You can now chart the ranks for ETFs also

We added a “Rank” page in the ETF pages. You can now plot your ETF’s rank vs it’s price. You can select any ETF ranking system and universe. Attached is a sample of SPY rank for the P123 ranking system “Risk-Reward Basic” that ranks etfs based on Sharpe & Sortino ratios combined.

You will also get some stats at the below the chart, such as the Top 5 in the universe


This is great! Are there plans to add moving average on ranks for entry / exit criteria?

No one has asked that before. Interesting idea. Specially if get going with plans to do daily ranking.

At the moment best you can do is use MISC->SET functions . You should be able to do Avg (RankPrev(0),RankPrev(1),RankPrev(2)) for a three week average rank

Thanks Marco. Daily ranking would be very useful for models based on technical factors!

There appears to be a problem with the Universe setting. Although the drop-down box shows Custom Universes and allows a selection to be made, but then when the refresh button is clicked it reverts to “All ETFs” setting.

I’ve addressed the universe issue on our end. We’ll try to get that live as soon as possible.