Composite Macro ETF Cumulative Return Momentum (08.16.2015)
/Here are the updated ETF components I'm using to construct the ETF composites.
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’Large Cap’ :[‘SPY’],
‘Mid Cap’ :[‘MDY’],
‘Small Cap’ :[‘IWM’],
‘Global Equity’ :[‘VEU’,’ACWI’,’VXUS’,’DGT’],
‘AsiaPac Equity’ :[‘EWT’,’EWY’,’EWA’,’EWS’,’AAXJ’,’FXI’,’EWH’,’EWM’,’EPI’,’INDA’,’RSX’],
‘Europe Equity’ :[‘FEZ’,’EZU’,’VGK’,’HEDJ’,’EWU’,’EWI’,’EWP’,’EWQ’,’EWL’,’EWD’],
‘Emerging | Frontier’ :[‘EWZ’,’EWW’,’ECH’,’GAF’,’FM’,’EEM’,’VWO’],
‘Real Estate’ :[‘RWO’,’RWX’,’RWR’,’IYR’,’VNQ’],
‘Consumer Discretionary’:[‘XLY’,’XRT’],
‘Consumer Staples’ :[‘XLP’,’FXG’],
‘Energy’ :[‘XLE’,’IPW’,’XOP’],
‘Financials’ :[‘XLF’,’KBE’,’KIE’,’IYG’,’KRE’],
‘Healthcare’ :[‘XLV’,’XBI’,’IBB’],
‘Industrial’ :[‘XLI’,’IYT’],
‘Materials’ :[‘XLB’,’XHB’,’XME’,’IGE’,’MOO’,’GDX’,’GDXJ’],
‘Technology’ :[‘XLK’,’SMH’,’HACK’,’FDN’],
‘Telecom’ :[‘IYZ’],
‘Utilities’ :[‘IDU’,’XLU’],
‘Oil | Gas’ :[‘UNG’,’BNO’,’OIL’],
‘Precious Metals’ :[‘GLD’,’SLV’,’IAU’],
‘Technology’ :[‘XLK’,’SMH’,’HACK’,’FDN’],
‘Bonds’ :[‘TLT’,’AGG’,’JNK’,’LQD’],
‘T-Bond Yields’ :[‘^TYX’,’^TNX’,’^FVX’]
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