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Systematic Trading of the 200 day simple moving average, ETF’s (QQQQ)

|Includes:EPP, EWA, EWW, EWY, FXI, GLD, IJH, ILF, IYM, MDY, OIH, SLV, SPDR S&P 500 Trust ETF (SPY), XLB
Systematic trading using the 200 day simple moving average is used by many of the largest college endowments, money managers and registered investment advisors. I am opposed to using one system for all assets, but the 200 day simple moving average system and versions of it is an excellent trading plan.
Versions include confirmation of a few days of consecutive days above or below and also another short term moving average combination.
The recent run in the markets since the March 6th 2009 lows issued Buy signals on various dates in April and May.
The below chart shows the current 200 day simple moving average condition on the 40 most actively traded ETF’s.
Security Name
Above200
Below200
Percent
Ticker Symbol
IShares Australia
1
0
1.392
EWA
IShares Latin America
1
0
1.3501
ILF
IPath India Index
1
0
1.3404
INP
IShares Pacific ex Japan
1
0
1.3284
EPP
IShares Mexico
1
0
1.2977
EWW
IShares Basic Materials
1
0
1.2865
IYM
SPDR Metal & Mining
1
0
1.2825
XME
SPDR International Real Estate
1
0
1.2615
RWX
IShares United Kingdom
1
0
1.2551
EWU
IShares DJ Real Estate
1
0
1.2523
IYR
IShares 25 Index
1
0
1.2484
FXI
Oil Service Holders
1
0
1.2324
OIH
EWY
1
0
1.2305
EWY
SPDR Consumer Descretionary
1
0
1.2291
XLY
IShares Taiwan
1
0
1.228
EWT
IShares South Africa
1
0
1.2249
EZA
NDX 100
1
0
1.214
QQQQ
IShares MSCI EAFE
1
0
1.2118
EFA
SPDR Indutrial Sector
1
0
1.2096
XLI
IShares Hong Kong
1
0
1.209
EWH
IShares Financial Sector
1
0
1.2054
IYF
IShares Germany
1
0
1.2041
EWG
SPDR Technology
1
0
1.2039
XLK
SPDR Materials
1
0
1.2012
XLB
IShares Silver
1
0
1.1983
SLV
Ishares DJ Transportation
1
0
1.1959
IYT
IShares Mid Cap 400
1
0
1.1883
IJH
SPDR Mid Cap
1
0
1.1881
MDY
Diamond Trust DOW
1
0
1.1836
DIA
IShares S&P 500 Growth
1
0
1.1803
IVW
S&P 500
1
0
1.1755
SPY
Semiconductor Holders
1
0
1.1711
SMH
SPDR Gold Shares
1
0
1.1653
GLD
SPDR S&P Homebuilders
1
0
1.1558
XHB
Energy Select SPDR
1
0
1.1555
XLE
US Oil
1
0
1.1529
USO
Ishares S&P Small Cap 600
1
0
1.1439
IJR
SPDR Consumer Staples
1
0
1.1407
XLP
SPDR Healthcare
1
0
1.1244
XLV
DB Commodity Index
1
0
1.0931
DBC
Pharmaceutical Holders
1
0
1.0492
PPH
IShares MSCI Japan
1
0
1.0479
EWJ
 
The week ending November 13, 2009 saw all 40 most actively traded ETF’s all above their 200 day simple moving average. ( A “1” indicates above the 200 day SMA, a “0” indicates below the 200 day SMA) The third column indicates percent above or below 200 day SMA.
The percentage above the 200 day moving average varies from 4% to 39%.
This is a snap shot and you should be aware that this condition can change and will change any day in the future.
We monitor the 200 day moving average daily along with a number of other systematic trading plans.
There is No “Holy Grail” in trading systems. Do not use the 200 day SMA or any other systematic trading system without proper research on the asset.
For questions on systematic trading, contact mark@seleznovcapitaladvisors.com
Stocks: SPY, ILF, IYM, OIH, EWY, EWA, FXI, EWW, EPP, SLV, GLD, MDY, IJH, XLB