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[About This Newsletter]
DECISION POINT
RYDEX TRACKER DAILY REPORT
Friday, 10/31/2008
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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
10/31 WTD MTD YTD
Close $ %age %Price %Price %Price
Name Sym NAV Change Change Change Change Change
---------------- ----- ------ ------ ------ ------ ------ ------
Nova RYNVX 15.87 +0.40 +2.6% +16.1% -26.2% -48%
S&P 500 RYSPX 19.09 +0.31 +1.7% +10.7% -17.1% -32%
Inv S&P 500 RYURX 50.16 -1.01 -2.0% -11.4% +14.2% +38%
Nasdaq 100 RYOCX 8.84 0.00 0.0% +11.1% -16.4% -36%
Inverse NDX RYAIX 25.89 -0.02 -0.1% -11.5% +13.0% +41%
S&P 500 2x RYTNX 18.52 +0.65 +3.6% +21.7% -35.3% -61%
Inv SPX 2x RYTPX 49.46 -1.88 -3.7% -22.2% +22.9% +70%
NDX 2x RYVYX 10.37 +0.01 +0.1% +22.0% -34.5% -65%
Inv NDX 2x RYVNX 20.74 -0.02 -0.1% -22.5% +20.7% +76%
Dow 2x RYCVX 15.20 +0.52 +3.5% +23.5% -29.9% -55%
Inv Dow 2x RYCWX 47.23 -1.82 -3.7% -23.1% +17.1% +54%
MidCap 1.5x RYMDX 19.12 +0.77 +4.2% +20.1% -32.4% -50%
Inv MidCap RYMHX 47.69 -1.38 -2.8% -12.8% +20.9% +41%
Russ 2000 RYRHX 18.19 +0.80 +4.6% +14.1% -21.6% -30%
R2000 1.5x RYMKX 18.70 +1.20 +6.9% +21.1% -31.4% -45%
Inv Russ2000 RYSHX 44.75 -2.14 -4.6% -13.6% +19.0% +26%
Russ 2000 2x RYRSX 10.15 +0.85 +9.1% +29.5% -44.6% -58%
Inv R2000 2x RYIRX 55.55 -5.56 -9.1% -25.7% +31.6% +38%
LgCap Gwth RYAWX 17.78 +0.32 +1.8% +12.5% -19.8% -36%
LgCap Value RYZAX 13.08 +0.34 +2.7% +12.2% -22.4% -43%
MidCap Gwth RYBHX 20.27 +0.62 +3.2% +13.6% -19.9% -31%
MidCap Val RYAVX 19.88 +0.60 +3.1% +11.0% -27.8% -38%
SmlCap Gwth RYWAX 21.46 +0.82 +4.0% +13.8% -21.1% -29%
SmlCap Valu RYAZX 18.97 +1.25 +7.1% +19.1% -23.2% -31%
Banking RYKIX 5.85 +0.20 +3.5% +13.6% -10.4% -30%
Basic Matls RYBIX 27.66 +0.13 +0.5% +17.5% -27.4% -46%
Biotech RYOIX 20.63 +0.38 +1.9% +6.5% -11.7% -10%
Consumer Prd RYCIX 30.27 +0.20 +0.7% +7.6% -12.7% -22%
Electronics RYSIX 7.06 +0.13 +1.9% +14.6% -16.6% -42%
Energy RYEIX 17.68 +0.23 +1.3% +17.9% -23.2% -39%
Energy Svcs RYVIX 32.37 +0.15 +0.5% +18.2% -33.2% -46%
Financial Sv RYFIX 6.78 +0.27 +4.1% +12.6% -23.0% -41%
Health Care RYHIX 12.11 +0.21 +1.8% +6.6% -14.5% -24%
Internet RYIIX 26.51 +0.12 +0.5% +9.7% -18.7% -42%
Leisure RYLIX 19.63 +0.41 +2.1% +15.2% -23.1% -45%
Precious Mtl RYPMX 28.29 -0.94 -3.2% +15.3% -39.7% -58%
Real Estate RYHRX 21.35 +1.25 +6.2% +18.9% -32.0% -35%
Retailing RYRIX 8.69 +0.27 +3.2% +14.8% -18.5% -29%
Technology RYTIX 8.24 +0.07 +0.9% +10.6% -20.1% -40%
Telecom RYMIX 11.21 -0.06 -0.5% +11.5% -19.9% -44%
Transport RYPIX 21.35 +0.97 +4.8% +16.0% -8.9% -16%
Utilities RYUIX 22.95 -0.28 -1.2% +7.6% -11.5% -30%
Lg Bond 1.2x RYGBX 11.45 -0.18 -1.5% -5.7% -2.3% +1%
Inv Gvt Bond RYJUX 17.71 +0.29 +1.7% +5.5% +5.4% 0%
High Yield RYHGX 22.79 +0.07 +0.3% +2.8% -5.5% -11%
Inv High Yield RYILX 53.31 -0.20 -0.4% -2.7% +3.0% +7%
St Dollar 2x RYSBX 27.55 +0.65 +2.4% -1.5% +17.8% +22%
Wk Dollar 2x RYWBX 20.35 -0.50 -2.4% +1.3% -16.2% -21%
Commodities RYMBX 21.84 +0.25 +1.2% +4.1% -29.0% -27%
Absolute Rtn RYMSX 21.14 +0.06 +0.3% +4.7% -11.1% -19%
Core Equity RYQMX 8.46 +0.24 +2.9% +13.3% -19.7% -35%
Hedged Eqty RYSTX 18.83 +0.12 +0.6% +5.3% -13.7% -26%
Mgd Futures RYMFX 29.59 +0.19 +0.6% -3.1% +10.2% +11%
Sector Rotn RYSRX 10.78 +0.26 +2.5% +11.4% -11.1% -32%
Europe 1.25x RYEUX 12.24 +0.31 +2.6% +17.0% -27.5% -52%
Average +1.3% +7.6% -13.3% -20%
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RYDEX FUNDS SORTED BY TODAY'S PERCENTAGE CHANGE
10/31 WTD MTD YTD
Close $ %age %Price %Price %Price
Name Sym NAV Change Change Change Change Change
---------------- ----- ------ ------ ------ ------ ------ ------
Russ 2000 2x RYRSX 10.15 +0.85 +9.1% +29.5% -44.6% -58%
SmlCap Valu RYAZX 18.97 +1.25 +7.1% +19.1% -23.2% -31%
R2000 1.5x RYMKX 18.70 +1.20 +6.9% +21.1% -31.4% -45%
Real Estate RYHRX 21.35 +1.25 +6.2% +18.9% -32.0% -35%
Transport RYPIX 21.35 +0.97 +4.8% +16.0% -8.9% -16%
Russ 2000 RYRHX 18.19 +0.80 +4.6% +14.1% -21.6% -30%
MidCap 1.5x RYMDX 19.12 +0.77 +4.2% +20.1% -32.4% -50%
Financial Sv RYFIX 6.78 +0.27 +4.1% +12.6% -23.0% -41%
SmlCap Gwth RYWAX 21.46 +0.82 +4.0% +13.8% -21.1% -29%
S&P 500 2x RYTNX 18.52 +0.65 +3.6% +21.7% -35.3% -61%
Dow 2x RYCVX 15.20 +0.52 +3.5% +23.5% -29.9% -55%
Banking RYKIX 5.85 +0.20 +3.5% +13.6% -10.4% -30%
MidCap Gwth RYBHX 20.27 +0.62 +3.2% +13.6% -19.9% -31%
Retailing RYRIX 8.69 +0.27 +3.2% +14.8% -18.5% -29%
MidCap Val RYAVX 19.88 +0.60 +3.1% +11.0% -27.8% -38%
Core Equity RYQMX 8.46 +0.24 +2.9% +13.3% -19.7% -35%
LgCap Value RYZAX 13.08 +0.34 +2.7% +12.2% -22.4% -43%
Nova RYNVX 15.87 +0.40 +2.6% +16.1% -26.2% -48%
Europe 1.25x RYEUX 12.24 +0.31 +2.6% +17.0% -27.5% -52%
Sector Rotn RYSRX 10.78 +0.26 +2.5% +11.4% -11.1% -32%
St Dollar 2x RYSBX 27.55 +0.65 +2.4% -1.5% +17.8% +22%
Leisure RYLIX 19.63 +0.41 +2.1% +15.2% -23.1% -45%
Biotech RYOIX 20.63 +0.38 +1.9% +6.5% -11.7% -10%
Electronics RYSIX 7.06 +0.13 +1.9% +14.6% -16.6% -42%
LgCap Gwth RYAWX 17.78 +0.32 +1.8% +12.5% -19.8% -36%
Health Care RYHIX 12.11 +0.21 +1.8% +6.6% -14.5% -24%
S&P 500 RYSPX 19.09 +0.31 +1.7% +10.7% -17.1% -32%
Inv Gvt Bond RYJUX 17.71 +0.29 +1.7% +5.5% +5.4% 0%
Energy RYEIX 17.68 +0.23 +1.3% +17.9% -23.2% -39%
Commodities RYMBX 21.84 +0.25 +1.2% +4.1% -29.0% -27%
Technology RYTIX 8.24 +0.07 +0.9% +10.6% -20.1% -40%
Consumer Prd RYCIX 30.27 +0.20 +0.7% +7.6% -12.7% -22%
Hedged Eqty RYSTX 18.83 +0.12 +0.6% +5.3% -13.7% -26%
Mgd Futures RYMFX 29.59 +0.19 +0.6% -3.1% +10.2% +11%
Basic Matls RYBIX 27.66 +0.13 +0.5% +17.5% -27.4% -46%
Energy Svcs RYVIX 32.37 +0.15 +0.5% +18.2% -33.2% -46%
Internet RYIIX 26.51 +0.12 +0.5% +9.7% -18.7% -42%
High Yield RYHGX 22.79 +0.07 +0.3% +2.8% -5.5% -11%
Absolute Rtn RYMSX 21.14 +0.06 +0.3% +4.7% -11.1% -19%
NDX 2x RYVYX 10.37 +0.01 +0.1% +22.0% -34.5% -65%
Nasdaq 100 RYOCX 8.84 0.00 0.0% +11.1% -16.4% -36%
Inverse NDX RYAIX 25.89 -0.02 -0.1% -11.5% +13.0% +41%
Inv NDX 2x RYVNX 20.74 -0.02 -0.1% -22.5% +20.7% +76%
Inv High Yield RYILX 53.31 -0.20 -0.4% -2.7% +3.0% +7%
Telecom RYMIX 11.21 -0.06 -0.5% +11.5% -19.9% -44%
Utilities RYUIX 22.95 -0.28 -1.2% +7.6% -11.5% -30%
Lg Bond 1.2x RYGBX 11.45 -0.18 -1.5% -5.7% -2.3% +1%
Inv S&P 500 RYURX 50.16 -1.01 -2.0% -11.4% +14.2% +38%
Wk Dollar 2x RYWBX 20.35 -0.50 -2.4% +1.3% -16.2% -21%
Inv MidCap RYMHX 47.69 -1.38 -2.8% -12.8% +20.9% +41%
Precious Mtl RYPMX 28.29 -0.94 -3.2% +15.3% -39.7% -58%
Inv SPX 2x RYTPX 49.46 -1.88 -3.7% -22.2% +22.9% +70%
Inv Dow 2x RYCWX 47.23 -1.82 -3.7% -23.1% +17.1% +54%
Inv Russ2000 RYSHX 44.75 -2.14 -4.6% -13.6% +19.0% +26%
Inv R2000 2x RYIRX 55.55 -5.56 -9.1% -25.7% +31.6% +38%
Average +1.3% +7.6% -13.3% -20%
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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 10/31 Day Day Blinkers Sgnl/Days
---------------------- -- --- --- ----- ---- ---- |---------|---------
Inv R2000 2x RYIRX 1 +1 +1 -9.1% -26% -17% 5 -- -+ + SELL 0
Inv NDX 2x RYVNX 2 -1 -1 -0.1% -22% -21% 5 -- -+ SELL 2
Inv SPX 2x RYTPX 3 0 0 -3.7% -22% -24% 5 -- -+ SELL 1
Inv Dow 2x RYCWX 4 0 0 -3.7% -23% -26% 5 -- -+ SELL 1
Inv MidCap RYMHX 5 0 +1 -2.8% -13% -7% 5 -- -+ SELL 0
Inv Russ2000 RYSHX 6 +1 +1 -4.6% -14% -6% 5 -- -+ + SELL 0
Inverse NDX RYAIX 7 -1 -2 -0.1% -12% -9% 5 -- -+ SELL 2
Inv S&P 500 RYURX 8 0 0 -2.0% -11% -11% 5 -- -+ SELL 1
St Dollar 2x RYSBX 9 0 0 +2.4% -2% +8% 1 ++ ++ BUY 28
Mgd Futures RYMFX 10 0 +2 +0.6% -3% +3% 3 ++ -+ BUY 32
Inv High Yield RYILX 11 0 0 -0.4% -3% -6% 5 -- -+ SELL 2
Inv Gvt Bond RYJUX 12 +1 +1 +1.7% +5% +5% 1 ++ ++ + BUY 23
Lg Bond 1.2x RYGBX 13 -1 -3 -1.5% -6% -5% 5 -- -+ SELL 17
High Yield RYHGX 14 0 +1 +0.3% +3% +5% 3 +- +- BUY 1
Banking RYKIX 15 0 -1 +3.5% +14% +8% 4 -+ +- SELL 25
Absolute Rtn RYMSX 16 0 +2 +0.3% +5% +4% 2 ++ +- BUY 1
Biotech RYOIX 17 0 +4 +1.9% +6% +10% 2 ++ +- BUY 1
Consumer Prd RYCIX 18 0 -1 +0.7% +8% +6% 3 +- +- BUY 0
Utilities RYUIX 19 +3 +15 -1.2% +8% +16% 2 ++ +- + BUY 3
Hedged Eqty RYSTX 20 0 -1 +0.6% +5% +5% 3 +- +- BUY 1
Health Care RYHIX 21 0 -1 +1.8% +7% +8% 3 +- +- BUY 0
Transport RYPIX 22 +2 +11 +4.8% +16% +14% 2 ++ +- + BUY 1
Sector Rotn RYSRX 23 0 +6 +2.5% +11% +9% 2 ++ +- BUY 1
Wk Dollar 2x RYWBX 24 -5 -8 -2.4% +1% -8% 6 -- -- SELL 28
S&P 500 RYSPX 25 0 +5 +1.7% +11% +7% 3 +- +- BUY 1
Nasdaq 100 RYOCX 26 +2 +13 0.0% +11% +5% 3 +- +- + BUY 2
Financial Sv RYFIX 27 -1 -3 +4.1% +13% +3% 4 -- +- SELL 32
Retailing RYRIX 28 +3 -1 +3.2% +15% +4% 2 ++ +- + BUY 0
Internet RYIIX 29 +5 +14 +0.5% +10% +3% 3 +- +- + BUY 2
LgCap Gwth RYAWX 30 +3 +7 +1.8% +13% +5% 3 +- +- + BUY 1
Core Equity RYQMX 31 +1 +7 +2.9% +13% +7% 2 ++ +- + BUY 1
LgCap Value RYZAX 32 -3 -7 +2.7% +12% +3% 4 -- +- SELL 38
Electronics RYSIX 33 +8 +8 +1.9% +15% +3% 2 ++ +- + BUY 1
Russ 2000 RYRHX 34 -4 -2 +4.6% +14% +2% 2 ++ +- BUY 0
MidCap Gwth RYBHX 35 +1 +1 +3.2% +14% +5% 2 ++ +- + BUY 0
SmlCap Gwth RYWAX 35 -8 -9 +4.0% +14% 0% 4 -- +- SELL 57
Telecom RYMIX 37 +1 +7 -0.5% +12% +5% 3 +- +- + BUY 1
Technology RYTIX 38 -1 +3 +0.9% +11% +2% 3 +- +- BUY 1
SmlCap Valu RYAZX 39 -4 -16 +7.1% +19% +2% 4 -+ +- SELL 36
Energy RYEIX 40 +5 +10 +1.3% +18% +20% 2 ++ +- + BUY 2
Nova RYNVX 41 +3 +5 +2.6% +16% +9% 3 +- +- + BUY 1
Leisure RYLIX 42 +1 -2 +2.1% +15% +4% 3 +- +- + BUY 0
MidCap Val RYAVX 43 -3 -15 +3.1% +11% -5% 4 -- +- SELL 38
Commodities RYMBX 44 -5 -13 +1.2% +4% -13% 4 -- +- SELL 28
Dow 2x RYCVX 45 +3 +3 +3.5% +23% +16% 2 ++ +- + BUY 1
Real Estate RYHRX 46 -4 -24 +6.2% +19% -14% 4 -- +- SELL 32
Europe 1.25x RYEUX 47 -1 -2 +2.6% +17% +3% 3 +- +- BUY 0
Basic Matls RYBIX 48 +1 +1 +0.5% +18% +1% 3 +- +- + BUY 1
R2000 1.5x RYMKX 49 -2 -2 +6.9% +21% +3% 3 +- +- BUY 0
S&P 500 2x RYTNX 50 +2 +2 +3.6% +22% +10% 3 +- +- + BUY 1
MidCap 1.5x RYMDX 51 0 0 +4.2% +20% +4% 3 +- +- BUY 0
Energy Svcs RYVIX 52 +1 +2 +0.5% +18% +11% 3 +- +- + BUY 1
NDX 2x RYVYX 53 +2 +2 +0.1% +22% +5% 3 +- +- + BUY 2
Precious Mtl RYPMX 54 -4 -19 -3.2% +15% -20% 4 -- +- SELL 28
Russ 2000 2x RYRSX 55 -1 -2 +9.1% +29% 0% 3 +- +- BUY 0
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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...: 35 20
% of Total......: 64% 36%
Ave Days Elapsed: 3 18
Ave High Profit.: +3% +18%
Ave Profit......: +11% +17%
Percentage of PMOs Rising ..........: 78%
Percentage of PMOs Above Zero.......: 24%
10/31 Cal
Close % Days High Today PMO
Name/Symbol NAV Change Signl Elap P/L P/L R/F Days
---------------------- ------ ------ ----- ---- ------- ------- --------
MidCap 1.5x RYMDX 19.12 +4.2% BUY 0 0.0% 40.3% R 3
Russ 2000 RYRHX 18.19 +4.6% BUY 0 0.0% 25.5% R 2
R2000 1.5x RYMKX 18.70 +6.9% BUY 0 0.0% 37.5% R 2
Russ 2000 2x RYRSX 10.15 +9.1% BUY 0 0.0% 49.1% R 2
MidCap Gwth RYBHX 20.27 +3.2% BUY 0 0.0% 25.5% R 3
Consumer Prd RYCIX 30.27 +0.7% BUY 0 0.0% 13.5% R 3
Health Care RYHIX 12.11 +1.8% BUY 0 0.0% 20.9% R 3
Leisure RYLIX 19.63 +2.1% BUY 0 0.0% 30.2% R 3
Retailing RYRIX 8.69 +3.2% BUY 0 0.0% 25.1% R 3
Europe 1.25x RYEUX 12.24 +2.6% BUY 0 0.0% 27.5% R 3
Nova RYNVX 15.87 +2.6% BUY 1 2.6% 2.6% R 3
S&P 500 RYSPX 19.09 +1.7% BUY 1 1.7% 1.7% R 3
S&P 500 2x RYTNX 18.52 +3.6% BUY 1 3.6% 3.6% R 3
Dow 2x RYCVX 15.20 +3.5% BUY 1 3.5% 3.5% R 3
LgCap Gwth RYAWX 17.78 +1.8% BUY 1 1.8% 1.8% R 3
Basic Matls RYBIX 27.66 +0.5% BUY 1 0.5% 0.5% R 3
Biotech RYOIX 20.63 +1.9% BUY 1 1.9% 1.9% R 3
Electronics RYSIX 7.06 +1.9% BUY 1 1.9% 1.9% R 3
Energy Svcs RYVIX 32.37 +0.5% BUY 1 0.5% 0.5% R 3
Technology RYTIX 8.24 +0.9% BUY 1 0.9% 0.9% R 3
Telecom RYMIX 11.21 -0.5% BUY 1 0.0% -0.5% R 3
Transport RYPIX 21.35 +4.8% BUY 1 4.8% 4.8% R 3
High Yield RYHGX 22.79 +0.3% BUY 1 0.3% 0.3% R 3
Absolute Rtn RYMSX 21.14 +0.3% BUY 1 0.3% 0.3% R 3
Core Equity RYQMX 8.46 +2.9% BUY 1 2.9% 2.9% R 3
Hedged Eqty RYSTX 18.83 +0.6% BUY 1 0.6% 0.6% R 3
Sector Rotn RYSRX 10.78 +2.5% BUY 1 2.5% 2.5% R 3
Nasdaq 100 RYOCX 8.84 0.0% BUY 2 2.6% 2.6% R 3
NDX 2x RYVYX 10.37 +0.1% BUY 2 5.7% 5.7% R 3
Energy RYEIX 17.68 +1.3% BUY 2 7.3% 7.3% R 3
Internet RYIIX 26.51 +0.5% BUY 2 1.5% 1.5% R 3
Utilities RYUIX 22.95 -1.2% BUY 3 3.3% 2.0% R 3
Inv Gvt Bond RYJUX 17.71 +1.7% BUY 23 8.0% 7.6% R 3
St Dollar 2x RYSBX 27.55 +2.4% BUY 28 17.2% 14.3% R 0
Mgd Futures RYMFX 29.59 +0.6% BUY 32 15.2% 11.6% F 2
Inv MidCap RYMHX 47.69 -2.8% SELL 0 0.0% 29.5% F 3
Inv Russ2000 RYSHX 44.75 -4.6% SELL 0 0.0% 23.0% F 2
Inv R2000 2x RYIRX 55.55 -9.1% SELL 0 0.0% 37.9% F 2
Inv S&P 500 RYURX 50.16 -2.0% SELL 1 2.0% 2.0% F 3
Inv SPX 2x RYTPX 49.46 -3.7% SELL 1 3.7% 3.7% F 3
Inv Dow 2x RYCWX 47.23 -3.7% SELL 1 3.7% 3.7% F 3
Inverse NDX RYAIX 25.89 -0.1% SELL 2 3.5% 3.5% F 3
Inv NDX 2x RYVNX 20.74 -0.1% SELL 2 6.5% 6.5% F 3
Inv High Yield RYILX 53.31 -0.4% SELL 2 1.0% 1.0% F 3
Lg Bond 1.2x RYGBX 11.45 -1.5% SELL 17 2.0% 2.0% F 3
Banking RYKIX 5.85 +3.5% SELL 25 21.3% 8.9% R 3
Precious Mtl RYPMX 28.29 -3.2% SELL 28 44.8% 29.3% R 2
Wk Dollar 2x RYWBX 20.35 -2.4% SELL 28 15.4% 13.5% F 0
Commodities RYMBX 21.84 +1.2% SELL 28 26.1% 21.9% R 2
Financial Sv RYFIX 6.78 +4.1% SELL 32 28.6% 15.7% R 3
Real Estate RYHRX 21.35 +6.2% SELL 32 42.6% 27.5% R 3
SmlCap Valu RYAZX 18.97 +7.1% SELL 36 40.7% 26.2% R 2
LgCap Value RYZAX 13.08 +2.7% SELL 38 35.3% 25.3% R 3
MidCap Val RYAVX 19.88 +3.1% SELL 38 40.5% 30.3% R 2
SmlCap Gwth RYWAX 21.46 +4.0% SELL 57 36.4% 24.4% R 2
Average +1.3% 9 8.1% 13.0% 3
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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...: 13 42
% of Total......: 24% 76%
Ave Days Elapsed: 92 106
Ave High Profit.: +47% +40%
Ave Profit......: +22% +30%
Ave Rel to Stop.: +17% -21%
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.
10/31 Cal Price
Close % Days High Today Rel to
Name/Symbol NAV Change Sgnl Elap P/L P/L STOP Stop
---------------------- ------ ------ ---- ---- ------ ------ ------ -------
Inv Gvt Bond RYJUX 17.71 +1.7% BUY 17 1.5% 1.2% 15.99 +10.7%
Mgd Futures RYMFX 29.59 +0.6% BUY 25 7.7% 4.3% 27.50 +7.6%
St Dollar 2x RYSBX 27.55 +2.4% BUY 29 16.9% 14.0% 22.51 +22.4%
Inv Russ2000 RYSHX 44.75 -4.6% BUY 32 39.0% 14.6% 38.77 +15.4%
Inv R2000 2x RYIRX 55.55 -9.1% BUY 32 82.2% 23.3% 46.16 +20.3%
Lg Bond 1.2x RYGBX 11.45 -1.5% BUY 58 6.5% -2.7% 11.28 +1.5%
Inv NDX 2x RYVNX 20.74 -0.1% BUY 59 108.9% 53.1% 15.80 +31.3%
Inv MidCap RYMHX 47.69 -2.8% BUY 121 57.4% 31.3% 38.26 +24.7%
Inv S&P 500 RYURX 50.16 -2.0% BUY 127 42.3% 22.3% 42.33 +18.5%
Inverse NDX RYAIX 25.89 -0.1% BUY 127 48.8% 28.0% 21.58 +20.0%
Inv SPX 2x RYTPX 49.46 -3.7% BUY 142 100.6% 46.8% 38.67 +27.9%
Inv Dow 2x RYCWX 47.23 -3.7% BUY 150 91.7% 40.4% 39.47 +19.7%
Inv High Yield RYILX 53.31 -0.4% BUY 275 11.3% 4.6% 51.07 +4.4%
High Yield RYHGX 22.79 +0.3% SELL 21 0.0% -5.0% 24.21 -5.9%
Russ 2000 RYRHX 18.19 +4.6% SELL 32 31.9% 18.4% 23.36 -22.1%
MidCap Val RYAVX 19.88 +3.1% SELL 32 36.0% 25.0% 28.19 -29.5%
SmlCap Gwth RYWAX 21.46 +4.0% SELL 32 32.8% 20.1% 27.24 -21.2%
SmlCap Valu RYAZX 18.97 +7.1% SELL 32 37.0% 21.5% 24.66 -23.1%
Health Care RYHIX 12.11 +1.8% SELL 32 20.2% 11.9% 14.38 -15.8%
Real Estate RYHRX 21.35 +6.2% SELL 32 42.6% 27.5% 30.65 -30.3%
Transport RYPIX 21.35 +4.8% SELL 32 22.4% 7.1% 24.72 -13.6%
R2000 1.5x RYMKX 18.70 +6.9% SELL 37 49.7% 34.2% 28.33 -34.0%
Russ 2000 2x RYRSX 10.15 +9.1% SELL 38 63.1% 47.2% 18.84 -46.1%
Retailing RYRIX 8.69 +3.2% SELL 38 32.0% 19.8% 11.05 -21.4%
Banking RYKIX 5.85 +3.5% SELL 39 28.6% 17.3% 6.98 -16.2%
Biotech RYOIX 20.63 +1.9% SELL 44 20.6% 10.5% 22.70 -9.1%
Absolute Rtn RYMSX 21.14 +0.3% SELL 52 17.6% 12.2% 24.33 -13.1%
Hedged Eqty RYSTX 18.83 +0.6% SELL 52 21.2% 15.0% 22.63 -16.8%
NDX 2x RYVYX 10.37 +0.1% SELL 59 63.3% 52.6% 20.52 -49.5%
Wk Dollar 2x RYWBX 20.35 -2.4% SELL 84 24.6% 22.9% 25.73 -20.9%
Commodities RYMBX 21.84 +1.2% SELL 84 38.3% 34.8% 31.68 -31.0%
Energy Svcs RYVIX 32.37 +0.5% SELL 88 58.2% 47.1% 55.26 -41.4%
Utilities RYUIX 22.95 -1.2% SELL 99 31.9% 21.2% 28.36 -19.1%
Energy RYEIX 17.68 +1.3% SELL 100 51.2% 38.3% 25.96 -31.9%
Precious Mtl RYPMX 28.29 -3.2% SELL 100 65.7% 56.1% 55.81 -49.3%
MidCap Gwth RYBHX 20.27 +3.2% SELL 120 38.0% 26.5% 26.46 -23.4%
LgCap Gwth RYAWX 17.78 +1.8% SELL 121 38.4% 28.3% 23.90 -25.6%
Basic Matls RYBIX 27.66 +0.5% SELL 121 56.5% 45.7% 44.74 -38.2%
Core Equity RYQMX 8.46 +2.9% SELL 121 37.4% 26.3% 11.33 -25.3%
Sector Rotn RYSRX 10.78 +2.5% SELL 121 33.0% 23.4% 13.27 -18.8%
Nasdaq 100 RYOCX 8.84 0.0% SELL 123 36.2% 27.2% 11.64 -24.0%
Technology RYTIX 8.24 +0.9% SELL 123 41.1% 32.7% 11.53 -28.5%
S&P 500 RYSPX 19.09 +1.7% SELL 127 33.7% 24.2% 24.47 -22.0%
MidCap 1.5x RYMDX 19.12 +4.2% SELL 127 57.8% 45.7% 31.60 -39.5%
Electronics RYSIX 7.06 +1.9% SELL 127 42.8% 34.1% 9.92 -28.9%
Internet RYIIX 26.51 +0.5% SELL 127 40.3% 33.0% 37.39 -29.1%
Telecom RYMIX 11.21 -0.5% SELL 127 41.9% 34.0% 16.29 -31.2%
Nova RYNVX 15.87 +2.6% SELL 133 49.9% 39.0% 24.22 -34.5%
S&P 500 2x RYTNX 18.52 +3.6% SELL 142 62.9% 51.8% 34.35 -46.1%
Europe 1.25x RYEUX 12.24 +2.6% SELL 143 55.1% 44.5% 19.80 -38.2%
Dow 2x RYCVX 15.20 +3.5% SELL 147 58.4% 45.9% 24.95 -39.1%
LgCap Value RYZAX 13.08 +2.7% SELL 245 45.5% 37.1% 18.33 -28.6%
Consumer Prd RYCIX 30.27 +0.7% SELL 280 22.0% 14.4% 34.83 -13.1%
Leisure RYLIX 19.63 +2.1% SELL 347 54.1% 44.7% 28.34 -30.7%
Financial Sv RYFIX 6.78 +4.1% SELL 364 53.3% 44.8% 9.47 -28.4%
Average +1.3% 103 41.9% 28.0% -16.9%
****************************************************************************
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...: 35 20 13 42
% of Total......: 64% 36% 24% 76%
Ave Days Elapsed: 3 18 92 106
Ave High Profit.: +3% +18% +47% +40%
Ave Profit......: +11% +17% +22% +30%
Ave Rel to Stop.: +17% -21%
Percentage of PMOs Rising ..........: 78%
Percentage of PMOs Above Zero.......: 24%
|-- 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! BUY 1 +2.6% +2.6% SELL 133 +49.9% +39.0%
S&P 500 Warn! BUY 1 +1.7% +1.7% SELL 127 +33.7% +24.2%
Inv S&P 500 Warn! SELL 1 +2.0% +2.0% BUY 127 +42.3% +22.3%
Nasdaq 100 Warn! BUY 2 +2.6% +2.6% SELL 123 +36.2% +27.2%
Inverse NDX Warn! SELL 2 +3.5% +3.5% BUY 127 +48.8% +28.0%
S&P 500 2x Warn! BUY 1 +3.6% +3.6% SELL 142 +62.9% +51.8%
Inv SPX 2x Warn! SELL 1 +3.7% +3.7% BUY 142 +100.6% +46.8%
NDX 2x Warn! BUY 2 +5.7% +5.7% SELL 59 +63.4% +52.6%
Inv NDX 2x Warn! SELL 2 +6.5% +6.5% BUY 59 +108.9% +53.1%
Dow 2x Warn! BUY 1 +3.5% +3.5% SELL 147 +58.4% +45.9%
Inv Dow 2x Warn! SELL 1 +3.7% +3.7% BUY 150 +91.7% +40.4%
MidCap 1.5x Warn! * BUY 0 0.0% +40.3% SELL 127 +57.9% +45.7%
Inv MidCap Warn! *SELL 0 0.0% +29.5% BUY 121 +57.5% +31.3%
Russ 2000 Warn! * BUY 0 0.0% +25.5% SELL 32 +31.9% +18.4%
R2000 1.5x Warn! * BUY 0 0.0% +37.5% SELL 37 +49.7% +34.3%
Inv Russ2000 Warn! *SELL 0 0.0% +23.0% BUY 32 +39.0% +14.6%
Russ 2000 2x Warn! * BUY 0 0.0% +49.2% SELL 38 +63.1% +47.2%
Inv R2000 2x Warn! *SELL 0 0.0% +37.9% BUY 32 +82.2% +23.3%
LgCap Gwth Warn! BUY 1 +1.8% +1.8% SELL 121 +38.4% +28.3%
LgCap Value SELL 38 +35.3% +25.3% SELL 245 +45.5% +37.1%
MidCap Gwth Warn! * BUY 0 0.0% +25.5% SELL 120 +38.0% +26.5%
MidCap Val SELL 38 +40.5% +30.3% SELL 32 +36.0% +25.0%
SmlCap Gwth SELL 57 +36.4% +24.4% SELL 32 +32.8% +20.1%
SmlCap Valu SELL 36 +40.7% +26.2% SELL 32 +37.0% +21.5%
Banking SELL 25 +21.3% +8.9% SELL 39 +28.6% +17.3%
Basic Matls Warn! BUY 1 +0.5% +0.5% SELL 121 +56.5% +45.7%
Biotech Warn! BUY 1 +1.9% +1.9% SELL 44 +20.6% +10.5%
Consumer Prd Warn! * BUY 0 0.0% +13.5% SELL 280 +22.0% +14.4%
Electronics Warn! BUY 1 +1.9% +1.9% SELL 127 +42.8% +34.1%
Energy Warn! BUY 2 +7.4% +7.4% SELL 100 +51.2% +38.3%
Energy Svcs Warn! BUY 1 +0.5% +0.5% SELL 88 +58.2% +47.1%
Financial Sv SELL 32 +28.6% +15.7% SELL 364 +53.3% +44.8%
Health Care Warn! * BUY 0 0.0% +20.9% SELL 32 +20.2% +11.9%
Internet Warn! BUY 2 +1.5% +1.5% SELL 127 +40.3% +33.0%
Leisure Warn! * BUY 0 0.0% +30.2% SELL 347 +54.1% +44.7%
Precious Mtl SELL 28 +44.8% +29.3% SELL 100 +65.7% +56.1%
Real Estate SELL 32 +42.6% +27.5% SELL 32 +42.6% +27.5%
Retailing Warn! * BUY 0 0.0% +25.1% SELL 38 +32.0% +19.8%
Technology Warn! BUY 1 +0.9% +0.9% SELL 123 +41.1% +32.7%
Telecom Warn! BUY 1 0.0% -0.5% SELL 127 +41.9% +34.0%
Transport Warn! BUY 1 +4.8% +4.8% SELL 32 +22.4% +7.1%
Utilities Warn! BUY 3 +3.3% +2.1% SELL 99 +31.9% +21.2%
Lg Bond 1.2x Warn! SELL 17 +2.0% +2.0% BUY 58 +6.5% -2.7%
Inv Gvt Bond BUY 23 +8.0% +7.6% BUY 17 +1.5% +1.2%
High Yield Warn! BUY 1 +0.3% +0.3% SELL 21 0.0% -5.0%
Inv High Yield Warn! SELL 2 +1.0% +1.0% BUY 275 +11.3% +4.6%
St Dollar 2x BUY 28 +17.2% +14.3% BUY 29 +16.9% +14.0%
Wk Dollar 2x SELL 28 +15.4% +13.5% SELL 84 +24.6% +22.9%
Commodities SELL 28 +26.1% +21.9% SELL 84 +38.3% +34.8%
Absolute Rtn Warn! BUY 1 +0.3% +0.3% SELL 52 +17.6% +12.3%
Core Equity Warn! BUY 1 +2.9% +2.9% SELL 121 +37.4% +26.3%
Hedged Eqty Warn! BUY 1 +0.6% +0.6% SELL 52 +21.2% +15.0%
Mgd Futures BUY 32 +15.2% +11.6% BUY 25 +7.7% +4.3%
Sector Rotn Warn! BUY 1 +2.5% +2.5% SELL 121 +33.1% +23.4%
Europe 1.25x Warn! * BUY 0 0.0% +27.5% SELL 143 +55.1% +44.5%
Average 9 +8.1% +13.0% 103 +41.9% +28.0%
*****************************************************************************
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 Friday 10/31/2008
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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