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
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
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.