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Author: DreadPotato Big gold star, 5000 posts Old School Fool Add to my Favorite Fools Ignore this person (you won't see their posts anymore) Number: of 33154  
Subject: ETF Trends & Ranks 2012Q2 Date: 4/10/2012 8:47 AM
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Recommendations: 3
SOLD:
MSCI Emerging Markets (EEM)
BOUGHT:
*-

Taxable_Acct. - Tactical_Asset_Rotation(TAR): RRS
SELL: IF( Avg Rank > 3 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Avg Rank < 2.5 & Price > LR126 )
COUNTIF( Buy ) 0 of 5 or 0% , COUNTIF( Held ) 2 of 5 or 40%

Hold: TWO(2), LT Holdings: PRF,PXF , Sell: - , Buy: -
                                                              (R6,R3)   LR126  LR126  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm Avg Rank STEYX % off SMA_PO Status: Held
9-Apr-12 PRF US:LC 59.04 39% 35% 23% 22% 1.5 1.2 -2.9% 5.7% HTD 87
9-Apr-12 PXF GL:DM 34.29 21% 34% -7% 26% 2.5 1.4 -4.2% 3.4% HTD 43
9-Apr-12 VNQ US:RE 62.24 45% 26% 20% 26% 2.5 1.6 -3.1% 5.7% HTD
9-Apr-12 DBC GL:Com 28.57 17% 26% -2% 19% 3.5 0.6 -1.9% 2.4% Sell
9-Apr-12 TLT US:FILB 115.55 -5% -23% -27% 17% 5.0 2.8 0.2% -3.4% Sell


Taxable_Acct. - DowJones Sectors(Rated>7): RRS
SELL: IF( Avg Rank >= 6 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Avg Rank < 4 & Price > LR126 )
COUNTIF( Buy ) 1 of 20 or 5% , COUNTIF( Held ) 3 of 20 or 15%

Hold: THREE(3), ST Holdings: ITB,IYF,IYW , Sell: - , Buy: -
                                                             (R6,R3,R2)  LR126  LR126  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm Avg Rank STEYX % off SMA_PO Status: Held
9-Apr-12 IYW US:TECH 77.04 56% 102% 71% 23% 1.7 2.4 0.5% 11.5% BUY 12
9-Apr-12 IYF US:FIN 56.97 63% 72% 70% 29% 2.0 1.7 -2.0% 10.5% HTD 24
9-Apr-12 ITB US:HC 14.25 142% 61% 46% 45% 2.7 0.5 -6.9% 11.2% HTD 74
9-Apr-12 IYC US:CS 80.02 44% 55% 49% 21% 5.0 1.5 -0.9% 7.7% HTD
9-Apr-12 IHF US:HCP 65.57 51% 42% 37% 29% 5.3 1.2 -1.7% 7.8% HTD
9-Apr-12 IHE US:PH 82.18 51% 35% 44% 18% 6.3 1.1 -2.1% 6.8% Sell
9-Apr-12 IYY US:TM 69.42 42% 44% 30% 21% 8.3 1.4 -2.2% 6.6% Sell
9-Apr-12 IAK US:INS 31.29 45% 36% 17% 27% 8.7 0.8 -3.3% 6.4% Sell
9-Apr-12 IYK US:CG 73.30 28% 39% 33% 14% 9.7 1.0 -0.7% 5.5% Sell
9-Apr-12 IYJ US:IND 69.47 50% 25% 9% 28% 9.7 1.6 -4.6% 5.3% Sell
9-Apr-12 IYH US:HC 77.02 40% 26% 32% 19% 10.0 1.1 -1.6% 6.1% Sell
9-Apr-12 IYR US:RE 60.92 42% 24% 17% 25% 10.7 1.5 -3.2% 5.3% Sell
9-Apr-12 ITA US:AD 65.17 43% 23% 0% 25% 12.3 1.4 -4.9% 4.4% Sell
9-Apr-12 IYT US:T 92.52 29% -1% 7% 29% 14.3 2.2 -3.5% 2.6% Sell
9-Apr-12 IDU US:UT 85.24 6% 3% 0% 12% 16.3 1.2 -1.7% 0.1% Sell
9-Apr-12 IEO US:OGEP 63.53 28% 19% -39% 38% 16.3 2.8 -7.6% -0.1% Sell
9-Apr-12 IYE US:EN 40.24 25% 10% -26% 29% 16.7 1.2 -6.3% 0.2% Sell
9-Apr-12 IYM US:BM 68.17 29% -5% -21% 34% 16.7 2.5 -5.6% 1.8% Sell
9-Apr-12 BND US:FIT 83.37 0% -3% -6% 3% 18.0 0.3 -0.1% -0.4% Sell
9-Apr-12 IEZ US:OES 51.93 19% -8% -50% 43% 19.3 2.4 -8.3% -2.9% Sell


IRA_Acct. - FIDO_Balanced Trends and Ranks: RRS
SELL: IF( Avg Rank >= 6 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Avg Rank < 4 & Price > LR126 )
COUNTIF( Buy ) 0 of 14 or 0% , COUNTIF( Held ) 2 of 14 or 14%

Hold: THREE(3), ST Holdings: IWO,IWF , Sell: - , Buy: -
                                                              (R6,R3)   LR126  LR126  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm Avg Rank STEYX % off SMA_PO Status: Held
9-Apr-12 IWF US:LCG 65.30 43% 55% 38% 21% 2.0 1.4 -1.1% 7.6% HTD 12
9-Apr-12 IWO US:SCG 92.35 49% 34% 5% 31% 3.0 2.6 -4.7% 5.8% HTD 69
9-Apr-12 DBE GLC:ENE 29.98 27% 46% 4% 21% 4.5 0.7 -2.4% 3.6% HTD
9-Apr-12 IWN US:SCV 70.82 46% 24% 7% 28% 5.0 1.8 -4.7% 5.3% HTD
9-Apr-12 IWD US:LCV 68.41 40% 33% 22% 22% 5.5 1.4 -3.1% 5.5% HTD
9-Apr-12 SCZ GL:SC 38.71 26% 45% 5% 24% 5.5 1.5 -2.1% 5.7% HTD
9-Apr-12 ACWX GL:LCB 39.54 23% 34% -1% 24% 6.5 1.3 -3.2% 4.0% Sell
9-Apr-12 IYR US:REIT 60.92 42% 24% 17% 25% 6.5 1.5 -3.2% 5.3% Sell
9-Apr-12 EEM GL:EM 42.11 33% 25% -15% 30% 6.5 1.7 -4.1% 3.8% Sell
9-Apr-12 SHY US:FI 84.36 -1% -2% -1% 1% 11.0 0.1 0.0% -0.2% Sell
9-Apr-12 AGG US:FI 110.11 1% -4% -7% 3% 11.0 0.5 -0.1% -0.2% Sell
9-Apr-12 DBB GLC:BM 19.67 20% -8% -25% 27% 11.0 0.7 -5.4% 0.1% Sell
9-Apr-12 DBP GLC:PM 57.19 -3% -8% -39% 29% 13.0 2.3 -2.5% -1.8% Sell
9-Apr-12 DBA GLC:AG 27.88 -14% -14% -23% 15% 14.0 0.7 -0.6% -2.5% Sell


IRA_Acct. - S&P Equal Weight Sector ETF's: RRS
SELL: IF( Avg Rank >= 3 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Avg Rank < 2.5 & Price > LR126 )
COUNTIF( Buy ) 0 of 12 or 0% , COUNTIF( Held ) 1 of 12 or 8%

Hold: ONE(1), ST Holdings: RYF , Sell: - , Buy: -
                                                             (R6,R3,R2)  LR126  LR126  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm Avg Rank STEYX % off SMA_PO Status: Held
9-Apr-12 RYF US:SF 27.50 64% 61% 47% 30% 1.3 0.9 -3.3% 9.5% HTD 47
9-Apr-12 RCD US:SD 54.00 51% 61% 45% 27% 1.7 1.3 -1.6% 8.3% HTD
9-Apr-12 RYT US:ST 56.77 46% 50% 16% 27% 4.0 1.8 -3.0% 7.5% Sell
9-Apr-12 RYH US:SH 73.83 43% 36% 34% 22% 4.3 1.5 -1.4% 7.5% Sell
9-Apr-12 RSP US:LC 50.66 41% 35% 17% 24% 5.7 1.2 -3.1% 5.8% Sell
9-Apr-12 RHS US:SS 65.35 22% 25% 25% 14% 6.0 0.7 -1.0% 4.0% Sell
9-Apr-12 RGI US:SI 55.96 46% 17% -2% 29% 6.7 1.3 -5.0% 4.2% Sell
9-Apr-12 RTM US:SM 61.19 44% 9% -2% 31% 6.7 1.9 -4.8% 4.5% Sell
9-Apr-12 RYU US:SU 53.87 5% 5% -2% 14% 9.7 0.7 -1.7% 0.3% Sell
9-Apr-12 RYE US:SE 62.38 18% 8% -39% 37% 10.0 2.6 -6.4% -1.2% Sell
9-Apr-12 HYG US:HY 89.24 13% 3% -6% 12% 10.3 1.4 -2.6% 1.0% Sell
9-Apr-12 IEF US:TB 104.63 1% -10% -14% 7% 11.7 1.0 0.0% -1.0% Sell


FIDO_Free Trends and Ranks: RRS
SELL: IF( Avg Rank >= 6 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Avg Rank < 4 & Price > LR126 )
COUNTIF( Buy ) 0 of 12 or 0% , COUNTIF( Held ) 1 of 12 or 8%

Hold: THREE(3), ST Holdings: IJH , Sell: - , Buy: -
                                                              (R6,R3)   LR126  LR126  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm Avg Rank STEYX % off SMA_PO Status: Held
9-Apr-12 IJH US:MCB 97.01 46% 40% 13% 27% 2.5 2.4 -3.5% 6.1% HTD 48
9-Apr-12 IVV US:LCB 138.69 41% 44% 32% 20% 3.0 2.7 -2.0% 6.5% HTD
9-Apr-12 SCZ GL:SC 38.71 26% 45% 5% 24% 3.5 1.5 -2.1% 5.7% HTD
9-Apr-12 IJR US:SCB 74.13 51% 28% 9% 28% 3.5 1.8 -4.7% 5.8% HTD
9-Apr-12 IYR US:REIT 60.92 42% 24% 17% 25% 5.5 1.5 -3.2% 5.3% HTD
9-Apr-12 EEM GL:EM 42.11 33% 25% -15% 30% 6.0 1.7 -4.1% 3.8% Sell
9-Apr-12 EFA GL:DM 52.79 21% 33% 0% 23% 6.0 1.8 -3.1% 4.0% Sell
9-Apr-12 IDV GL:SD 31.28 16% 30% -2% 22% 7.0 1.1 -3.1% 3.3% Sell
9-Apr-12 DVY US:SD 55.31 25% 19% 11% 16% 8.0 0.7 -2.3% 3.1% Sell
9-Apr-12 EMB GL:FI 112.50 10% 18% 4% 8% 10.0 1.2 -0.5% 1.6% Sell
9-Apr-12 LQD US:FI 115.59 8% 1% -10% 6% 11.0 1.4 -0.7% 0.8% Sell
9-Apr-12 TIP US:FI 117.92 6% -1% -7% 5% 12.0 0.9 -0.7% 0.1% Sell


Notes: Last modified 3/1/2012.
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 Average of 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). Buy/Sell price target determined by LRxx
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) Standard Error (STEYX) included as a tie breaker. The larger the error the less reliable the trend.
This can be caused by the changes in the prevailing trend within the specified number of periods.
9) Historic prices are Non-dividend adjusted values.
---------------------------------------------------------------------------------------
Market Performance & Asset Allocation
Last Post: http://boards.fool.com/Message.aspx?mid=29947842
Market Trends (Price Oscillator & 52w-Hi/Lo)        FFNOX       .VAY       ACWX        SPY        IJR          AGG
2 of 3 Price Oscillator (PO) BUY BUY BUY BUY BUY BUY
Slow_PO: SMA(20) %Off SMA(200) 7.1% 9.5% 3.2% 9.8% 9.9% 0.1%
Int_PO: SMA(10) %Off SMA(100) 3.6% 4.9% 2.7% 5.8% 4.3% -0.2%
Fast_PO: SMA(5) %Off SMA(50) 0.0% -1.5% -2.6% 0.6% -1.7% 0.0%
Days since Last 2 of 3 PO Chg 120 121 116 124 127 348
Days since Last 52w Hi (close) 336 340 340 7 13 69
Days since Last 52w Lo (close) 182 186 186 186 186 361
-----------
Market Total Returns (CAGR ex. YTD) YTD(ROI) TTM Jan-09 TD Jan-03 TD StartD Reference:
Four-in-One Index (FFNOX) 9.2% 0.0% 13.8% 7.2% Sep-99 BrdMkt_AA
VL Arithmetic Index (.VAY) 10.5% -2.1% 25.8% 12.1% Apr-84 VL-Screens
S&P 1500 (EqWt: SPY,MDY,IJR) 9.8% 1.9% 18.5% 9.2% Jan-93 US-Equity
Foreign (EqWt: EFA,EEM) 8.8% -14.1% 13.9% 12.6% Apr-01 Foreign-Eq
US Bonds (EqWt: AGG,SHY) -0.1% 3.0% 3.2% 3.6% Jul-02 FixedIncome
-----------
MI Screens - Total Returns (IRR ex. YTD) YTD(ROI) TTM(IRR) Jan-09 TD Jan-03 TD StartD Vested(N)
ETF Screens Total Return = 4.3% -3.5% 3.9% 6.6% Jun-98 75%
VL Screens Total Return = 8.5% -7.0% 15.6% 19.9% Feb-98 104%
MI Screens Total (cash incl'd YTD/TTM) = 5.3% -3.6% 9.9% 15.0% Mar-96 88%
-----------
Tactical_Asset_Allocation Assets Target *Dread's* S&P ValueLine Benchmark
Equity - US 52% 53% 45% 45% 70% 50%
Equity - Foreign 5% 18% 15% 15% inc'l 10%
Fixed Income 26% 25% 25% 25% 30% 30%
Cash / UST-Bill / Margin 17% 5% 15% 15% inc'l 10%
Last change 10-Apr-12 30-Mar-12 31-Oct-11 9-Mar-11 13-Jun-11 N/A
-----------
Market_Timing_Allocation Risk Averse Pessimist *Neutral* Moderate Optimist
Cash plus FI 85% 65% 45% 30% 25%
Signal Count: na na na 7 na
Bullish Signals: 0 or 1 2 or 3 4 or 5 6 or 7 8 or 9
-----------
Market Timing Indicators Status LastChg #Chg/Yr CAGR B&H # Years
S&P400(.MID) Daily "SMA_PO(2 of 3)" Bullish 27-Oct-11 2.0 17.2% 21.4% 3.0
S&P1500(ISI) Daily "WMA_PO(2 of 3)" Bullish 21-Oct-11 2.7 12.0% 17.4% 3.0
ValueLine(.VAY) Weekly "5W SWING" Bullish 23-Dec-11 5.3 2.3% 23.2% 3.0
ValueLine(.VAY) Daily "ADX(15,15)" Bearish 30-Mar-12 10.8 15.3% 27.3% 3.0
NYSE(.NYA) Daily "TRIN" DMA(20) Bullish 19-Jan-12 6.7 5.8% 14.0% 3.0
ValueLine(VLIC30) "Spec-Def-Norm" Bullish 22-Mar-12 7.7 6.0% 13.7% 2.3
ValueLine(VLIC30) "Breadth" model Bullish 23-Dec-11 7.8 0.5% 9.4% 1.9
"Seasonal Timing" strategy™(.VAY) Bullish 14-Oct-11 2.0 11.4% 11.4% 23.0
Count / LastChg / Average 7 30-Mar-12 5.6 8.8% 17.2% 5.3
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