ETF Rankings Update (1/6/2017)

The ETF rankings update (1//6/2017) is ready and appears below.
Before getting into the rankings, a 40 page PDF is available that describes the ETF Rotational Trading System in great detail. It should be your guide should you wish to follow these rankings and understand why and how they were developed. The document deals with issues such as momentum trading, how the DMS system was developed, trade-offs in the development process and lots of graphs and tables of historical testing.
To the extent that you are new to the system, please read the PDF to understand the trading cycle and various acronyms and definitions that are used below.
ETF Rankings Update
For the time being, only TN1 (Trading Normal, one position) is being tracked. The three highest ranked ETFs are shown in the table below for the most recent week. Prior weeks show what previous rankings were. The rank column in the table has the number one ranked ETF colored either light blue or light orange. That coloring is to differentiate between trade days and non-trade days. For purposes of backtesting only trade days were traded. The trade day falls on the last Friday of each month. In the table below, 12/30/2016 was the trade day. On that day, RSX was the top-ranked ETF according to the momentum algorithm. RSX remains at the top as of the current ranking on 1/6/2017, a non-trade day.

This post was published at Economic Noise on January 7, 2017.