High Probability ETF Strategies for Traders: Japan Dips, Semiconductors Slide

Oversold ETFs that high probability traders are keeping their eyes on are a mixed bag of country, sector and commodity ETFs – all pulling back, all trading above their 200-day moving averages.

If you read Larry Connors’ Trading Lesson of the Day from Thursday morning (click here, if you missed it), then you were reminded that when it comes to high probability ETF trading, sector ETFs tend to outperform commodity ETFs and country ETFs tend to outperform sector ETFs. This is because country ETFs do a better job of reverting to the mean, of resuming uptrends after short term pullbacks above the 200-day moving average, for example, than sector ETFs – with sector ETFs doing a better job of mean reversion than commodity ETFs.

Does this mean that traders cannot use high probability ETF trading strategies with commodity based ETFs? No. It simply means that the edges are far better with other kinds of ETFs such as those based on equities instead of commodities, whether those equities are grouped together because they belong to the same sector, or because they are representative of the major stocks of a given country.

Looking at the very few oversold ETFs in the market right now – those few funds that have entered oversold territory above their 200-day moving averages – we find samples of all three kinds of ETF opportunity. Let’s take a look at the three: the iShares MSCI Japan Index ETF
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EWJ |
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, the Semiconductor HOLDRS ETF
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SMH |
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and the iShares S&P GSCI Commodity Indexed Trust
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GSG |
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EWJ Chart

The iShares MSCI Japan Index has settled into a short-term trading range, and in that range, the ETF has moved into oversold territory above the 200-day moving average. EWJ had closed in oversold territory two days early and is again pulling back after a one-day bounce.

SMH Chart

Sector ETF SMH has closed lower for three days in a row, but only slipped into oversold territory on Thursday’s close. As I noted at the beginning of the week (“High Probability ETF Strategies: Will SMH Lead XLK Lower?”), the semiconductor sector is underperforming technology as a whole and it will be worth watching to see if the semiconductors end up anticipating a broader correction in the sector.

GSF Chart

Commodity ETF GSG, as I noted above, is not the preferred vehicle for high probability ETF trading – certainly compared to EWJ and SMH. Still, there is no doubt that the ETF has slid into oversold territory and that GSG has responded positively to short-term oversold conditions since rallying above its 200-day moving average in July 2009.

With Larry Connors’ High Probability ETF Trading Software, retail traders have access to the same kind of “buy the selling, sell the buying” trading strategies that professional traders have used successfully for decades.

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David Penn is Editor in Chief at TradingMarkets.com.