COMPOSITE MACRO ETF CUMULATIVE RETURN MOMENTUM (08.23.2015)

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Here is the updated list of composite ETF components.


# ================================================================== #
# symbol management

cat = {
       'Large Cap'             :['SPY','IVV','VOO','IWB'],
       'Mid Cap'               :['MDY','IJH','VO','IWR'], 
       'Small Cap'             :['IWM','IJR','VB'],
       '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','FXD','VCR','RTH','IYC'],
       'Consumer Staples'      :['XLP','FXG','VDC','ECON','IYK'],           
       'Energy'                :['XLE','IPW','XOP','VDE','IYE','XC','OIH'],  
       
       'Financials'            :['XLF','KBE','KIE','IYG','KRE'],
       'Healthcare'            :['XLV','XBI','IBB'],
       'Industrial'            :['XLI','IYT','VIS','IYJ'],
       'Materials'             :['XLB','XHB','XME','IGE','MOO','GDX','GDXJ'],
       'Technology'            :['XLK','SMH','HACK','FDN'],
       'Telecom'               :['IYZ','IXP','VOX'],                        
       'Utilities'             :['IDU','XLU','VPU'],
       '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']
        }

LAST 1260 TRADING DAYS (5 YEARS)

Source: Yahoo Finance

LAST 504 TRADING DAYS (2 YEARS)

Source: Yahoo Finance

LAST 252 TRADING DAYS (1 YEAR)

Source: Yahoo Finance

LAST 126 TRADING DAYS (6 MONTHS)

Source: Yahoo Finance

LAST 63 TRADING DAYS (3 MONTHS)

Source: Yahoo Finance

LAST 21 TRADING DAYS (1 MONTH)

Source: Yahoo Finance

LAST 10 TRADING DAYS

Source: Yahoo Finance