High Probability ETF Trading Report: The 5 Most Overbought ETFs in the World

The farther markets stretch from their mean, the more severe the “snap back” when they eventually revert to the mean.

This is a truism about stocks and, importantly, exchange-traded funds (ETFs) that are based on stocks – that is at the core of how we see the markets as short-term high probability, mean reversion traders. This understanding of how markets really work is one that we have backtested going back to the early and mid-1990s, showing again and again how stocks and stock-based ETFs move from overbought to oversold and back again.

iShares Russell MidCap Growth Index ETF – IWP

IWP Chart

To take advantage of this movement back and forth between overbought and oversold conditions, short term high probability traders look to buy strong markets that become temporarily oversold markets and sell short weak markets that have temporarily become overbought. We define “strong” and “weak” in terms of whether a market is trading above its 200-day moving average (strong markets are above, weak markets are below). This is also something that has been proven effective time and time again in our testing.

Vanguard Total Stock Market ETF – VTI

VTI Chart

The question, though, is what are traders to do when markets are overbought ABOVE the 200-day moving average? This is the kind of market that mean reversion traders have had to deal with in late July, as aggressive buying has pushed ETFs both above their 200-day moving averages and deep into overbought territory.

Materials Select Sector SPDR ETF – XLB

XLB Chart

The prime directive here for high probability ETF traders is to wait. Stick with the discipline.

iShares S&P 500 Index ETF – IVV

IVV Chart

But a caveat to that directive suggests that traders can begin analyzing the market to see where some of the most overbought markets are right now, with an understanding that some of these most overbought markets will be those that pull back the sharpest once profit-taking sets in – as it inevitably will.

iShares Russell 1000 Index ETF – IWB

IWB Chart

I have presented in this article charts of the five most overbought ETFs in our database. All of these ETFs have extremely high 2-period RSIs of more than 99 and have held those values for more than a few days. These are the most extreme of the extreme.

Keep an eye on these ETFs. They are not for shorting – or for buying right now – as far as high probability ETF trading is concerned. But as soon as some of those who bought these ETFs in late July (or earlier) start looking to lock in their gains, the rush for the exits could be impressive. And the potential in any pullback that follows is something that all high probability, mean reversion traders should watch for.

Larry Connors will be conducting a 2 1/2 day High Probability ETF Trading Seminar beginning August 14. If you’d like to attend a free online presentation explaining the concepts of High Probability ETF Trading and introducing the 2 1/2 day Seminar coming in early August, please call 1-888-484-8220 ext. 1 or click here to register today.

David Penn is Editor in Chief at TradingMarkets.com.

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