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Richard Shaw's  Instablog

Richard is a principal of QVM Group LLC (http://www.qvmgroup.com/QVMinvest/), a fee-based investment advisor based in Connecticut with clients across the country. He provides investment coaching to "do-it-yourself" investors, and manages portfolios for those who prefer not to make... More
  • What’s All UP? 0 comments
    May 21, 2009 12:11 PM | about stocks: AGG, BND, BSV, CFT, CIU, CSJ, MBB, PVI, PZA, SHM, SHV, SHY

    Fixed income continues to be the steady upward asset, but not all fixed income.

    Sorting through the 270 ETFs with at least $1 million per day in trading volume, looking for those that are strongly upward moving, we find these 13 hitting on all cylinders:

    [image available at QVM site]

    Criterion Tests:

    In addition to the liquidity of $1 million per day in volume, we used this stringent test to identify the strongest ETFs in term of established upward trend:

    • 40-wk average for this week > 40-wk average for 4 weeks ago
    • 20-wk average for this week > 20-wk average for 4 weeks ago
    • 10-wk average for this week > 10-wk average for 4 weeks ago
    • 5-wk average for this week > 5-wk average for 4 weeks ago
    • 40-wk average for this week > 40-wk average for 2 weeks ago
    • 20-wk average for this week > 20-wk average for 2 weeks ago
    • 10-wk average for this week > 10-wk average for 2 weeks ago
    • 5-wk average for this week > 5-wk average for 2 weeks ago
    • price > 40-wk average
    • 5-wk average > 40-wk average
    • 10-wk average > 40-wk average
    • 20-wk average > 40-wk average
    • price > 5-wk average
    • 5-wk average  > 10-wk average
    • 10-wk average  > 20-wk average

    There are others that are in various stages of approach to these conditions, but these 13 are the ones that are there as of this time.

    Securities mentioned: AGG, BND, BSV, CFT, CIU, CSJ, MBB, PVI, PZA, SHM, SHV, SHY

    Richard Shaw
    QVM Group LLC

    disclosure: we own AGG and BND in various managed accounts

    Stocks: AGG, BND, BSV, CFT, CIU, CSJ, MBB, PVI, PZA, SHM, SHV, SHY
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