ETF momentum strategy

This strategy is based on CXO advisory’s momentum strategy. The calculations are my own based on data in Morningstar. It uses the same 9 asset classes and trailing 5 month return to rank the top ETFs. The data can be seen below:

2017

2016

2015

2014

2013

The top 3 ETFs for the month of  November 2017 are

  • iShares MSCI Emerging Markets Index
  • iShares Russell 2000 Index
  • PowerShares DB Commodity Index Tracking

The top 3 ETFs for the month of  October 2017 are

  • iShares MSCI Emerging Markets Index
  • iShares MSCI EAFE Index
  • iShares Russell 2000 Index

The top 3 ETFs for the month of  September 2017 are

  • iShares MSCI Emerging Markets Index
  • iShares MSCI EAFE Index
  • iShares Barclays 20+ Year Treas Bond

The top 3 ETFs for the month of  August 2017 are

  • iShares MSCI Emerging Markets Index
  • iShares MSCI EAFE Index
  • iShares Russell 1000 Index

The top 3 ETFs for the month of July 2017 are

  • iShares MSCI Emerging Markets Index
  • iShares MSCI EAFE Index
  • iShares Russell 1000 Index

The top 3 ETFs for the month of June 2017 are

  • iShares MSCI Emerging Markets Index
  • iShares MSCI EAFE Index
  • SPDR Gold Shares

The top 3 ETFs for the month of May 2017 are

  • iShares MSCI Emerging Markets Index
  • iShares MSCI EAFE Index
  • iShares Russell 1000 Index

The top 3 ETFs for the month of April 2017 are

  • iShares Russell 2000 Index
  • iShares Russell 1000 Index
  • iShares MSCI EAFE Index

The top 3 ETFs for the month of March 2017 are

  • iShares Russell 2000 Index
  • iShares Russell 1000 Index
  • PowerShares DB Commodity Index Tracking

The top 3 ETFs for the month of February 2017 are

  • iShares Russell 2000 Index
  • PowerShares DB Commodity Index Tracking
  • iShares Russell 1000 Index

The top 3 ETFs for the month of January 2017 are

  • iShares Russell 2000 Index
  • PowerShares DB Commodity Index Tracking
  • iShares Russell 1000 Index

The top 3 ETFs for the month of December 2016 are

  • iShares Russell 2000 Index
  • iShares Russell 1000 Index
  • iShares MSCI Emerging Markets Index

The top 3 ETFs for the month of November 2016 are

  • iShares MSCI Emerging Markets Index
  • iShares Russell 2000 Index
  • iShares Russell 1000 Index

The top 3 ETFs for the month of October 2016 are

  • iShares MSCI Emerging Markets Index
  • iShares Russell 2000 Index
  • iShares Barclays 20+ Year Treas Bond

The top 3 ETFs for the month of September 2016 are

  • iShares MSCI Emerging Markets Index
  • iShares Russell 2000 Index
  • PowerShares DB Commodity Index Tracking

The top 3 ETFs for the month of August 2016 are

  • iShares MSCI Emerging Markets Index
  • SPDR Dow Jones REIT
  • iShares Russell 2000 Index

The top 3 ETFs for the month of July 2016 are

  • iShares MSCI Emerging Markets Index
  • PowerShares DB Commodity Index Tracking
  • SPDR Gold Shares

The top 3 ETFs for the month of June 2016 are

  • SPDR Gold Shares
  • PowerShares DB Commodity Index Tracking
  • iShares MSCI Emerging Markets Index

The top 3 ETFs for the month of May 2016 are

  • SPDR Gold Shares
  • iShares Barclays 20+ Year Treas Bond
  • SPDR Dow Jones REIT

The top 3 ETFs for the month of April 2016 are

  • SPDR Gold Shares
  • iShares Barclays 20+ Year Treas Bond
  • SPDR Dow Jones REIT

The top 3 ETFs for the month of March 2016 are

  • SPDR Gold Shares
  • iShares Barclays 20+ Year Treas Bond
  • SPDR Dow Jones REIT

The top 3 ETFs for the month of February 2016 are

  • SPDR Dow Jones REIT
  • iShares Barclays 20+ Year Treas Bond
  • SPDR Barclays 1-3 Month T-Bill

The top 3 ETFs for the month of January 2016 are

  1. SPDR Dow Jones REIT
  2. SPDR Barclays 1-3 Month T-Bill
  3. iShares Barclays 20+ Year Treas Bond

The top 3 ETFs for the month of December 2015 are

  1. SPDR Dow Jones REIT
  2. iShares Barclays 20+ Year Treas Bond
  3. iShares Russell 1000 Index

The top 3 ETFs for the month of November 2015 are

  1. SPDR Dow Jones REIT
  2. iShares Barclays 20+ Year Treas Bond
  3. SPDR Barclays 1-3 Month T-Bill

The top 3 ETFs for the month of October 2015 are

  1. SPDR Barclays 1-3 Month T-Bill
  2. iShares Barclays 20+ Year Treas Bond
  3. SPDR Dow Jones REIT

The top 3 ETFs for the month of September 2015 are

  1. SPDR Barclays 1-3 Month T-Bill
  2. iShares Russell 1000 Index
  3. SPDR Gold Shares

The top 3 ETFs for the month of August 2015 are

  1. iShares MSCI EAFE Index
  2. iShares Russell 2000 Index
  3. iShares Russell 1000 Index

The top 3 ETFs for the month of July 2015 are

  1. iShares Russell 2000 Index
  2. iShares MSCI EAFE Index
  3. iShares Russell 1000 Index

The top 3 ETFs for the month of June 2015 are

  1. iShares MSCI EAFE Index
  2. iShares MSCI Emerging Markets Index
  3. iShares Russell 2000 Index

The top 3 ETFs for the month of May 2015 are

  1. iShares MSCI EAFE Index
  2. iShares MSCI Emerging Markets Index
  3. iShares Russell 2000 Index

The top 3 ETFs for the month of April 2015 are

  1. iShares Barclays 20+ Year Treas Bond
  2. SPDR Dow Jones REIT
  3. iShares Russell 2000 Index

The top 3 ETFs for the month of  March 2015 are

  1. SPDR Dow Jones REIT
  2. iShares Barclays 20+ Year Treas Bond
  3. iShares Russell 2000 Index

The top 3 ETFs for the month of February 2015 are

  1. ishares Barclays 20+ Year Treas Bond
  2. SPDR Dow Jones REIT
  3. ishares Russell 1000 Index

The top 3 ETFs for the month of  January 2015 are

  1. SPDR Dow Jones REIT
  2. iShares Barclays 20+ Year Treas Bond
  3. iShares Russell 2000 Index

The top 3 ETFs for the month of  December 2014 are

  1. SPDR Dow Jones REIT
  2. iShares Barclays 20+ Year Treas Bond
  3. iShares Russell 1000 Index

The top 3 ETFs for the month of November 2014 are

  1. SPDR Dow Jones REIT
  2. iShares Barclays 20+ Year Treas Bond
  3. iShares Russell 1000 Index

The top 3 ETFs for the month of October 2014 are:

  1. ishares Barclays 20+ year Treasury Bond
  2. ishares Russell 1000 Index ETF
  3. ishares MSCI Emerging Markets Index ETF

The top three ETFs for the month of September 2014 are:

  1. ishares MSCI Emerging Markets Index ETF
  2. ishares Barclays 20+ year Treasury Bond
  3. SPDR Dow Jones REIT ETF

The top three ETFs for the month of August 2014 are:

  1. ishares MSCI Emerging Markets Index ETF
  2. SPDR Dow Jones REIT ETF
  3. ishares Barclays 20+ year Treasury Bond

The top three ETFs for the month of July 2014 are:

  1. ishares MSCI Emerging Markets Index ETF
  2. SPDR Dow Jones REIT ETF
  3. ishares Russell 1000 Index ETF

The top three ETFs for the month of June 2014 are:

  1. SPDR Dow Jones REIT ETF
  2. ishares Barclays 20+ Treasury Bond
  3. ishares Russell 1000 Index ETF

The top three ETFs for the month of  May 2014 are:

  1. SPDR Dow Jones REIT ETF
  2. ishares Barclays 20+ Treasury Bond
  3. ishares Russell 1000 Index ETF

The top three ETFs for the month of April 2014 are:

  1. ishares Russell 1000 Index ETF
  2. ishares Russell 2000 Index ETF
  3. SPDR Dow Jones REIT ETF

The top three ETFs for the month of March 2014 are:

  1. ishares Russell 1000 Index ETF
  2. ishares Russell 2000 Index ETF
  3. SPDR Dow Jones REIT ETF

The top three ETFs for the month of February 2014 are:

  1. ishares Russell 2000 Index ETF
  2. ishares Russell 1000 Index ETF
  3. ishares MSCI EAFE ETF

The top three ETFs for the month of January 2014 are:

  1. ishares MSCI EAFE ETF
  2. ishares Russell 2000 Index ETF
  3. ishares Russell 1000 Index ETF

The top three ETFs for the month of December 2013 are:

  1. ishares Russell 2000 Index ETF
  2. ishares MSCI EAFE ETF
  3. ishares Russell 1000 Index ETF

The top three ETFs for the month of November 2013 are:

  1. ishares Russell 2000 Index ETF
  2. ishares MSCI EAFE ETF
  3. ishares Russell 1000 Index ETF

The top 3 ETFs for the month of October 2013 are:

  1. ishares Russell 2000 Index ETF
  2. ishares Russell 1000 Index ETF
  3. ishares MSCI EAFE ETF

The top 3 ETFs for the month of September 2013 are:

  1. ishares Russell 2000 Index ETF
  2. ishares Russell 1000 Index ETF
  3. ishares MSCI EAFE ETF

The top 3 ETFs for the month of August 2013 are:

  1. ishares Russell 2000 Index ETF
  2. ishares Russell 1000 Index ETF
  3. ishares MSCI EAFE ETF

The top 3 ETFs for the month of July 2013 are:

  1. ishares Russell 2000 Index ETF
  2. ishares Russell 1000 Index ETF
  3. SPDR Dow Jones REIT ETF

The top 3 ETFs for the month of June 2013 are:

  1. ishares Russell 2000 Index ETF
  2. ishares Russell 1000 Index ETF
  3. SPDR Dow Jones REIT ETF

The top 3 ETFs for the month of May 2013 are:

  1. SPDR Dow Jones REIT ETF
  2. ishares Russell 2000 Index ETF
  3. ishares Russell 1000 Index ETF

The top 3 ETFs for the month of April 2013 are:

  1. ishares Russell 2000 Index ETF
  2. ishares Russell 1000 Index ETF
  3. ishares MSCI EAFE ETF

The top 3 ETFs for the month of March 2013 are:

  1. ishares MSCI EAFE Index ETF
  2. ishares Russell 2000 Index ETF
  3. ishares Russell 1000 Index ETF

The top 3 ETFs for the month of February 2013 are:

  1.  ishares MSCI EAFE Index ETF 
  2.  ishares MSCI Emerging Markets ETF 
  3.  ishares Russell 2000 Index ETF 

The top 3 ETFs for the month of January 2013 are:

  1.  ishares MSCI EAFE Index ETF 
  2.  ishares MSCI Emerging Markets ETF 
  3.  ishares Russell 2000 Index ETF 
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