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[About This Newsletter]
DECISION POINT
RYDEX TRACKER DAILY REPORT
Monday, 6/30/2008
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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
06/30 WTD MTD YTD
Close $ %age %Price %Price %Price
Name Sym NAV Change Change Change Change Change
---------------- ----- ------ ------ ------ ------ ------ ------
Nova RYNVX 24.92 +0.05 +0.2% +0.2% -12.7% -19%
S&P 500 RYSPX 25.13 +0.03 +0.1% +0.1% -8.5% -11%
Inv S&P 500 RYURX 41.13 -0.04 -0.1% -0.1% +9.0% +13%
Nasdaq 100 RYOCX 12.15 -0.13 -1.1% -1.1% -9.6% -12%
Inverse NDX RYAIX 20.44 +0.21 +1.0% +1.0% +10.1% +12%
S&P 500 2x RYTNX 35.22 +0.07 +0.2% +0.2% -16.7% -26%
Inv SPX 2x RYTPX 36.55 -0.03 -0.1% -0.1% +18.4% +25%
NDX 2x RYVYX 21.87 -0.48 -2.1% -2.1% -19.2% -27%
Inv NDX 2x RYVNX 14.08 +0.29 +2.1% +2.1% +20.7% +20%
Dow 2x RYCVX 24.16 -0.04 -0.2% -0.2% -19.7% -29%
Inv Dow 2x RYCWX 39.80 +0.02 +0.1% +0.1% +22.7% +30%
MidCap 1.5x RYMDX 34.71 -0.29 -0.8% -0.8% -10.5% -9%
Inv MidCap RYMHX 35.29 +0.19 +0.5% +0.5% +7.6% +4%
Russ 2000 RYRHX 23.54 -0.27 -1.1% -1.1% -7.9% -10%
R2000 1.5x RYMKX 28.43 -0.51 -1.8% -1.8% -11.6% -16%
Inv Russ2000 RYSHX 38.51 +0.47 +1.2% +1.2% +7.9% +8%
Russ 2000 2x RYRSX 18.73 -0.43 -2.2% -2.2% -15.2% -22%
Inv R2000 2x RYIRX 45.75 +1.07 +2.4% +2.4% +16.1% +14%
LgCap Gwth RYAWX 25.30 -0.05 -0.2% -0.2% -7.3% -8%
LgCap Value RYZAX 17.27 -0.16 -0.9% -0.9% -15.4% -24%
MidCap Gwth RYBHX 28.60 -0.21 -0.7% -0.7% -5.0% -3%
MidCap Val RYAVX 27.24 -0.53 -1.9% -1.9% -14.0% -15%
SmlCap Gwth RYWAX 26.97 -0.40 -1.5% -1.5% -8.6% -11%
SmlCap Valu RYAZX 22.89 -0.52 -2.2% -2.2% -12.7% -16%
Banking RYKIX 5.83 -0.16 -2.7% -2.7% -20.7% -30%
Basic Matls RYBIX 54.36 +0.06 +0.1% +0.1% -2.5% +6%
Biotech RYOIX 22.03 0.00 0.0% 0.0% -2.3% -4%
Consumer Prd RYCIX 34.07 +0.12 +0.4% +0.4% -7.7% -12%
Electronics RYSIX 10.57 -0.11 -1.0% -1.0% -10.7% -13%
Energy RYEIX 34.82 +0.58 +1.7% +1.7% +4.9% +21%
Energy Svcs RYVIX 75.89 +0.75 +1.0% +1.0% +7.3% +26%
Financial Sv RYFIX 8.83 -0.15 -1.7% -1.7% -15.3% -23%
Health Care RYHIX 14.27 +0.13 +0.9% +0.9% -3.5% -10%
Internet RYIIX 38.93 -0.51 -1.3% -1.3% -12.4% -14%
Leisure RYLIX 27.84 -0.21 -0.7% -0.7% -14.0% -21%
Precious Mtl RYPMX 70.87 -0.03 0.0% 0.0% +3.7% +5%
Real Estate RYHRX 30.54 -0.09 -0.3% -0.3% -12.1% -8%
Retailing RYRIX 10.70 -0.16 -1.5% -1.5% -11.5% -12%
Technology RYTIX 12.25 -0.10 -0.8% -0.8% -10.0% -11%
Telecom RYMIX 16.95 +0.14 +0.8% +0.8% -11.1% -16%
Transport RYPIX 24.45 +0.14 +0.6% +0.6% -11.2% -4%
Utilities RYUIX 31.40 +0.60 +1.9% +1.9% -2.0% -4%
Lg Bond 1.2x RYGBX 11.28 +0.02 +0.2% +0.2% +3.9% -1%
Inv Gvt Bond RYJUX 17.27 -0.03 -0.2% -0.2% -3.5% -2%
High Yield RYHGX 24.31 +0.04 +0.2% +0.2% -2.6% -5%
Inv High Yield RYILX 50.85 -0.08 -0.2% -0.2% +2.4% +2%
St Dollar 2x RYSBX 19.96 +0.12 +0.6% +0.6% -1.5% -12%
Wk Dollar 2x RYWBX 28.87 -0.15 -0.5% -0.5% +1.2% +12%
Commodities RYMBX 41.71 -0.18 -0.4% -0.4% +9.5% +40%
Absolute Rtn RYMSX 25.56 0.00 0.0% 0.0% -1.3% -2%
Core Equity RYQMX 11.73 -0.04 -0.3% -0.3% -8.1% -10%
Hedged Eqty RYSTX 23.72 +0.03 +0.1% +0.1% -4.1% -7%
Mgd Futures RYMFX 28.72 +0.09 +0.3% +0.3% -0.8% +7%
Sector Rotn RYSRX 14.68 +0.13 +0.9% +0.9% -5.5% -7%
Europe 1.25x RYEUX 21.36 +0.30 +1.4% +1.4% -10.0% -17%
Average -0.2% -0.2% -4.2% -5%
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RYDEX FUNDS SORTED BY TODAY'S PERCENTAGE CHANGE
06/30 WTD MTD YTD
Close $ %age %Price %Price %Price
Name Sym NAV Change Change Change Change Change
---------------- ----- ------ ------ ------ ------ ------ ------
Inv R2000 2x RYIRX 45.75 +1.07 +2.4% +2.4% +16.1% +14%
Inv NDX 2x RYVNX 14.08 +0.29 +2.1% +2.1% +20.7% +20%
Utilities RYUIX 31.40 +0.60 +1.9% +1.9% -2.0% -4%
Energy RYEIX 34.82 +0.58 +1.7% +1.7% +4.9% +21%
Europe 1.25x RYEUX 21.36 +0.30 +1.4% +1.4% -10.0% -17%
Inv Russ2000 RYSHX 38.51 +0.47 +1.2% +1.2% +7.9% +8%
Inverse NDX RYAIX 20.44 +0.21 +1.0% +1.0% +10.1% +12%
Energy Svcs RYVIX 75.89 +0.75 +1.0% +1.0% +7.3% +26%
Health Care RYHIX 14.27 +0.13 +0.9% +0.9% -3.5% -10%
Sector Rotn RYSRX 14.68 +0.13 +0.9% +0.9% -5.5% -7%
Telecom RYMIX 16.95 +0.14 +0.8% +0.8% -11.1% -16%
Transport RYPIX 24.45 +0.14 +0.6% +0.6% -11.2% -4%
St Dollar 2x RYSBX 19.96 +0.12 +0.6% +0.6% -1.5% -12%
Inv MidCap RYMHX 35.29 +0.19 +0.5% +0.5% +7.6% +4%
Consumer Prd RYCIX 34.07 +0.12 +0.4% +0.4% -7.7% -12%
Mgd Futures RYMFX 28.72 +0.09 +0.3% +0.3% -0.8% +7%
Nova RYNVX 24.92 +0.05 +0.2% +0.2% -12.7% -19%
S&P 500 2x RYTNX 35.22 +0.07 +0.2% +0.2% -16.7% -26%
Lg Bond 1.2x RYGBX 11.28 +0.02 +0.2% +0.2% +3.9% -1%
High Yield RYHGX 24.31 +0.04 +0.2% +0.2% -2.6% -5%
S&P 500 RYSPX 25.13 +0.03 +0.1% +0.1% -8.5% -11%
Inv Dow 2x RYCWX 39.80 +0.02 +0.1% +0.1% +22.7% +30%
Basic Matls RYBIX 54.36 +0.06 +0.1% +0.1% -2.5% +6%
Hedged Eqty RYSTX 23.72 +0.03 +0.1% +0.1% -4.1% -7%
Biotech RYOIX 22.03 0.00 0.0% 0.0% -2.3% -4%
Precious Mtl RYPMX 70.87 -0.03 0.0% 0.0% +3.7% +5%
Absolute Rtn RYMSX 25.56 0.00 0.0% 0.0% -1.3% -2%
Inv S&P 500 RYURX 41.13 -0.04 -0.1% -0.1% +9.0% +13%
Inv SPX 2x RYTPX 36.55 -0.03 -0.1% -0.1% +18.4% +25%
Dow 2x RYCVX 24.16 -0.04 -0.2% -0.2% -19.7% -29%
LgCap Gwth RYAWX 25.30 -0.05 -0.2% -0.2% -7.3% -8%
Inv Gvt Bond RYJUX 17.27 -0.03 -0.2% -0.2% -3.5% -2%
Inv High Yield RYILX 50.85 -0.08 -0.2% -0.2% +2.4% +2%
Real Estate RYHRX 30.54 -0.09 -0.3% -0.3% -12.1% -8%
Core Equity RYQMX 11.73 -0.04 -0.3% -0.3% -8.1% -10%
Commodities RYMBX 41.71 -0.18 -0.4% -0.4% +9.5% +40%
Wk Dollar 2x RYWBX 28.87 -0.15 -0.5% -0.5% +1.2% +12%
MidCap Gwth RYBHX 28.60 -0.21 -0.7% -0.7% -5.0% -3%
Leisure RYLIX 27.84 -0.21 -0.7% -0.7% -14.0% -21%
MidCap 1.5x RYMDX 34.71 -0.29 -0.8% -0.8% -10.5% -9%
Technology RYTIX 12.25 -0.10 -0.8% -0.8% -10.0% -11%
LgCap Value RYZAX 17.27 -0.16 -0.9% -0.9% -15.4% -24%
Electronics RYSIX 10.57 -0.11 -1.0% -1.0% -10.7% -13%
Nasdaq 100 RYOCX 12.15 -0.13 -1.1% -1.1% -9.6% -12%
Russ 2000 RYRHX 23.54 -0.27 -1.1% -1.1% -7.9% -10%
Internet RYIIX 38.93 -0.51 -1.3% -1.3% -12.4% -14%
SmlCap Gwth RYWAX 26.97 -0.40 -1.5% -1.5% -8.6% -11%
Retailing RYRIX 10.70 -0.16 -1.5% -1.5% -11.5% -12%
Financial Sv RYFIX 8.83 -0.15 -1.7% -1.7% -15.3% -23%
R2000 1.5x RYMKX 28.43 -0.51 -1.8% -1.8% -11.6% -16%
MidCap Val RYAVX 27.24 -0.53 -1.9% -1.9% -14.0% -15%
NDX 2x RYVYX 21.87 -0.48 -2.1% -2.1% -19.2% -27%
Russ 2000 2x RYRSX 18.73 -0.43 -2.2% -2.2% -15.2% -22%
SmlCap Valu RYAZX 22.89 -0.52 -2.2% -2.2% -12.7% -16%
Banking RYKIX 5.83 -0.16 -2.7% -2.7% -20.7% -30%
Average -0.2% -0.2% -4.2% -5%
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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 06/30 Day Day Blinkers Sgnl/Days
---------------------- -- --- --- ----- ---- ---- |---------|---------
Inv Dow 2x RYCWX 1 +2 +18 +0.1% +9% +17% 1 ++ ++ + BUY 41
Commodities RYMBX 2 -1 +2 -0.4% +2% +4% 1 ++ ++ BUY 3
Inv SPX 2x RYTPX 3 +2 +39 -0.1% +6% +13% 1 ++ ++ + BUY 40
Energy Svcs RYVIX 4 -2 -3 +1.0% 0% +3% 1 ++ ++ BUY 0
Energy RYEIX 5 -1 -2 +1.7% -1% +1% 4 -+ ++ SELL 33
Inv S&P 500 RYURX 6 +2 +34 -0.1% +3% +6% 1 ++ ++ + BUY 40
Inv NDX 2x RYVNX 7 +30 +48 +2.1% +8% +15% 1 ++ ++ + BUY 40
Inv R2000 2x RYIRX 8 +31 +46 +2.4% +8% +13% 1 ++ ++ + BUY 21
Inverse NDX RYAIX 9 +21 +43 +1.0% +4% +7% 1 ++ ++ + BUY 40
Inv High Yield RYILX 10 +6 +29 -0.2% 0% +1% 1 ++ ++ + BUY 41
Inv Russ2000 RYSHX 11 +21 +39 +1.2% +4% +6% 1 ++ ++ + BUY 21
Inv MidCap RYMHX 12 +23 +39 +0.5% +4% +7% 1 ++ ++ + BUY 38
MidCap Gwth RYBHX 13 -7 -1 -0.7% -4% -4% 5 -- -+ SELL 24
Absolute Rtn RYMSX 14 +6 +12 0.0% -1% -1% 5 -- -+ + SELL 27
Utilities RYUIX 15 -3 +2 +1.9% -1% -2% 5 -- -+ SELL 28
Inv Gvt Bond RYJUX 16 -7 +8 -0.2% -3% -2% 5 -- -+ SELL 7
Biotech RYOIX 17 +8 +6 0.0% 0% -1% 5 -- -+ + SELL 19
Wk Dollar 2x RYWBX 18 +13 +18 -0.5% +3% +2% 1 ++ ++ + BUY 5
Basic Matls RYBIX 19 -5 -5 +0.1% -2% -3% 5 -- -+ SELL 34
Mgd Futures RYMFX 20 +6 +7 +0.3% -1% -1% 5 -- -+ + SELL 26
St Dollar 2x RYSBX 21 -3 +16 +0.6% -3% -2% 6 -- -- SELL 5
Sector Rotn RYSRX 22 -9 -13 +0.9% -3% -5% 6 -- -- SELL 34
Hedged Eqty RYSTX 23 +1 -1 +0.1% -2% -3% 5 -- -- + SELL 38
Lg Bond 1.2x RYGBX 24 +20 +23 +0.2% +4% +3% 2 ++ +- + BUY 7
Precious Mtl RYPMX 25 +23 +20 0.0% +7% +3% 2 ++ +- + BUY 4
MidCap 1.5x RYMDX 26 -19 -20 -0.8% -6% -9% 6 -- -- SELL 38
Russ 2000 RYRHX 27 -6 -11 -1.1% -4% -6% 6 -- -- SELL 21
Technology RYTIX 28 -11 -20 -0.8% -4% -7% 6 -- -- SELL 28
Nasdaq 100 RYOCX 29 -11 -18 -1.1% -4% -7% 6 -- -- SELL 40
High Yield RYHGX 30 +3 +5 +0.2% 0% -1% 5 -- -- + SELL 40
SmlCap Gwth RYWAX 31 -8 -13 -1.5% -5% -7% 6 -- -- SELL 21
Health Care RYHIX 32 +4 +2 +0.9% +1% -1% 4 -- +- + SELL 21
Electronics RYSIX 33 -11 -26 -1.0% -4% -8% 6 -- -- SELL 38
R2000 1.5x RYMKX 34 -19 -24 -1.8% -6% -9% 6 -- -- SELL 21
LgCap Gwth RYAWX 35 -7 -11 -0.2% -3% -5% 6 -- -- SELL 39
Core Equity RYQMX 36 -7 -15 -0.3% -3% -6% 6 -- -- SELL 38
Russ 2000 2x RYRSX 37 -27 -32 -2.2% -8% -13% 6 -- -- SELL 21
Internet RYIIX 38 -11 -25 -1.3% -5% -9% 6 -- -- SELL 39
NDX 2x RYVYX 39 -28 -37 -2.1% -8% -15% 6 -- -- SELL 40
Consumer Prd RYCIX 40 +2 -2 +0.4% -2% -5% 5 -- -- + SELL 28
Telecom RYMIX 41 -7 -26 +0.8% -3% -8% 6 -- -- SELL 38
S&P 500 RYSPX 42 -4 -10 +0.1% -3% -6% 6 -- -- SELL 40
Transport RYPIX 43 -2 -23 +0.6% -2% -9% 6 -- -- SELL 40
Retailing RYRIX 44 -4 -11 -1.5% -4% -8% 6 -- -- SELL 40
SmlCap Valu RYAZX 45 0 -4 -2.2% -5% -9% 6 -- -- SELL 20
Real Estate RYHRX 46 0 -17 -0.3% -3% -8% 6 -- -- SELL 53
Nova RYNVX 47 0 -17 +0.2% -4% -9% 6 -- -- SELL 40
MidCap Val RYAVX 48 -5 -20 -1.9% -6% -11% 6 -- -- SELL 39
Europe 1.25x RYEUX 49 +2 -6 +1.4% 0% -5% 4 -- +- + SELL 40
Leisure RYLIX 50 0 -6 -0.7% -4% -10% 6 -- -- SELL 39
S&P 500 2x RYTNX 51 -2 -20 +0.2% -6% -12% 6 -- -- SELL 40
Financial Sv RYFIX 52 0 -3 -1.7% -5% -10% 6 -- -- SELL 48
LgCap Value RYZAX 53 +1 -5 -0.9% -3% -10% 5 -- -- + SELL 40
Dow 2x RYCVX 54 -1 -8 -0.2% -8% -15% 6 -- -- SELL 41
Banking RYKIX 55 0 -2 -2.7% -4% -13% 6 -- -- SELL 48
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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...: 14 41
% of Total......: 25% 75%
Ave Days Elapsed: 24 33
Ave High Profit.: +8% +8%
Ave Profit......: +7% +8%
Percentage of PMOs Rising ..........: 31%
Percentage of PMOs Above Zero.......: 47%
06/30 Cal
Close % Days High Today PMO
Name/Symbol NAV Change Signl Elap P/L P/L R/F Days
---------------------- ------ ------ ----- ---- ------- ------- --------
Energy Svcs RYVIX 75.89 +1.0% BUY 0 0.0% -8.5% R 3
Commodities RYMBX 41.71 -0.4% BUY 3 0.0% -0.4% R 4
Precious Mtl RYPMX 70.87 0.0% BUY 4 3.4% 3.3% R 5
Wk Dollar 2x RYWBX 28.87 -0.5% BUY 5 1.6% 1.1% R 6
Lg Bond 1.2x RYGBX 11.28 +0.2% BUY 7 3.7% 3.7% R 10
Inv Russ2000 RYSHX 38.51 +1.2% BUY 21 6.4% 6.4% R 13
Inv R2000 2x RYIRX 45.75 +2.4% BUY 21 12.8% 12.8% R 13
Inv MidCap RYMHX 35.29 +0.5% BUY 38 4.7% 4.7% R 24
Inv S&P 500 RYURX 41.13 -0.1% BUY 40 8.5% 8.4% R 24
Inverse NDX RYAIX 20.44 +1.0% BUY 40 6.0% 6.0% R 24
Inv SPX 2x RYTPX 36.55 -0.1% BUY 40 17.0% 16.9% R 24
Inv NDX 2x RYVNX 14.08 +2.1% BUY 40 11.8% 11.8% R 24
Inv Dow 2x RYCWX 39.80 +0.1% BUY 41 26.3% 26.3% R 24
Inv High Yield RYILX 50.85 -0.2% BUY 41 4.7% 4.3% R 41
St Dollar 2x RYSBX 19.96 +0.6% SELL 5 1.7% 1.1% F 6
Inv Gvt Bond RYJUX 17.27 -0.2% SELL 7 3.1% 3.1% F 10
Biotech RYOIX 22.03 0.0% SELL 19 0.0% -1.8% F 4
SmlCap Valu RYAZX 22.89 -2.2% SELL 20 9.6% 9.6% F 13
Russ 2000 RYRHX 23.54 -1.1% SELL 21 6.2% 6.2% F 13
R2000 1.5x RYMKX 28.43 -1.8% SELL 21 9.3% 9.3% F 13
Russ 2000 2x RYRSX 18.73 -2.2% SELL 21 12.5% 12.5% F 13
SmlCap Gwth RYWAX 26.97 -1.5% SELL 21 6.7% 6.7% F 10
Health Care RYHIX 14.27 +0.9% SELL 21 2.4% 1.1% R 0
MidCap Gwth RYBHX 28.60 -0.7% SELL 24 4.1% 4.1% F 10
Mgd Futures RYMFX 28.72 +0.3% SELL 26 0.6% 0.3% F 17
Absolute Rtn RYMSX 25.56 0.0% SELL 27 1.1% 1.0% F 11
Consumer Prd RYCIX 34.07 +0.4% SELL 28 7.3% 7.0% F 24
Technology RYTIX 12.25 -0.8% SELL 28 8.7% 8.7% F 24
Utilities RYUIX 31.40 +1.9% SELL 28 3.1% 1.3% F 24
Energy RYEIX 34.82 +1.7% SELL 33 3.2% -3.9% R 0
Basic Matls RYBIX 54.36 +0.1% SELL 34 2.0% 0.6% F 12
Sector Rotn RYSRX 14.68 +0.9% SELL 34 4.8% 3.5% F 24
MidCap 1.5x RYMDX 34.71 -0.8% SELL 38 7.0% 7.0% F 24
Electronics RYSIX 10.57 -1.0% SELL 38 7.8% 7.8% F 24
Telecom RYMIX 16.95 +0.8% SELL 38 9.3% 8.5% F 24
Core Equity RYQMX 11.73 -0.3% SELL 38 5.9% 5.9% F 24
Hedged Eqty RYSTX 23.72 +0.1% SELL 38 2.9% 2.8% F 12
LgCap Gwth RYAWX 25.30 -0.2% SELL 39 6.1% 6.1% F 24
MidCap Val RYAVX 27.24 -1.9% SELL 39 13.6% 13.6% F 24
Internet RYIIX 38.93 -1.3% SELL 39 9.7% 9.7% F 24
Leisure RYLIX 27.84 -0.7% SELL 39 13.2% 13.2% F 24
Nova RYNVX 24.92 +0.2% SELL 40 11.9% 11.7% F 24
S&P 500 RYSPX 25.13 +0.1% SELL 40 8.0% 7.9% F 24
Nasdaq 100 RYOCX 12.15 -1.1% SELL 40 6.0% 6.0% F 24
S&P 500 2x RYTNX 35.22 +0.2% SELL 40 15.7% 15.6% F 24
NDX 2x RYVYX 21.87 -2.1% SELL 40 12.9% 12.9% F 24
LgCap Value RYZAX 17.27 -0.9% SELL 40 15.3% 15.3% F 41
Retailing RYRIX 10.70 -1.5% SELL 40 9.3% 9.3% F 13
Transport RYPIX 24.45 +0.6% SELL 40 9.1% 8.4% F 10
High Yield RYHGX 24.31 +0.2% SELL 40 4.2% 3.8% F 41
Europe 1.25x RYEUX 21.36 +1.4% SELL 40 12.5% 11.3% R 0
Dow 2x RYCVX 24.16 -0.2% SELL 41 22.3% 22.3% F 41
Banking RYKIX 5.83 -2.7% SELL 48 25.1% 25.1% F 45
Financial Sv RYFIX 8.83 -1.7% SELL 48 17.9% 17.9% F 13
Real Estate RYHRX 30.54 -0.3% SELL 53 11.2% 11.2% F 13
Average -0.2% 31 8.2% 7.6% 18
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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...: 27 28
% of Total......: 49% 51%
Ave Days Elapsed: 126 81
Ave High Profit.: +10% +9%
Ave Profit......: +6% +8%
Ave Rel to Stop.: +9% -6%
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.
06/30 Cal Price
Close % Days High Today Rel to
Name/Symbol NAV Change Sgnl Elap P/L P/L STOP Stop
---------------------- ------ ------ ---- ---- ------ ------ ------ -------
Inv Russ2000 RYSHX 38.51 +1.2% BUY 0 0.0% -5.2% 34.66 +11.1%
Precious Mtl RYPMX 70.87 0.0% BUY 3 0.0% 0.0% 63.81 +11.1%
Inv S&P 500 RYURX 41.13 -0.1% BUY 4 0.4% 0.3% 37.05 +11.0%
Inverse NDX RYAIX 20.44 +1.0% BUY 4 1.0% 1.0% 18.40 +11.1%
Inv NDX 2x RYVNX 14.08 +2.1% BUY 4 2.1% 2.1% 12.67 +11.1%
Inv R2000 2x RYIRX 45.75 +2.4% BUY 6 5.0% 5.0% 41.18 +11.1%
Inv Gvt Bond RYJUX 17.27 -0.2% BUY 17 0.0% -4.8% 16.34 +5.7%
Inv SPX 2x RYTPX 36.55 -0.1% BUY 19 8.5% 8.5% 31.83 +14.8%
Inv Dow 2x RYCWX 39.80 +0.1% BUY 27 18.3% 18.3% 33.02 +20.5%
SmlCap Gwth RYWAX 26.97 -1.5% BUY 32 1.5% -8.5% 26.91 +0.2%
Biotech RYOIX 22.03 0.0% BUY 32 1.6% -2.3% 20.61 +6.9%
Utilities RYUIX 31.40 +1.9% BUY 45 1.9% -1.1% 29.12 +7.8%
Russ 2000 RYRHX 23.54 -1.1% BUY 46 2.6% -7.4% 23.47 +0.3%
Core Equity RYQMX 11.73 -0.3% BUY 46 0.5% -8.6% 11.61 +1.0%
Hedged Eqty RYSTX 23.72 +0.1% BUY 46 0.2% -4.4% 22.37 +6.0%
LgCap Gwth RYAWX 25.30 -0.2% BUY 73 3.7% -5.3% 24.92 +1.5%
MidCap Gwth RYBHX 28.60 -0.7% BUY 73 8.0% 0.7% 27.60 +3.6%
Sector Rotn RYSRX 14.68 +0.9% BUY 75 9.0% 0.3% 14.36 +2.3%
Energy RYEIX 34.82 +1.7% BUY 87 22.0% 21.4% 29.25 +19.1%
Energy Svcs RYVIX 75.89 +1.0% BUY 89 27.2% 26.8% 62.07 +22.3%
Basic Matls RYBIX 54.36 +0.1% BUY 150 12.8% 6.7% 51.53 +5.5%
Inv High Yield RYILX 50.85 -0.2% BUY 152 3.2% -0.2% 47.34 +7.4%
High Yield RYHGX 24.31 +0.2% BUY 153 2.6% -2.5% 23.02 +5.6%
Mgd Futures RYMFX 28.72 +0.3% BUY 200 10.0% 8.4% 26.22 +9.5%
Commodities RYMBX 41.71 -0.4% BUY 406 75.2% 74.4% 33.14 +25.9%
Absolute Rtn RYMSX 25.56 0.0% BUY 726 11.0% 5.4% 24.22 +5.5%
Wk Dollar 2x RYWBX 28.87 -0.5% BUY 889 48.5% 44.2% 26.75 +7.9%
Nasdaq 100 RYOCX 12.15 -1.1% SELL 0 0.0% -4.0% 13.37 -9.1%
Technology RYTIX 12.25 -0.8% SELL 0 0.0% -4.4% 13.48 -9.1%
S&P 500 RYSPX 25.13 +0.1% SELL 4 0.3% 0.2% 27.61 -9.0%
MidCap 1.5x RYMDX 34.71 -0.8% SELL 4 1.5% 1.5% 38.18 -9.1%
Electronics RYSIX 10.57 -1.0% SELL 4 1.3% 1.3% 11.63 -9.1%
Internet RYIIX 38.93 -1.3% SELL 4 1.6% 1.6% 42.82 -9.1%
Telecom RYMIX 16.95 +0.8% SELL 4 1.0% 0.2% 18.68 -9.3%
R2000 1.5x RYMKX 28.43 -1.8% SELL 6 3.7% 3.7% 31.89 -10.8%
MidCap Val RYAVX 27.24 -1.9% SELL 7 6.4% 6.4% 31.60 -13.8%
Real Estate RYHRX 30.54 -0.3% SELL 7 3.0% 3.0% 34.24 -10.8%
Retailing RYRIX 10.70 -1.5% SELL 7 4.1% 4.1% 12.21 -12.3%
Nova RYNVX 24.92 +0.2% SELL 10 4.3% 4.2% 28.47 -12.5%
S&P 500 2x RYTNX 35.22 +0.2% SELL 19 8.5% 8.3% 42.79 -17.7%
NDX 2x RYVYX 21.87 -2.1% SELL 19 9.5% 9.5% 25.03 -12.6%
Russ 2000 2x RYRSX 18.73 -2.2% SELL 19 8.0% 8.0% 22.15 -15.4%
Transport RYPIX 24.45 +0.6% SELL 19 4.0% 3.2% 26.69 -8.4%
Europe 1.25x RYEUX 21.36 +1.4% SELL 20 4.5% 3.2% 23.57 -9.4%
Dow 2x RYCVX 24.16 -0.2% SELL 24 14.0% 14.0% 30.77 -21.5%
Lg Bond 1.2x RYGBX 11.28 +0.2% SELL 33 1.8% -3.8% 11.74 -3.9%
Inv MidCap RYMHX 35.29 +0.5% SELL 75 7.7% -1.1% 35.45 -0.5%
LgCap Value RYZAX 17.27 -0.9% SELL 122 17.0% 17.0% 21.40 -19.3%
Health Care RYHIX 14.27 +0.9% SELL 122 6.8% 3.6% 15.18 -6.0%
Consumer Prd RYCIX 34.07 +0.4% SELL 157 4.0% 3.7% 37.35 -8.8%
Leisure RYLIX 27.84 -0.7% SELL 224 21.5% 21.5% 33.06 -15.8%
Financial Sv RYFIX 8.83 -1.7% SELL 241 28.1% 28.1% 11.10 -20.4%
SmlCap Valu RYAZX 22.89 -2.2% SELL 340 31.7% 31.7% 27.46 -16.6%
Banking RYKIX 5.83 -2.7% SELL 342 43.2% 43.2% 8.13 -28.3%
St Dollar 2x RYSBX 19.96 +0.6% SELL 427 19.9% 18.1% 21.54 -7.3%
Average -0.2% 103 9.7% 7.3% -1.6%
****************************************************************************
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...: 14 41 27 28
% of Total......: 25% 75% 49% 51%
Ave Days Elapsed: 24 33 126 81
Ave High Profit.: +8% +8% +10% +9%
Ave Profit......: +7% +8% +6% +8%
Ave Rel to Stop.: +9% -6%
Percentage of PMOs Rising ..........: 31%
Percentage of PMOs Above Zero.......: 47%
|-- 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 SELL 40 +11.9% +11.7% SELL 10 +4.4% +4.2%
S&P 500 SELL 40 +8.0% +7.9% SELL 4 +0.3% +0.2%
Inv S&P 500 BUY 40 +8.5% +8.4% BUY 4 +0.4% +0.3%
Nasdaq 100 SELL 40 +6.0% +6.0% *SELL 0 0.0% -4.0%
Inverse NDX BUY 40 +6.0% +6.0% BUY 4 +1.0% +1.0%
S&P 500 2x SELL 40 +15.8% +15.6% SELL 19 +8.5% +8.3%
Inv SPX 2x BUY 40 +17.0% +16.9% BUY 19 +8.6% +8.5%
NDX 2x SELL 40 +12.9% +12.9% SELL 19 +9.5% +9.5%
Inv NDX 2x BUY 40 +11.8% +11.8% BUY 4 +2.1% +2.1%
Dow 2x SELL 41 +22.3% +22.3% SELL 24 +14.0% +14.0%
Inv Dow 2x BUY 41 +26.4% +26.4% BUY 27 +18.3% +18.3%
MidCap 1.5x SELL 38 +7.0% +7.0% SELL 4 +1.5% +1.5%
Inv MidCap Warn! BUY 38 +4.8% +4.8% SELL 75 +7.7% -1.1%
Russ 2000 Warn! SELL 21 +6.2% +6.2% BUY 46 +2.6% -7.4%
R2000 1.5x SELL 21 +9.3% +9.3% SELL 6 +3.7% +3.7%
Inv Russ2000 BUY 21 +6.4% +6.4% * BUY 0 0.0% -5.2%
Russ 2000 2x SELL 21 +12.5% +12.5% SELL 19 +8.0% +8.0%
Inv R2000 2x BUY 21 +12.8% +12.8% BUY 6 +5.0% +5.0%
LgCap Gwth Warn! SELL 39 +6.1% +6.1% BUY 73 +3.7% -5.3%
LgCap Value SELL 40 +15.3% +15.3% SELL 122 +17.0% +17.0%
MidCap Gwth Warn! SELL 24 +4.1% +4.1% BUY 73 +8.0% +0.7%
MidCap Val SELL 39 +13.6% +13.6% SELL 7 +6.4% +6.4%
SmlCap Gwth Warn! SELL 21 +6.7% +6.7% BUY 32 +1.5% -8.5%
SmlCap Valu SELL 20 +9.6% +9.6% SELL 340 +31.7% +31.7%
Banking SELL 48 +25.1% +25.1% SELL 342 +43.2% +43.2%
Basic Matls Warn! SELL 34 +2.1% +0.6% BUY 150 +12.8% +6.7%
Biotech Warn! SELL 19 0.0% -1.8% BUY 32 +1.6% -2.3%
Consumer Prd SELL 28 +7.3% +7.0% SELL 157 +4.0% +3.7%
Electronics SELL 38 +7.9% +7.9% SELL 4 +1.3% +1.3%
Energy Warn! SELL 33 +3.2% -3.9% BUY 87 +22.0% +21.4%
Energy Svcs Buy? * BUY 0 0.0% -8.5% BUY 89 +27.2% +26.8%
Financial Sv SELL 48 +17.9% +17.9% SELL 241 +28.1% +28.1%
Health Care SELL 21 +2.4% +1.1% SELL 122 +6.8% +3.6%
Internet SELL 39 +9.7% +9.7% SELL 4 +1.6% +1.6%
Leisure SELL 39 +13.2% +13.2% SELL 224 +21.5% +21.5%
Precious Mtl BUY 4 +3.4% +3.3% BUY 3 0.0% -0.0%
Real Estate SELL 53 +11.2% +11.2% SELL 7 +3.1% +3.1%
Retailing SELL 40 +9.3% +9.3% SELL 7 +4.1% +4.1%
Technology SELL 28 +8.7% +8.7% *SELL 0 0.0% -4.5%
Telecom SELL 38 +9.3% +8.5% SELL 4 +1.0% +0.2%
Transport SELL 40 +9.1% +8.4% SELL 19 +4.0% +3.2%
Utilities Warn! SELL 28 +3.1% +1.3% BUY 45 +1.9% -1.1%
Lg Bond 1.2x Warn! BUY 7 +3.7% +3.7% SELL 33 +1.8% -3.8%
Inv Gvt Bond Warn! SELL 7 +3.1% +3.1% BUY 17 0.0% -4.9%
High Yield Warn! SELL 40 +4.2% +3.8% BUY 153 +2.6% -2.5%
Inv High Yield BUY 41 +4.7% +4.3% BUY 152 +3.2% -0.2%
St Dollar 2x SELL 5 +1.7% +1.1% SELL 427 +19.9% +18.1%
Wk Dollar 2x BUY 5 +1.6% +1.1% BUY 889 +48.5% +44.2%
Commodities BUY 3 0.0% -0.4% BUY 406 +75.2% +74.5%
Absolute Rtn Warn! SELL 27 +1.1% +1.0% BUY 726 +11.0% +5.5%
Core Equity Warn! SELL 38 +5.9% +5.9% BUY 46 +0.6% -8.6%
Hedged Eqty Warn! SELL 38 +2.9% +2.8% BUY 46 +0.2% -4.4%
Mgd Futures Warn! SELL 26 +0.6% +0.3% BUY 200 +10.0% +8.4%
Sector Rotn Warn! SELL 34 +4.8% +3.6% BUY 75 +9.0% +0.3%
Europe 1.25x SELL 40 +12.5% +11.3% SELL 20 +4.5% +3.2%
Average 31 +8.2% +7.6% 103 +9.7% +7.3%
*****************************************************************************
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 Monday 6/30/2008
Copyright 2008 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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