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[About This Newsletter]
DECISION POINT
RYDEX TRACKER DAILY REPORT
Thursday, 10/29/2009
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The Decision Point Rydex Tracker is a daily publication specializing in
the Rydex mutual funds. It provides momentum analysis, relative strength
ranking, and BUY and SELL Signals. This newsletter is included as part of a
DecisionPoint.com web site subscription.
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INFORMATION CONTAINED HEREIN IS TO ASSIST FURTHER RESEARCH AND IS NEITHER A
SOLICITATION NOR RECOMMENDATION TO BUY OR SELL ANY SECURITY. PAST
PERFORMANCE IS NO GUARANTEE OF FUTURE RESULTS.
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DISTRIBUTIONS: None today.
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TODAY'S RESULTS AND PRICE CHANGE ANALYSIS
10/29 WTD MTD YTD
Close $ %age %Price %Price %Price
Name Sym NAV Change Change Change Change Change
---------------- ----- ------ ------ ------ ------ ------ ------
Nova RYNVX 17.69 +0.57 +3.3% -1.9% +1.4% +27%
S&P 500 RYSPX 21.19 +0.47 +2.3% -1.2% +0.8% +19%
Inv S&P 500 RYURX 38.66 -0.90 -2.3% +1.1% -1.4% -23%
Nasdaq 100 RYOCX 11.24 +0.19 +1.7% -2.4% -0.5% +40%
Inverse NDX RYAIX 17.55 -0.31 -1.7% +2.4% +0.1% -35%
S&P 500 2x RYTNX 20.16 +0.86 +4.5% -2.7% +1.4% +34%
Inv SPX 2x RYTPX 26.64 -1.26 -4.5% +2.1% -3.1% -45%
NDX 2x RYVYX 75.36 +2.51 +3.4% -4.9% -1.3% +86%
Inv NDX 2x RYVNX 8.79 -0.32 -3.5% +4.6% -0.2% -60%
Dow 2x RYCVX 15.99 +0.63 +4.1% -0.3% +5.1% +26%
Inv Dow 2x RYCWX 29.07 -1.22 -4.0% 0.0% -6.0% -38%
MidCap 1.5x RYMDX 21.44 +0.69 +3.3% -5.0% -2.9% +37%
Inv MidCap RYMHX 32.60 -0.76 -2.3% +3.2% +1.2% -30%
Russ 2000 RYRHX 19.68 +0.45 +2.3% -3.5% -3.9% +16%
R2000 1.5x RYMKX 19.94 +0.67 +3.5% -5.3% -6.1% +23%
Inv Russ2000 RYSHX 32.52 -0.81 -2.4% +3.3% +3.2% -26%
Russ 2000 2x RYRSX 98.83 +4.50 +4.8% -7.1% -8.5% +23%
Inv R2000 2x RYIRX 17.53 -0.88 -4.8% +6.6% +5.8% -51%
SPX Pure Gwth RYAWX 23.16 +0.61 +2.7% -2.2% +1.6% +38%
SPX Pure Value RYZAX 68.16 +3.28 +5.1% -3.9% -3.4% +41%
SP400 Pure Gth RYBHX 27.72 +0.76 +2.8% -4.2% -0.8% +47%
SP400 Pure Val RYAVX 24.09 +0.76 +3.3% -5.3% -6.4% +34%
SP600 Pure Gth RYWAX 25.37 +0.55 +2.2% -4.4% -4.4% +27%
SP600 Pure Val RYAZX 22.69 +0.75 +3.4% -6.9% -12.9% +51%
Banking RYKIX 45.26 +1.43 +3.3% -2.8% -2.1% -6%
Basic Matls RYBIX 39.07 +1.48 +3.9% -4.4% -0.8% +43%
Biotech RYOIX 22.43 +0.42 +1.9% -2.7% -10.7% +9%
Consumer Prd RYCIX 34.25 +0.63 +1.9% +0.3% +2.6% +16%
Electronics RYSIX 44.02 +1.07 +2.5% -3.5% -7.9% +44%
Energy RYEIX 20.45 +0.69 +3.5% -2.7% +4.0% +37%
Energy Svcs RYVIX 42.10 +1.56 +3.8% -3.8% +3.8% +65%
Financial Svcs RYFIX 68.50 +2.67 +4.1% -2.3% -1.3% +18%
Health Care RYHIX 13.64 +0.21 +1.6% -1.2% -0.9% +14%
Internet RYIIX 37.85 +0.77 +2.1% -2.6% +0.6% +54%
Leisure RYLIX 22.33 +0.71 +3.3% -3.5% -3.5% +25%
Precious Mtls RYPMX 60.46 +2.97 +5.2% -6.0% -1.0% +43%
Real Estate RYHRX 20.28 +0.80 +4.1% -2.0% -3.5% +11%
Retailing RYRIX 11.08 +0.28 +2.6% -2.6% +1.4% +37%
Technology RYTIX 10.74 +0.23 +2.2% -1.9% -0.6% +42%
Telecom RYMIX 12.90 +0.28 +2.2% -1.1% -3.3% +21%
Transport RYPIX 18.88 +0.35 +1.9% -4.0% -5.6% -1%
Utilities RYUIX 24.49 +0.25 +1.0% -1.6% -1.4% +5%
Lg Bond 1.2x RYGBX 11.68 -0.18 -1.5% -0.4% -5.3% -29%
Inv Gvt Bond RYJUX 14.47 +0.18 +1.3% +0.1% +3.2% +16%
High Yield RYHGX 20.26 +0.61 +3.1% +0.7% +3.2% +6%
Inv High Yield RYILX 42.77 -1.23 -2.8% -0.8% -3.2% -14%
St Dollar 2x RYSBX 14.69 -0.22 -1.5% +1.2% -2.7% -20%
Wk Dollar 2x RYWBX 20.54 +0.29 +1.4% -1.3% +2.0% +14%
Commodities RYMBX 16.71 +0.50 +3.1% -1.2% +8.6% +8%
Mgd Futures RYMFX 26.85 +0.01 0.0% +0.1% -1.7% -4%
All-Cap Opport RYSRX 11.20 +0.30 +2.8% -3.6% -2.1% +18%
Alt Strat Al RYFOX 20.50 +0.19 +0.9% -0.1% +0.2% +1%
All-Asset Aggr RYGHX 8.85 +0.18 +2.1% -1.8% -0.5% +16%
All-Asset Cons RYEPX 9.95 +0.09 +0.9% -0.9% -0.3% +5%
All-Asset Mod RYMLX 9.58 +0.14 +1.5% -1.3% -0.4% +10%
Global 130/30 RYQMX 8.87 +0.19 +2.2% -2.0% 0.0% +11%
Mulit-Hedge St RYMSX 20.45 +0.15 +0.7% -0.4% -0.2% -3%
Europe 1.25x RYEUX 14.54 +0.63 +4.5% -2.3% +1.0% +29%
Japan 2x RYJSX 14.42 +0.24 +1.7% -2.9% -4.1% +7%
Intl Opportun RYFHX 20.97 +0.84 +4.2% -2.3% -0.7% +33%
Average +1.7% -1.8% -1.2% +14%
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RYDEX FUNDS SORTED BY TODAY'S PERCENTAGE CHANGE
10/29 WTD MTD YTD
Close $ %age %Price %Price %Price
Name Sym NAV Change Change Change Change Change
---------------- ----- ------ ------ ------ ------ ------ ------
Precious Mtls RYPMX 60.46 +2.97 +5.2% -6.0% -1.0% +43%
SPX Pure Value RYZAX 68.16 +3.28 +5.1% -3.9% -3.4% +41%
Russ 2000 2x RYRSX 98.83 +4.50 +4.8% -7.1% -8.5% +23%
S&P 500 2x RYTNX 20.16 +0.86 +4.5% -2.7% +1.4% +34%
Europe 1.25x RYEUX 14.54 +0.63 +4.5% -2.3% +1.0% +29%
Intl Opportun RYFHX 20.97 +0.84 +4.2% -2.3% -0.7% +33%
Dow 2x RYCVX 15.99 +0.63 +4.1% -0.3% +5.1% +26%
Financial Svcs RYFIX 68.50 +2.67 +4.1% -2.3% -1.3% +18%
Real Estate RYHRX 20.28 +0.80 +4.1% -2.0% -3.5% +11%
Basic Matls RYBIX 39.07 +1.48 +3.9% -4.4% -0.8% +43%
Energy Svcs RYVIX 42.10 +1.56 +3.8% -3.8% +3.8% +65%
R2000 1.5x RYMKX 19.94 +0.67 +3.5% -5.3% -6.1% +23%
Energy RYEIX 20.45 +0.69 +3.5% -2.7% +4.0% +37%
NDX 2x RYVYX 75.36 +2.51 +3.4% -4.9% -1.3% +86%
SP600 Pure Val RYAZX 22.69 +0.75 +3.4% -6.9% -12.9% +51%
Nova RYNVX 17.69 +0.57 +3.3% -1.9% +1.4% +27%
MidCap 1.5x RYMDX 21.44 +0.69 +3.3% -5.0% -2.9% +37%
SP400 Pure Val RYAVX 24.09 +0.76 +3.3% -5.3% -6.4% +34%
Banking RYKIX 45.26 +1.43 +3.3% -2.8% -2.1% -6%
Leisure RYLIX 22.33 +0.71 +3.3% -3.5% -3.5% +25%
High Yield RYHGX 20.26 +0.61 +3.1% +0.7% +3.2% +6%
Commodities RYMBX 16.71 +0.50 +3.1% -1.2% +8.6% +8%
SP400 Pure Gth RYBHX 27.72 +0.76 +2.8% -4.2% -0.8% +47%
All-Cap Opport RYSRX 11.20 +0.30 +2.8% -3.6% -2.1% +18%
SPX Pure Gwth RYAWX 23.16 +0.61 +2.7% -2.2% +1.6% +38%
Retailing RYRIX 11.08 +0.28 +2.6% -2.6% +1.4% +37%
Electronics RYSIX 44.02 +1.07 +2.5% -3.5% -7.9% +44%
S&P 500 RYSPX 21.19 +0.47 +2.3% -1.2% +0.8% +19%
Russ 2000 RYRHX 19.68 +0.45 +2.3% -3.5% -3.9% +16%
SP600 Pure Gth RYWAX 25.37 +0.55 +2.2% -4.4% -4.4% +27%
Technology RYTIX 10.74 +0.23 +2.2% -1.9% -0.6% +42%
Telecom RYMIX 12.90 +0.28 +2.2% -1.1% -3.3% +21%
Global 130/30 RYQMX 8.87 +0.19 +2.2% -2.0% 0.0% +11%
Internet RYIIX 37.85 +0.77 +2.1% -2.6% +0.6% +54%
All-Asset Aggr RYGHX 8.85 +0.18 +2.1% -1.8% -0.5% +16%
Biotech RYOIX 22.43 +0.42 +1.9% -2.7% -10.7% +9%
Consumer Prd RYCIX 34.25 +0.63 +1.9% +0.3% +2.6% +16%
Transport RYPIX 18.88 +0.35 +1.9% -4.0% -5.6% -1%
Nasdaq 100 RYOCX 11.24 +0.19 +1.7% -2.4% -0.5% +40%
Japan 2x RYJSX 14.42 +0.24 +1.7% -2.9% -4.1% +7%
Health Care RYHIX 13.64 +0.21 +1.6% -1.2% -0.9% +14%
All-Asset Mod RYMLX 9.58 +0.14 +1.5% -1.3% -0.4% +10%
Wk Dollar 2x RYWBX 20.54 +0.29 +1.4% -1.3% +2.0% +14%
Inv Gvt Bond RYJUX 14.47 +0.18 +1.3% +0.1% +3.2% +16%
Utilities RYUIX 24.49 +0.25 +1.0% -1.6% -1.4% +5%
Alt Strat Al RYFOX 20.50 +0.19 +0.9% -0.1% +0.2% +1%
All-Asset Cons RYEPX 9.95 +0.09 +0.9% -0.9% -0.3% +5%
Mulit-Hedge St RYMSX 20.45 +0.15 +0.7% -0.4% -0.2% -3%
Mgd Futures RYMFX 26.85 +0.01 0.0% +0.1% -1.7% -4%
Lg Bond 1.2x RYGBX 11.68 -0.18 -1.5% -0.4% -5.3% -29%
St Dollar 2x RYSBX 14.69 -0.22 -1.5% +1.2% -2.7% -20%
Inverse NDX RYAIX 17.55 -0.31 -1.7% +2.4% +0.1% -35%
Inv S&P 500 RYURX 38.66 -0.90 -2.3% +1.1% -1.4% -23%
Inv MidCap RYMHX 32.60 -0.76 -2.3% +3.2% +1.2% -30%
Inv Russ2000 RYSHX 32.52 -0.81 -2.4% +3.3% +3.2% -26%
Inv High Yield RYILX 42.77 -1.23 -2.8% -0.8% -3.2% -14%
Inv NDX 2x RYVNX 8.79 -0.32 -3.5% +4.6% -0.2% -60%
Inv Dow 2x RYCWX 29.07 -1.22 -4.0% 0.0% -6.0% -38%
Inv SPX 2x RYTPX 26.64 -1.26 -4.5% +2.1% -3.1% -45%
Inv R2000 2x RYIRX 17.53 -0.88 -4.8% +6.6% +5.8% -51%
Average +1.7% -1.8% -1.2% +14%
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RYDEX FUNDS SORTED BY RELATIVE STRENGTH RANK
This section ranks the funds in relative strength order using Decision
Point's proprietary PMO (Price Momentum Oscillator).
|-RankChg| |--% Price Change-| Hot/Cold PMO
PMO 5 15 On 5 15 Group & Xover
Name/Symbol Rank Day Day 10/29 Day Day Blinkers Sgnl/Days
---------------------- -- --- --- ----- ---- ---- |---------|---------
Energy Svcs RYVIX 1 0 +3 +3.8% -7% -1% 5 -- -+ SELL 2
Dow 2x RYCVX 2 +6 +10 +4.1% -3% +3% 4 -+ -+ + SELL 3
Energy RYEIX 3 0 +13 +3.5% -5% 0% 5 -- -+ SELL 2
NDX 2x RYVYX 4 +1 +2 +3.4% -6% -1% 5 -- -+ + SELL 6
Commodities RYMBX 5 +13 +44 +3.1% -2% +7% 1 ++ ++ + BUY 23
S&P 500 2x RYTNX 6 -2 +1 +4.5% -5% 0% 5 -- -+ SELL 6
Precious Mtls RYPMX 7 -5 -6 +5.2% -7% -8% 5 -- -+ SELL 7
Europe 1.25x RYEUX 8 +1 +3 +4.5% -5% 0% 5 -- -+ + SELL 3
SPX Pure Gwth RYAWX 9 +7 +13 +2.7% -3% 0% 5 -- -+ + SELL 3
Nova RYNVX 10 +2 +8 +3.3% -4% 0% 5 -- -+ + SELL 6
SP400 Pure Gth RYBHX 11 +2 +4 +2.8% -5% -2% 5 -- -+ + SELL 6
SPX Pure Value RYZAX 12 -5 -10 +5.1% -7% -5% 5 -- -+ SELL 35
MidCap 1.5x RYMDX 13 -3 -4 +3.3% -7% -4% 5 -- -+ SELL 8
Intl Opportun RYFHX 14 +1 0 +4.2% -4% -1% 5 -- -+ + SELL 8
Internet RYIIX 15 +9 +9 +2.1% -2% 0% 5 -- -+ + SELL 3
Retailing RYRIX 16 +5 +10 +2.6% -3% -1% 5 -- -+ + SELL 3
Basic Matls RYBIX 17 -6 +4 +3.9% -6% -4% 5 -- -+ SELL 6
Consumer Prd RYCIX 18 +13 +17 +1.9% -1% +1% 4 -+ -+ + SELL 3
High Yield RYHGX 19 +14 +6 +3.1% -1% +1% 4 -+ ++ + SELL 8
Nasdaq 100 RYOCX 20 +9 +9 +1.7% -3% 0% 5 -- -+ + SELL 6
Wk Dollar 2x RYWBX 21 +13 +15 +1.4% -2% 0% 4 -+ -+ + SELL 3
S&P 500 RYSPX 22 +4 +10 +2.3% -2% 0% 5 -- -+ + SELL 6
Global 130/30 RYQMX 23 +2 +5 +2.2% -3% -2% 5 -- -+ + SELL 6
Technology RYTIX 24 +5 +6 +2.2% -3% -1% 5 -- -+ + SELL 9
Financial Svcs RYFIX 25 -2 -5 +4.1% -4% -2% 5 -- -+ SELL 35
Russ 2000 2x RYRSX 26 -20 -23 +4.8% -11% -9% 5 -- -+ SELL 34
All-Asset Aggr RYGHX 27 +9 +7 +2.1% -3% -1% 5 -- -+ + SELL 7
Real Estate RYHRX 28 0 -15 +4.1% -3% -3% 5 -- -+ SELL 34
SP600 Pure Gth RYWAX 29 -10 -12 +2.2% -6% -5% 5 -- -+ SELL 9
R2000 1.5x RYMKX 30 -16 -20 +3.5% -8% -7% 5 -- -+ SELL 34
All-Cap Opport RYSRX 31 +1 0 +2.8% -4% -3% 5 -- -+ + SELL 8
All-Asset Mod RYMLX 32 +6 +6 +1.5% -2% -1% 5 -- -+ + SELL 8
Leisure RYLIX 33 -11 -14 +3.3% -6% -5% 5 -- -+ SELL 34
All-Asset Cons RYEPX 34 +7 +7 +0.9% -1% -1% 5 -- -+ + SELL 9
SP400 Pure Val RYAVX 35 -15 -27 +3.3% -7% -6% 5 -- -+ SELL 36
Health Care RYHIX 36 +3 +6 +1.6% -2% 0% 5 -- -+ + SELL 8
Banking RYKIX 37 0 -4 +3.3% -4% -2% 5 -- -+ SELL 10
Russ 2000 RYRHX 38 -11 -15 +2.3% -5% -4% 5 -- -+ SELL 9
Utilities RYUIX 39 +4 +4 +1.0% -3% -1% 5 -- -+ + SELL 3
Alt Strat Al RYFOX 40 +5 +4 +0.9% 0% 0% 4 -+ -+ + SELL 8
Mulit-Hedge St RYMSX 41 +6 +5 +0.7% 0% -1% 5 -- -+ + SELL 7
Telecom RYMIX 42 +2 -3 +2.2% -3% -2% 5 -- -- + SELL 29
Inv Gvt Bond RYJUX 43 +6 +9 +1.3% +1% +4% 2 ++ +- + BUY 20
Japan 2x RYJSX 44 -2 +1 +1.7% -6% -3% 6 -- -- SELL 6
Transport RYPIX 45 -10 -8 +1.9% -7% -7% 6 -- -- SELL 7
Lg Bond 1.2x RYGBX 46 0 -19 -1.5% -2% -5% 6 -- -- SELL 20
Mgd Futures RYMFX 47 +1 0 0.0% 0% -2% 5 -- -- + SELL 20
SP600 Pure Val RYAZX 48 -31 -43 +3.4% -12% -13% 6 -- -- SELL 35
Electronics RYSIX 49 -9 -9 +2.5% -6% -5% 6 -- -- SELL 38
Inv Russ2000 RYSHX 50 +3 +4 -2.4% +5% +4% 2 ++ +- + BUY 34
Inv MidCap RYMHX 51 +5 +4 -2.3% +5% +2% 2 ++ +- + BUY 8
Inv R2000 2x RYIRX 52 +7 +8 -4.8% +11% +8% 2 ++ +- + BUY 34
Inverse NDX RYAIX 53 -2 0 -1.7% +3% 0% 2 ++ +- BUY 6
Inv S&P 500 RYURX 54 +1 -3 -2.3% +2% 0% 3 +- +- + BUY 6
Inv High Yield RYILX 55 -1 +1 -2.8% +1% -1% 3 +- +- BUY 21
St Dollar 2x RYSBX 56 -4 -6 -1.5% +2% 0% 3 +- +- BUY 3
Biotech RYOIX 57 -7 -9 +1.9% -5% -6% 6 -- -- SELL 36
Inv NDX 2x RYVNX 58 0 +1 -3.5% +6% 0% 2 ++ +- BUY 6
Inv SPX 2x RYTPX 59 +1 -1 -4.5% +5% -1% 3 +- +- + BUY 6
Inv Dow 2x RYCWX 60 -3 -3 -4.0% +2% -4% 3 +- +- BUY 3
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PMO (PRICE MOMENTUM OSCILLATOR) CROSSOVER SIGNALS
The PMO generates a BUY or SELL Signals when it crosses up or down through
its 10-EMA. These signals tend to be short-term in duration, but they can
last for several weeks. Do not take them at face value because they can
whipsaw quite a bit. They should be used to alert you to possible trading
opportunities not used as a mechanical trading model. Always check the daily
fund chart to verify the price pattern and the configuration of the PMO.
Signals are best when price appears extended, is near support or resistance,
and the PMO is very overbought or oversold. These signals may also be used to
manage positions based on the longer-term Price Momentum Model signals.
SUMMARY OF PMO CROSSOVER SIGNALS
Rydex Rydex
BUY SELL
Total Signals...: 12 48
% of Total......: 20% 80%
Ave Days Elapsed: 14 13
Ave High Profit.: +5% +6%
Ave Profit......: +2% +3%
Percentage of PMOs Rising ..........: 22%
Percentage of PMOs Above Zero.......: 78%
10/29 Cal
Close % Days High Today PMO
Name/Symbol NAV Change Signl Elap P/L P/L R/F Days
---------------------- ------ ------ ----- ---- ------- ------- --------
Inv Dow 2x RYCWX 29.07 -4.0% BUY 3 2.1% -2.0% R 7
St Dollar 2x RYSBX 14.69 -1.5% BUY 3 1.2% -0.3% R 6
Inv S&P 500 RYURX 38.66 -2.3% BUY 6 3.5% 1.1% R 6
Inverse NDX RYAIX 17.55 -1.7% BUY 6 4.2% 2.4% R 6
Inv SPX 2x RYTPX 26.64 -4.5% BUY 6 7.0% 2.1% R 7
Inv NDX 2x RYVNX 8.79 -3.5% BUY 6 8.5% 4.6% R 7
Inv MidCap RYMHX 32.60 -2.3% BUY 8 5.5% 3.1% R 9
Inv Gvt Bond RYJUX 14.47 +1.3% BUY 20 2.8% 1.4% R 21
Inv High Yield RYILX 42.77 -2.8% BUY 21 2.4% -1.0% R 8
Commodities RYMBX 16.71 +3.1% BUY 23 11.1% 8.6% R 0
Inv Russ2000 RYSHX 32.52 -2.4% BUY 34 4.8% 2.3% R 9
Inv R2000 2x RYIRX 17.53 -4.8% BUY 34 9.1% 3.9% R 7
Energy RYEIX 20.45 +3.5% SELL 2 4.3% 1.0% F 6
Energy Svcs RYVIX 42.10 +3.8% SELL 2 4.7% 1.0% F 6
Dow 2x RYCVX 15.99 +4.1% SELL 3 2.2% -1.8% F 7
SPX Pure Gwth RYAWX 23.16 +2.7% SELL 3 4.0% 1.4% F 6
Consumer Prd RYCIX 34.25 +1.9% SELL 3 0.9% -1.0% F 6
Internet RYIIX 37.85 +2.1% SELL 3 4.1% 2.1% F 3
Retailing RYRIX 11.08 +2.6% SELL 3 4.8% 2.4% F 8
Utilities RYUIX 24.49 +1.0% SELL 3 1.4% 0.4% F 6
Wk Dollar 2x RYWBX 20.54 +1.4% SELL 3 1.3% -0.1% F 6
Europe 1.25x RYEUX 14.54 +4.5% SELL 3 3.4% -1.0% F 6
Nova RYNVX 17.69 +3.3% SELL 6 5.0% 1.9% F 6
S&P 500 RYSPX 21.19 +2.3% SELL 6 3.4% 1.2% F 7
Nasdaq 100 RYOCX 11.24 +1.7% SELL 6 4.1% 2.4% F 6
S&P 500 2x RYTNX 20.16 +4.5% SELL 6 6.8% 2.7% F 7
NDX 2x RYVYX 75.36 +3.4% SELL 6 8.1% 4.9% F 7
SP400 Pure Gth RYBHX 27.72 +2.8% SELL 6 6.8% 4.2% F 6
Basic Matls RYBIX 39.07 +3.9% SELL 6 8.0% 4.4% F 8
Global 130/30 RYQMX 8.87 +2.2% SELL 6 4.1% 2.0% F 8
Japan 2x RYJSX 14.42 +1.7% SELL 6 4.5% 2.9% F 6
Precious Mtls RYPMX 60.46 +5.2% SELL 7 11.6% 7.1% F 9
Transport RYPIX 18.88 +1.9% SELL 7 8.9% 7.1% F 8
All-Asset Aggr RYGHX 8.85 +2.1% SELL 7 4.7% 2.7% F 8
Mulit-Hedge St RYMSX 20.45 +0.7% SELL 7 1.2% 0.5% F 9
MidCap 1.5x RYMDX 21.44 +3.3% SELL 8 8.1% 5.0% F 9
Health Care RYHIX 13.64 +1.6% SELL 8 2.8% 1.2% F 9
High Yield RYHGX 20.26 +3.1% SELL 8 2.3% -0.7% R 0
All-Cap Opport RYSRX 11.20 +2.8% SELL 8 6.0% 3.4% F 9
Alt Strat Al RYFOX 20.50 +0.9% SELL 8 1.1% 0.1% F 9
All-Asset Mod RYMLX 9.58 +1.5% SELL 8 3.0% 1.5% F 9
Intl Opportun RYFHX 20.97 +4.2% SELL 8 6.9% 3.1% F 15
Russ 2000 RYRHX 19.68 +2.3% SELL 9 7.6% 5.4% F 7
SP600 Pure Gth RYWAX 25.37 +2.2% SELL 9 8.4% 6.3% F 9
Technology RYTIX 10.74 +2.2% SELL 9 4.8% 2.7% F 9
All-Asset Cons RYEPX 9.95 +0.9% SELL 9 2.6% 1.7% F 9
Banking RYKIX 45.26 +3.3% SELL 10 6.7% 3.7% F 6
Lg Bond 1.2x RYGBX 11.68 -1.5% SELL 20 3.3% 2.1% F 21
Mgd Futures RYMFX 26.85 0.0% SELL 20 1.1% 0.9% F 20
Telecom RYMIX 12.90 +2.2% SELL 29 5.4% 3.3% F 13
R2000 1.5x RYMKX 19.94 +3.5% SELL 34 8.1% 4.9% F 9
Russ 2000 2x RYRSX 98.83 +4.8% SELL 34 11.2% 7.0% F 7
Leisure RYLIX 22.33 +3.3% SELL 34 5.3% 2.2% F 9
Real Estate RYHRX 20.28 +4.1% SELL 34 5.9% 2.1% F 14
SPX Pure Value RYZAX 68.16 +5.1% SELL 35 5.8% 1.0% F 13
SP600 Pure Val RYAZX 22.69 +3.4% SELL 35 14.8% 11.8% F 13
Financial Svcs RYFIX 68.50 +4.1% SELL 35 3.6% -0.3% F 13
SP400 Pure Val RYAVX 24.09 +3.3% SELL 36 10.0% 7.1% F 13
Biotech RYOIX 22.43 +1.9% SELL 36 13.4% 11.7% F 14
Electronics RYSIX 44.02 +2.5% SELL 38 10.3% 8.1% F 13
Average +1.7% 13 5.5% 2.8% 9
*****************************************************************************
PRICE MOMENTUM MODEL SIGNALS
The SWENLIN PRICE MOMENTUM MODEL is intended to catch long-term price moves.
Model Signals are mechanically generated by a 200-day exponential moving
average crossover in conjunction with a 10% price move in the opposite
direction of the current signal extreme. For example, assume that the current
signal is a BUY. If the price drops 10% from the signal high, and also drops
below the 200 DMA, a SELL Signal will be generated automatically. The
MOMENTUM MODEL SIGNALS work best when prices are trending and changing
direction smoothly. When prices are volatile, particularly in a 10% range,
results will be extremely poor. By design, these signals will always miss at
least the first 10% of a move. Rather than wait for a signal reversal, it is
best to use trend analysis and other indicators to decide when to exit a
position. New signals should alert you to the possibility that a change in
direction is taking place. Once alerted, watch price movement and other
indicators to determine an optimum entry point, if any.
SUMMARY OF PRICE MOMENTUM MODEL SIGNALS
Rydex Rydex
BUY SELL
Total Signals...: 43 17
% of Total......: 72% 28%
Ave Days Elapsed: 121 186
Ave High Profit.: +22% +24%
Ave Profit......: +15% +20%
Ave Rel to Stop.: +9% -4%
PRICE MOMENTUM MODEL SIGNALS
This is a list of PRICE MOMENTUM MODEL SIGNALS for the Rydex Funds.
The newest signals give notice that the trend may be in the process of
making a long-term change of direction.
THIS IS A LIST OF CANDIDATES FOR FURTHER RESEARCH AND IS NEITHER A
SOLICITATION NOR RECOMMENDATION TO BUY OR SELL THE LISTED SECURITIES.
10/29 Cal Price
Close % Days High Today Rel to
Name/Symbol NAV Change Sgnl Elap P/L P/L STOP Stop
---------------------- ------ ------ ---- ---- ------ ------ ------ -------
Commodities RYMBX 16.71 +3.1% BUY 13 3.0% 0.6% 15.39 +8.6%
Japan 2x RYJSX 14.42 +1.7% BUY 15 0.0% -7.3% 14.00 +3.0%
Lg Bond 1.2x RYGBX 11.68 -1.5% BUY 57 2.8% -4.3% 11.30 +3.4%
Banking RYKIX 45.26 +3.3% BUY 87 10.0% 3.8% 43.17 +4.8%
S&P 500 2x RYTNX 20.16 +4.5% BUY 91 24.0% 16.9% 18.24 +10.5%
Real Estate RYHRX 20.28 +4.1% BUY 91 24.3% 13.5% 18.95 +7.0%
Dow 2x RYCVX 15.99 +4.1% BUY 94 23.2% 20.0% 14.13 +13.2%
Nova RYNVX 17.69 +3.3% BUY 98 19.6% 14.6% 16.02 +10.4%
Financial Svcs RYFIX 68.50 +4.1% BUY 98 21.6% 15.7% 63.04 +8.7%
MidCap 1.5x RYMDX 21.44 +3.3% BUY 101 30.4% 20.2% 19.52 +9.9%
R2000 1.5x RYMKX 19.94 +3.5% BUY 101 28.8% 15.2% 18.86 +5.7%
SPX Pure Gwth RYAWX 23.16 +2.7% BUY 101 20.2% 16.1% 20.51 +12.9%
SP400 Pure Gth RYBHX 27.72 +2.8% BUY 101 22.8% 16.3% 24.38 +13.7%
Energy RYEIX 20.45 +3.5% BUY 101 23.6% 16.5% 18.43 +10.9%
Energy Svcs RYVIX 42.10 +3.8% BUY 101 29.1% 20.7% 37.02 +13.7%
Leisure RYLIX 22.33 +3.3% BUY 101 19.3% 11.0% 21.00 +6.3%
Retailing RYRIX 11.08 +2.6% BUY 101 17.1% 12.4% 10.01 +10.7%
Global 130/30 RYQMX 8.87 +2.2% BUY 101 13.6% 9.4% 8.29 +7.0%
Europe 1.25x RYEUX 14.54 +4.5% BUY 101 28.2% 21.5% 12.91 +12.6%
SPX Pure Value RYZAX 68.16 +5.1% BUY 105 42.9% 31.7% 59.10 +15.3%
SP600 Pure Gth RYWAX 25.37 +2.2% BUY 105 23.3% 13.0% 23.46 +8.2%
Basic Matls RYBIX 39.07 +3.9% BUY 105 25.7% 16.2% 35.56 +9.9%
Precious Mtls RYPMX 60.46 +5.2% BUY 105 31.7% 19.4% 53.40 +13.2%
All-Cap Opport RYSRX 11.20 +2.8% BUY 105 18.0% 11.3% 10.64 +5.3%
NDX 2x RYVYX 75.36 +3.4% BUY 106 36.4% 28.4% 65.24 +15.5%
SP400 Pure Val RYAVX 24.09 +3.3% BUY 106 35.5% 22.0% 21.92 +9.9%
Utilities RYUIX 24.49 +1.0% BUY 139 10.4% 5.7% 23.01 +6.4%
S&P 500 RYSPX 21.19 +2.3% BUY 150 16.7% 13.3% 19.60 +8.1%
Russ 2000 RYRHX 19.68 +2.3% BUY 150 19.5% 11.2% 18.67 +5.4%
Health Care RYHIX 13.64 +1.6% BUY 150 16.3% 12.4% 12.71 +7.3%
High Yield RYHGX 20.26 +3.1% BUY 150 11.6% 10.4% 18.42 +10.0%
All-Asset Cons RYEPX 9.95 +0.9% BUY 153 10.8% 8.7% 9.13 +9.0%
Electronics RYSIX 44.02 +2.5% BUY 155 29.3% 16.0% 42.01 +4.8%
Consumer Prd RYCIX 34.25 +1.9% BUY 156 17.2% 15.6% 31.26 +9.6%
SP600 Pure Val RYAZX 22.69 +3.4% BUY 164 58.6% 32.9% 20.91 +8.5%
Wk Dollar 2x RYWBX 20.54 +1.4% BUY 170 19.6% 16.7% 18.95 +8.4%
All-Asset Aggr RYGHX 8.85 +2.1% BUY 174 17.7% 13.8% 8.24 +7.4%
All-Asset Mod RYMLX 9.58 +1.5% BUY 174 14.4% 11.5% 8.85 +8.3%
Intl Opportun RYFHX 20.97 +4.2% BUY 174 32.4% 26.5% 18.37 +14.1%
Telecom RYMIX 12.90 +2.2% BUY 178 13.1% 7.0% 12.28 +5.1%
Technology RYTIX 10.74 +2.2% BUY 181 27.0% 22.5% 9.75 +10.2%
Nasdaq 100 RYOCX 11.24 +1.7% BUY 182 26.1% 22.4% 10.19 +10.3%
Internet RYIIX 37.85 +2.1% BUY 203 31.3% 27.9% 33.64 +12.5%
Russ 2000 2x RYRSX 98.83 +4.8% SELL 1 0.0% -4.8% 103.76 -4.8%
Biotech RYOIX 22.43 +1.9% SELL 1 0.0% -1.9% 24.21 -7.4%
Transport RYPIX 18.88 +1.9% SELL 1 0.0% -1.9% 20.38 -7.4%
Inv Gvt Bond RYJUX 14.47 +1.3% SELL 113 5.0% 0.1% 15.14 -4.4%
Inv High Yield RYILX 42.77 -2.8% SELL 178 16.4% 15.5% 48.15 -11.2%
Inv S&P 500 RYURX 38.66 -2.3% SELL 199 24.9% 22.9% 44.16 -12.5%
Inv SPX 2x RYTPX 26.64 -4.5% SELL 210 48.0% 45.1% 36.55 -27.1%
Inv Dow 2x RYCWX 29.07 -4.0% SELL 210 43.2% 42.0% 39.17 -25.8%
Inv MidCap RYMHX 32.60 -2.3% SELL 210 32.1% 28.5% 38.11 -14.5%
Inv Russ2000 RYSHX 32.52 -2.4% SELL 210 32.5% 27.7% 37.35 -12.9%
Inv R2000 2x RYIRX 17.53 -4.8% SELL 210 56.4% 50.2% 25.41 -31.0%
Inverse NDX RYAIX 17.55 -1.7% SELL 220 31.0% 29.0% 20.54 -14.5%
St Dollar 2x RYSBX 14.69 -1.5% SELL 224 22.6% 20.9% 16.71 -12.1%
Mgd Futures RYMFX 26.85 0.0% SELL 224 3.5% -0.3% 28.40 -5.5%
Inv NDX 2x RYVNX 8.79 -3.5% SELL 225 58.1% 55.7% 12.81 -31.4%
Alt Strat Al RYFOX 20.50 +0.9% SELL 311 6.1% -0.8% 21.01 -2.4%
Mulit-Hedge St RYMSX 20.45 +0.7% SELL 415 20.8% 14.4% 20.80 -1.7%
Average +1.7% 139 22.5% 16.5% +2.8%
****************************************************************************
SHORT-TERM (PMO) and LONG-TERM (PMM) SIGNAL COMPARISONS
The Price Momentum Model (PMM) signal provides guidance regarding the
longer-term trend, and the Price Momentum Oscillator (PMO) signals identify
the shorter-term trend. A logical trading methodology is to open positions
on new PMO signals when they are compatable with the PMM signals. Positions
may be closed or hedged when the PMM and PMO signals are in conflict.
This section compares the PMM and PMO signals side by side and provides
some mechanical analysis. A "Warn!" flag is an alert that the PMO signal is
in conflict with the PMM -- closing or hedging the PMM position may be
considered. A "Buy?" or "Sell?" flag is an alert that the PMO signal has
just changed and is the same as the PMM signal -- opening new PMM positions
may be considered.
SUMMARY OF SHORT-TERM AND LONG-TERM SIGNALS FOR RYDEX FUNDS
SHORT-TERM LONG-TERM
PMO PMO PMM PMM
BUY SELL BUY SELL
Total Signals...: 12 48 43 17
% of Total......: 20% 80% 72% 28%
Ave Days Elapsed: 14 13 121 186
Ave High Profit.: +5% +6% +22% +24%
Ave Profit......: +2% +3% +15% +20%
Ave Rel to Stop.: +9% -4%
Percentage of PMOs Rising ..........: 22%
Percentage of PMOs Above Zero.......: 78%
|-- PMO Crossover Model ---|-- Price Momentum Model --|
| PMO High Today | PMM High Today|
Name Flag| Sgnl Day P/L P/L | Sgnl Days P/L P/L|
--------------- -----| ---- --- ------- ------- | ---- ---- ------- -------|
Nova Warn! SELL 6 +5.1% +1.9% BUY 98 +19.6% +14.6%
S&P 500 Warn! SELL 6 +3.4% +1.2% BUY 150 +16.7% +13.3%
Inv S&P 500 Warn! BUY 6 +3.5% +1.1% SELL 199 +24.9% +22.9%
Nasdaq 100 Warn! SELL 6 +4.1% +2.4% BUY 182 +26.1% +22.4%
Inverse NDX Warn! BUY 6 +4.2% +2.4% SELL 220 +31.0% +29.0%
S&P 500 2x Warn! SELL 6 +6.8% +2.7% BUY 91 +24.0% +16.9%
Inv SPX 2x Warn! BUY 6 +7.0% +2.2% SELL 210 +48.0% +45.1%
NDX 2x Warn! SELL 6 +8.1% +4.9% BUY 106 +36.4% +28.4%
Inv NDX 2x Warn! BUY 6 +8.5% +4.6% SELL 225 +58.1% +55.7%
Dow 2x Warn! SELL 3 +2.2% -1.9% BUY 94 +23.2% +20.0%
Inv Dow 2x Warn! BUY 3 +2.1% -2.0% SELL 210 +43.2% +42.0%
MidCap 1.5x Warn! SELL 8 +8.1% +5.1% BUY 101 +30.4% +20.3%
Inv MidCap Warn! BUY 8 +5.5% +3.1% SELL 210 +32.1% +28.5%
Russ 2000 Warn! SELL 9 +7.6% +5.4% BUY 150 +19.6% +11.2%
R2000 1.5x Warn! SELL 34 +8.1% +4.9% BUY 101 +28.8% +15.2%
Inv Russ2000 Warn! BUY 34 +4.8% +2.3% SELL 210 +32.5% +27.7%
Russ 2000 2x SELL 34 +11.2% +7.0% SELL 1 0.0% -4.8%
Inv R2000 2x Warn! BUY 34 +9.1% +3.9% SELL 210 +56.4% +50.2%
SPX Pure Gwth Warn! SELL 3 +4.0% +1.5% BUY 101 +20.2% +16.1%
SPX Pure Value Warn! SELL 35 +5.8% +1.0% BUY 105 +42.9% +31.7%
SP400 Pure Gth Warn! SELL 6 +6.8% +4.2% BUY 101 +22.8% +16.3%
SP400 Pure Val Warn! SELL 36 +10.0% +7.1% BUY 106 +35.5% +22.0%
SP600 Pure Gth Warn! SELL 9 +8.4% +6.4% BUY 105 +23.3% +13.0%
SP600 Pure Val Warn! SELL 35 +14.8% +11.9% BUY 164 +58.6% +32.9%
Banking Warn! SELL 10 +6.7% +3.7% BUY 87 +10.0% +3.8%
Basic Matls Warn! SELL 6 +8.0% +4.4% BUY 105 +25.7% +16.3%
Biotech SELL 36 +13.4% +11.7% SELL 1 0.0% -1.9%
Consumer Prd Warn! SELL 3 +0.9% -1.0% BUY 156 +17.2% +15.6%
Electronics Warn! SELL 38 +10.3% +8.1% BUY 155 +29.4% +16.0%
Energy Warn! SELL 2 +4.3% +1.0% BUY 101 +23.6% +16.5%
Energy Svcs Warn! SELL 2 +4.7% +1.0% BUY 101 +29.1% +20.7%
Financial Svcs Warn! SELL 35 +3.6% -0.3% BUY 98 +21.7% +15.7%
Health Care Warn! SELL 8 +2.8% +1.2% BUY 150 +16.3% +12.4%
Internet Warn! SELL 3 +4.1% +2.1% BUY 203 +31.3% +27.9%
Leisure Warn! SELL 34 +5.3% +2.2% BUY 101 +19.3% +11.0%
Precious Mtls Warn! SELL 7 +11.6% +7.1% BUY 105 +31.7% +19.4%
Real Estate Warn! SELL 34 +5.9% +2.1% BUY 91 +24.3% +13.5%
Retailing Warn! SELL 3 +4.9% +2.4% BUY 101 +17.1% +12.4%
Technology Warn! SELL 9 +4.8% +2.7% BUY 181 +27.0% +22.5%
Telecom Warn! SELL 29 +5.4% +3.3% BUY 178 +13.1% +7.0%
Transport SELL 7 +8.9% +7.1% SELL 1 0.0% -1.9%
Utilities Warn! SELL 3 +1.4% +0.4% BUY 139 +10.4% +5.7%
Lg Bond 1.2x Warn! SELL 20 +3.3% +2.1% BUY 57 +2.8% -4.3%
Inv Gvt Bond Warn! BUY 20 +2.8% +1.4% SELL 113 +5.0% +0.1%
High Yield Warn! SELL 8 +2.3% -0.7% BUY 150 +11.6% +10.4%
Inv High Yield Warn! BUY 21 +2.4% -1.0% SELL 178 +16.4% +15.5%
St Dollar 2x Warn! BUY 3 +1.2% -0.3% SELL 224 +22.6% +20.9%
Wk Dollar 2x Warn! SELL 3 +1.3% -0.2% BUY 170 +19.6% +16.7%
Commodities BUY 23 +11.1% +8.6% BUY 13 +3.0% +0.6%
Mgd Futures SELL 20 +1.1% +0.9% SELL 224 +3.6% -0.3%
All-Cap Opport Warn! SELL 8 +6.0% +3.5% BUY 105 +18.0% +11.3%
Alt Strat Al SELL 8 +1.1% +0.2% SELL 311 +6.1% -0.8%
All-Asset Aggr Warn! SELL 7 +4.7% +2.8% BUY 174 +17.7% +13.8%
All-Asset Cons Warn! SELL 9 +2.6% +1.7% BUY 153 +10.8% +8.7%
All-Asset Mod Warn! SELL 8 +3.0% +1.5% BUY 174 +14.4% +11.5%
Global 130/30 Warn! SELL 6 +4.1% +2.0% BUY 101 +13.6% +9.4%
Mulit-Hedge St SELL 7 +1.2% +0.5% SELL 415 +20.8% +14.4%
Europe 1.25x Warn! SELL 3 +3.4% -1.0% BUY 101 +28.2% +21.5%
Japan 2x Warn! SELL 6 +4.5% +2.9% BUY 15 0.0% -7.3%
Intl Opportun Warn! SELL 8 +6.9% +3.1% BUY 174 +32.5% +26.5%
Average 13 +5.5% +2.8% 139 +22.5% +16.5%
*****************************************************************************
EXPLANATION OF TABLE HEADINGS
Close NAV: The fund's net asset value as of today's close.
% Change: Percentage that price has changed from prior day's close.
PMO Rank: Shows the rank of the PMO in relation to the other securities
in the list.
5 Day Rank Chg: The total number of PMO ranks the security has moved up (+)
or down (-) in the last 5 days.
15 Day Rank Chg: The total number of PMO ranks the security has moved up (+)
or down (-) in the last 15 days.
YTD Rank Chg: The total number of PMO ranks the security has moved up (+)
or down (-) since the beginning of the year.
Signl: The signal designations of BUY and SELL indicate the current
direction of momentum and are not an indication that continuous buying or
selling should take place. Signals that are a few days or weeks old give the
best indication that profitable action MIGHT be taken.
Signal Flag: When the PMO signal disagrees with the PMM signal, the flag
will be "Warn!" On the day the PMO signal changes back into agreement
with the PMM signal, the flag will remind that new positions may be
considered by indicating "Buy?" or "Sell?"
Cal Days Elap: Indicates the number of calendar days that have elapsed since
the current signal was initiated.
High P/L: Highest profit or least loss experienced since the current signal
was initiated. On the first day of a new signal the P/L displayed is the
closing P/L for the prior signal.
Today P/L: Profit or loss for the signal since it was initiated. On the
first day of a new signal the P/L displayed is the closing P/L for the prior
signal.
STOP: The price at which the mechanical PMM signal will reverse.
Price Rel to Stop: This column shows the relationship of the current price
to the price at which the signal will change. (i.e. +5.3% means the current
price is 5.3% above the signal change price.
PMO R/F Days: The direction of the PMO (rising/falling) and number of
calendar days trend has been effect.
The Hot/Cold grouping ranks securities/indexes into six (6) groups ranging
from 1 (Hot) to 6 (Cold) according to price strength, internal strength,
and relative strength. We can quickly assess the condition of these
elements by the group number and "blinker" fields. Moving from left to
right: The first blinker tells us if the PMO is above (+) or below (-) its
10-day exponential moving average (EMA). The second blinker indicates if
the closing price is above (+) or below (-) it's 20-DMA. The third and
fourth blinkers tell us if the PMO is rising (+) or falling (-), and if it
is above (+) or below (-) zero. The fifth blinker tells us if the 5-day PMO
rank change is positive (+), negative (-), or no change ( ). Groups 1-3
should be considered as buy candidates, 4-6 as sell candidates.
CAVEAT
We make every effort to insure the accuracy of this information, but we
cannot guarantee it. It is always possible that errors will creep in. If it
doesn't make sense, let us know about it. Also, we make every effort to upload
this data each market day, but circumstances may be such that it is not
possible due to circumstances beyond our control.
End of Rydex Tracker Daily Report for Thursday 10/29/2009
Copyright 2009 Decision Point. This publication is not to be summarized,
reproduced, or rebroadcast in any fashion without our written permission.
Nothing herein should be construed as an offer or solicitation to buy or
sell any security. Past performance does not guarantee or imply future
results.
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