb. 22, 2012, Feb. 18, 2012, Feb. 17, 2012, Feb. 16, 2012, Feb. 15, 2012, Feb. 14, 2012, Feb. 11, 2012, Feb. 10, 2012, Feb. 09, 2012, Feb. 08, 2012, Feb. 07, 2012, Feb. 04, 2012, Feb. 03, 2012, Feb. 02, 2012, Feb. 01, 2012

January 2012: Jan. 31, 2012, Jan. 28, 2012, Jan. 27, 2012, Jan. 26, 2012, Jan. 25, 2012, Jan. 24, 2012, Jan. 21, 2012, Jan. 20, 2012, Jan. 19, 2012, Jan. 18, 2012, Jan. 17 (updated version of Jan. 14), 2012, Jan. 13, 2012


Daily Updates: Tuesdays – Fridays at 12:00 (GMT, London), Saturdays at 18:00 (GMT, London)


Terms of use: All material is copyrighted by the authors and is provided “as is”. It can be copied and published elsewhere for informational purposes, provided that an explicit statement is given that acknowledges the source of the report. Use of this report for commercial purposes is allowed after written permission from the authors.

Disclaimer: The contents of the reports are provided for information purposes only. Any and all recommendations shown in the reports and this website are indicative and the authors are not offering to buy or sell or soliciting offers to buy or sell any financial instrument. The views in this publication are those of the authors alone and are subject to change at any time, and they have no obligation to update the opinions, recommendations or the information in this report or its affiliated website. The authors of the report do not accept any liability whatsoever for any direct or consequential loss arising from any use of the information provided. The information in this report is not intended to predict actual results, which may differ substantially from those presented.For readers’ convenience, parts of the report can be found online under “Global ETF Switcher Introduction“, “Global ETF Switcher View” and “Global ETF Switcher Picks“.