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Relative Performance chart (weekly) of leading sectors using Vanguard sector ETFs from March bottom. From top to bottom along right axis - VCR, VGT, VAW, VOX, VDE.

Oops! Looks like the silver train's leaving the station without most of my load.

Nothing quite that specific that I can put my fingers on, but there is quite a bit of research similar to the paper that I've attached that supports the general premise. See what you think.

Relative Performance chart (weekly) of leading sector ETFs since March bottom. From top to bottom at right axis - VCR, VGT, VAW, VOX. Select subsector/industry leaders - GDXJ, ARKW, ITB, XBI.

I looked around and none of the free sources I found have a ready-to-import source. I'm looking for something that I can quickly merge with my eod quote database on a nightly basis.

Thanks. Do you know how up to date their constituent lists and weightings are kept? Some funds change more frequently than others.

Has anyone used ETF constituent volume - weighted or raw - from MasterData or any other source?

I'm down to 25% of my original stake in GDX after selling 50% last Wednesday and 25% yesterday. Still looking to get back in at lower prices, but the only characteristic of a SLV blowoff so far is on the upside. :(

Good advice. Do you think they'll announce it during retail hours?

I realize that, but I'm sure you've seen plenty of moves go parabolic without overhead resistance and then sell off hard, and churn around before eventually continuing higher. It's one of the most surefire ways I know of to sell and buy back in at lower prices. While no wager is ever a...

Very insightful perspective. Thanks. While trending that "volatility" becomes octane, right? Since late March XBI is up over 60%; IBB not quite 40%. Of course, all trend are different and volatility varies over the course of a trend, and everyone's definition of a trend is different.

I realize that the silver/gold ratio is yet to reach traditional levels, but last week's move sure looked like a blow-off to me that would retrace and possibly churn for awhile. I lightened my GDX position on Wednesday a bit early it seems. The action on Thursday and Friday did make me think...

It's the same correlation formula that I use. I just don't ever remember having seen it referenced appropriately. I've been using beta to quantify volatility/systematic risk.

Somebody with access to lots of information looks at the minute details of these businesses and then says ... "uh, ok this one goes here". I'm sure it's a toss-up in some cases, but there is more than meets the retail eye with regard to the machinations of these LARGE integrated businesses...

Back in the 90s, I susbscribed to a mutual fund database and analysis program called "Investor's FastTrack". That was before and at the very beginning of the advent of ETFs. It was my first exposure to ranking and switching algorithms, and to the research on industry/sector trend and relative...

Right. While I use the Vanguard sector funds for tracking, I'll often buy the SPDRs because of better spreads and overall liquidity. In fact, I bought XLY in April instead of VCR, but later "upgraded" to ITB and a couple stocks in the sector. Are your ranking period(s) static/pre-determined or...

Sounds very similar to my more subjective manual approach. It would be interesting to compare notes from time to time. Here's the top-level viewpoint that I use to lead me to other subsector and industry ETFs and occasionally to constituent stocks. It's my way of getting an all-in-one view of...

I'll be looking for information re: Pearson correlation - a volatility-adjusted measure, I assume? On my candlestick charts, I track correlation and beta (calculated on a rolling 6-month period). I'm showing XBI:IBB correlation of 0.99, beta 1.18. Curious where do you source your...