ETF Screener

This Screening tool allows you to filter and sort the universe of Exchange Traded Funds down to a more manageable list based on performance measures as well as technical analysis indicators. The Blog has several posts on this screener.

Screen Definition
Start with which funds? Could be All Funds, a Predefined Group, or a Personal Portfolio.	All Funds U.S. x/Bonds International U.S. Sector Funds World Sector Funds Single Country Funds Currency Funds Fixed Income Ameritrade Commis Free Agriculture Consum Discr Consum Stpl Currency Devlpd x/US Emerg Mkts Energy Financial Fixed Income Health Care Industrial Materials Metals Real Estate Technology US Brd Mkt Utilities Not Logged In
Allow or Disallow Inverse and/or Leveraged funds	Include: Short and Long Funds Long Funds Only Short Funds Only Leveraged or Not Un-Leveraged Funds Only Leveraged Funds Only
Filter based on name	Name Contains Name Excludes
Filter on field values *** Hints: *** Enclose field names in square brackets. Like: [EMA-5] > [EMA-200] Can do simple math. Like: [Price] > [SMA-200] * 1.05 For field definitions, click here.	Field Logic Value
Sort Results by	Single field. No calculations allowed.
User Defined Variables: Formulas entered here can be referenced above for filtering and/or sorting records. In addition to the standard numeric operators +,-,*,/,(, and ), formulas entered here can take advantage of these MySQL operators and functions.     UV1  =    name = _     UV2  =    name = _     UV3  =    name = _
For Current Screen Picks	Close as of Friday, Feb 03
Backtest this Screen	Positions:     1 2 3 4 5 10 (number of funds held) Rebalance:   5 days 2 weeks 1 month 3 months (holding period) Benchmark:   EFA SPY VTI (compare results to)

Note: ETFScreen.com LLC reserves the right to use screens entered here for any purpose.

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• <
• =
• !=
• >=
• <=
• xOver(xo)
• xUnder(xu)

• asc
• desc

• Price
• Relative Strength Factor (RSf)
• Total Return
  • 1-Day
  • 3-Days
  • 5-Days
  • 10-Days
  • 1-Month
  • 3-Months
  • 6-Months
  • 9-Months
  • 1-Year
  • Y-T-D
• Volume Related
  • Dollar Volume (21-Day)
  • Latest Volume
  • Average Volume (5-Day)
  • Average Volume (60-Day)
• Moving Averages
  • SMA (10 day)
  • SMA (20 day)
  • SMA (30 day)
  • SMA (40 day)
  • SMA (50 day)
  • SMA (100 day)
  • SMA (200 day)
  • EMA (5 day)
  • EMA (20 day)
  • EMA (50 day)
  • EMA (200 day)
• User Defined Variables
  • _UV1
  • _UV2
  • _UV3
• More
  • ADX Family
    • ADX Indicator (14-Days)
    • +DI Dir. Indicator (14-Days)
    • -DI Dir. Indicator (14-Days)
  • MACD Family
    • MACD Line (12-26-9)
    • MACD Signal Line (12-26-9)
    • MACD Oscillator (12-26-9)
  • RSI Indicator (2-Days)
  • RSI Indicator (14-Days)
  • Regression Rel. Str.
    • Regr. Rel. Str. (21-day)
    • Regr. Rel. Str. (42-day)
    • Regr. Rel. Str. (63-day)
    • Regr. Rel. Str. (126-day)
    • Regr. Rel. Str. (189-day)
    • Regr. Rel. Str. (252-day)
  • Avg. Percent Range
    • Avg. Percent Range (1-day)
    • Avg. Percent Range (3-day)
    • Avg. Percent Range (5-day)
    • Avg. Percent Range (10-day)
    • Avg. Percent Range (21-day)
    • Avg. Percent Range (63-day)
    • Avg. Percent Range (126-day)
    • Avg. Percent Range (252-day)
  • Avg. True Range (21-Day)
  • Chaiken Money Flow (21-Days)
  • High/Low Related
    • % from 252-day High
    • % from 252-day Low
    • Days from 252-day High
    • Days from 252-day Low