SOLD: iShares DowJones US Home Construction (ITB) iShares DowJones US Telecommunications (IYZ) BOUGHT: *-
Taxable_Acct. - BroadMarket_Asset_Allocation: SMA_PO SELL: IF( SMA20 < SMA200 & SMA10 < SMA100 ), BUY: IF( SMA5 > SMA50 & SMA10 > SMA100 ) COUNTIF( Buy ) 4 of 5 or 80% , COUNTIF( Held ) 3 of 5 or 60% LT Hold: Three ( 3 ), Holdings: FUSEX,FSIIX,FSEMX , Sell: - , Buy: -
Last (20,200) (10,100) (5,50) TTM TTM Weeks Weeks Weeks Days EndD Ticker Index Price Slow_PO Int_PO Fast_PO NTR Gain(%GL) LastChg H52w L52w Status: Held 11-Oct-12 FUSEX SP500 50.80 6.1% 4.4% 0.8% 21.1% 19.2% 10 4 46 BUY 72 11-Oct-12 FSEMX DJ M/S 40.06 4.5% 4.2% 0.9% 19.6% 16.3% 8 4 46 BUY 38 11-Oct-12 FFNOX AA 29.23 5.5% 4.4% 1.1% 14.9% 12.6% 10 4 46 BUY 11-Oct-12 FSIIX EAFE 32.93 5.5% 5.7% 1.3% 7.4% 3.7% 9 50 19 BUY 59 11-Oct-12 FBIDX USGB 12.03 1.0% 0.5% 0.2% 5.5% 2.7% 10 11 50 SELL
Taxable_Acct. - Tactical_Asset_Rotation: RRS SELL: IF( AvgRank >= 4.0 or SMA30 < SMA100 ), BUY: IF( AvgRank < 3.5 & Pri > LR126 ) COUNTIF( Buy ) 1 of 6 or 17% , COUNTIF( Held ) 2 of 6 or 33% LT Hold: Three ( 3 ), Holdings: DBC,PRF , Sell: - , Buy: PXF
Last 6m 3m 1m TTM R6,R3 % off % off PO Days EndD ETF's Class: Price RRS126 RRS63 RRS21 GSDm AvgRank LR126 LR63 30/100 Status: Held 12-Oct-12 PXF GL:DM 33.91 15% 64% -39% 22% 2.0 1.2% -3.4% 6.1% BUY 12-Oct-12 DBC GL:Com 28.55 22% 27% -9% 18% 2.0 -0.1% -1.8% 5.6% HTD 25 12-Oct-12 PRF US:LC 61.43 20% 40% -16% 13% 2.0 -0.2% -2.4% 4.7% HTD 16 12-Oct-12 PGX US:PF 14.93 11% 5% 17% 5% 4.0 0.0% 0.5% 1.2% Sell 12-Oct-12 VNQ US:RE 64.77 10% -5% -48% 15% 5.0 -3.0% -1.6% 1.3% Sell 12-Oct-12 TLT US:FIT 123.97 7% -22% 39% 13% 6.0 -1.7% 2.3% -1.9% Sell
Taxable_Acct. - DowJones Sectors: RRS To Be REPLACED BY Balanced SELL: IF( AvgRank >= 5.0 or RRS126 < 0 ), BUY: IF( AvgRank < 4.0 & RRS21 > 0 ) COUNTIF( Buy ) 0 of 24 or 0% , COUNTIF( Held ) 0 of 24 or 0% ST Hold: Three ( 3 ), Holdings: - , Sell: ITB,IYZ , Buy: -
Last 6m 3m 1m TTM R6,R3,R2 % off % off % off Days EndD ETF's Class: Price RRS126 RRS63 RRS21 GSDm AvgRank LR126 LR63 LR21 Status: Held 12-Oct-12 ITB US:HB 19.35 96% 163% -19% 25% 1.0 -1.8% -5.3% -1.7% HTD 12-Oct-12 IYZ US:TEL 25.16 56% 64% -15% 13% 3.0 -2.0% -3.1% -0.9% HTD
Taxable_Acct. - Balanced Trends and Ranks: RRS Swap From IRA_Acct. to replace DJ Sector screen SELL: IF( RRS63_Rank >= 5 or RRS126 < 0 ), BUY: IF( RRS63_Rank < 4 & RRS21 > 0 ) COUNTIF( Buy ) 0 of 15 or 0% , COUNTIF( Held ) 1 of 15 or 7% ST Hold: Three ( 3 ), Holdings: DBP , Sell: - , Buy: -
Last 6m 3m 1m TTM R6,R3 % off % off % off Days EndD ETF's Class: Price RRS126 RRS63 RRS21 GSDm AvgRank LR126 LR63 LR21 Status: Held 12-Oct-12 DBP GLC:PM 60.72 23% 104% -4% 21% 1.5 2.1% -3.5% -1.1% HTD 7 12-Oct-12 DBB GLC:BM 18.73 -1% 76% -48% 22% 8.5 0.8% -5.6% -2.3% Sell 12-Oct-12 SCZ GL:SC 38.56 8% 61% -22% 20% 7.0 2.4% -2.7% -0.1% HTD 12-Oct-12 ACWX GL:LCB 39.33 12% 47% -36% 19% 6.5 0.8% -2.9% 0.1% HTD 12-Oct-12 IWC US:SMC 51.95 21% 47% -27% 17% 4.0 -0.8% -3.0% -0.8% Sell 12-Oct-12 IWM US:SC 82.10 18% 43% -41% 16% 5.5 -1.4% -3.7% -0.3% Sell 12-Oct-12 EEM GL:EM 41.27 8% 39% -17% 22% 9.5 2.0% -1.6% -0.1% Sell 12-Oct-12 IWR US:MC 110.17 13% 36% -29% 14% 7.5 -0.3% -2.8% -0.1% Sell 12-Oct-12 IWL US:LC 33.12 19% 33% -23% 12% 6.5 -0.9% -2.6% -0.5% Sell 12-Oct-12 DBE GLC:ENE 28.88 10% 32% 19% 24% 10.0 3.3% -0.5% 1.1% Sell 12-Oct-12 DVY US:DIV 57.58 13% 9% -10% 8% 9.5 -1.3% -1.3% -0.6% Sell 12-Oct-12 IYR US:REIT 63.95 13% 0% -46% 14% 9.0 -3.0% -1.9% 0.8% Sell 12-Oct-12 AGG US:FI 112.32 3% -1% 6% 2% 13.5 -0.1% 0.4% 0.0% Sell 12-Oct-12 DBA GLC:AG 28.91 35% -9% -36% 17% 7.5 -5.6% -2.0% 0.0% Sell 12-Oct-12 TLH US:FIT 136.43 4% -10% 25% 7% 14.0 -0.8% 1.2% -0.2% Sell
IRA_Acct. - FIDO_Free Trends and Ranks: RRS Swap From FIDO_screen to replace IRA screens SELL: IF( RRS63_Rank >= 5 or RRS126 < 0 ), BUY: IF( RRS63_Rank < 4 & RRS21 > 0 ) COUNTIF( Buy ) 0 of 13 or 0% , COUNTIF( Held ) 3 of 13 or 23% ST Hold: Three ( 3 ), Holdings: SCZ,EFA,IDV , Sell: - , Buy: -
Last 6m 3m 1m TTM R6,R3 % off % off % off Days EndD ETF's Class: Price RRS126 RRS63 RRS21 GSDm AvgRank LR126 LR63 LR21 Status: Held 12-Oct-12 SCZ GL:SC 38.56 8% 61% -22% 20% 6.5 2.4% -2.7% -0.1% HTD 8 12-Oct-12 EFA GL:DM 53.17 14% 50% -35% 19% 4.0 0.8% -2.9% 0.3% HTD 8 12-Oct-12 IDV GL:Div'd 32.00 20% 40% -37% 19% 2.5 -0.1% -2.6% 0.8% HTD 8 12-Oct-12 IJR US:SCB 75.49 18% 39% -46% 15% 4.0 -2.0% -4.2% -0.4% HTD 12-Oct-12 EEM GL:EM 41.27 8% 39% -17% 22% 9.0 2.0% -1.6% -0.1% Sell 12-Oct-12 ONEQ US:LCB 119.77 18% 38% -42% 15% 5.5 -2.0% -4.2% -0.6% Sell 12-Oct-12 IJH US:MCB 97.49 11% 35% -40% 15% 8.5 -0.9% -3.5% 0.0% Sell 12-Oct-12 IVV US:LCB 143.41 19% 33% -24% 12% 5.5 -1.0% -2.7% -0.5% Sell 12-Oct-12 EMB GL:FIEM 122.54 21% 16% 15% 7% 5.0 0.5% 0.6% 0.6% Sell 12-Oct-12 DVY US:Div'd 57.58 13% 9% -10% 8% 9.0 -1.3% -1.3% -0.6% Sell 12-Oct-12 HYG US:FIHY 92.51 9% 7% -21% 8% 11.0 -0.4% -0.4% 0.8% Sell 12-Oct-12 LQD US:FIIG 122.75 12% 6% 28% 5% 10.5 0.7% 1.2% 0.1% Sell 12-Oct-12 IYR US:REIT 63.95 13% 0% -46% 14% 10.0 -3.0% -1.9% 0.8% Sell
Shortables Trends and Ranks: RRS BUY to Cover: IF( AvgRank < 4.5 or RRS21 > 0 ), SELL Short: IF( AvgRank >= 5.5 & Pri < LR63 ) COUNTIF( Sell ) 5 of 10 or 50% , COUNTIF( Held ) 0 of 10 or 0% Holdings: - , Sell: - , Buy: -
Last 3m 2m 1m TTM R3,R2,R1 % off % off % off Days EndD ETF's Class: Price RRS63 RRS42 RRS21 GSDm AvgRank LR63 LR42 LR21 Status: Held 12-Oct-12 IYR US:REIT 63.95 0% -10% -46% 14% 9.7 -1.9% -1.3% 0.8% SELL 12-Oct-12 QQQ US:LCB 66.68 37% 1% -47% 16% 7.7 -4.8% -2.9% -0.7% SELL 12-Oct-12 IJH US:MCB 97.49 35% 12% -40% 15% 6.3 -3.5% -2.4% 0.0% SELL 12-Oct-12 HYG US:FIHY 92.51 7% 5% -21% 8% 6.3 -0.4% -0.3% 0.8% SELL 12-Oct-12 IVW US:LCG 76.93 29% 15% -29% 11% 6.0 -2.8% -2.1% -0.5% SELL 12-Oct-12 LQD US:FIIG 122.75 6% 20% 28% 5% 5.0 1.2% 0.4% 0.1% Buy 12-Oct-12 IVV US:LCB 143.41 33% 20% -24% 12% 4.7 -2.7% -2.1% -0.5% HTD 12-Oct-12 IWM US:SCB 82.10 43% 26% -41% 16% 4.3 -3.7% -3.0% -0.3% Buy 12-Oct-12 EFA GL:DM 53.17 50% 29% -35% 19% 3.0 -2.9% -1.9% 0.3% Buy 12-Oct-12 EEM GL:EM 41.27 39% 38% -17% 22% 2.0 -1.6% -1.5% -0.1% Buy
Notes: Last modified 9/28/2012. Universe: Selected ETF's from Fidelity's List with at least 1-year of history. Non-traditional ETFs/ETNs/Holders are excluded. Strategy / Conditions: --------------------------------------------------------------------------------------- 1) Apply a mechanical trend analysis model for trading ETF's that outperforms a buy and hold strategy. 2) Each group Backtested with DAILY data. http://www.etfscreen.com 3) The Regression Relative Strength (RRSx) is the Log-price regression SLOPE of each ETF, then Annualized. 4) The final sort is the RRSx Ranks, where R6, R3, R2 or R1 are rankings of monthly lookback periods. 5) LRxx is the last price on Linear Regression Trend line - TREND(days). Included as a tie breaker. 6) Buy, Sell and HTD criteria are as noted. Set Trailing Stops @ ATR when Ranking status is HTD condition. 7) Go to cash when the specified number to hold are not available. 8) Historic prices are Non-dividend adjusted values. ---------------------------------------------------------------------------------------
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