Week 2012-02-03
Stay in EWM
TickerDate InDate OutPrice InPrice Out Div %GainROI
EWO 2002-12-31 2003-02-14 7.7200 7.9200 0.00 0.20 2.6
SHY 2003-02-14 2003-02-28 68.2600 68.4400 0.00 0.18 0.3
EWO 2003-02-28 2003-03-14 8.1100 7.8100 0.00 -0.30 -3.7
SHY 2003-03-14 2003-03-28 68.3100 68.5400 0.00 0.23 0.3
EWO 2003-03-28 2003-06-06 8.0000 9.9400 0.00 1.94 24.3
EWZ 2003-06-06 2003-06-20 9.7300 9.3600 0.00 -0.37 -3.8
EWP 2003-06-20 2003-07-03 19.8700 19.8000 0.00 -0.07 -0.4
EWZ 2003-07-03 2003-12-31 9.6400 15.4800 0.00 5.84 60.6
EWZ 2003-12-31 2004-04-16 15.4800 14.3500 0.00 -1.13 -7.3
EWT 2004-04-16 2004-04-23 11.3100 11.2000 0.00 -0.11 -1.0
EWY 2004-04-23 2004-04-30 28.0100 25.4500 0.00 -2.56 -9.1
EWD 2004-04-30 2004-05-21 15.0900 14.9300 0.00 -0.16 -1.1
EWO 2004-05-21 2004-12-31 14.2400 21.0200 0.00 6.78 47.6
EWO 2004-12-31 2005-03-24 21.0200 20.7100 0.00 -0.31 -1.5
EWZ 2005-03-24 2005-12-31 20.1400 32.3300 0.00 12.19 60.5
EWZ 2005-12-31 2006-08-25 32.3300 36.4000 0.00 4.07 12.6
EWW 2006-08-25 2006-09-08 39.8500 38.3700 0.00 -1.48 -3.7
EWN 2006-09-08 2006-09-15 22.0800 22.7200 0.00 0.64 2.9
EWW 2006-09-15 2006-10-06 41.2400 41.8200 0.00 0.58 1.4
FXI 2006-10-06 2006-12-31 26.0900 37.2700 0.00 11.18 42.9
FXI 2006-12-31 2007-03-02 37.2700 29.3500 0.00 -7.92 -21.3
EWS 2007-03-02 2007-03-16 10.1100 10.9100 0.00 0.80 7.9
EWW 2007-03-16 2007-03-30 49.4700 53.9000 0.00 4.43 9.0
EWM 2007-03-30 2007-05-18 10.0900 11.2500 0.00 1.16 11.5
EWW 2007-05-18 2007-06-29 58.7300 60.2700 0.00 1.54 2.6
PGJ 2007-06-29 2007-07-27 26.1100 26.0900 0.00 -0.02 -0.1
FXI 2007-07-27 2007-12-07 44.5600 60.0400 0.00 15.48 34.7
EWZ 2007-12-07 2007-12-31 79.1800 76.2600 0.00 -2.92 -3.7
EWZ 2007-12-31 2008-07-25 76.2600 72.6700 0.00 -3.59 -4.7
SHY 2008-07-25 2008-08-01 80.6600 80.7900 0.00 0.13 0.2
EWZ 2008-08-01 2008-08-08 71.2700 67.8800 0.00 -3.39 -4.8
SHY 2008-08-08 2008-12-31 80.7600 83.3900 0.00 2.63 3.3
SHY 2008-12-31 2009-07-24 83.3900 83.6400 0.00 0.25 0.3
EWM 2009-07-24 2009-09-04 9.6500 10.0400 0.00 0.39 4.0
FXI 2009-09-04 2009-09-11 42.3600 42.2221 0.00 -0.14 -0.3
EWZ 2009-09-11 2009-12-31 62.8900 74.6100 3.49 11.72 22.1
EWZ 2009-12-31 2010-01-22 74.6100 67.8044 0.15 -6.81 -9.0
EWO 2010-01-22 2010-02-05 19.9385 18.1399 0.00 -1.80 -9.0
EWY 2010-02-05 2010-02-12 44.4386 46.7950 0.00 2.36 5.3
EWW 2010-02-12 2010-02-19 48.2397 49.1001 0.00 0.86 1.8
EWZ 2010-02-19 2010-02-26 69.4981 69.4630 0.00 -0.04 -0.1
EWS 2010-02-26 2010-03-05 11.0850 11.3001 0.00 0.22 1.9
EWZ 2010-03-05 2010-04-09 72.3286 75.4950 0.00 3.17 4.4
EWW 2010-04-09 2010-04-16 55.1269 53.9204 0.00 -1.21 -2.2
EWA 2010-04-16 2010-05-07 24.1261 22.0050 0.00 -2.12 -8.8
EWW 2010-05-07 2010-07-02 51.3129 49.0807 0.43 -2.23 -3.9
EWM 2010-07-02 2010-07-23 11.4069 12.1808 0.00 0.77 6.8
EZA 2010-07-23 2010-07-30 60.7987 61.5702 0.00 0.77 1.3
EWM 2010-07-30 2010-10-08 12.4751 13.9432 0.00 1.47 11.8
EZA 2010-10-08 2010-10-22 68.5941 68.1644 0.00 -0.43 -0.6
EWM 2010-10-22 2010-12-23 13.9873 14.0359 0.00 0.05 0.3
EZA 2010-12-23 2010-12-31 72.2100 74.6800 0.00 2.47 3.4
EZA 2010-12-31 2011-01-07 74.6800 70.9300 0.00 -3.75 -5.0
EWM 2011-01-07 2011-04-08 14.6949 14.8302 0.00 0.14 0.9
EWD 2011-04-08 2011-05-06 33.5776 34.2426 0.00 0.66 2.0
EWY 2011-05-06 2011-05-27 65.8129 65.7416 0.00 -0.07 -0.1
EWD 2011-05-27 2011-06-10 34.6740 31.7801 0.00 -2.89 -8.3
EWO 2011-06-10 2011-06-24 22.4560 21.3132 1.70 -1.14 -3.4
EWY 2011-06-24 2012-02-04 62.7450 59.0300 0.00 -3.72 -5.9
EWL 2011-08-12 2012-02-04 24.0215
EWM 2011-08-19 2012-02-04 14.5900
EWL 2011-08-26 2012-02-04 24.0215
EWW 2011-09-02 2012-02-04 60.9600
EWM 2011-09-09 2012-02-04 14.5900
SHY 2011-09-16 2012-02-04 84.5200
EWA 2011-10-28 2012-02-04 24.0200
SHY 2011-11-04 2012-02-04 84.5200
EWM 2012-01-27 2012-02-04 14.5900

The 9/11/2009 EWZ entry is the first live, post-discovery position. Before that, the listed prices are the adjusted close price in the first trading day after the decision. The Price Out on the 9/4/2009 FXI position is the real FolioFN price.

Prices for the live entries from are my actual trades. Life permitting, these will generally be made in the 11 AM FolioFn trade window of the next trading day. The dividend entry will be % of purchase price and won't be listed until after the end of the month.


YearGAGR
2003 90.1
2004 21.8
2005 58.2
2006 61.6
2007 37.4
2008 -6.1
2009 27.0
2010 0.9
2011 -13.5
2012 -5.9

The gains in the table below are the raw, not-normalized percent gains for the stated periods. "235" is the gain from today minus 235 trading days to today. "200" is the gain from today minus 200 trading days to today. This must be positive for the ETF to be picked (except SHY). (By "today", I mean the decision day, normally Friday, not the day you are reading this.)

The "Score" is the "235" gain. Add another 6% to the Score on the ETF that is currently held (that is, multilply the score by 1.06) to get its Juiced Score. (The 6% is called the "step" in the Wave machine.) Sort by the Juiced Score and buy the highest ranked ETF, skipping any with "200" gain not positive (except SHY, which is our fallback position).

There was no real science to the ETF list selection. They Seemed Like A Good Idea At The Time®. It is basically other national economies plus SHY.

ETFGainScoreCur
ETF
Juiced
Score
Rank
235 days200 days
EWMiShares MSCI Malaysia Index8.5%3.7%8.5Yes8.981
EZAiShares MSCI South Africa Index6.5%1.9%6.56.542
EWYiShares MSCI South Korea Index4.5%-8.4%4.54.533
EWWiShares MSCI Mexico Investable Mkt Idx2.4%-1.1%2.42.404
SHYiShares Barclays 1-3 Year Treasury Bond1.4%1.2%1.41.435
EWSiShares MSCI Singapore Index1.2%-5.5%1.21.196
EWUiShares MSCI United Kingdom Index0.3%-0.5%0.30.347
EWAiShares MSCI Australia Index-1.3%-6.4%-1.3-1.278
FXIiShares FTSE/Xinhua China 25 Index-2.2%-8.0%-2.2-2.179
IOOiShares S&P Global 100 Index-2.3%-2.0%-2.3-2.3010
EWLiShares MSCI Switzerland Index-3.8%-5.4%-3.8-3.8411
EWZiShares MSCI Brazil Index-4.5%-8.9%-4.5-4.4912
EWHiShares MSCI Hong Kong Index-5.1%-8.8%-5.1-5.0713
EWTiShares MSCI TAIWAN Index-6.2%-7.4%-6.2-6.2314
EWDiShares MSCI Sweden Index-6.6%-10.9%-6.6-6.5915
IEViShares S&P Europe 350 Index-7.9%-9.3%-7.9-7.9416
EWGiShares MSCI Germany Index-10.0%-11.9%-10.0-9.9617
EWKiShares MSCI Belgium Investable Mkt Idx-10.6%-16.1%-10.6-10.5618
PGJPowerShares Gldn Dragon Halter USX China-14.1%-19.8%-14.1-14.1219
EWNiShares MSCI Netherlands Invstbl Mkt Idx-14.1%-15.5%-14.1-14.1320
EWJiShares MSCI Japan Index-14.2%-1.6%-14.2-14.2021
EWPiShares MSCI Spain Index-14.2%-15.9%-14.2-14.2022
FEZSPDR DJ EURO STOXX 50-15.2%-15.9%-15.2-15.2123
EWQiShares MSCI France Index-15.8%-16.4%-15.8-15.8424
EWOiShares MSCI Austria Investable Mkt Idx-23.0%-24.9%-23.0-22.9725
EWIiShares MSCI Italy Index-23.1%-24.1%-23.1-23.1226