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[About This Newsletter]
DECISION POINT
RYDEX TRACKER DAILY REPORT
Tuesday, 8/31/2010
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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
08/31 WTD MTD YTD
Close $ %age %Price %Price %Price
Name Sym NAV Change Change Change Change Change
---------------- ----- ------ ------ ------ ------ ------ ------
Nova RYNVX 17.24 +0.01 +0.1% -2.2% -6.8% -8%
S&P 500 RYSPX 20.87 +0.01 0.0% -1.4% -4.6% -5%
Inv S&P 500 RYURX 37.03 -0.05 -0.1% +1.3% +4.3% +1%
Nasdaq 100 RYOCX 11.56 -0.03 -0.3% -1.3% -5.2% -5%
Inverse NDX RYAIX 16.16 +0.03 +0.2% +1.3% +4.9% +1%
S&P 500 2x RYTNX 19.08 +0.02 +0.1% -2.8% -9.5% -13%
Inv SPX 2x RYTPX 23.83 -0.03 -0.1% +2.7% +8.4% 0%
NDX 2x RYVYX 77.47 -0.41 -0.5% -2.7% -10.3% -13%
Inv NDX 2x RYVNX 7.23 +0.03 +0.4% +2.6% +9.9% -1%
Dow 2x RYCVX 16.06 +0.02 +0.1% -2.6% -8.1% -8%
Inv Dow 2x RYCWX 24.89 -0.03 -0.1% +2.6% +7.4% -4%
MidCap 1.5x RYMDX 23.27 0.00 0.0% -2.6% -7.6% -2%
Inv MidCap RYMHX 28.75 -0.01 0.0% +1.7% +4.5% -4%
Russ 2000 RYRHX 20.38 0.00 0.0% -2.4% -7.6% -4%
R2000 1.5x RYMKX 20.69 +0.02 +0.1% -3.6% -11.5% -7%
Inv Russ2000 RYSHX 28.89 +0.01 0.0% +2.3% +7.0% -3%
Russ 2000 2x RYRSX 100.94 +0.07 +0.1% -4.8% -14.9% -11%
Inv R2000 2x RYIRX 13.13 -0.02 -0.2% +4.6% +14.3% -10%
SPX Pure Gwth RYAWX 24.28 -0.03 -0.1% -1.9% -2.5% -2%
SPX Pure Value RYZAX 69.78 +0.14 +0.2% -1.7% -6.8% -2%
SP400 Pure Gth RYBHX 29.58 -0.01 0.0% -1.7% -4.1% 0%
SP400 Pure Val RYAVX 25.64 +0.10 +0.4% -2.0% -7.0% -5%
SP600 Pure Gth RYWAX 25.66 -0.04 -0.2% -2.6% -7.1% -4%
SP600 Pure Val RYAZX 15.11 -0.01 -0.1% -3.0% -12.5% -9%
Banking RYKIX 41.88 +0.40 +1.0% -1.8% -10.2% -5%
Basic Matls RYBIX 42.68 +0.29 +0.7% -0.8% -0.1% 0%
Biotech RYOIX 23.53 -0.09 -0.4% -1.3% -3.4% -4%
Consumer Prd RYCIX 36.87 +0.17 +0.5% -0.6% -1.4% +5%
Electronics RYSIX 42.69 -0.76 -1.7% -4.4% -11.1% -18%
Energy RYEIX 18.36 -0.08 -0.4% -1.7% -5.7% -11%
Energy Svcs RYVIX 37.13 -0.37 -1.0% -2.2% -6.7% -11%
Financial Svcs RYFIX 66.92 +0.55 +0.8% -1.1% -6.2% -3%
Health Care RYHIX 13.81 -0.06 -0.4% -1.6% -2.0% -8%
Internet RYIIX 39.49 -0.12 -0.3% -2.0% -0.6% -3%
Leisure RYLIX 25.45 +0.02 +0.1% -1.7% -4.9% +5%
Precious Mtls RYPMX 68.96 +0.83 +1.2% +0.3% +7.7% +8%
Real Estate RYHRX 24.61 +0.24 +1.0% -0.1% -1.8% +10%
Retailing RYRIX 11.08 -0.02 -0.2% -2.2% -4.3% -3%
Technology RYTIX 10.68 -0.08 -0.7% -2.2% -6.5% -9%
Telecom RYMIX 12.92 +0.02 +0.2% -1.4% -3.7% -4%
Transport RYPIX 22.00 +0.05 +0.2% -1.4% -8.2% +1%
Utilities RYUIX 25.55 +0.10 +0.4% -1.0% +0.6% +1%
Lg Bond 1.2x RYGBX 14.01 +0.19 +1.4% +3.8% +10.5% +30%
Inv Gvt Bond RYJUX 11.51 -0.15 -1.3% -3.2% -8.7% -23%
High Yield RYHGX 21.32 +0.04 +0.2% -0.4% -0.9% +7%
Inv High Yield RYILX 35.99 -0.07 -0.2% +0.3% +0.3% -10%
St Dollar 2x RYSBX 16.65 -0.03 -0.2% +0.5% +3.3% +8%
Wk Dollar 2x RYWBX 17.03 +0.03 +0.2% -0.5% -3.7% -12%
Commodities RYMBX 14.01 -0.33 -2.3% -2.7% -6.0% -15%
Mgd Futures RYMFX 23.93 -0.05 -0.2% +0.1% -1.2% -11%
All-Cap Opport RYSRX 11.36 +0.06 +0.5% -0.9% -2.8% -6%
Alt Strat Al RYFOX 19.08 0.00 0.0% -0.1% -1.0% -7%
All-Asset Aggr RYGHX 8.69 0.00 0.0% -0.9% -3.3% -3%
All-Asset Cons RYEPX 9.94 +0.02 +0.2% -0.1% -1.1% 0%
All-Asset Mod RYMLX 9.39 +0.01 +0.1% -0.5% -2.3% -2%
Global 130/30 RYQMX 8.43 -0.03 -0.4% -0.9% -5.6% -7%
Mulit-Hedge St RYMSX 20.50 +0.02 +0.1% 0.0% +1.3% 0%
Europe 1.25x RYEUX 11.39 +0.07 +0.6% -1.3% -5.6% -22%
Japan 2x RYJSX 12.33 -0.42 -3.3% -3.2% -10.1% -20%
Intl Opportun RYFHX 18.02 +0.06 +0.3% 0.0% +0.2% -14%
Average -0.1% -1.0% -2.8% -5%
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RYDEX FUNDS SORTED BY TODAY'S PERCENTAGE CHANGE
08/31 WTD MTD YTD
Close $ %age %Price %Price %Price
Name Sym NAV Change Change Change Change Change
---------------- ----- ------ ------ ------ ------ ------ ------
Lg Bond 1.2x RYGBX 14.01 +0.19 +1.4% +3.8% +10.5% +30%
Precious Mtls RYPMX 68.96 +0.83 +1.2% +0.3% +7.7% +8%
Banking RYKIX 41.88 +0.40 +1.0% -1.8% -10.2% -5%
Real Estate RYHRX 24.61 +0.24 +1.0% -0.1% -1.8% +10%
Financial Svcs RYFIX 66.92 +0.55 +0.8% -1.1% -6.2% -3%
Basic Matls RYBIX 42.68 +0.29 +0.7% -0.8% -0.1% 0%
Europe 1.25x RYEUX 11.39 +0.07 +0.6% -1.3% -5.6% -22%
Consumer Prd RYCIX 36.87 +0.17 +0.5% -0.6% -1.4% +5%
All-Cap Opport RYSRX 11.36 +0.06 +0.5% -0.9% -2.8% -6%
Inv NDX 2x RYVNX 7.23 +0.03 +0.4% +2.6% +9.9% -1%
SP400 Pure Val RYAVX 25.64 +0.10 +0.4% -2.0% -7.0% -5%
Utilities RYUIX 25.55 +0.10 +0.4% -1.0% +0.6% +1%
Intl Opportun RYFHX 18.02 +0.06 +0.3% 0.0% +0.2% -14%
Inverse NDX RYAIX 16.16 +0.03 +0.2% +1.3% +4.9% +1%
SPX Pure Value RYZAX 69.78 +0.14 +0.2% -1.7% -6.8% -2%
Telecom RYMIX 12.92 +0.02 +0.2% -1.4% -3.7% -4%
Transport RYPIX 22.00 +0.05 +0.2% -1.4% -8.2% +1%
High Yield RYHGX 21.32 +0.04 +0.2% -0.4% -0.9% +7%
Wk Dollar 2x RYWBX 17.03 +0.03 +0.2% -0.5% -3.7% -12%
All-Asset Cons RYEPX 9.94 +0.02 +0.2% -0.1% -1.1% 0%
Nova RYNVX 17.24 +0.01 +0.1% -2.2% -6.8% -8%
S&P 500 2x RYTNX 19.08 +0.02 +0.1% -2.8% -9.5% -13%
Dow 2x RYCVX 16.06 +0.02 +0.1% -2.6% -8.1% -8%
R2000 1.5x RYMKX 20.69 +0.02 +0.1% -3.6% -11.5% -7%
Russ 2000 2x RYRSX 100.94 +0.07 +0.1% -4.8% -14.9% -11%
Leisure RYLIX 25.45 +0.02 +0.1% -1.7% -4.9% +5%
All-Asset Mod RYMLX 9.39 +0.01 +0.1% -0.5% -2.3% -2%
Mulit-Hedge St RYMSX 20.50 +0.02 +0.1% 0.0% +1.3% 0%
S&P 500 RYSPX 20.87 +0.01 0.0% -1.4% -4.6% -5%
MidCap 1.5x RYMDX 23.27 0.00 0.0% -2.6% -7.6% -2%
Inv MidCap RYMHX 28.75 -0.01 0.0% +1.7% +4.5% -4%
Russ 2000 RYRHX 20.38 0.00 0.0% -2.4% -7.6% -4%
Inv Russ2000 RYSHX 28.89 +0.01 0.0% +2.3% +7.0% -3%
SP400 Pure Gth RYBHX 29.58 -0.01 0.0% -1.7% -4.1% 0%
Alt Strat Al RYFOX 19.08 0.00 0.0% -0.1% -1.0% -7%
All-Asset Aggr RYGHX 8.69 0.00 0.0% -0.9% -3.3% -3%
Inv S&P 500 RYURX 37.03 -0.05 -0.1% +1.3% +4.3% +1%
Inv SPX 2x RYTPX 23.83 -0.03 -0.1% +2.7% +8.4% 0%
Inv Dow 2x RYCWX 24.89 -0.03 -0.1% +2.6% +7.4% -4%
SPX Pure Gwth RYAWX 24.28 -0.03 -0.1% -1.9% -2.5% -2%
SP600 Pure Val RYAZX 15.11 -0.01 -0.1% -3.0% -12.5% -9%
Inv R2000 2x RYIRX 13.13 -0.02 -0.2% +4.6% +14.3% -10%
SP600 Pure Gth RYWAX 25.66 -0.04 -0.2% -2.6% -7.1% -4%
Retailing RYRIX 11.08 -0.02 -0.2% -2.2% -4.3% -3%
Inv High Yield RYILX 35.99 -0.07 -0.2% +0.3% +0.3% -10%
St Dollar 2x RYSBX 16.65 -0.03 -0.2% +0.5% +3.3% +8%
Mgd Futures RYMFX 23.93 -0.05 -0.2% +0.1% -1.2% -11%
Nasdaq 100 RYOCX 11.56 -0.03 -0.3% -1.3% -5.2% -5%
Internet RYIIX 39.49 -0.12 -0.3% -2.0% -0.6% -3%
Biotech RYOIX 23.53 -0.09 -0.4% -1.3% -3.4% -4%
Energy RYEIX 18.36 -0.08 -0.4% -1.7% -5.7% -11%
Health Care RYHIX 13.81 -0.06 -0.4% -1.6% -2.0% -8%
Global 130/30 RYQMX 8.43 -0.03 -0.4% -0.9% -5.6% -7%
NDX 2x RYVYX 77.47 -0.41 -0.5% -2.7% -10.3% -13%
Technology RYTIX 10.68 -0.08 -0.7% -2.2% -6.5% -9%
Energy Svcs RYVIX 37.13 -0.37 -1.0% -2.2% -6.7% -11%
Inv Gvt Bond RYJUX 11.51 -0.15 -1.3% -3.2% -8.7% -23%
Electronics RYSIX 42.69 -0.76 -1.7% -4.4% -11.1% -18%
Commodities RYMBX 14.01 -0.33 -2.3% -2.7% -6.0% -15%
Japan 2x RYJSX 12.33 -0.42 -3.3% -3.2% -10.1% -20%
Average -0.1% -1.0% -2.8% -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 08/31 Day Day Blinkers Sgnl/Days
---------------------- -- --- --- ----- ---- ---- |---------|---------
Lg Bond 1.2x RYGBX 1 0 +30 +1.4% +1% +11% 1 ++ ++ BUY 18
Inv R2000 2x RYIRX 2 0 +53 -0.2% -3% +13% 1 ++ ++ BUY 19
Inv NDX 2x RYVNX 3 +8 +54 +0.4% +1% +14% 1 ++ ++ + BUY 18
Inv SPX 2x RYTPX 4 +9 +54 -0.1% 0% +13% 1 ++ ++ + BUY 18
Precious Mtls RYPMX 5 +4 +34 +1.2% +7% +5% 1 ++ ++ + BUY 29
Inv Russ2000 RYSHX 6 -3 +44 0.0% -1% +7% 1 ++ ++ BUY 19
Inverse NDX RYAIX 7 +11 +44 +0.2% 0% +7% 1 ++ ++ + BUY 18
Inv Dow 2x RYCWX 8 +25 +51 -0.1% 0% +12% 1 ++ ++ + BUY 18
Inv MidCap RYMHX 9 +7 +44 0.0% -1% +6% 1 ++ ++ + BUY 19
Inv S&P 500 RYURX 10 +10 +42 -0.1% 0% +6% 1 ++ ++ + BUY 18
Utilities RYUIX 11 -4 -1 +0.4% +1% -2% 4 -+ -+ SELL 19
Basic Matls RYBIX 12 -8 -3 +0.7% +3% -2% 4 -+ -+ SELL 11
High Yield RYHGX 13 -6 +6 +0.2% 0% -2% 5 -- -+ SELL 19
Internet RYIIX 14 -4 0 -0.3% 0% -4% 5 -- -+ SELL 18
Mulit-Hedge St RYMSX 15 +4 +29 +0.1% 0% +1% 1 ++ ++ + BUY 50
Wk Dollar 2x RYWBX 16 -11 -14 +0.2% 0% -5% 5 -- -+ SELL 19
Real Estate RYHRX 17 -2 -12 +1.0% +3% -3% 4 -+ ++ SELL 18
Intl Opportun RYFHX 18 +4 +20 +0.3% +1% 0% 4 -+ ++ + SELL 11
Consumer Prd RYCIX 19 -5 +6 +0.5% 0% -3% 5 -- -+ SELL 19
All-Asset Cons RYEPX 20 +3 +16 +0.2% 0% -2% 5 -- -- + SELL 18
Europe 1.25x RYEUX 21 -15 -20 +0.6% +1% -10% 6 -- -- SELL 19
Biotech RYOIX 22 -10 -10 -0.4% 0% -7% 6 -- -- SELL 12
Telecom RYMIX 23 -6 -15 +0.2% 0% -5% 6 -- -- SELL 19
SPX Pure Gwth RYAWX 24 -3 -1 -0.1% 0% -5% 6 -- -- SELL 18
All-Asset Mod RYMLX 25 +1 +10 +0.1% 0% -3% 5 -- -- + SELL 18
Alt Strat Al RYFOX 26 +12 +21 0.0% 0% -1% 4 -- +- + SELL 12
St Dollar 2x RYSBX 27 +22 +33 -0.2% 0% +5% 2 ++ +- + BUY 19
SP400 Pure Gth RYBHX 28 -3 -4 0.0% +1% -6% 6 -- -- SELL 18
All-Asset Aggr RYGHX 29 -2 +4 0.0% 0% -4% 6 -- -- SELL 18
All-Cap Opport RYSRX 30 +3 +7 +0.5% +1% -4% 5 -- -- + SELL 12
Commodities RYMBX 31 -2 -20 -2.3% +1% -7% 6 -- -- SELL 18
Inv High Yield RYILX 32 +16 +24 -0.2% 0% +1% 2 ++ +- + BUY 19
Leisure RYLIX 33 -2 -6 +0.1% +1% -6% 6 -- -- SELL 18
Health Care RYHIX 34 +1 +9 -0.4% 0% -6% 5 -- -- + SELL 11
S&P 500 RYSPX 35 -3 -7 0.0% 0% -6% 6 -- -- SELL 18
Global 130/30 RYQMX 36 -6 -15 -0.4% -1% -7% 6 -- -- SELL 19
Energy Svcs RYVIX 37 -9 -33 -1.0% 0% -8% 6 -- -- SELL 19
Mgd Futures RYMFX 38 +13 +16 -0.2% 0% 0% 3 +- +- + BUY 12
Retailing RYRIX 39 +3 +7 -0.2% -1% -5% 5 -- -- + SELL 8
Nasdaq 100 RYOCX 40 -3 -11 -0.3% 0% -7% 6 -- -- SELL 18
Financial Svcs RYFIX 41 0 -19 +0.8% +1% -7% 6 -- -- SELL 19
Dow 2x RYCVX 42 -18 -39 +0.1% 0% -11% 6 -- -- SELL 18
Transport RYPIX 43 -3 -30 +0.2% +1% -8% 6 -- -- SELL 19
Energy RYEIX 44 -8 -28 -0.4% 0% -8% 6 -- -- SELL 18
Nova RYNVX 45 -6 -30 +0.1% 0% -9% 6 -- -- SELL 18
Technology RYTIX 46 0 -16 -0.7% -1% -7% 6 -- -- SELL 19
MidCap 1.5x RYMDX 47 -2 -30 0.0% +1% -9% 6 -- -- SELL 19
SP600 Pure Gth RYWAX 48 +6 -8 -0.2% +1% -6% 5 -- -- + SELL 20
SPX Pure Value RYZAX 49 -2 -17 +0.2% 0% -8% 6 -- -- SELL 19
Russ 2000 RYRHX 50 +2 -17 0.0% +1% -7% 5 -- -- + SELL 19
SP400 Pure Val RYAVX 51 +2 -10 +0.4% +1% -7% 5 -- -- + SELL 18
Japan 2x RYJSX 52 -3 -32 -3.3% -1% -11% 6 -- -- SELL 19
S&P 500 2x RYTNX 53 -10 -47 +0.1% -1% -13% 6 -- -- SELL 18
NDX 2x RYVYX 54 -10 -47 -0.5% -1% -14% 6 -- -- SELL 18
R2000 1.5x RYMKX 55 0 -29 +0.1% +1% -11% 6 -- -- SELL 19
Inv Gvt Bond RYJUX 56 +1 -7 -1.3% -1% -9% 5 -- -- + SELL 18
Banking RYKIX 57 -1 -15 +1.0% 0% -10% 6 -- -- SELL 20
Electronics RYSIX 58 0 -13 -1.7% -3% -10% 6 -- -- SELL 26
Russ 2000 2x RYRSX 59 0 -41 +0.1% +2% -14% 6 -- -- SELL 19
SP600 Pure Val RYAZX 60 0 -12 -0.1% 0% -10% 6 -- -- SELL 19
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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 46
% of Total......: 23% 77%
Ave Days Elapsed: 21 18
Ave High Profit.: +4% +3%
Ave Profit......: +3% +3%
Percentage of PMOs Rising ..........: 28%
Percentage of PMOs Above Zero.......: 40%
08/31 Cal
Close % Days High Today PMO
Name/Symbol NAV Change Signl Elap P/L P/L R/F Days
---------------------- ------ ------ ----- ---- ------- ------- --------
Mgd Futures RYMFX 23.93 -0.2% BUY 12 0.0% -0.2% R 5
Inv S&P 500 RYURX 37.03 -0.1% BUY 18 2.9% 2.5% R 20
Inverse NDX RYAIX 16.16 +0.2% BUY 18 2.6% 2.6% R 20
Inv SPX 2x RYTPX 23.83 -0.1% BUY 18 5.6% 4.8% R 20
Inv NDX 2x RYVNX 7.23 +0.4% BUY 18 5.2% 5.2% R 20
Inv Dow 2x RYCWX 24.89 -0.1% BUY 18 5.9% 5.0% R 20
Lg Bond 1.2x RYGBX 14.01 +1.4% BUY 18 7.8% 7.8% R 1
Inv MidCap RYMHX 28.75 0.0% BUY 19 2.7% 2.0% R 1
Inv Russ2000 RYSHX 28.89 0.0% BUY 19 3.2% 1.9% R 1
Inv R2000 2x RYIRX 13.13 -0.2% BUY 19 6.6% 3.7% R 1
Inv High Yield RYILX 35.99 -0.2% BUY 19 0.1% -0.3% R 12
St Dollar 2x RYSBX 16.65 -0.2% BUY 19 1.4% 0.9% R 21
Precious Mtls RYPMX 68.96 +1.2% BUY 29 7.2% 7.2% R 6
Mulit-Hedge St RYMSX 20.50 +0.1% BUY 50 1.8% 1.8% R 19
Retailing RYRIX 11.08 -0.2% SELL 8 2.5% 2.5% F 8
Basic Matls RYBIX 42.68 +0.7% SELL 11 3.3% 0.7% F 1
Health Care RYHIX 13.81 -0.4% SELL 11 2.3% 2.3% F 12
Intl Opportun RYFHX 18.02 +0.3% SELL 11 0.4% -0.6% R 0
Biotech RYOIX 23.53 -0.4% SELL 12 2.7% 2.2% F 20
All-Cap Opport RYSRX 11.36 +0.5% SELL 12 1.8% 1.0% F 1
Alt Strat Al RYFOX 19.08 0.0% SELL 12 0.7% 0.4% R 4
Nova RYNVX 17.24 +0.1% SELL 18 4.3% 4.0% F 20
S&P 500 RYSPX 20.87 0.0% SELL 18 2.9% 2.7% F 20
Nasdaq 100 RYOCX 11.56 -0.3% SELL 18 2.8% 2.8% F 20
S&P 500 2x RYTNX 19.08 +0.1% SELL 18 6.0% 5.6% F 20
NDX 2x RYVYX 77.47 -0.5% SELL 18 5.6% 5.6% F 20
Dow 2x RYCVX 16.06 +0.1% SELL 18 6.0% 5.4% F 20
SPX Pure Gwth RYAWX 24.28 -0.1% SELL 18 1.6% 1.3% F 20
SP400 Pure Gth RYBHX 29.58 0.0% SELL 18 2.1% 1.6% F 20
SP400 Pure Val RYAVX 25.64 +0.4% SELL 18 2.9% 2.4% F 1
Energy RYEIX 18.36 -0.4% SELL 18 5.1% 4.1% F 20
Internet RYIIX 39.49 -0.3% SELL 18 0.0% -0.3% F 1
Leisure RYLIX 25.45 +0.1% SELL 18 2.8% 2.0% F 12
Real Estate RYHRX 24.61 +1.0% SELL 18 1.5% -1.2% R 0
Inv Gvt Bond RYJUX 11.51 -1.3% SELL 18 6.6% 6.6% F 1
Commodities RYMBX 14.01 -2.3% SELL 18 3.5% 2.9% F 1
All-Asset Aggr RYGHX 8.69 0.0% SELL 18 1.8% 1.6% F 20
All-Asset Cons RYEPX 9.94 +0.2% SELL 18 0.6% 0.4% F 20
All-Asset Mod RYMLX 9.39 +0.1% SELL 18 1.2% 0.9% F 20
MidCap 1.5x RYMDX 23.27 0.0% SELL 19 4.1% 3.5% F 1
Russ 2000 RYRHX 20.38 0.0% SELL 19 3.5% 2.5% F 1
R2000 1.5x RYMKX 20.69 +0.1% SELL 19 5.5% 4.1% F 1
Russ 2000 2x RYRSX 100.94 +0.1% SELL 19 7.0% 5.1% F 1
SPX Pure Value RYZAX 69.78 +0.2% SELL 19 4.1% 3.8% F 20
SP600 Pure Val RYAZX 15.11 -0.1% SELL 19 4.9% 4.4% F 1
Consumer Prd RYCIX 36.87 +0.5% SELL 19 1.1% 0.6% F 20
Energy Svcs RYVIX 37.13 -1.0% SELL 19 4.6% 3.4% F 21
Financial Svcs RYFIX 66.92 +0.8% SELL 19 4.0% 2.9% F 20
Technology RYTIX 10.68 -0.7% SELL 19 2.8% 2.8% F 21
Telecom RYMIX 12.92 +0.2% SELL 19 1.8% 1.5% F 20
Transport RYPIX 22.00 +0.2% SELL 19 4.3% 3.3% F 21
Utilities RYUIX 25.55 +0.4% SELL 19 0.6% -0.6% F 1
High Yield RYHGX 21.32 +0.2% SELL 19 0.4% 0.1% F 12
Wk Dollar 2x RYWBX 17.03 +0.2% SELL 19 1.6% 1.2% F 21
Global 130/30 RYQMX 8.43 -0.4% SELL 19 3.3% 3.3% F 21
Europe 1.25x RYEUX 11.39 +0.6% SELL 19 4.8% 3.7% F 20
Japan 2x RYJSX 12.33 -3.3% SELL 19 4.1% 4.1% F 11
SP600 Pure Gth RYWAX 25.66 -0.2% SELL 20 3.2% 2.4% F 1
Banking RYKIX 41.88 +1.0% SELL 20 6.5% 5.6% F 21
Electronics RYSIX 42.69 -1.7% SELL 26 12.0% 12.0% F 1
Average -0.1% 18 3.5% 2.9% 12
*****************************************************************************
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...: 28 32
% of Total......: 47% 53%
Ave Days Elapsed: 121 141
Ave High Profit.: +6% +11%
Ave Profit......: 0% +9%
Ave Rel to Stop.: +5% -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.
08/31 Cal Price
Close % Days High Today Rel to
Name/Symbol NAV Change Sgnl Elap P/L P/L STOP Stop
---------------------- ------ ------ ---- ---- ------ ------ ------ -------
Inv Russ2000 RYSHX 28.89 0.0% BUY 7 0.0% -1.3% 26.34 +9.7%
Precious Mtls RYPMX 68.96 +1.2% BUY 13 2.1% 2.1% 62.06 +11.1%
Nasdaq 100 RYOCX 11.56 -0.3% BUY 27 0.3% -7.4% 11.27 +2.6%
Commodities RYMBX 14.01 -2.3% BUY 28 0.3% -9.1% 13.91 +0.7%
S&P 500 RYSPX 20.87 0.0% BUY 29 0.2% -6.7% 20.16 +3.5%
All-Cap Opport RYSRX 11.36 +0.5% BUY 29 0.3% -4.6% 10.75 +5.7%
Global 130/30 RYQMX 8.43 -0.4% BUY 29 0.2% -7.7% 8.24 +2.4%
Wk Dollar 2x RYWBX 17.03 +0.2% BUY 33 3.2% -3.7% 16.43 +3.6%
Financial Svcs RYFIX 66.92 +0.8% BUY 35 2.4% -6.4% 65.90 +1.6%
SPX Pure Gwth RYAWX 24.28 -0.1% BUY 36 1.7% -4.6% 23.29 +4.2%
SPX Pure Value RYZAX 69.78 +0.2% BUY 36 0.7% -8.2% 68.94 +1.2%
Biotech RYOIX 23.53 -0.4% BUY 36 2.5% -4.9% 22.83 +3.1%
Leisure RYLIX 25.45 +0.1% BUY 36 1.3% -6.1% 24.71 +3.0%
Technology RYTIX 10.68 -0.7% BUY 36 0.0% -8.6% 10.52 +1.5%
SP400 Pure Gth RYBHX 29.58 0.0% BUY 39 2.2% -5.1% 28.65 +3.3%
SP400 Pure Val RYAVX 25.64 +0.4% BUY 39 2.2% -7.3% 25.44 +0.8%
Basic Matls RYBIX 42.68 +0.7% BUY 39 2.3% -0.9% 39.65 +7.7%
Telecom RYMIX 12.92 +0.2% BUY 39 1.6% -4.6% 12.38 +4.3%
Internet RYIIX 39.49 -0.3% BUY 48 3.9% -1.1% 37.31 +5.8%
Real Estate RYHRX 24.61 +1.0% BUY 49 6.6% 1.5% 23.26 +5.8%
Inv S&P 500 RYURX 37.03 -0.1% BUY 85 2.2% -1.6% 34.61 +7.0%
Lg Bond 1.2x RYGBX 14.01 +1.4% BUY 117 16.0% 16.0% 12.02 +16.6%
Mulit-Hedge St RYMSX 20.50 +0.1% BUY 214 0.0% -3.3% 19.07 +7.5%
Utilities RYUIX 25.55 +0.4% BUY 445 18.4% 15.7% 23.53 +8.6%
High Yield RYHGX 21.32 +0.2% BUY 456 26.9% 24.2% 19.61 +8.7%
All-Asset Cons RYEPX 9.94 +0.2% BUY 459 13.4% 8.6% 9.34 +6.4%
Consumer Prd RYCIX 36.87 +0.5% BUY 462 30.2% 24.8% 34.63 +6.5%
All-Asset Mod RYMLX 9.39 +0.1% BUY 480 18.2% 9.3% 9.14 +2.8%
Nova RYNVX 17.24 +0.1% SELL 5 0.0% -0.3% 18.90 -8.8%
Energy RYEIX 18.36 -0.4% SELL 6 0.7% -0.4% 19.98 -8.1%
Dow 2x RYCVX 16.06 +0.1% SELL 7 1.1% 0.4% 17.55 -8.5%
MidCap 1.5x RYMDX 23.27 0.0% SELL 7 0.0% -0.7% 25.42 -8.5%
Russ 2000 RYRHX 20.38 0.0% SELL 7 0.0% -1.0% 22.19 -8.1%
SP600 Pure Gth RYWAX 25.66 -0.2% SELL 7 0.0% -0.7% 28.02 -8.4%
Energy Svcs RYVIX 37.13 -1.0% SELL 7 1.4% 0.2% 40.33 -7.9%
Transport RYPIX 22.00 +0.2% SELL 7 0.1% -0.9% 23.95 -8.1%
Europe 1.25x RYEUX 11.39 +0.6% SELL 7 0.1% -1.1% 12.39 -8.0%
S&P 500 2x RYTNX 19.08 +0.1% SELL 8 3.8% 3.4% 21.12 -9.7%
NDX 2x RYVYX 77.47 -0.5% SELL 8 4.5% 4.5% 85.22 -9.1%
Banking RYKIX 41.88 +1.0% SELL 11 4.0% 3.1% 46.19 -9.3%
R2000 1.5x RYMKX 20.69 +0.1% SELL 19 5.5% 4.1% 22.66 -8.7%
Russ 2000 2x RYRSX 100.94 +0.1% SELL 20 8.0% 6.2% 115.84 -12.9%
Electronics RYSIX 42.69 -1.7% SELL 20 6.3% 6.3% 48.12 -11.3%
Inverse NDX RYAIX 16.16 +0.2% SELL 22 0.0% -7.9% 16.48 -1.9%
St Dollar 2x RYSBX 16.65 -0.2% SELL 47 5.1% -1.3% 17.16 -3.0%
Inv SPX 2x RYTPX 23.83 -0.1% SELL 53 9.7% -2.9% 24.38 -2.2%
Inv Dow 2x RYCWX 24.89 -0.1% SELL 53 10.2% -1.1% 26.20 -5.0%
SP600 Pure Val RYAZX 15.11 -0.1% SELL 63 8.3% 7.9% 17.27 -12.5%
Retailing RYRIX 11.08 -0.2% SELL 85 6.7% 5.1% 11.99 -7.6%
All-Asset Aggr RYGHX 8.69 0.0% SELL 85 1.8% -0.2% 9.36 -7.2%
Health Care RYHIX 13.81 -0.4% SELL 103 2.7% 2.7% 15.19 -9.1%
Intl Opportun RYFHX 18.02 +0.3% SELL 118 10.5% 5.2% 18.84 -4.4%
Japan 2x RYJSX 12.33 -3.3% SELL 119 17.6% 17.3% 14.22 -13.3%
Inv Gvt Bond RYJUX 11.51 -1.3% SELL 419 20.6% 20.6% 13.50 -14.8%
Inv High Yield RYILX 35.99 -0.2% SELL 484 29.4% 28.2% 38.95 -7.6%
Inv MidCap RYMHX 28.75 0.0% SELL 516 44.4% 37.0% 29.46 -2.4%
Inv R2000 2x RYIRX 13.13 -0.2% SELL 516 71.9% 62.7% 14.16 -7.3%
Mgd Futures RYMFX 23.93 -0.2% SELL 530 11.3% 10.6% 26.13 -8.4%
Inv NDX 2x RYVNX 7.23 +0.4% SELL 531 70.7% 63.6% 7.62 -5.1%
Alt Strat Al RYFOX 19.08 0.0% SELL 617 6.4% 6.1% 20.93 -8.9%
Average -0.1% 131 8.7% 4.6% -1.8%
****************************************************************************
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...: 14 46 28 32
% of Total......: 23% 77% 47% 53%
Ave Days Elapsed: 21 18 121 141
Ave High Profit.: +4% +3% +6% +11%
Ave Profit......: +3% +3% 0% +9%
Ave Rel to Stop.: +5% -4%
Percentage of PMOs Rising ..........: 28%
Percentage of PMOs Above Zero.......: 40%
|-- 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 18 +4.3% +4.0% SELL 5 0.0% -0.4%
S&P 500 Warn! SELL 18 +2.9% +2.7% BUY 29 +0.2% -6.7%
Inv S&P 500 BUY 18 +2.9% +2.6% BUY 85 +2.2% -1.6%
Nasdaq 100 Warn! SELL 18 +2.8% +2.8% BUY 27 +0.3% -7.4%
Inverse NDX Warn! BUY 18 +2.6% +2.6% SELL 22 0.0% -7.9%
S&P 500 2x SELL 18 +6.0% +5.6% SELL 8 +3.8% +3.4%
Inv SPX 2x Warn! BUY 18 +5.6% +4.8% SELL 53 +9.7% -2.9%
NDX 2x SELL 18 +5.6% +5.6% SELL 8 +4.5% +4.5%
Inv NDX 2x Warn! BUY 18 +5.2% +5.2% SELL 531 +70.7% +63.6%
Dow 2x SELL 18 +6.0% +5.4% SELL 7 +1.1% +0.4%
Inv Dow 2x Warn! BUY 18 +6.0% +5.0% SELL 53 +10.2% -1.1%
MidCap 1.5x SELL 19 +4.2% +3.5% SELL 7 0.0% -0.7%
Inv MidCap Warn! BUY 19 +2.7% +2.0% SELL 516 +44.4% +37.0%
Russ 2000 SELL 19 +3.5% +2.5% SELL 7 0.0% -1.0%
R2000 1.5x SELL 19 +5.5% +4.1% SELL 19 +5.5% +4.1%
Inv Russ2000 BUY 19 +3.3% +1.9% BUY 7 0.0% -1.3%
Russ 2000 2x SELL 19 +7.0% +5.1% SELL 20 +8.0% +6.2%
Inv R2000 2x Warn! BUY 19 +6.6% +3.7% SELL 516 +71.9% +62.7%
SPX Pure Gwth Warn! SELL 18 +1.6% +1.3% BUY 36 +1.7% -4.6%
SPX Pure Value Warn! SELL 19 +4.1% +3.8% BUY 36 +0.8% -8.2%
SP400 Pure Gth Warn! SELL 18 +2.1% +1.6% BUY 39 +2.2% -5.1%
SP400 Pure Val Warn! SELL 18 +2.9% +2.4% BUY 39 +2.2% -7.3%
SP600 Pure Gth SELL 20 +3.2% +2.4% SELL 7 0.0% -0.8%
SP600 Pure Val SELL 19 +4.9% +4.4% SELL 63 +8.4% +7.9%
Banking SELL 20 +6.5% +5.6% SELL 11 +4.0% +3.1%
Basic Matls Warn! SELL 11 +3.3% +0.7% BUY 39 +2.3% -0.9%
Biotech Warn! SELL 12 +2.7% +2.2% BUY 36 +2.5% -4.9%
Consumer Prd Warn! SELL 19 +1.1% +0.6% BUY 462 +30.2% +24.8%
Electronics SELL 26 +12.0% +12.0% SELL 20 +6.3% +6.3%
Energy SELL 18 +5.1% +4.1% SELL 6 +0.7% -0.4%
Energy Svcs SELL 19 +4.6% +3.4% SELL 7 +1.4% +0.2%
Financial Svcs Warn! SELL 19 +4.0% +2.9% BUY 35 +2.4% -6.4%
Health Care SELL 11 +2.3% +2.3% SELL 103 +2.7% +2.7%
Internet Warn! SELL 18 0.0% -0.3% BUY 48 +3.9% -1.1%
Leisure Warn! SELL 18 +2.9% +2.0% BUY 36 +1.3% -6.1%
Precious Mtls BUY 29 +7.2% +7.2% BUY 13 +2.1% +2.1%
Real Estate Warn! SELL 18 +1.5% -1.2% BUY 49 +6.6% +1.5%
Retailing SELL 8 +2.5% +2.5% SELL 85 +6.7% +5.1%
Technology Warn! SELL 19 +2.8% +2.8% BUY 36 0.0% -8.6%
Telecom Warn! SELL 19 +1.8% +1.5% BUY 39 +1.6% -4.6%
Transport SELL 19 +4.3% +3.3% SELL 7 +0.1% -0.9%
Utilities Warn! SELL 19 +0.6% -0.6% BUY 445 +18.4% +15.7%
Lg Bond 1.2x BUY 18 +7.8% +7.8% BUY 117 +16.0% +16.0%
Inv Gvt Bond SELL 18 +6.6% +6.6% SELL 419 +20.6% +20.6%
High Yield Warn! SELL 19 +0.4% +0.1% BUY 456 +26.9% +24.2%
Inv High Yield Warn! BUY 19 +0.1% -0.3% SELL 484 +29.4% +28.2%
St Dollar 2x Warn! BUY 19 +1.4% +0.9% SELL 47 +5.1% -1.3%
Wk Dollar 2x Warn! SELL 19 +1.6% +1.2% BUY 33 +3.2% -3.7%
Commodities Warn! SELL 18 +3.5% +2.9% BUY 28 +0.3% -9.1%
Mgd Futures Warn! BUY 12 +0.0% -0.2% SELL 530 +11.3% +10.6%
All-Cap Opport Warn! SELL 12 +1.8% +1.0% BUY 29 +0.3% -4.6%
Alt Strat Al SELL 12 +0.7% +0.4% SELL 617 +6.4% +6.2%
All-Asset Aggr SELL 18 +1.8% +1.6% SELL 85 +1.9% -0.2%
All-Asset Cons Warn! SELL 18 +0.6% +0.4% BUY 459 +13.4% +8.6%
All-Asset Mod Warn! SELL 18 +1.2% +1.0% BUY 480 +18.2% +9.3%
Global 130/30 Warn! SELL 19 +3.3% +3.3% BUY 29 +0.2% -7.7%
Mulit-Hedge St BUY 50 +1.8% +1.8% BUY 214 0.0% -3.3%
Europe 1.25x SELL 19 +4.8% +3.7% SELL 7 +0.1% -1.1%
Japan 2x SELL 19 +4.1% +4.1% SELL 119 +17.6% +17.3%
Intl Opportun SELL 11 +0.5% -0.6% SELL 118 +10.5% +5.2%
Average 18 +3.5% +2.9% 131 +8.7% +4.6%
*****************************************************************************
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 Tuesday 8/31/2010
Copyright 2010 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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