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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 33150  
Subject: ETF Trends & Ranks 2012Q3 Date: 6/29/2012 4:57 PM
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Recommendations: 1
Market Performance & Asset Allocation

Market Total Returns (CAGR ex. YTD)        YTD(ROI)       TTM  Jan-09 TD  Jan-03 TD  StartD  Reference:
Four-in-One Index (FFNOX) 4.3% -4.8% 11.4% 6.5% Sep-99 BrdMkt_AA
VL Arithmetic Index (.VAY) 7.4% -4.1% 23.0% 11.4% Apr-84 VL-Screens
S&P 1500 (EqWt: SPY,MDY,IJR) 7.7% -0.2% 16.6% 8.7% Jan-93 US-Equity
Foreign (EqWt: EFA,EEM) 2.0% -17.4% 10.9% 11.5% Apr-01 Foreign-Eq
US Bonds (EqWt: AGG,SHY) 0.4% 2.2% 3.1% 3.6% Jul-02 FixedIncome
-----------
MI Screens - Average Annual IRR (ex. YTD) YTD(ROI) TTM(IRR) Jan-09 TD Jan-03 TD StartD Vested (N)
BroadMarket_AA: SMA_PO 1.0% -2.3% 7.3% 9.8% Jun-98 33%
ETF's @ Fido: RRS_FIDO_Free 5.5% -7.3% 6.6% 15.3% Jan-05 0%
ETF's @ WT: RRS_TAR/DJ_Sector 0.0% 7.3% 2.4% 1.0% Apr-07 25%
ETF's @ IRA: RRS_SPEW/FIDO_Bal -2.8% -6.5% 3.7% 10.3% Feb-99 0%
ETF Screens Total Return = 0.6% -0.1% 3.0% 6.1% Jun-98 16%


Tactical_Asset_Rotation : ETF's
PowerShares DB Commodity Index (DBC)
PowerShares FTSE RAFI Dev Mkts ex-US (PXF)
PowerShares FTSE RAFI US 1000 (PRF)
Vanguard REIT Index ETF (VNQ)
iShares Barclays 20+ Year Treas Bond (TLT)
PowerShares Preferred (PGX)

Dow Jones Sectors: ETF's
iShares Barclays 1-3 Yr Bonds (SHY)
iShares DowJones US INSURANCE (IAK)
iShares DowJones US Utilities (IDU)
iShares DowJones US OIL & GAS EXPL & PROD (IEO)
iShares DowJones US OIL EQUIP & SVCS (IEZ)
iShares DowJones US PHARMACEUTICALS (IHE)
iShares DowJones US HEALTHCARE PROVIDERS (IHF)
iShares DowJones US AEROSPACE & DEFENSE (ITA)
iShares DowJones US HOME CONSTRUCTION (ITB)
iShares DowJones US Consumer Services (IYC)
iShares DowJones US Energy (IYE)
iShares DowJones US Financial Sector (IYF)
iShares DowJones US Healthcare (IYH)
iShares DowJones US Industrial (IYJ)
iShares DowJones US Consumer Goods (IYK)
iShares DowJones US Basic Materials (IYM)
iShares DowJones US Real Estate (IYR)
iShares DowJones Transportation Average (IYT)
iShares DowJones US Technology (IYW)
iShares DowJones US Total Market (IYY)

FIDO_Balanced: ETF's
MSCI ACWI ex US Index (ACWX)
Barclays Aggregate Bonds (AGG
MSCI Emerging Markets Index (EEM)
Russell 1000 Value Index (IWD)
Russell 1000 Growth Index (IWF)
Russell 2000 Value Index (IWN)
Russell 2000 Growth Index (IWO)
Dow Jones US Real Estate (IYR)
MSCI EAFE Small Cap Index (SCZ)
iShares Barclays 1-3 Yr Bonds (SHY)
PowerShares DB Agriculture Fund (DBA)
PowerShares DB Base Metals Fund (DBB)
PowerShares DB Energy Fund (DBE)
PowerShares DB Precious Metals (DBP)

S&P Equal Weight Sectors: ETF's
Guggenheim S&P Equal Weight Consumer Disc (RCD)
Guggenheim S&P Equal Weight Consumer Staples (RHS)
Guggenheim S&P Equal Weight Energy (RYE)
Guggenheim S&P Equal Weight Financials (RYF)
Guggenheim S&P Equal Weight Health Care (RYH)
Guggenheim S&P Equal Weight Industrials (RGI)
Guggenheim S&P Equal Weight Materials (RTM)
Guggenheim S&P Equal Weight Technology (RYT)
Guggenheim S&P Equal Weight Utilities (RYU)
Guggenheim S&P 500 Equal Weight (RSP)
Barclays TIPS (TIP)
SPDR S&P Dividend (SDY)

FIDO_Free: ETF's
iBoxx $ Investment Grade Corporate (LQD)
DJ Select Dividend (DVY)
MSCI Emerging Markets (EEM)
MSCI EAFE (EFA)
JPM Emerging Markets Bond Fund (EMB)
DJ International Select Dividend (IDV)
S&P Mid Cap 400 (IJH)
S&P Small Cap 600 (IJR)
S&P 500 (IVV)
DJ US Real Estate (IYR)
MSCI EAFE Small Cap (SCZ)
iBoxx High Yield Corporate Bond (HYG)

Shortables: ETF's
S&P 500 (IVV)
Dow Jones US Real Estate (IYR)
Russell 2000 (IWM)
S&P 500 Growth (IVW)
MSCI EAFE Index (EFA)
MSCI Emerging Markets (EEM)
iBoxx High Yield Corporate Bond (HYG)
iBoxx $ Investment Grade Corporate (LQD)
S&P Mid Cap 400 (IJH)
PowerShares QQQ (QQQ)
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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: 32989 of 33150
Subject: Re: ETF Trends & Ranks 2012Q3 Date: 6/29/2012 5:07 PM
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Recommendations: 3
SOLD:
iShares DowJones US HOME CONSTRUCTION (ITB)
BOUGHT:
iShares DowJones US PHARMACEUTICALS (IHE)
S&P 500 (IVV)



Taxable_Acct. - Tactical_Asset_Allocation: RRS
SELL: IF( Rank >= 4.0 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Rank < 3.0 & Price > LR126 )
COUNTIF( Buy ) 3 of 6 or 50% , COUNTIF( Held ) 1 of 6 or 17%

Hold: Two ( 2 ), LT Holdings: TLT , Sell: - , Buy: PGX
                                                              (R6,R3)  LR126  LR126  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm AvgRank STEYX % off SMA_PO Status: Held
29-Jun-12 TLT US:FIT 125.20 16% 67% 57% 18% 1.0 3.8 1.5% 6.1% BUY 23
29-Jun-12 VNQ US:RE 65.43 15% -3% -14% 26% 2.5 1.5 1.2% 1.2% BUY
29-Jun-12 PGX US:PF 14.52 3% 1% 7% 8% 2.5 0.1 0.9% 0.7% BUY
29-Jun-12 PRF US:LC 58.17 -2% -24% -13% 22% 4.0 1.7 0.9% -2.3% Sell
29-Jun-12 DBC GL:Com 25.75 -24% -53% -51% 19% 5.5 1.1 0.1% -9.8% Sell
29-Jun-12 PXF GL:DM 31.79 -25% -50% -36% 28% 5.5 1.7 1.6% -8.4% Sell


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

Hold: Three ( 3 ), ST Holdings: IHE , Sell: ITB , Buy: IHE
                                                              (R6,R3,R2)  LR126  LR126  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm AvgRank STEYX % off SMA_PO Status: Held
29-Jun-12 IHE US:PH 86.61 17% 8% 19% 18% 2.7 1.3 3.2% 3.5% BUY 4
29-Jun-12 ITB US:HB 16.81 43% 30% -7% 46% 3.0 0.6 6.9% 5.7% BUY
29-Jun-12 IDU US:UT 90.05 7% 24% 23% 11% 3.0 1.0 2.1% 2.6% BUY
29-Jun-12 IYH US:HC 79.50 11% -2% 8% 18% 4.7 1.2 2.1% 2.0% HTD
29-Jun-12 IYC US:CS 81.21 18% -8% -3% 20% 5.0 1.9 -0.3% 0.9% Sell
29-Jun-12 IYR US:RE 63.94 13% -3% -13% 25% 6.3 1.4 1.3% 0.9% Sell
29-Jun-12 SHY US:FIT 84.37 0% 0% -1% 1% 7.0 0.1 0.0% 0.0% Sell
29-Jun-12 IHF US:HCP 65.05 2% -25% 18% 30% 8.0 2.0 2.1% -0.1% Sell
29-Jun-12 IYK US:CG 71.80 6% -19% -18% 14% 9.3 1.6 -1.3% -1.9% Sell
29-Jun-12 IYT US:TA 93.33 -6% -15% -8% 28% 10.0 1.8 2.3% -0.7% Sell
29-Jun-12 IYY US:TM 68.16 2% -24% -16% 21% 10.3 2.0 0.0% -2.1% Sell
29-Jun-12 IYF US:FIN 55.28 6% -34% -24% 29% 12.7 2.4 -0.5% -2.6% Sell
29-Jun-12 IYW US:TECH 71.23 6% -40% -26% 23% 13.0 3.6 -2.8% -4.2% Sell
29-Jun-12 IYJ US:IND 67.94 -7% -29% -23% 28% 13.3 2.2 0.6% -3.7% Sell
29-Jun-12 ITA US:AD 64.00 -9% -30% -22% 26% 13.7 2.0 1.0% -3.7% Sell
29-Jun-12 IAK US:INS 30.36 -3% -33% -29% 28% 14.3 1.1 -0.3% -3.9% Sell
29-Jun-12 IYE US:EN 38.34 -25% -39% -32% 29% 17.0 1.5 2.5% -7.3% Sell
29-Jun-12 IYM US:BM 64.72 -23% -42% -32% 35% 17.7 2.5 1.3% -6.3% Sell
29-Jun-12 IEO US:OGEP 57.96 -36% -53% -46% 39% 19.0 3.5 3.1% -11.5% Sell
29-Jun-12 IEZ US:OES 46.24 -39% -57% -59% 42% 20.0 2.6 0.0% -13.4% Sell


IRA_Acct. - FIDO_Balanced Trends and Ranks: RRS
SELL: IF( Rank >= 5 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Rank < 4 & Price > LR126 )
COUNTIF( Buy ) 2 of 14 or 14% , COUNTIF( Held ) 0 of 14 or 0%

Hold: Three ( 3 ), ST Holdings: - , Sell: - , Buy: AGG
                                                               (R3)  LR126  LR126  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm Rank STEYX % off SMA_PO Status: Held
29-Jun-12 AGG US:FIT 111.30 2% 6% 4% 3% 1.0 0.5 0.3% 0.7% BUY
29-Jun-12 SHY US:FIT 84.37 0% 0% -1% 1% 2.0 0.1 0.0% 0.0% Sell
29-Jun-12 IYR US:REIT 63.94 13% -3% -13% 25% 3.0 1.4 1.3% 0.9% BUY
29-Jun-12 DBA GLC:AG 28.22 -21% -16% 6% 15% 4.0 0.5 7.6% -1.7% Sell
29-Jun-12 IWD US:LCV 68.22 -1% -20% -9% 22% 5.0 1.8 1.3% -1.5% Sell
29-Jun-12 IWN US:SCV 70.39 -6% -24% -14% 28% 6.0 2.2 2.0% -2.6% Sell
29-Jun-12 IWF US:LCG 63.23 6% -26% -19% 21% 7.0 2.1 -1.3% -2.3% Sell
29-Jun-12 DBP GLC:PM 54.38 -19% -26% -11% 28% 8.0 1.9 0.0% -5.3% Sell
29-Jun-12 IWO US:SCG 91.47 -6% -27% -15% 31% 9.0 3.4 2.0% -2.9% Sell
29-Jun-12 DBB GLC:BM 18.30 -25% -42% -47% 26% 10.0 0.8 0.0% -9.1% Sell
29-Jun-12 ACWX GL:LCB 37.19 -16% -44% -34% 25% 11.0 1.7 0.2% -6.5% Sell
29-Jun-12 EEM GL:EM 39.14 -20% -47% -34% 31% 12.0 2.0 0.5% -7.2% Sell
29-Jun-12 SCZ GL:SC 36.14 -12% -47% -43% 26% 13.0 1.9 -1.2% -6.9% Sell
29-Jun-12 DBE GLC:ENE 25.24 -30% -67% -72% 24% 14.0 1.7 -3.4% -15.1% Sell


IRA_Acct. - S&P Equal Weight Sector ETF's: RRS
SELL: IF(AvgRank >= 3.0 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( AvgRank < 2.5 & Price > LR126 )
COUNTIF( Buy ) 2 of 12 or 17% , COUNTIF( Held ) 0 of 12 or 0%

Hold: One ( 1 ), ST Holdings: - , Sell: - , Buy: RYU
                                                                (R6,R3,R2)  LR126  LR126  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm AvgRank STEYX % off SMA_PO Status: Held
29-Jun-12 RYU US:SU 56.92 6% 23% 31% 13% 2.0 0.7 2.6% 2.8% BUY
29-Jun-12 RHS US:SS 67.85 10% -2% 1% 13% 2.3 0.7 1.8% 1.1% BUY
29-Jun-12 TIP US:FIT 119.70 5% 8% 3% 5% 3.0 0.7 -0.6% 0.8% Sell
29-Jun-12 RYH US:SH 74.10 9% -14% -4% 21% 3.7 1.7 0.6% 0.0% Sell
29-Jun-12 SDY US:Div'd 55.65 -1% -12% -7% 16% 5.3 0.9 0.6% -1.2% Sell
29-Jun-12 RCD US:SD 52.14 7% -28% -28% 27% 5.7 1.9 -1.8% -2.8% Sell
29-Jun-12 RSP US:LC 49.52 -3% -28% -21% 24% 7.0 1.6 0.4% -3.2% Sell
29-Jun-12 RYF US:SF 26.55 0% -36% -28% 31% 8.0 1.2 -0.4% -3.7% Sell
29-Jun-12 RGI US:SI 54.00 -11% -33% -27% 29% 8.0 1.7 0.3% -4.8% Sell
29-Jun-12 RYT US:ST 52.44 -11% -45% -32% 28% 10.3 2.7 -1.2% -6.2% Sell
29-Jun-12 RTM US:SM 58.18 -15% -41% -32% 32% 10.7 2.2 0.2% -5.4% Sell
29-Jun-12 RYE US:SE 57.61 -32% -49% -47% 37% 12.0 2.8 2.0% -10.0% Sell


FIDO_Free Trends and Ranks: RRS
SELL: IF( Rank >= 5 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Rank < 4 & Price > LR126 )
COUNTIF( Buy ) 3 of 12 or 25% , COUNTIF( Held ) 0 of 12 or 0%

Hold: Three ( 3 ), ST Holdings: - , Sell: - , Buy: LQD
                                                                (R3)  LR126  LR126  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm Rank STEYX % off SMA_PO Status: Held
29-Jun-12 LQD US:FIIG 117.59 3% 5% 5% 6% 1.0 0.9 0.6% 0.8% BUY
29-Jun-12 EMB GL:FIEM 114.72 6% -1% 6% 9% 2.0 1.5 0.9% 1.2% BUY
29-Jun-12 IYR US:REIT 63.94 13% -3% -13% 25% 3.0 1.4 1.3% 0.9% BUY
29-Jun-12 HYG US:FIHY 91.29 -3% -6% -3% 12% 4.0 1.1 2.1% 0.1% Sell
29-Jun-12 DVY US:Div'd 56.19 4% -6% -5% 15% 5.0 0.8 0.8% -0.3% Sell
29-Jun-12 IVV US:LCB 136.75 3% -22% -12% 20% 6.0 3.9 0.2% -1.8% Sell
29-Jun-12 IJR US:SCB 73.27 -6% -27% -22% 28% 7.0 2.4 1.5% -3.3% Sell
29-Jun-12 IJH US:MCB 94.17 -2% -31% -31% 27% 8.0 3.4 -0.6% -4.3% Sell
29-Jun-12 IDV GL:Div'd 30.07 -17% -40% -32% 24% 9.0 1.3 1.9% -5.6% Sell
29-Jun-12 EFA GL:DM 49.96 -16% -42% -34% 24% 10.0 2.2 0.4% -6.3% Sell
29-Jun-12 EEM GL:EM 39.14 -20% -47% -34% 31% 11.0 2.0 0.5% -7.2% Sell
29-Jun-12 SCZ GL:SC 36.14 -12% -47% -43% 26% 12.0 1.9 -1.2% -6.9% Sell


Shortables Trends and Ranks: RRS
BUY to Cover: IF( Avg Rank < 4 or SMA5 > SMA50 ), SELL Short: IF( Avg Rank >= 5 & Price < LR63 )
COUNTIF( Sell ) 0 of 10 or 0% , COUNTIF( Held ) 0 of 10 or 0%

ST Holdings: - , Sell: - , Buy: IVV
                                                              (R3,R2,R1)  LR63   LR63   (5,50)           Days
EndD ETF's Class: Price RRS63 RRS42 RRS21 GSDm Avg Rank STEYX % off SMA_PO Status: Held
29-Jun-12 EEM GL:EM 39.14 -47% -34% 33% 31% 9.3 1.2 6.6% -3.5% HTD
29-Jun-12 EFA GL:DM 49.96 -42% -34% 37% 24% 8.3 1.3 5.9% -3.3% HTD
29-Jun-12 IJH US:MCB 94.17 -31% -31% 22% 27% 8.3 1.8 4.2% -2.7% HTD
29-Jun-12 QQQ US:LCB 64.16 -30% -16% 52% 22% 6.3 1.3 4.6% -1.1% HTD
29-Jun-12 IVW US:LCG 73.51 -20% -12% 46% 19% 4.3 1.2 3.5% -0.9% HTD
29-Jun-12 IWM US:SCB 79.56 -26% -15% 79% 29% 4.3 1.7 5.5% -0.5% HTD
29-Jun-12 IVV US:LCB 136.75 -22% -12% 54% 20% 4.3 2.4 4.0% -0.8% HTD
29-Jun-12 LQD US:FIIG 117.59 5% 5% 14% 6% 4.0 0.5 0.5% 0.8% Buy
29-Jun-12 IYR US:REIT 63.94 -3% -13% 62% 25% 3.3 1.3 3.3% 0.0% Buy
29-Jun-12 HYG US:FIHY 91.29 -6% -3% 77% 12% 2.3 1.2 2.7% 1.0% Buy


Notes: Last modified 6/1/2012.
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.
---------------------------------------------------------------------------------------

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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: 32990 of 33150
Subject: Re: ETF Trends & Ranks 2012Q3 Date: 7/6/2012 7:49 PM
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Recommendations: 3
SOLD:
*-
BOUGHT:
PowerShares Preferred (PGX)
iShares DowJones US Utilities (IDU)
Guggenheim S&P Equal Weight Utilities (RYU)
iBoxx $ Investment Grade Corporate (LQD)

Taxable_Acct. - Tactical_Asset_Allocation: RRS
SELL: IF( Rank >= 4.0 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Rank < 3.0 & Price > LR126 )
COUNTIF( Buy ) 3 of 6 or 50% , COUNTIF( Held ) 2 of 6 or 33%

Hold: Two ( 2 ), LT Holdings: TLT,PGX , Sell: - , Buy: PGX
                                                             (R6,R3)  LR126  LR126  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm AvgRank STEYX % off SMA_PO Status: Held
6-Jul-12 TLT US:FIT 127.06 19% 56% 36% 17% 1.0 3.7 2.2% 5.7% BUY 30
6-Jul-12 PGX US:PF 14.66 3% 5% 19% 8% 2.5 0.1 1.8% 1.4% BUY 3
6-Jul-12 VNQ US:RE 66.29 14% 3% 12% 26% 2.5 1.4 2.3% 2.2% BUY
6-Jul-12 PRF US:LC 57.85 -4% -17% 9% 22% 4.0 1.6 0.6% -1.6% Sell
6-Jul-12 DBC GL:Com 25.91 -26% -47% -32% 19% 5.5 1.1 1.4% -7.4% Sell
6-Jul-12 PXF GL:DM 31.28 -27% -42% -8% 28% 5.5 1.6 0.9% -6.9% Sell


Taxable_Acct. - DowJones Sectors(Rated>7): RRS
SELL: IF( AvgRank >= 5 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Rank < 4 & Price > LR126 )
COUNTIF( Buy ) 2 of 20 or 10% , COUNTIF( Held ) 2 of 20 or 10%

Hold: Three ( 3 ), ST Holdings: IHE,IDU , Sell: - , Buy: IDU
                                                             (R6,R3,R2)  LR126  LR126  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm AvgRank STEYX % off SMA_PO Status: Held
6-Jul-12 ITB US:HB 17.18 42% 46% 49% 46% 1.0 0.6 8.0% 9.3% BUY
6-Jul-12 IHE US:PH 87.05 17% 21% 47% 18% 2.3 1.4 3.0% 4.7% BUY 11
6-Jul-12 IDU US:UT 90.02 9% 28% 28% 11% 4.0 1.0 1.5% 2.8% HTD 3
6-Jul-12 IYH US:HC 78.94 10% 6% 26% 18% 4.7 1.2 1.2% 2.5% HTD
6-Jul-12 IYC US:CS 81.53 16% -3% 19% 19% 5.3 1.8 0.1% 1.2% Sell
6-Jul-12 IYR US:RE 64.77 13% 3% 12% 25% 5.7 1.3 2.4% 2.1% Sell
6-Jul-12 IHF US:HCP 63.65 0% -15% 41% 29% 7.7 1.9 0.2% 0.1% Sell
6-Jul-12 IYT US:TA 93.19 -6% -9% 13% 27% 9.7 1.7 2.2% -0.5% Sell
6-Jul-12 SHY US:FIT 84.41 0% 0% -1% 1% 10.0 0.1 0.0% 0.0% Sell
6-Jul-12 IYK US:CG 72.29 5% -15% -5% 14% 10.0 1.5 -0.5% -1.5% Sell
6-Jul-12 IYY US:TM 68.01 0% -18% 6% 21% 10.3 1.9 0.1% -1.5% Sell
6-Jul-12 IYF US:FIN 54.99 2% -27% 4% 29% 10.7 2.2 -0.6% -1.8% Sell
6-Jul-12 ITA US:AD 63.61 -11% -24% 2% 25% 13.3 1.9 0.9% -2.9% Sell
6-Jul-12 IYJ US:IND 67.36 -9% -24% -2% 28% 13.3 2.0 0.3% -3.0% Sell
6-Jul-12 IYW US:TECH 70.86 2% -33% -5% 23% 13.7 3.4 -2.6% -3.9% Sell
6-Jul-12 IAK US:INS 30.12 -6% -27% -8% 28% 15.3 1.0 -0.6% -3.0% Sell
6-Jul-12 IYE US:EN 38.27 -26% -31% -6% 30% 16.7 1.4 2.8% -5.9% Sell
6-Jul-12 IYM US:BM 64.70 -25% -36% -7% 34% 17.3 2.2 2.1% -5.5% Sell
6-Jul-12 IEO US:OGEP 57.99 -37% -44% -16% 40% 19.0 3.4 4.1% -9.1% Sell
6-Jul-12 IEZ US:OES 46.78 -41% -53% -40% 42% 20.0 2.4 2.6% -11.9% Sell


IRA_Acct. - FIDO_Balanced Trends and Ranks: RRS
SELL: IF( Rank >= 5 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Rank < 4 & Price > LR126 )
COUNTIF( Buy ) 2 of 14 or 14% , COUNTIF( Held ) 0 of 14 or 0%

Hold: Three ( 3 ), ST Holdings: - , Sell: - , Buy: AGG
                                                              (R3)  LR126  LR126  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm Rank STEYX % off SMA_PO Status: Held
6-Jul-12 AGG US:FIT 111.58 2% 4% 3% 3% 1.0 0.5 0.4% 0.7% BUY
6-Jul-12 IYR US:REIT 64.77 13% 3% 12% 25% 2.0 1.3 2.4% 2.1% BUY
6-Jul-12 SHY US:FIT 84.41 0% 0% -1% 1% 3.0 0.1 0.0% 0.0% Sell
6-Jul-12 DBA GLC:AG 29.00 -19% -1% 44% 16% 4.0 0.7 9.7% 1.6% Sell
6-Jul-12 IWD US:LCV 67.69 -2% -13% 14% 22% 5.0 1.7 0.6% -0.9% Sell
6-Jul-12 IWN US:SCV 71.23 -8% -14% 13% 28% 6.0 2.0 3.3% -1.0% Sell
6-Jul-12 IWO US:SCG 92.51 -8% -16% 19% 31% 7.0 3.1 3.4% -1.1% Sell
6-Jul-12 IWF US:LCG 63.22 3% -21% 0% 21% 8.0 2.0 -0.9% -2.0% Sell
6-Jul-12 DBP GLC:PM 53.76 -22% -24% 3% 28% 9.0 1.7 -0.2% -5.1% Sell
6-Jul-12 ACWX GL:LCB 36.85 -19% -37% -7% 25% 10.0 1.6 0.1% -5.7% Sell
6-Jul-12 DBB GLC:BM 17.89 -29% -40% -35% 26% 11.0 0.6 -1.0% -8.0% Sell
6-Jul-12 EEM GL:EM 38.77 -23% -40% -5% 32% 12.0 1.8 0.6% -6.5% Sell
6-Jul-12 SCZ GL:SC 35.82 -15% -43% -18% 26% 13.0 1.7 -1.1% -6.0% Sell
6-Jul-12 DBE GLC:ENE 25.10 -33% -64% -60% 24% 14.0 1.6 -2.5% -12.9% Sell


IRA_Acct. - S&P Equal Weight Sector ETF's: RRS
SELL: IF(AvgRank >= 3.0 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( AvgRank < 2.5 & Price > LR126 )
COUNTIF( Buy ) 2 of 12 or 17% , COUNTIF( Held ) 1 of 12 or 8%

Hold: One ( 1 ), ST Holdings: RYU , Sell: - , Buy: RYU
                                                               (R6,R3,R2)  LR126  LR126  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm AvgRank STEYX % off SMA_PO Status: Held
6-Jul-12 RYU US:SU 57.33 8% 30% 42% 13% 1.3 0.7 2.7% 3.2% BUY 3
6-Jul-12 RHS US:SS 67.99 11% 5% 17% 13% 2.0 0.8 1.6% 2.0% BUY
6-Jul-12 RYH US:SH 73.20 7% -7% 13% 21% 3.3 1.5 -0.5% 0.5% Sell
6-Jul-12 TIP US:FIT 120.25 5% 5% 0% 4% 4.0 0.7 -0.1% 0.6% Sell
6-Jul-12 SDY US:Div'd 55.50 -2% -8% 7% 16% 5.0 0.9 0.4% -1.0% Sell
6-Jul-12 RSP US:LC 49.33 -6% -22% 2% 24% 6.3 1.5 0.4% -2.4% Sell
6-Jul-12 RCD US:SD 52.51 4% -23% -5% 26% 6.7 1.8 -0.7% -2.3% Sell
6-Jul-12 RYF US:SF 26.52 -3% -28% -3% 31% 7.3 1.1 0.1% -2.6% Sell
6-Jul-12 RGI US:SI 53.60 -14% -28% -9% 28% 9.3 1.5 0.2% -4.3% Sell
6-Jul-12 RTM US:SM 58.60 -18% -35% -6% 31% 10.0 2.0 1.6% -4.5% Sell
6-Jul-12 RYT US:ST 51.54 -15% -39% -9% 27% 10.7 2.4 -1.9% -5.7% Sell
6-Jul-12 RYE US:SE 58.28 -33% -41% -21% 37% 12.0 2.7 3.8% -8.0% Sell


FIDO_Free Trends and Ranks: RRS
SELL: IF( Rank >= 5 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Rank < 4 & Price > LR126 )
COUNTIF( Buy ) 3 of 12 or 25% , COUNTIF( Held ) 1 of 12 or 8%

Hold: Three ( 3 ), ST Holdings: LQD , Sell: - , Buy: LQD
                                                               (R3)  LR126  LR126  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm Rank STEYX % off SMA_PO Status: Held
6-Jul-12 LQD US:FIIG 118.52 3% 6% 9% 5% 1.0 0.8 1.3% 1.2% BUY 3
6-Jul-12 IYR US:REIT 64.77 13% 3% 12% 25% 2.0 1.3 2.4% 2.1% BUY
6-Jul-12 EMB GL:FIEM 115.58 6% 2% 22% 9% 3.0 1.5 1.5% 1.5% BUY
6-Jul-12 DVY US:Div'd 56.41 4% -2% 10% 15% 4.0 0.8 1.1% 0.3% HTD
6-Jul-12 HYG US:FIHY 91.09 -3% -3% 11% 12% 5.0 1.1 1.8% 0.6% Sell
6-Jul-12 IVV US:LCB 135.95 1% -16% 9% 20% 6.0 3.7 -0.1% -1.2% Sell
6-Jul-12 IJR US:SCB 73.93 -7% -18% 3% 28% 7.0 2.2 2.6% -1.6% Sell
6-Jul-12 IJH US:MCB 94.72 -5% -25% -11% 27% 8.0 3.1 0.5% -3.1% Sell
6-Jul-12 IDV GL:Div'd 29.78 -18% -32% -2% 24% 9.0 1.2 1.4% -4.4% Sell
6-Jul-12 EFA GL:DM 49.44 -18% -36% -8% 24% 10.0 2.1 0.0% -5.6% Sell
6-Jul-12 EEM GL:EM 38.77 -23% -40% -5% 32% 11.0 1.8 0.6% -6.5% Sell
6-Jul-12 SCZ GL:SC 35.82 -15% -43% -18% 26% 12.0 1.7 -1.1% -6.0% Sell


Shortables Trends and Ranks: RRS
BUY to Cover: IF( Avg Rank < 4 or SMA5 > SMA50 ), SELL Short: IF( Avg Rank >= 5 & Price < LR63 )
COUNTIF( Sell ) 0 of 10 or 0% , COUNTIF( Held ) 0 of 10 or 0%

ST Holdings: - , Sell: - , Buy: -
                                                             (R3,R2,R1)  LR63   LR63   (5,50)           Days
EndD ETF's Class: Price RRS63 RRS42 RRS21 GSDm Avg Rank STEYX % off SMA_PO Status: Held
6-Jul-12 EFA GL:DM 49.44 -36% -8% 30% 24% 9.0 1.5 4.0% 0.8% Buy
6-Jul-12 EEM GL:EM 38.77 -40% -5% 30% 32% 8.7 1.3 4.7% 0.9% Buy
6-Jul-12 IJH US:MCB 94.72 -25% -11% 52% 27% 7.3 2.1 4.0% 1.4% Buy
6-Jul-12 QQQ US:LCB 64.12 -23% 7% 49% 21% 6.3 1.5 3.5% 1.7% Buy
6-Jul-12 IVV US:LCB 135.95 -16% 9% 38% 20% 6.0 2.7 2.6% 1.7% Buy
6-Jul-12 IVW US:LCG 73.51 -14% 8% 38% 18% 5.3 1.3 2.7% 1.7% Buy
6-Jul-12 LQD US:FIIG 118.52 6% 9% 25% 5% 5.0 0.5 1.1% 1.2% Buy
6-Jul-12 HYG US:FIHY 91.09 -3% 11% 55% 12% 3.0 1.3 1.9% 1.8% Buy
6-Jul-12 IWM US:SCB 80.53 -15% 15% 120% 29% 2.3 2.0 5.0% 3.7% Buy
6-Jul-12 IYR US:REIT 64.77 3% 12% 85% 25% 2.0 1.4 3.6% 3.4% Buy


Notes: Last modified 6/1/2012.
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.
---------------------------------------------------------------------------------------

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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: 32991 of 33150
Subject: Re: ETF Trends & Ranks 2012Q3 Date: 7/13/2012 5:01 PM
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Recommendations: 3
SOLD:
*-
BOUGHT:
DJ US Real Estate (IYR)

Taxable_Acct. - BroadMarket_Asset_Allocation: SMA_PO
SELL: IF( SMA20 < SMA200 & SMA10 < SMA100 ), BUY: IF( SMA5 > SMA50 & SMA10 > SMA100 )
COUNTIF( Buy ) 1 of 5 or 20% , COUNTIF( Held ) 1 of 5 or 20%

Hold: Three ( 3 ), LT Holdings: FBIDX , Sell: - , Buy: -
                                        (20,200)  (10,100)  (5,50)         TTM        Weeks   Weeks   Weeks            Days
EndD Ticker Index Price Slow_PO Int_PO Fast_PO Gain (loss) Last chg 52w Hi 52w Lo Status: Held
12-Jul-12 FBIDX USGB $ 12.01 1.1% 1.0% 0.7% 4.1% 6 0 50 BUY 43
12-Jul-12 FUSEX SP500 $ 47.31 3.1% -0.5% 0.5% 2.1% 5 14 40 SELL
12-Jul-12 FFNOX AA $ 27.30 1.0% -0.6% 1.1% -3.1% 6 14 40 SELL
12-Jul-12 FSEMX DJ M/S $ 37.68 0.7% -1.6% 1.3% -6.0% 6 51 40 SELL
12-Jul-12 FSIIX EAFE $ 29.96 -3.2% -2.9% 1.2% -16.7% 8 50 6 SELL


Taxable_Acct. - Tactical_Asset_Rotation: RRS
SELL: IF( Rank >= 4.0 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Rank < 3.0 & Price > LR126 )
COUNTIF( Buy ) 3 of 6 or 50% , COUNTIF( Held ) 2 of 6 or 33%

Hold: Two ( 2 ), LT Holdings: TLT,PGX , Sell: - , Buy: -
                                                              (R6,R3)  LR126  LR126  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm AvgRank STEYX % off SMA_PO Status: Held
13-Jul-12 TLT US:FIT 129.17 23% 54% 24% 17% 1.0 3.6 2.7% 6.2% BUY 37
13-Jul-12 PGX US:PF 14.63 3% 9% 33% 8% 2.5 0.1 1.3% 2.0% BUY 10
13-Jul-12 VNQ US:RE 66.73 13% 3% 48% 24% 2.5 1.3 2.8% 4.2% BUY
13-Jul-12 PRF US:LC 57.94 -6% -14% 26% 20% 4.0 1.5 1.2% -0.7% Sell
13-Jul-12 DBC GL:Com 26.70 -27% -38% -3% 19% 5.5 1.0 5.2% -3.9% Sell
13-Jul-12 PXF GL:DM 31.28 -31% -37% 20% 27% 5.5 1.4 2.5% -5.3% Sell


Taxable_Acct. - DowJones Sectors(Rated>7): RRS
SELL: IF( AvgRank >= 5 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Rank < 4 & Price > LR126 )
COUNTIF( Buy ) 2 of 20 or 10% , COUNTIF( Held ) 2 of 20 or 10%

Hold: Three ( 3 ), ST Holdings: IHE,IDU , Sell: IDU , Buy: -
                                                              (R6,R3,R2)  LR126  LR126  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm AvgRank STEYX % off SMA_PO Status: Held
13-Jul-12 ITB US:HB 17.05 43% 53% 131% 42% 1.0 0.6 5.9% 12.6% BUY
13-Jul-12 IHE US:PH 87.58 18% 27% 72% 15% 2.0 1.4 3.0% 5.7% BUY 18
13-Jul-12 IYR US:RE 65.21 11% 4% 47% 23% 4.3 1.2 2.9% 4.0% HTD
13-Jul-12 IDU US:UT 91.40 11% 25% 33% 10% 5.0 1.0 2.5% 3.5% Sell 10
13-Jul-12 IYH US:HC 79.94 10% 9% 45% 15% 5.0 1.1 2.2% 3.2% Sell
13-Jul-12 IYC US:CS 81.31 13% -1% 32% 17% 6.0 1.7 0.0% 1.8% Sell
13-Jul-12 IHF US:HCP 65.75 0% -5% 67% 25% 6.7 1.9 3.4% 1.2% Sell
13-Jul-12 IYF US:FIN 55.54 -1% -22% 35% 27% 9.3 2.1 1.1% -0.8% Sell
13-Jul-12 IYT US:TA 92.93 -7% -8% 24% 25% 10.3 1.6 2.1% 0.5% Sell
13-Jul-12 IYY US:TM 67.98 -3% -14% 22% 19% 10.7 1.8 0.6% -0.6% Sell
13-Jul-12 SHY US:FIT 84.46 0% 0% 0% 1% 11.0 0.1 0.1% 0.0% Sell
13-Jul-12 IYK US:CG 72.62 3% -13% 6% 12% 11.3 1.5 0.3% -0.4% Sell
13-Jul-12 ITA US:AD 63.10 -13% -22% 17% 22% 13.3 1.7 0.9% -2.0% Sell
13-Jul-12 IAK US:INS 30.23 -9% -25% 15% 26% 14.3 0.9 0.6% -2.0% Sell
13-Jul-12 IYJ US:IND 66.73 -12% -23% 9% 25% 15.0 1.7 0.2% -2.2% Sell
13-Jul-12 IYE US:EN 38.58 -27% -27% 17% 28% 15.3 1.3 4.4% -3.5% Sell
13-Jul-12 IYW US:TECH 69.58 -5% -29% 5% 22% 15.7 3.2 -3.0% -3.6% Sell
13-Jul-12 IEO US:OGEP 58.04 -39% -37% 17% 39% 16.7 3.1 5.7% -5.9% Sell
13-Jul-12 IYM US:BM 63.39 -28% -35% 10% 33% 17.0 1.9 1.3% -4.6% Sell
13-Jul-12 IEZ US:OES 46.96 -43% -49% -19% 41% 20.0 2.1 4.7% -8.1% Sell


IRA_Acct. - FIDO_Balanced Trends and Ranks: RRS
SELL: IF( Rank >= 5 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Rank < 4 & Price > LR126 )
COUNTIF( Buy ) 2 of 14 or 14% , COUNTIF( Held ) 0 of 14 or 0%

Hold: Three ( 3 ), ST Holdings: - , Sell: - , Buy: AGG
                                                               (R3)  LR126  LR126  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm Rank STEYX % off SMA_PO Status: Held
13-Jul-12 DBA GLC:AG 29.43 -15% 22% 96% 17% 1.0 0.9 10.0% 5.3% Sell
13-Jul-12 AGG US:FIT 112.08 3% 5% 5% 2% 2.0 0.5 0.7% 0.9% BUY
13-Jul-12 IYR US:REIT 65.21 11% 4% 47% 23% 3.0 1.2 2.9% 4.0% BUY
13-Jul-12 SHY US:FIT 84.46 0% 0% 0% 1% 4.0 0.1 0.1% 0.0% Sell
13-Jul-12 IWN US:SCV 70.64 -9% -9% 40% 26% 5.0 1.8 2.8% 0.8% Sell
13-Jul-12 IWO US:SCG 91.45 -11% -10% 46% 28% 6.0 2.8 2.7% 0.6% Sell
13-Jul-12 IWD US:LCV 67.98 -4% -10% 31% 20% 7.0 1.6 1.5% -0.2% Sell
13-Jul-12 IWF US:LCG 63.00 -1% -18% 13% 19% 8.0 1.8 -0.5% -1.3% Sell
13-Jul-12 DBP GLC:PM 53.94 -24% -22% 0% 27% 9.0 1.4 1.3% -4.3% Sell
13-Jul-12 ACWX GL:LCB 36.70 -22% -34% 16% 24% 10.0 1.4 1.0% -4.2% Sell
13-Jul-12 EEM GL:EM 38.49 -27% -36% 19% 31% 11.0 1.5 1.5% -4.9% Sell
13-Jul-12 DBB GLC:BM 18.13 -32% -39% -25% 25% 12.0 0.4 2.0% -6.4% Sell
13-Jul-12 SCZ GL:SC 35.52 -20% -41% 4% 25% 13.0 1.5 -0.4% -4.9% Sell
13-Jul-12 DBE GLC:ENE 25.99 -35% -60% -40% 23% 14.0 1.6 2.6% -9.4% Sell


IRA_Acct. - S&P Equal Weight Sector ETF's: RRS
SELL: IF(AvgRank >= 3.0 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( AvgRank < 2.0 & Price > LR126 )
COUNTIF( Buy ) 2 of 12 or 17% , COUNTIF( Held ) 1 of 12 or 8%

Hold: One ( 1 ), ST Holdings: RYU , Sell: - , Buy: -
                                                                (R6,R3,R2)  LR126  LR126  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm AvgRank STEYX % off SMA_PO Status: Held
13-Jul-12 RYU US:SU 57.89 10% 30% 49% 11% 1.3 0.8 3.0% 4.1% BUY 10
13-Jul-12 RHS US:SS 67.44 11% 7% 29% 11% 1.7 0.8 0.6% 2.9% BUY
13-Jul-12 RYH US:SH 73.57 4% -5% 23% 18% 4.0 1.4 0.3% 0.7% Sell
13-Jul-12 TIP US:FIT 120.97 5% 5% -1% 4% 5.7 0.7 0.3% 0.9% Sell
13-Jul-12 SDY US:Div'd 55.57 -3% -8% 15% 14% 6.0 0.8 0.8% -0.3% Sell
13-Jul-12 RYF US:SF 26.31 -7% -24% 26% 29% 6.0 1.0 0.0% -1.5% Sell
13-Jul-12 RSP US:LC 49.03 -9% -19% 17% 22% 6.7 1.3 0.6% -1.5% Sell
13-Jul-12 RCD US:SD 51.75 -1% -22% 9% 24% 6.7 1.7 -1.3% -1.5% Sell
13-Jul-12 RTM US:SM 58.32 -20% -32% 20% 29% 8.3 1.7 2.1% -3.0% Sell
13-Jul-12 RGI US:SI 52.93 -17% -27% 1% 25% 9.3 1.4 0.0% -3.4% Sell
13-Jul-12 RYE US:SE 57.88 -35% -37% 7% 36% 10.7 2.5 4.4% -5.2% Sell
13-Jul-12 RYT US:ST 49.72 -21% -38% -4% 26% 11.7 2.2 -3.5% -6.0% Sell


FIDO_Free Trends and Ranks: RRS
SELL: IF( Rank >= 5 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Rank < 4 & Price > LR126 )
COUNTIF( Buy ) 3 of 12 or 25% , COUNTIF( Held ) 2 of 12 or 17%

Hold: Three ( 3 ), ST Holdings: LQD,IYR , Sell: - , Buy: IYR
                                                                (R3)  LR126  LR126  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm Rank STEYX % off SMA_PO Status: Held
13-Jul-12 LQD US:FIIG 119.41 3% 8% 18% 6% 1.0 0.9 1.9% 1.8% BUY 10
13-Jul-12 EMB GL:FIEM 117.14 6% 7% 44% 9% 2.0 1.5 2.6% 2.3% BUY
13-Jul-12 IYR US:REIT 65.21 11% 4% 47% 23% 3.0 1.2 2.9% 4.0% BUY 4
13-Jul-12 HYG US:FIHY 91.09 -3% 0% 29% 11% 4.0 1.1 1.7% 1.0% Sell
13-Jul-12 DVY US:Div'd 56.78 3% -1% 24% 13% 5.0 0.7 1.7% 1.4% Sell
13-Jul-12 IVV US:LCB 136.30 -2% -13% 23% 19% 6.0 3.4 0.6% -0.5% Sell
13-Jul-12 IJR US:SCB 73.59 -9% -13% 29% 25% 7.0 2.0 2.6% 0.3% Sell
13-Jul-12 IJH US:MCB 94.15 -9% -23% 8% 24% 8.0 2.7 0.7% -1.5% Sell
13-Jul-12 IDV GL:Div'd 29.92 -21% -28% 31% 23% 9.0 1.1 2.9% -2.8% Sell
13-Jul-12 EFA GL:DM 49.35 -21% -33% 15% 23% 10.0 1.9 1.1% -4.0% Sell
13-Jul-12 EEM GL:EM 38.49 -27% -36% 19% 31% 11.0 1.5 1.5% -4.9% Sell
13-Jul-12 SCZ GL:SC 35.52 -20% -41% 4% 25% 12.0 1.5 -0.4% -4.9% Sell


Shortables Trends and Ranks: RRS
BUY to Cover: IF( Avg Rank < 4 or SMA5 > SMA50 ), SELL Short: IF( Avg Rank >= 5 & Price < LR63 )
COUNTIF( Sell ) 0 of 10 or 0% , COUNTIF( Held ) 0 of 10 or 0%

ST Holdings: - , Sell: - , Buy: -
                                                              (R3,R2,R1)  LR63   LR63   (5,50)           Days
EndD ETF's Class: Price RRS63 RRS42 RRS21 GSDm AvgRank STEYX % off SMA_PO Status: Held
13-Jul-12 EEM GL:EM 38.49 -36% 19% -4% 31% 9.0 1.4 3.8% -0.6% HTD
13-Jul-12 EFA GL:DM 49.35 -33% 15% 8% 23% 9.0 1.6 3.8% -0.2% HTD
13-Jul-12 QQQ US:LCB 63.38 -18% 21% 11% 20% 7.0 1.5 2.0% 0.3% Buy
13-Jul-12 IJH US:MCB 94.15 -23% 8% 45% 24% 7.0 2.2 3.3% 0.4% Buy
13-Jul-12 IVV US:LCB 136.30 -13% 23% 14% 19% 5.7 2.8 2.6% 0.7% Buy
13-Jul-12 IVW US:LCG 73.54 -10% 22% 19% 17% 5.3 1.4 2.4% 1.0% Buy
13-Jul-12 LQD US:FIIG 119.41 8% 18% 35% 6% 4.3 0.7 1.3% 1.8% Buy
13-Jul-12 HYG US:FIHY 91.09 0% 29% 31% 11% 3.7 1.3 1.5% 1.6% Buy
13-Jul-12 IWM US:SCB 79.77 -9% 42% 80% 27% 2.7 2.1 3.2% 2.4% Buy
13-Jul-12 IYR US:REIT 65.21 4% 47% 96% 23% 1.3 1.5 3.7% 3.4% Buy


Notes: Last modified 6/1/2012.
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.
---------------------------------------------------------------------------------------

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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: 32992 of 33150
Subject: Re: ETF Trends & Ranks 2012Q3 Date: 7/20/2012 5:05 PM
Post New | Post Reply | Reply Later | Create Poll . Report this Post | Recommend it!
Recommendations: 3
SOLD:
*-
BOUGHT:
Dow Jones US Real Estate (IYR)

Taxable_Acct. - BroadMarket_Asset_Allocation: SMA_PO
SELL: IF( SMA20 < SMA200 & SMA10 < SMA100 ), BUY: IF( SMA5 > SMA50 & SMA10 > SMA100 )
COUNTIF( Buy ) 1 of 5 or 20% , COUNTIF( Held ) 1 of 5 or 20%

Hold: Three ( 3 ), LT Holdings: FBIDX , Sell: - , Buy: -
                                        (20,200)  (10,100)  (5,50)         TTM        Weeks   Weeks   Weeks            Days
EndD Ticker Index Price Slow_PO Int_PO Fast_PO Gain (loss) Last chg 52w Hi 52w Lo Status: Held
19-Jul-12 FBIDX USGB $ 12.02 1.3% 1.3% 0.8% 4.4% 7 0 51 BUY 50
19-Jul-12 FUSEX SP500 $ 48.80 2.9% -0.6% 2.1% 2.5% 6 15 41 SELL
19-Jul-12 FFNOX AA $ 28.02 1.2% -0.5% 2.3% -2.7% 7 15 41 SELL
19-Jul-12 FSEMX DJ M/S $ 38.45 0.9% -1.5% 2.1% -6.2% 7 52 41 SELL
19-Jul-12 FSIIX EAFE $ 31.01 -2.7% -2.8% 2.7% -16.1% 9 51 7 SELL


Taxable_Acct. - Tactical_Asset_Rotation: RRS
SELL: IF( Rank >= 4.0 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Rank < 3.0 & Price > LR126 )
COUNTIF( Buy ) 3 of 6 or 50% , COUNTIF( Held ) 2 of 6 or 33%

Hold: Two ( 2 ), LT Holdings: TLT,PGX , Sell: - , Buy: -
                                                              (R6,R3)  LR126  LR126  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm AvgRank STEYX % off SMA_PO Status: Held
20-Jul-12 TLT US:FIT 130.06 28% 51% 24% 16% 1.0 3.4 2.2% 7.0% BUY 44
20-Jul-12 PGX US:PF 14.74 3% 13% 32% 7% 2.5 0.1 1.8% 2.1% BUY 17
20-Jul-12 VNQ US:RE 66.05 12% 9% 66% 23% 2.5 1.3 1.3% 4.3% BUY
20-Jul-12 PRF US:LC 57.87 -7% -7% 33% 18% 4.0 1.4 1.3% -0.8% Sell
20-Jul-12 DBC GL:Com 27.63 -27% -23% 49% 20% 5.0 1.0 8.9% -1.2% Sell
20-Jul-12 PXF GL:DM 30.76 -33% -28% 30% 27% 6.0 1.2 2.1% -5.4% Sell


Taxable_Acct. - DowJones Sectors(Rated>7): RRS
SELL: IF( AvgRank >= 5 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Rank < 4 & Price > LR126 )
COUNTIF( Buy ) 2 of 20 or 10% , COUNTIF( Held ) 2 of 20 or 10%

Hold: Three ( 3 ), ST Holdings: IHE,IDU , Sell: IDU , Buy: -
                                                              (R6,R3,R2)  LR126  LR126  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm AvgRank STEYX % off SMA_PO Status: Held
20-Jul-12 ITB US:HB 16.82 45% 55% 175% 38% 1.0 0.6 3.2% 11.0% BUY
20-Jul-12 IHE US:PH 87.98 20% 36% 94% 14% 2.0 1.6 2.5% 6.0% BUY 25
20-Jul-12 IDU US:UT 92.09 13% 26% 36% 9% 5.0 1.1 2.5% 4.0% Sell 17
20-Jul-12 IYH US:HC 80.10 11% 17% 61% 13% 5.0 1.2 1.8% 3.6% Sell
20-Jul-12 IYR US:RE 64.73 11% 10% 64% 22% 5.0 1.2 1.7% 4.2% Sell
20-Jul-12 IHF US:HCP 64.90 0% 12% 71% 23% 5.7 1.9 1.8% 2.1% Sell
20-Jul-12 IYC US:CS 81.40 11% 5% 34% 15% 7.0 1.6 0.1% 1.5% Sell
20-Jul-12 IYF US:FIN 54.44 -4% -13% 45% 26% 9.7 2.0 -0.5% -1.0% Sell
20-Jul-12 IYY US:TM 68.26 -5% -7% 29% 18% 10.7 1.6 1.3% -0.6% Sell
20-Jul-12 IYK US:CG 72.51 1% -8% 14% 11% 11.0 1.4 0.3% -0.2% Sell
20-Jul-12 IYT US:TA 90.68 -7% -3% 20% 23% 11.7 1.6 -0.3% -0.3% Sell
20-Jul-12 SHY US:FIT 84.53 0% 0% 0% 0% 12.0 0.1 0.1% 0.1% Sell
20-Jul-12 IYE US:EN 39.69 -27% -16% 41% 27% 13.0 1.3 7.6% -2.0% Sell
20-Jul-12 ITA US:AD 63.51 -15% -16% 24% 20% 13.7 1.6 2.0% -2.2% Sell
20-Jul-12 IAK US:INS 29.66 -11% -20% 22% 24% 14.3 0.8 -0.7% -2.4% Sell
20-Jul-12 IEO US:OGEP 59.86 -40% -26% 48% 38% 14.3 3.0 9.8% -4.1% Sell
20-Jul-12 IYJ US:IND 67.17 -14% -17% 13% 22% 15.3 1.6 1.4% -2.6% Sell
20-Jul-12 IYW US:TECH 70.79 -10% -23% 8% 22% 16.0 2.9 -0.2% -4.2% Sell
20-Jul-12 IYM US:BM 64.14 -29% -28% 10% 31% 18.0 1.7 3.3% -4.8% Sell
20-Jul-12 IEZ US:OES 49.54 -43% -40% 6% 40% 19.7 2.0 11.4% -5.7% Sell


IRA_Acct. - FIDO_Balanced Trends and Ranks: RRS
SELL: IF( Rank >= 5 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Rank < 4 & Price > LR126 )
COUNTIF( Buy ) 2 of 15 or 13% , COUNTIF( Held ) 1 of 15 or 7%

Hold: Three ( 3 ), ST Holdings: IYR , Sell: - , Buy: IYR, AGG
                                                               (R3)  LR126  LR126  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm Rank STEYX % off SMA_PO Status: Held
20-Jul-12 DBA GLC:AG 30.32 -11% 48% 175% 19% 1.0 1.1 11.8% 7.3% Sell
20-Jul-12 IYR US:REIT 64.73 11% 10% 64% 22% 2.0 1.2 1.7% 4.2% BUY 1
20-Jul-12 AGG US:FIT 112.42 3% 6% 7% 2% 3.0 0.5 0.8% 1.2% BUY
20-Jul-12 DVY US:DIV 57.37 4% 5% 33% 12% 4.0 0.8 2.4% 1.9% HTD
20-Jul-12 SHY US:FIT 84.53 0% 0% 0% 0% 5.0 0.1 0.1% 0.1% Sell
20-Jul-12 IWN US:SCV 69.91 -11% -1% 49% 24% 6.0 1.7 2.0% 0.4% Sell
20-Jul-12 IWO US:SCG 90.67 -12% -1% 54% 25% 7.0 2.6 2.1% 0.1% Sell
20-Jul-12 IWD US:LCV 68.12 -5% -3% 38% 18% 8.0 1.5 1.7% -0.1% Sell
20-Jul-12 IWF US:LCG 63.49 -4% -12% 19% 18% 9.0 1.6 0.7% -1.3% Sell
20-Jul-12 DBP GLC:PM 53.84 -26% -18% -8% 26% 10.0 1.2 2.1% -4.2% Sell
20-Jul-12 ACWX GL:LCB 36.61 -25% -26% 25% 24% 11.0 1.2 1.7% -4.2% Sell
20-Jul-12 EEM GL:EM 38.59 -30% -27% 27% 30% 12.0 1.3 2.9% -4.9% Sell
20-Jul-12 SCZ GL:SC 35.42 -24% -34% 14% 24% 13.0 1.3 0.5% -5.1% Sell
20-Jul-12 DBB GLC:BM 17.88 -33% -36% -15% 25% 14.0 0.4 1.6% -5.9% Sell
20-Jul-12 DBE GLC:ENE 27.18 -36% -49% 4% 24% 15.0 1.5 8.2% -6.2% Sell


IRA_Acct. - S&P Equal Weight Sector ETF's: RRS
SELL: IF(AvgRank >= 3.0 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( AvgRank < 2.0 & Price > LR126 )
COUNTIF( Buy ) 1 of 11 or 9% , COUNTIF( Held ) 1 of 11 or 9%

Hold: One ( 1 ), ST Holdings: RYU , Sell: - , Buy: -
                                                              (R6,R3,R2)  LR126  LR126  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm AvgRank STEYX % off SMA_PO Status: Held
20-Jul-12 RYU US:SU 58.56 12% 34% 53% 10% 1.0 0.9 3.3% 4.7% BUY 17
20-Jul-12 RHS US:SS 66.45 10% 10% 30% 10% 2.7 0.8 -1.0% 1.8% HTD
20-Jul-12 RYH US:SH 72.96 3% 0% 29% 16% 4.3 1.3 -0.4% 0.5% Sell
20-Jul-12 RYF US:SF 26.23 -9% -15% 42% 27% 4.7 0.9 0.1% -1.3% Sell
20-Jul-12 TIP US:FIT 121.47 5% 5% 2% 4% 5.3 0.7 0.6% 1.3% Sell
20-Jul-12 RSP US:LC 49.23 -10% -13% 24% 20% 6.3 1.2 1.4% -1.6% Sell
20-Jul-12 RCD US:SD 52.33 -3% -16% 16% 22% 6.7 1.5 0.3% -1.7% Sell
20-Jul-12 RTM US:SM 59.01 -21% -22% 27% 27% 8.0 1.7 3.7% -2.7% Sell
20-Jul-12 RYE US:SE 59.65 -35% -27% 34% 35% 8.0 2.4 8.3% -3.8% Sell
20-Jul-12 RGI US:SI 53.65 -18% -21% 6% 22% 8.3 1.2 1.9% -3.4% Sell
20-Jul-12 RYT US:ST 50.96 -25% -33% -4% 24% 10.7 1.9 0.3% -7.1% Sell


FIDO_Free Trends and Ranks: RRS
SELL: IF( Rank >= 5 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Rank < 4 & Price > LR126 )
COUNTIF( Buy ) 3 of 12 or 25% , COUNTIF( Held ) 2 of 12 or 17%

Hold: Three ( 3 ), ST Holdings: LQD,IYR , Sell: - , Buy: EMB
                                                                (R3)  LR126  LR126  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm Rank STEYX % off SMA_PO Status: Held
20-Jul-12 EMB GL:FIEM 117.98 6% 15% 56% 9% 1.0 1.6 2.9% 3.3% BUY
20-Jul-12 LQD US:FIIG 120.70 4% 12% 27% 6% 2.0 1.0 2.6% 2.6% BUY 17
20-Jul-12 IYR US:REIT 64.73 11% 10% 64% 22% 3.0 1.2 1.7% 4.2% BUY 11
20-Jul-12 DVY US:Div'd 57.37 4% 5% 33% 12% 4.0 0.8 2.4% 1.9% HTD
20-Jul-12 HYG US:FIHY 91.35 -3% 4% 34% 11% 5.0 1.1 1.9% 1.2% Sell
20-Jul-12 IJR US:SCB 73.13 -11% -5% 43% 23% 6.0 1.8 2.2% 0.1% Sell
20-Jul-12 IVV US:LCB 137.01 -3% -6% 31% 17% 7.0 3.2 1.3% -0.4% Sell
20-Jul-12 IJH US:MCB 93.95 -11% -17% 17% 22% 8.0 2.4 1.1% -1.7% Sell
20-Jul-12 IDV GL:Div'd 29.90 -22% -18% 52% 23% 9.0 1.0 3.3% -2.3% Sell
20-Jul-12 EFA GL:DM 49.15 -24% -25% 25% 23% 10.0 1.6 1.6% -3.9% Sell
20-Jul-12 EEM GL:EM 38.59 -30% -27% 27% 30% 11.0 1.3 2.9% -4.9% Sell
20-Jul-12 SCZ GL:SC 35.42 -24% -34% 14% 24% 12.0 1.3 0.5% -5.1% Sell


Shortables Trends and Ranks: RRS
BUY to Cover: IF( Avg Rank < 4 or SMA5 > SMA50 ), SELL Short: IF( Avg Rank >= 5 & Price < LR63 )
COUNTIF( Sell ) 0 of 10 or 0% , COUNTIF( Held ) 0 of 10 or 0%

ST Holdings: - , Sell: - , Buy: -
                                                              (R3,R2,R1)  LR63   LR63   (5,50)           Days
EndD ETF's Class: Price RRS63 RRS42 RRS21 GSDm AvgRank STEYX % off SMA_PO Status: Held
20-Jul-12 EEM GL:EM 38.59 -27% 27% 45% 30% 8.7 1.4 3.0% 1.3% Buy
20-Jul-12 EFA GL:DM 49.15 -25% 25% 51% 23% 7.7 1.6 2.5% 1.4% Buy
20-Jul-12 QQQ US:LCB 64.24 -10% 27% 29% 19% 7.7 1.5 2.5% 1.8% Buy
20-Jul-12 IJH US:MCB 93.95 -17% 17% 63% 22% 6.7 2.3 2.4% 1.5% Buy
20-Jul-12 IVV US:LCB 137.01 -6% 31% 48% 17% 5.7 3.0 2.2% 2.4% Buy
20-Jul-12 IVW US:LCG 74.20 -4% 30% 56% 16% 4.7 1.5 2.4% 2.5% Buy
20-Jul-12 LQD US:FIIG 120.70 12% 27% 51% 6% 4.3 0.8 1.6% 2.5% Buy
20-Jul-12 HYG US:FIHY 91.35 4% 34% 22% 11% 5.3 1.4 1.2% 1.9% Buy
20-Jul-12 IWM US:SCB 78.93 -1% 51% 61% 24% 3.0 2.2 1.2% 2.7% Buy
20-Jul-12 IYR US:REIT 64.73 10% 64% 126% 22% 1.3 1.6 1.8% 4.3% Buy


Notes: Last modified 6/1/2012.
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.
---------------------------------------------------------------------------------------

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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: 32993 of 33150
Subject: Re: ETF Trends & Ranks 2012Q3 Date: 7/27/2012 8:13 PM
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Recommendations: 3
SOLD:
*-
BOUGHT:
Dow Jones Select Dividend (DVY)
JPM Emerging Markets Bond Fund (EMB)

Taxable_Acct. - BroadMarket_Asset_Allocation: SMA_PO
SELL: IF( SMA20 < SMA200 & SMA10 < SMA100 ), BUY: IF( SMA5 > SMA50 & SMA10 > SMA100 )
COUNTIF( Buy ) 1 of 5 or 20% , COUNTIF( Held ) 1 of 5 or 20%

Hold: Three ( 3 ), LT Holdings: FBIDX , Sell: - , Buy: -
                                        (20,200)  (10,100)  (5,50)         TTM        Weeks   Weeks   Weeks            Days
EndD Ticker Index Price Slow_PO Int_PO Fast_PO Gain (loss) Last chg 52w Hi 52w Lo Status: Held
26-Jul-12 FUSEX SP500 $ 48.22 2.9% -0.4% 1.0% 4.7% 7 16 42 SELL
26-Jul-12 FBIDX USGB $ 12.05 1.6% 1.4% 1.0% 4.5% 8 0 52 BUY 57
26-Jul-12 FFNOX AA $ 27.65 1.4% -0.5% 1.0% -1.5% 8 16 42 SELL
26-Jul-12 FSEMX DJ M/S $ 37.51 0.9% -2.1% 0.1% -4.2% 8 17 42 SELL
26-Jul-12 FSIIX EAFE $ 30.42 -2.5% -3.0% 0.6% -16.1% 10 52 8 SELL


Taxable_Acct. - Tactical_Asset_Rotation: RRS
SELL: IF( Rank >= 4.0 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Rank < 3.0 & Price > LR126 )
COUNTIF( Buy ) 2 of 6 or 33% , COUNTIF( Held ) 2 of 6 or 33%

Hold: Two ( 2 ), LT Holdings: TLT,PGX , Sell: - , Buy: -
                                                              (R6,R3)  LR126  LR126  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm AvgRank STEYX % off SMA_PO Status: Held
27-Jul-12 TLT US:FIT 128.48 31% 47% 22% 15% 1.0 3.3 -0.2% 7.3% HTD 51
27-Jul-12 PGX US:PF 14.69 3% 16% 29% 7% 2.5 0.1 1.3% 2.0% BUY 24
27-Jul-12 VNQ US:RE 66.53 12% 15% 66% 21% 2.5 1.3 1.8% 3.7% BUY
27-Jul-12 PRF US:LC 58.91 -9% 1% 32% 16% 4.0 1.3 3.5% -0.5% Sell
27-Jul-12 DBC GL:Com 27.42 -26% -5% 102% 21% 5.0 1.0 8.2% 0.6% Sell
27-Jul-12 PXF GL:DM 31.54 -35% -19% 22% 25% 6.0 1.2 6.0% -5.6% Sell


Taxable_Acct. - DowJones Sectors(Rated>7): RRS
SELL: IF( AvgRank >= 5 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Rank < 4 & Price > LR126 )
COUNTIF( Buy ) 2 of 20 or 10% , COUNTIF( Held ) 2 of 20 or 10%

Hold: Three ( 3 ), ST Holdings: IHE,IDU , Sell: IDU , Buy: ITB
                                                              (R6,R3,R2)  LR126  LR126  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm AvgRank STEYX % off SMA_PO Status: Held
27-Jul-12 ITB US:HB 16.84 45% 56% 211% 31% 1.0 0.6 2.4% 9.0% BUY
27-Jul-12 IHE US:PH 88.76 20% 41% 87% 11% 2.0 1.6 2.9% 5.6% BUY 32
27-Jul-12 IYR US:RE 65.32 11% 16% 67% 20% 5.0 1.2 2.3% 3.8% Sell
27-Jul-12 IDU US:UT 93.06 14% 27% 33% 9% 5.3 1.1 3.0% 4.3% Sell 24
27-Jul-12 IYH US:HC 81.23 11% 23% 58% 11% 5.3 1.2 3.0% 3.4% Sell
27-Jul-12 IHF US:HCP 63.66 -2% 22% 46% 19% 7.3 1.8 0.3% 0.7% Sell
27-Jul-12 IYC US:CS 82.23 9% 8% 31% 13% 8.3 1.5 1.3% 1.2% Sell
27-Jul-12 IYY US:TM 69.25 -6% 0% 32% 16% 10.0 1.5 3.1% -0.3% Sell
27-Jul-12 IYE US:EN 40.41 -27% 0% 70% 25% 10.3 1.4 9.6% 0.1% Sell
27-Jul-12 IYF US:FIN 55.70 -7% -4% 43% 23% 11.0 1.9 2.4% -1.2% Sell
27-Jul-12 IYK US:CG 73.55 0% -3% 19% 10% 11.3 1.3 2.0% -0.1% Sell
27-Jul-12 SHY US:FIT 84.47 0% 0% 1% 0% 11.7 0.1 0.0% 0.1% Sell
27-Jul-12 IEO US:OGEP 60.53 -40% -10% 77% 36% 12.7 2.9 11.7% -2.1% Sell
27-Jul-12 IYT US:TA 91.56 -8% -3% 10% 19% 13.7 1.7 1.1% -1.6% Sell
27-Jul-12 ITA US:AD 63.34 -16% -9% 20% 16% 14.3 1.4 2.4% -2.2% Sell
27-Jul-12 IYJ US:IND 68.65 -15% -9% 20% 19% 14.7 1.5 4.1% -1.9% Sell
27-Jul-12 IEZ US:OES 51.83 -42% -22% 63% 37% 15.3 2.2 16.7% -1.9% Sell
27-Jul-12 IAK US:INS 30.03 -14% -16% 14% 22% 15.7 0.8 1.5% -3.1% Sell
27-Jul-12 IYW US:TECH 71.30 -14% -16% 7% 19% 16.3 2.6 1.6% -3.8% Sell
27-Jul-12 IYM US:BM 63.86 -30% -21% 6% 29% 18.7 1.7 3.7% -4.5% Sell


IRA_Acct. - FIDO_Balanced Trends and Ranks: RRS
SELL: IF( Rank >= 5 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Rank < 4 & Price > LR126 )
COUNTIF( Buy ) 2 of 15 or 13% , COUNTIF( Held ) 2 of 15 or 13%

Hold: Three ( 3 ), ST Holdings: IYR,DVY , Sell: - , Buy: DVY
                                                               (R3)  LR126  LR126  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm Rank STEYX % off SMA_PO Status: Held
27-Jul-12 DBA GLC:AG 30.00 -7% 71% 205% 20% 1.0 1.2 9.1% 7.8% Sell
27-Jul-12 IYR US:REIT 65.32 11% 16% 67% 20% 2.0 1.2 2.3% 3.8% BUY 8
27-Jul-12 DVY US:DIV 57.60 4% 11% 36% 11% 3.0 0.8 2.7% 2.2% BUY 2
27-Jul-12 AGG US:FIT 112.29 4% 7% 9% 2% 4.0 0.5 0.5% 1.4% HTD
27-Jul-12 IWD US:LCV 69.25 -6% 5% 37% 16% 5.0 1.5 3.6% 0.3% Sell
27-Jul-12 IWO US:SCG 91.30 -14% 5% 46% 22% 6.0 2.4 3.4% -0.8% Sell
27-Jul-12 IWN US:SCV 70.15 -12% 4% 39% 20% 7.0 1.7 2.8% -0.7% Sell
27-Jul-12 SHY US:FIT 84.47 0% 0% 1% 0% 8.0 0.1 0.0% 0.1% Sell
27-Jul-12 IWF US:LCG 64.36 -6% -6% 23% 15% 9.0 1.5 2.6% -0.9% Sell
27-Jul-12 DBP GLC:PM 55.05 -26% -12% -13% 26% 10.0 1.2 4.8% -3.1% Sell
27-Jul-12 ACWX GL:LCB 37.47 -27% -17% 20% 22% 11.0 1.1 5.1% -4.0% Sell
27-Jul-12 EEM GL:EM 39.53 -31% -18% 17% 28% 12.0 1.2 6.4% -4.4% Sell
27-Jul-12 SCZ GL:SC 35.96 -26% -26% 12% 22% 13.0 1.2 3.3% -5.1% Sell
27-Jul-12 DBB GLC:BM 17.96 -34% -33% -12% 25% 14.0 0.4 2.9% -5.9% Sell
27-Jul-12 DBE GLC:ENE 26.85 -38% -35% 66% 24% 15.0 1.4 7.9% -3.6% Sell


IRA_Acct. - S&P Equal Weight Sector ETF's: RRS
SELL: IF(AvgRank >= 3.0 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( AvgRank < 2.0 & Price > LR126 )
COUNTIF( Buy ) 1 of 11 or 9% , COUNTIF( Held ) 1 of 11 or 9%

Hold: One ( 1 ), ST Holdings: RYU , Sell: - , Buy: -
                                                              (R6,R3,R2)  LR126  LR126  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm AvgRank STEYX % off SMA_PO Status: Held
27-Jul-12 RYU US:SU 60.11 14% 38% 51% 10% 1.3 0.9 5.3% 5.3% BUY 24
27-Jul-12 RHS US:SS 67.41 9% 10% 23% 8% 3.3 0.8 0.6% 0.9% Sell
27-Jul-12 RYF US:SF 26.76 -12% -7% 40% 24% 5.0 0.9 2.9% -1.6% Sell
27-Jul-12 RYH US:SH 73.69 1% 2% 20% 14% 5.0 1.2 1.0% -0.2% Sell
27-Jul-12 TIP US:FIT 120.79 5% 5% 4% 4% 5.3 0.7 -0.1% 1.4% Sell
27-Jul-12 RSP US:LC 49.99 -12% -6% 26% 18% 5.7 1.1 3.5% -1.4% Sell
27-Jul-12 RCD US:SD 52.27 -7% -13% 15% 19% 6.7 1.4 1.0% -2.0% Sell
27-Jul-12 RTM US:SM 58.32 -22% -13% 26% 24% 7.0 1.6 3.1% -2.6% Sell
27-Jul-12 RYE US:SE 60.58 -35% -14% 64% 33% 7.3 2.4 10.4% -1.6% Sell
27-Jul-12 RGI US:SI 54.76 -19% -13% 13% 19% 8.7 1.2 4.6% -2.4% Sell
27-Jul-12 RYT US:ST 52.75 -27% -25% -3% 22% 10.7 1.7 5.1% -5.9% Sell


FIDO_Free Trends and Ranks: RRS
SELL: IF( Rank >= 5 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Rank < 4 & Price > LR126 )
COUNTIF( Buy ) 3 of 12 or 25% , COUNTIF( Held ) 3 of 12 or 25%

Hold: Three ( 3 ), ST Holdings: LQD,IYR,EMB , Sell: - , Buy: EMB
                                                                (R3)  LR126  LR126  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm Rank STEYX % off SMA_PO Status: Held
27-Jul-12 EMB GL:FIEM 117.97 7% 23% 55% 9% 1.0 1.6 2.5% 3.6% BUY 2
27-Jul-12 LQD US:FIIG 120.35 5% 17% 30% 6% 2.0 1.1 1.8% 3.1% BUY 24
27-Jul-12 IYR US:REIT 65.32 11% 16% 67% 20% 3.0 1.2 2.3% 3.8% BUY 18
27-Jul-12 DVY US:Div'd 57.60 4% 11% 36% 11% 4.0 0.8 2.7% 2.2% HTD
27-Jul-12 HYG US:FIHY 91.92 -2% 9% 34% 10% 5.0 1.1 2.3% 1.3% Sell
27-Jul-12 IVV US:LCB 139.33 -5% 2% 33% 15% 6.0 3.0 3.3% 0.0% Sell
27-Jul-12 IJR US:SCB 73.53 -12% 0% 41% 20% 7.0 1.7 3.2% -0.6% Sell
27-Jul-12 IDV GL:Div'd 30.58 -24% -8% 49% 22% 8.0 1.0 6.3% -1.9% Sell
27-Jul-12 IJH US:MCB 94.82 -13% -12% 22% 19% 9.0 2.2 2.7% -1.9% Sell
27-Jul-12 EFA GL:DM 50.37 -26% -17% 22% 21% 10.0 1.5 5.1% -3.8% Sell
27-Jul-12 EEM GL:EM 39.53 -31% -18% 17% 28% 11.0 1.2 6.4% -4.4% Sell
27-Jul-12 SCZ GL:SC 35.96 -26% -26% 12% 22% 12.0 1.2 3.3% -5.1% Sell


Shortables Trends and Ranks: RRS
BUY to Cover: IF( Avg Rank < 4 or SMA5 > SMA50 ), SELL Short: IF( Avg Rank >= 5 & Price < LR63 )
COUNTIF( Sell ) 0 of 10 or 0% , COUNTIF( Held ) 0 of 10 or 0%

ST Holdings: - , Sell: - , Buy: -
                                                              (R3,R2,R1)  LR63   LR63   (5,50)           Days
EndD ETF's Class: Price RRS63 RRS42 RRS21 GSDm AvgRank STEYX % off SMA_PO Status: Held
27-Jul-12 EEM GL:EM 39.53 -18% 17% -17% 28% 9.3 1.3 4.8% -0.1% HTD
27-Jul-12 EFA GL:DM 50.37 -17% 22% -18% 21% 9.0 1.5 4.4% -0.2% HTD
27-Jul-12 IJH US:MCB 94.82 -12% 22% -15% 19% 7.7 2.2 3.0% 0.0% Buy
27-Jul-12 QQQ US:LCB 64.87 -3% 25% -4% 17% 6.7 1.4 2.8% 0.8% Buy
27-Jul-12 IWM US:SCB 79.32 4% 41% -31% 21% 5.3 2.0 1.3% 0.1% Buy
27-Jul-12 IVV US:LCB 139.33 2% 33% 9% 15% 5.0 2.8 3.1% 1.5% Buy
27-Jul-12 IVW US:LCG 75.24 4% 34% 15% 13% 4.0 1.4 3.0% 1.6% Buy
27-Jul-12 HYG US:FIHY 91.92 9% 34% 6% 10% 3.7 1.3 1.2% 1.6% Buy
27-Jul-12 LQD US:FIIG 120.35 17% 30% 46% 6% 2.7 0.9 0.6% 2.5% Buy
27-Jul-12 IYR US:REIT 65.32 16% 67% 16% 20% 1.7 1.5 1.8% 2.7% Buy


Notes: Last modified 6/1/2012.
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.
---------------------------------------------------------------------------------------

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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: 32994 of 33150
Subject: Re: ETF Trends & Ranks 2012Q3 Date: 8/3/2012 4:42 PM
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Recommendations: 1
SOLD:
iShares DowJones US Utilities (IDU)

BOUGHT:
Fidelity Spartan 500 Index Inv
iShares DowJones US HOME CONSTRUCTION (ITB)

Taxable_Acct. - BroadMarket_Asset_Allocation: SMA_PO
SELL: IF( SMA20 < SMA200 & SMA10 < SMA100 ), BUY: IF( SMA5 > SMA50 & SMA10 > SMA100 )
COUNTIF( Buy ) 2 of 5 or 40% , COUNTIF( Held ) 2 of 5 or 40%

Hold: Three ( 3 ), LT Holdings: FBIDX , Sell: FBIDX , Buy: FUSEX
                                       (20,200)  (10,100)  (5,50)    TTM    TTM     Weeks   Weeks   Weeks            Days
EndD Ticker Index Price Slow_PO Int_PO Fast_PO NTR Gain Last chg 52w Hi 52w Lo Status: Held
2-Aug-12 FUSEX SP500 $ 48.42 2.8% 0.1% 2.6% 15.5% 13.8% 0 17 43 BUY 3
2-Aug-12 FFNOX AA $ 27.72 1.4% -0.2% 2.6% 8.1% 6.0% 9 17 43 SELL
2-Aug-12 FSEMX DJ M/S $ 37.31 0.4% -2.4% 1.0% 6.0% 4.9% 9 18 43 SELL
2-Aug-12 FBIDX USGB $ 12.05 1.7% 1.5% 0.7% 4.9% 2.5% 9 1 40 BUY 63
2-Aug-12 FSIIX EAFE $ 30.56 -2.3% -2.3% 3.4% -3.8% -6.9% 11 40 9 SELL


Taxable_Acct. - Tactical_Asset_Rotation: RRS
SELL: IF( Rank >= 4.0 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Rank < 3.0 & Price > LR126 )
COUNTIF( Buy ) 1 of 6 or 17% , COUNTIF( Held ) 2 of 6 or 33%

Hold: Two ( 2 ), LT Holdings: TLT,PGX , Sell: - , Buy: -
                                                             (R6,R3)    10m   LR126  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm AvgRank T-Stat % off SMA_PO Status: Held
3-Aug-12 TLT US:FIT 127.42 35% 36% 31% 15% 1.0 5.2 -1.9% 6.6% HTD 57
3-Aug-12 VNQ US:RE 67.13 14% 28% 52% 21% 2.0 13.2 2.1% 3.2% BUY
3-Aug-12 PGX US:PF 14.75 4% 20% 24% 7% 3.0 10.3 1.4% 1.9% HTD 30
3-Aug-12 PRF US:LC 59.09 -9% 14% 25% 15% 4.5 5.2 3.9% -0.1% Sell
3-Aug-12 DBC GL:Com 27.52 -26% 19% 123% 21% 4.5 -2.2 8.4% 1.0% Sell
3-Aug-12 PXF GL:DM 32.04 -35% -2% 13% 24% 6.0 -2.7 8.2% -4.6% Sell


Taxable_Acct. - DowJones Sectors(Rated>7): RRS
SELL: IF( AvgRank >= 5 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Rank < 4 & Price > LR126 )
COUNTIF( Buy ) 1 of 20 or 5% , COUNTIF( Held ) 2 of 20 or 10%

Hold: Three ( 3 ), ST Holdings: IHE,ITB , Sell: IDU , Buy: ITB
                                                             (R6,R3,R2)    10m   LR126  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm AvgRank T-Stat % off SMA_PO Status: Held
3-Aug-12 ITB US:HB 16.42 43% 66% 131% 30% 1.0 18.9 -0.5% 6.5% HTD 3
3-Aug-12 IHE US:PH 86.65 20% 47% 58% 11% 3.0 18.7 0.1% 4.1% BUY 38
3-Aug-12 IYH US:HC 80.48 11% 32% 43% 11% 5.0 14.9 1.6% 2.8% Sell
3-Aug-12 IYR US:RE 65.79 13% 29% 56% 20% 5.0 13.0 2.4% 3.5% Sell
3-Aug-12 IDU US:UT 92.35 16% 31% 28% 9% 5.3 8.6 1.6% 4.4% Sell
3-Aug-12 IYC US:CS 82.42 8% 18% 22% 13% 8.7 13.2 1.6% 1.1% Sell
3-Aug-12 IYE US:EN 40.50 -25% 25% 74% 24% 9.3 -1.0 9.5% 1.5% Sell
3-Aug-12 IHF US:HCP 62.60 -4% 25% 11% 19% 9.7 6.9 -0.8% -1.6% Sell
3-Aug-12 IYY US:TM 69.52 -7% 13% 26% 15% 10.0 1.5 3.5% 0.1% Sell
3-Aug-12 IEO US:OGEP 60.30 -39% 18% 78% 35% 10.0 -2.5 11.4% -1.0% Sell
3-Aug-12 IYF US:FIN 55.85 -8% 12% 28% 22% 10.3 6.4 3.0% -1.2% Sell
3-Aug-12 IYK US:CG 73.52 -2% 6% 19% 10% 11.0 8.0 2.1% 0.1% Sell
3-Aug-12 IEZ US:OES 51.40 -40% 10% 111% 36% 11.3 -3.4 15.0% 1.1% Sell
3-Aug-12 IYJ US:IND 68.71 -15% 4% 16% 18% 13.3 4.3 4.3% -1.1% Sell
3-Aug-12 SHY US:FIT 84.47 0% 0% 1% 0% 14.0 -2.4 0.0% 0.1% Sell
3-Aug-12 ITA US:AD 63.34 -17% 2% 8% 16% 15.3 3.3 2.8% -2.3% Sell
3-Aug-12 IYT US:TA 90.84 -7% 0% -6% 18% 15.7 4.0 0.4% -2.4% Sell
3-Aug-12 IYW US:TECH 72.45 -16% -2% 6% 19% 16.3 4.6 3.9% -2.8% Sell
3-Aug-12 IAK US:INS 30.49 -15% -4% 4% 21% 16.7 4.0 3.5% -3.0% Sell
3-Aug-12 IYM US:BM 64.19 -29% -7% -1% 28% 19.0 -0.8 4.6% -4.2% Sell


IRA_Acct. - FIDO_Balanced Trends and Ranks: RRS
SELL: IF( Rank >= 5 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Rank < 4 & Price > LR126 )
COUNTIF( Buy ) 2 of 15 or 13% , COUNTIF( Held ) 2 of 15 or 13%

Hold: Three ( 3 ), ST Holdings: IYR,DVY , Sell: - , Buy: -
                                                              (R3)    10m   LR126  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm Rank T-Stat % off SMA_PO Status: Held
3-Aug-12 DBA GLC:AG 30.04 -2% 95% 191% 20% 1.0 -4.0 7.6% 7.8% Sell
3-Aug-12 IYR US:REIT 65.79 13% 29% 56% 20% 2.0 13.0 2.4% 3.5% BUY 14
3-Aug-12 DVY US:DIV 57.55 4% 20% 31% 11% 3.0 10.2 2.3% 2.1% BUY 8
3-Aug-12 IWD US:LCV 69.48 -6% 19% 29% 15% 4.0 6.2 3.9% 0.7% Sell
3-Aug-12 IWO US:SCG 90.04 -15% 14% 21% 21% 5.0 4.2 2.4% -1.8% Sell
3-Aug-12 IWN US:SCV 69.70 -12% 12% 19% 20% 6.0 4.6 2.3% -1.5% Sell
3-Aug-12 IWF US:LCG 64.58 -7% 7% 20% 15% 7.0 6.6 3.1% -0.5% Sell
3-Aug-12 AGG US:FIT 111.99 4% 7% 11% 2% 8.0 9.3 0.0% 1.4% Sell
3-Aug-12 EEM GL:EM 39.93 -31% 1% 13% 28% 9.0 -0.4 7.8% -3.3% Sell
3-Aug-12 SHY US:FIT 84.47 0% 0% 1% 0% 10.0 -2.4 0.0% 0.1% Sell
3-Aug-12 ACWX GL:LCB 37.87 -27% 0% 15% 22% 11.0 -0.9 6.6% -3.1% Sell
3-Aug-12 DBP GLC:PM 54.46 -25% -3% -10% 25% 12.0 -5.8 3.7% -2.1% Sell
3-Aug-12 SCZ GL:SC 36.17 -27% -10% 7% 22% 13.0 -0.2 4.6% -4.4% Sell
3-Aug-12 DBE GLC:ENE 27.22 -39% -13% 105% 24% 14.0 -2.4 10.2% -2.9% Sell
3-Aug-12 DBB GLC:BM 17.59 -34% -26% -14% 24% 15.0 -3.1 1.6% -6.4% Sell


IRA_Acct. - S&P Equal Weight Sector ETF's: RRS
SELL: IF(AvgRank >= 3.0 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( AvgRank < 2.0 & Price > LR126 )
COUNTIF( Buy ) 1 of 11 or 9% , COUNTIF( Held ) 1 of 11 or 9%

Hold: One ( 1 ), ST Holdings: RYU , Sell: - , Buy: -
                                                             (R6,R3,R2)    10m   LR126  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm AvgRank T-Stat % off SMA_PO Status: Held
3-Aug-12 RYU US:SU 60.13 17% 50% 53% 10% 1.3 7.3 4.2% 6.3% BUY 30
3-Aug-12 RHS US:SS 67.26 8% 13% 14% 8% 4.0 15.0 0.3% 0.8% Sell
3-Aug-12 RYF US:SF 26.72 -13% 8% 29% 23% 4.7 5.4 3.1% -1.7% Sell
3-Aug-12 RYE US:SE 61.47 -34% 15% 85% 32% 4.7 -2.9 11.7% 0.3% Sell
3-Aug-12 RSP US:LC 50.05 -13% 7% 20% 17% 5.3 4.4 3.7% -1.0% Sell
3-Aug-12 TIP US:FIT 121.25 6% 5% 8% 4% 6.0 15.0 0.1% 1.3% Sell
3-Aug-12 RYH US:SH 72.99 0% 7% 7% 14% 6.0 9.1 0.2% -1.0% Sell
3-Aug-12 RGI US:SI 55.14 -19% 0% 14% 18% 7.3 2.9 5.4% -1.4% Sell
3-Aug-12 RTM US:SM 58.24 -22% 1% 14% 24% 7.7 2.0 3.3% -2.9% Sell
3-Aug-12 RCD US:SD 52.02 -9% -3% 4% 18% 8.3 6.2 1.2% -2.7% Sell
3-Aug-12 RYT US:ST 53.03 -28% -10% -3% 22% 10.7 1.3 6.2% -4.0% Sell


FIDO_Free Trends and Ranks: RRS
SELL: IF( Rank >= 5 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Rank < 4 & Price > LR126 )
COUNTIF( Buy ) 3 of 12 or 25% , COUNTIF( Held ) 3 of 12 or 25%

Hold: Three ( 3 ), ST Holdings: LQD,IYR,EMB , Sell: - , Buy: -
                                                               (R3)    10m   LR126  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm Rank T-Stat % off SMA_PO Status: Held
3-Aug-12 EMB GL:FIEM 119.00 8% 33% 46% 9% 1.0 9.7 2.8% 3.7% BUY 8
3-Aug-12 IYR US:REIT 65.79 13% 29% 56% 20% 2.0 13.0 2.4% 3.5% BUY 24
3-Aug-12 LQD US:FIIG 120.55 7% 20% 34% 6% 3.0 10.3 1.5% 3.2% BUY 30
3-Aug-12 DVY US:Div'd 57.55 4% 20% 31% 11% 4.0 10.2 2.3% 2.1% HTD
3-Aug-12 IVV US:LCB 139.87 -5% 16% 27% 14% 5.0 6.8 3.7% 0.5% Sell
3-Aug-12 HYG US:FIHY 91.70 -1% 15% 25% 10% 6.0 4.8 1.8% 1.4% Sell
3-Aug-12 IDV GL:Div'd 30.97 -23% 13% 42% 22% 7.0 -1.4 7.6% -1.0% Sell
3-Aug-12 IJR US:SCB 73.16 -12% 10% 26% 19% 8.0 4.9 2.9% -1.3% Sell
3-Aug-12 EEM GL:EM 39.93 -31% 1% 13% 28% 9.0 -0.4 7.8% -3.3% Sell
3-Aug-12 EFA GL:DM 50.99 -26% 0% 15% 21% 10.0 -1.1 6.7% -3.0% Sell
3-Aug-12 IJH US:MCB 94.40 -14% -1% 17% 19% 11.0 4.5 2.7% -2.0% Sell
3-Aug-12 SCZ GL:SC 36.17 -27% -10% 7% 22% 12.0 -0.2 4.6% -4.4% Sell


Shortables Trends and Ranks: RRS
BUY to Cover: IF( Avg Rank < 4 or SMA5 > SMA50 ), SELL Short: IF( Avg Rank >= 5 & Price < LR63 )
COUNTIF( Sell ) 0 of 10 or 0% , COUNTIF( Held ) 0 of 10 or 0%

ST Holdings: - , Sell: - , Buy: -
                                                             (R3,R2,R1)    10m   LR63   (5,50)           Days
EndD ETF's Class: Price RRS63 RRS42 RRS21 GSDm AvgRank T-Stat % off SMA_PO Status: Held
3-Aug-12 IJH US:MCB 94.40 -1% 17% -6% 19% 9.0 4.5 1.5% 1.0% Buy
3-Aug-12 EFA GL:DM 50.99 0% 15% 24% 21% 8.0 -1.1 3.8% 2.4% Buy
3-Aug-12 IWM US:SCB 78.61 13% 19% -34% 20% 7.7 4.3 -0.3% 0.3% Buy
3-Aug-12 EEM GL:EM 39.93 1% 13% 31% 28% 7.3 -0.4 3.8% 2.5% Buy
3-Aug-12 HYG US:FIHY 91.70 15% 25% 11% 10% 6.0 4.8 0.2% 1.8% Buy
3-Aug-12 QQQ US:LCB 65.60 11% 21% 33% 17% 5.3 6.9 2.4% 2.5% Buy
3-Aug-12 IVV US:LCB 139.87 16% 27% 39% 14% 3.0 6.8 2.0% 2.8% Buy
3-Aug-12 LQD US:FIIG 120.55 20% 34% 30% 6% 3.0 10.3 0.1% 2.3% Buy
3-Aug-12 IYR US:REIT 65.79 29% 56% 13% 20% 3.0 13.0 1.1% 3.5% Buy
3-Aug-12 IVW US:LCG 75.47 17% 30% 38% 13% 2.7 8.2 1.9% 2.8% Buy


Notes: Last modified 6/1/2012.
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) Arezi's T-Stat (Slope/StdErr) included as a tie breaker. The critical value is 0.6 based on weekly periods.
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.
---------------------------------------------------------------------------------------

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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: 32995 of 33150
Subject: Re: ETF Trends & Ranks 2012Q3 Date: 8/10/2012 4:51 PM
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Recommendations: 2
SOLD:
PowerShares Preferred (PGX)
iBoxx $ Investment Grade Corporate (LQD)

BOUGHT:
Vanguard REIT Index ETF (VNQ)
PowerShares DB Agriculture Fund (DBA)

Taxable_Acct. - BroadMarket_Asset_Allocation: SMA_PO
SELL: IF( SMA20 < SMA200 & SMA10 < SMA100 ), BUY: IF( SMA5 > SMA50 & SMA10 > SMA100 )
COUNTIF( Buy ) 3 of 5 or 60% , COUNTIF( Held ) 1 of 5 or 20%

Hold: Three ( 3 ), LT Holdings: FUSEX , Sell: - , Buy: FSIIX
                                       (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) Last chg 52w Hi 52w Lo Status: Held
9-Aug-12 FUSEX SP500 $ 49.80 3.5% 1.8% 3.6% 21.4% 19.7% 1 18 44 BUY 10
9-Aug-12 FSEMX DJ M/S $ 38.79 0.4% -0.8% 2.5% 13.7% 12.6% 10 19 44 SELL
9-Aug-12 FFNOX AA $ 28.53 2.0% 1.6% 3.6% 13.5% 11.4% 1 18 44 BUY
9-Aug-12 FBIDX USGB $ 11.98 1.7% 1.2% 0.3% 4.7% 2.2% 1 2 41 SELL
9-Aug-12 FSIIX EAFE $ 31.96 -1.1% 1.0% 5.4% 2.9% -0.2% 0 41 10 BUY


Taxable_Acct. - Tactical_Asset_Rotation: RRS
SELL: IF( AvgRank >= 4.0 or RRS126 < 0 ), BUY: IF( AvgRank < 3.0 & SMA10 > SMA100 )
COUNTIF( Buy ) 1 of 6 or 17% , COUNTIF( Held ) 2 of 6 or 33%

Hold: Two ( 2 ), LT Holdings: TLT,VNQ , Sell: PGX,TLT , Buy: VNQ
                                                              (R6,R3)    10m   LR126  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm AvgRank T-Stat % off SMA_PO Status: Held
10-Aug-12 VNQ US:RE 65.70 15% 38% 37% 21% 2.0 13.1 -0.5% 3.3% BUY 4
10-Aug-12 DBC GL:Com 28.05 -23% 45% 144% 21% 3.0 -2.3 9.7% 2.8% Sell
10-Aug-12 PGX US:PF 14.80 5% 25% 21% 7% 3.5 10.4 1.4% 2.3% Sell
10-Aug-12 TLT US:FIT 125.70 35% 20% 13% 14% 3.5 5.6 -3.5% 3.9% Sell 64
10-Aug-12 PRF US:LC 59.97 -8% 28% 31% 15% 3.5 4.9 5.0% 1.8% Sell
10-Aug-12 PXF GL:DM 32.67 -33% 20% 30% 24% 5.5 -2.9 9.9% -0.6% Sell


Taxable_Acct. - DowJones Sectors(Rated>7): RRS
SELL: IF( AvgRank >= 5 or RRS126 < 0 ), BUY: IF( Rank < 4 & SMA10 > SMA100 )
COUNTIF( Buy ) 1 of 20 or 5% , COUNTIF( Held ) 2 of 20 or 10%

Hold: Three ( 3 ), ST Holdings: IHE,ITB , Sell: IHE , Buy: -
                                                              (R6,R3,R2)    10m   LR126  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm AvgRank T-Stat % off SMA_PO Status: Held
10-Aug-12 ITB US:HB 17.13 46% 87% 90% 30% 2.0 18.9 2.6% 7.2% BUY 10
10-Aug-12 IHE US:PH 86.53 20% 47% 30% 11% 5.0 18.3 -0.3% 3.4% Sell 45
10-Aug-12 IYR US:RE 64.48 14% 39% 41% 20% 5.0 12.9 -0.1% 3.5% Sell
10-Aug-12 IYH US:HC 81.01 12% 38% 32% 11% 6.3 14.8 1.8% 3.4% Sell
10-Aug-12 IDU US:UT 91.84 17% 31% 26% 8% 7.0 8.6 0.5% 4.1% Sell
10-Aug-12 IYE US:EN 41.58 -22% 51% 99% 25% 7.3 -1.5 11.2% 4.1% Sell
10-Aug-12 IEZ US:OES 53.20 -36% 49% 185% 37% 8.0 -3.9 17.1% 4.6% Sell
10-Aug-12 IEO US:OGEP 62.65 -36% 51% 109% 35% 8.3 -3.2 14.7% 2.4% Sell
10-Aug-12 IYY US:TM 70.42 -6% 26% 32% 15% 9.3 1.5 4.5% 1.9% Sell
10-Aug-12 IYC US:CS 82.70 8% 27% 23% 12% 10.3 13.1 1.6% 2.3% Sell
10-Aug-12 IYK US:CG 73.74 -2% 14% 25% 10% 11.0 7.8 2.3% 1.3% Sell
10-Aug-12 IYF US:FIN 56.14 -8% 28% 25% 22% 11.0 6.0 3.5% 0.6% Sell
10-Aug-12 IYJ US:IND 69.90 -14% 18% 27% 18% 11.7 3.9 5.7% 1.0% Sell
10-Aug-12 IHF US:HCP 64.56 -5% 27% -1% 19% 12.7 6.4 2.5% -0.9% Sell
10-Aug-12 IYW US:TECH 74.40 -16% 14% 24% 19% 14.3 4.4 6.6% 0.1% Sell
10-Aug-12 SHY US:FIT 84.43 0% 0% 1% 0% 15.0 -2.5 0.0% 0.1% Sell
10-Aug-12 IAK US:INS 31.02 -15% 12% 15% 21% 15.3 3.6 5.1% -0.2% Sell
10-Aug-12 ITA US:AD 64.58 -16% 13% 12% 16% 16.3 2.8 4.6% -0.6% Sell
10-Aug-12 IYT US:TA 90.34 -7% 3% -14% 18% 16.7 3.3 -0.1% -1.6% Sell
10-Aug-12 IYM US:BM 66.64 -26% 10% 13% 28% 17.3 -1.4 8.0% -1.3% Sell


IRA_Acct. - FIDO_Balanced Trends and Ranks: RRS
SELL: IF( AvgRank >= 5 or RRS126 < 0 ), BUY: IF( AvgRank < 4 & SMA10 > SMA100 )
COUNTIF( Buy ) 3 of 15 or 20% , COUNTIF( Held ) 3 of 15 or 20%

Hold: Three ( 3 ), ST Holdings: IYR,DVY,DBA , Sell: - , Buy: DBA
                                                               (R6,R3)    10m   LR126  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm AvgRank T-Stat % off SMA_PO Status: Held
10-Aug-12 IYR US:REIT 64.48 14% 39% 41% 20% 1.5 12.9 -0.1% 3.5% BUY 21
10-Aug-12 DBA GLC:AG 29.94 3% 107% 154% 20% 2.5 -3.1 5.7% 8.0% BUY 2
10-Aug-12 DVY US:DIV 57.58 4% 27% 32% 10% 3.5 10.2 2.0% 2.6% BUY 15
10-Aug-12 IWD US:LCV 70.52 -5% 33% 34% 15% 4.5 6.0 4.9% 2.6% Sell
10-Aug-12 AGG US:FIT 111.87 5% 6% 7% 2% 7.0 9.5 -0.2% 0.9% Sell
10-Aug-12 IWO US:SCG 91.61 -13% 24% 15% 21% 7.0 3.7 3.9% -0.3% Sell
10-Aug-12 IWN US:SCV 70.90 -10% 22% 15% 19% 7.5 4.1 3.7% 0.1% Sell
10-Aug-12 IWF US:LCG 65.17 -7% 19% 27% 15% 8.0 6.3 3.8% 1.2% Sell
10-Aug-12 EEM GL:EM 40.73 -29% 23% 27% 28% 9.5 -0.7 9.4% 0.0% Sell
10-Aug-12 ACWX GL:LCB 38.59 -25% 21% 29% 22% 9.5 -1.1 8.2% 0.2% Sell
10-Aug-12 SHY US:FIT 84.43 0% 0% 1% 0% 9.5 -2.5 0.0% 0.1% Sell
10-Aug-12 SCZ GL:SC 36.86 -27% 8% 17% 22% 11.5 -0.4 6.7% -1.8% Sell
10-Aug-12 DBP GLC:PM 55.10 -23% 2% 0% 24% 11.5 -6.2 4.8% -1.2% Sell
10-Aug-12 DBE GLC:ENE 28.04 -37% 18% 160% 25% 12.5 -2.8 13.1% 0.1% Sell
10-Aug-12 DBB GLC:BM 17.73 -33% -19% -9% 24% 14.5 -3.5 2.9% -5.3% Sell


IRA_Acct. - S&P Equal Weight Sector ETF's: RRS
SELL: IF(AvgRank >= 3.0 or RRS126 < 0 ), BUY: IF( AvgRank < 2.0 & SMA10 > SMA100 )
COUNTIF( Buy ) 1 of 11 or 9% , COUNTIF( Held ) 1 of 11 or 9%

Hold: One ( 1 ), ST Holdings: RYU , Sell: - , Buy: -
                                                              (R6,R3,R2)    10m   LR126  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm AvgRank T-Stat % off SMA_PO Status: Held
10-Aug-12 RYU US:SU 60.40 20% 56% 60% 9% 1.3 7.3 3.6% 7.3% BUY 37
10-Aug-12 RYF US:SF 27.13 -13% 25% 30% 23% 4.7 5.0 4.5% 0.5% Sell
10-Aug-12 RYE US:SE 63.25 -30% 49% 125% 33% 4.7 -3.5 13.5% 4.0% Sell
10-Aug-12 RSP US:LC 51.08 -11% 22% 29% 17% 5.0 4.1 5.5% 1.2% Sell
10-Aug-12 RHS US:SS 67.64 8% 17% 11% 8% 5.7 15.2 0.7% 1.6% Sell
10-Aug-12 RGI US:SI 56.00 -17% 16% 31% 18% 6.0 2.5 6.5% 0.9% Sell
10-Aug-12 RTM US:SM 60.14 -20% 19% 25% 24% 6.7 1.5 6.2% -0.6% Sell
10-Aug-12 RYH US:SH 74.06 -1% 13% 4% 14% 7.7 8.6 1.7% 0.2% Sell
10-Aug-12 RCD US:SD 52.98 -10% 8% 11% 18% 7.7 5.8 3.0% -0.8% Sell
10-Aug-12 TIP US:FIT 120.56 6% 3% 7% 4% 8.0 14.8 -0.6% 1.0% Sell
10-Aug-12 RYT US:ST 55.21 -26% 10% 24% 22% 8.7 1.0 10.1% 0.0% Sell


FIDO_Free Trends and Ranks: RRS
SELL: IF( AvgRank >= 5 or RRS126 < 0 ), BUY: IF( AvgRank < 4 & SMA10 > SMA100 )
COUNTIF( Buy ) 2 of 12 or 17% , COUNTIF( Held ) 2 of 12 or 17%

Hold: Three ( 3 ), ST Holdings: IYR,EMB , Sell: LQD , Buy: -
                                                                (R6,R3)    10m   LR126  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm AvgRank T-Stat % off SMA_PO Status: Held
10-Aug-12 EMB GL:FIEM 118.33 9% 43% 41% 9% 1.5 9.7 1.7% 4.1% BUY 15
10-Aug-12 IYR US:REIT 64.48 14% 39% 41% 20% 2.0 12.9 -0.1% 3.5% BUY 31
10-Aug-12 DVY US:Div'd 57.58 4% 27% 32% 10% 4.5 10.2 2.0% 2.6% HTD
10-Aug-12 LQD US:FIIG 120.00 8% 22% 28% 6% 5.0 10.4 0.6% 2.7% Sell
10-Aug-12 IVV US:LCB 141.38 -4% 29% 34% 14% 5.0 6.6 4.4% 2.3% Sell
10-Aug-12 IDV GL:Div'd 31.45 -20% 40% 55% 22% 5.5 -1.4 8.5% 2.3% Sell
10-Aug-12 HYG US:FIHY 91.45 0% 22% 17% 10% 7.0 4.5 1.3% 1.6% Sell
10-Aug-12 IJR US:SCB 74.39 -11% 22% 26% 19% 7.5 4.5 4.2% 0.4% Sell
10-Aug-12 EEM GL:EM 40.73 -29% 23% 27% 28% 9.0 -0.7 9.4% 0.0% Sell
10-Aug-12 IJH US:MCB 96.17 -14% 12% 24% 19% 9.5 4.1 4.4% -0.2% Sell
10-Aug-12 EFA GL:DM 51.87 -24% 21% 30% 21% 10.0 -1.2 8.1% 0.4% Sell
10-Aug-12 SCZ GL:SC 36.86 -27% 8% 17% 22% 11.5 -0.4 6.7% -1.8% Sell


Shortables Trends and Ranks: RRS
BUY to Cover: IF( Avg Rank < 4 or SMA5 > SMA50 ), SELL Short: IF( Avg Rank >= 5 & Price < LR63 )
COUNTIF( Sell ) 0 of 10 or 0% , COUNTIF( Held ) 0 of 10 or 0%

ST Holdings: - , Sell: - , Buy: -
                                                              (R3,R2,R1)    10m   LR63   (5,50)           Days
EndD ETF's Class: Price RRS63 RRS42 RRS21 GSDm AvgRank T-Stat % off SMA_PO Status: Held
10-Aug-12 IWM US:SCB 79.92 23% 15% 1% 20% 8.3 3.9 0.3% 2.2% Buy
10-Aug-12 IJH US:MCB 96.17 12% 24% 31% 19% 8.0 4.1 1.9% 2.9% Buy
10-Aug-12 HYG US:FIHY 91.45 22% 17% 8% 10% 8.0 4.5 -0.7% 1.3% Buy
10-Aug-12 LQD US:FIIG 120.00 22% 28% 2% 6% 7.0 10.4 -0.8% 1.3% Buy
10-Aug-12 EFA GL:DM 51.87 21% 30% 106% 21% 5.3 -1.2 3.1% 4.9% Buy
10-Aug-12 EEM GL:EM 40.73 23% 27% 112% 28% 4.3 -0.7 3.3% 4.7% Buy
10-Aug-12 IYR US:REIT 64.48 39% 41% -6% 20% 4.0 12.9 -1.9% 1.9% Buy
10-Aug-12 QQQ US:LCB 66.86 27% 34% 98% 17% 3.7 6.8 2.5% 4.6% Buy
10-Aug-12 IVW US:LCG 76.14 29% 36% 56% 13% 3.3 8.1 1.3% 3.7% Buy
10-Aug-12 IVV US:LCB 141.38 29% 34% 62% 14% 3.0 6.6 1.5% 3.9% Buy


Notes: Last modified 6/1/2012.
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) Arezi's T-Stat (Slope/StdErr) included as a tie breaker. The critical value is 0.6 based on SP500 weekly periods.
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.
---------------------------------------------------------------------------------------

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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: 32996 of 33150
Subject: Re: ETF Trends & Ranks 2012Q3 Date: 8/17/2012 5:38 PM
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Recommendations: 2
SOLD:
iShares Barclays 20+ Year Treas Bond (TLT)
iShares DowJones US PHARMACEUTICALS (IHE)

BOUGHT:
Fidelity Spartan International Index Inv

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 ) 2 of 5 or 40%

Hold: Three ( 3 ), LT Holdings: FUSEX,FSIIX , Sell: - , Buy: FSIIX, FSEMX
                            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) Last chg 52w Hi 52w Lo Status: Held
16-Aug-12 FUSEX SP500 50.29 4.0% 2.8% 3.5% 25.9% 24.2% 2 19 45 BUY 17
16-Aug-12 FSEMX DJ M/S 39.29 0.7% 0.6% 2.7% 20.4% 19.3% 0 20 45 BUY
16-Aug-12 FFNOX AA 28.72 2.6% 2.6% 3.3% 16.5% 14.5% 2 19 45 BUY
16-Aug-12 FSIIX EAFE 32.13 0.0% 2.7% 4.7% 4.9% 1.8% 1 42 11 BUY 4
16-Aug-12 FBIDX USGB 11.90 1.5% 0.7% -0.2% 3.1% 0.7% 2 3 42 SELL


Taxable_Acct. - Tactical_Asset_Rotation: RRS
SELL: IF( AvgRank >= 4.0 or RRS126 < 0 ), BUY: IF( AvgRank < 3.0 & SMA10 > SMA100 )
COUNTIF( Buy ) 1 of 6 or 17% , COUNTIF( Held ) 1 of 6 or 17%

Hold: Two ( 2 ), LT Holdings: VNQ , Sell: TLT , Buy: -
                           Last     6m      3m     2m   TTM   (R6,R3)    10m   % off  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm AvgRank T-Stat LR126 SMA_PO Status: Held
17-Aug-12 VNQ US:RE 66.33 15% 38% 23% 21% 2.0 12.8 0.1% 2.4% BUY 11
17-Aug-12 DBC GL:Com 28.25 -21% 68% 135% 21% 3.0 -2.1 9.6% 4.3% Sell
17-Aug-12 TLT US:FIT 121.60 34% 6% -8% 15% 3.5 5.5 -6.6% 1.0% Sell
17-Aug-12 PRF US:LC 60.54 -6% 35% 41% 15% 3.5 4.8 5.4% 3.2% Sell
17-Aug-12 PGX US:PF 14.70 6% 22% 14% 7% 4.0 10.4 0.4% 2.2% Sell
17-Aug-12 PXF GL:DM 33.20 -30% 35% 46% 24% 5.0 -2.8 11.0% 2.1% Sell


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

Hold: Three ( 3 ), ST Holdings: ITB , Sell: IHE , Buy: -
                           Last     6m      3m     2m   TTM   (R6,R3,R2)    10m   % off  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm AvgRank T-Stat LR126 SMA_PO Status: Held
17-Aug-12 ITB US:HB 18.02 51% 104% 67% 29% 2.0 19.0 6.2% 10.2% BUY 17
17-Aug-12 IEZ US:OES 53.43 -30% 78% 251% 38% 7.3 -4.1 15.6% 6.9% Sell
17-Aug-12 IYR US:RE 65.05 14% 39% 28% 20% 7.7 12.7 0.4% 2.7% Sell
17-Aug-12 IHE US:PH 86.33 20% 43% 11% 11% 8.0 17.8 -0.8% 3.0% Sell
17-Aug-12 IYE US:EN 41.66 -18% 68% 123% 25% 8.0 -1.6 10.1% 5.9% Sell
17-Aug-12 IYH US:HC 80.84 13% 40% 27% 11% 8.3 14.7 1.1% 3.7% Sell
17-Aug-12 IYY US:TM 71.15 -5% 33% 43% 15% 8.3 1.6 5.1% 3.2% Sell
17-Aug-12 IEO US:OGEP 62.96 -32% 69% 129% 35% 8.3 -3.6 13.6% 4.9% Sell
17-Aug-12 IYC US:CS 83.95 8% 29% 27% 12% 9.7 12.9 2.8% 3.2% Sell
17-Aug-12 IDU US:UT 90.89 18% 27% 24% 8% 10.0 8.6 -0.9% 3.2% Sell
17-Aug-12 IYF US:FIN 56.81 -8% 35% 28% 22% 10.3 5.8 4.5% 1.7% Sell
17-Aug-12 IYK US:CG 74.97 -1% 20% 36% 10% 10.7 7.7 3.7% 2.1% Sell
17-Aug-12 IYW US:TECH 76.15 -15% 27% 50% 19% 10.7 4.4 8.7% 2.8% Sell
17-Aug-12 IYJ US:IND 70.90 -12% 26% 44% 18% 10.7 3.6 6.6% 2.7% Sell
17-Aug-12 IAK US:INS 31.51 -13% 23% 30% 21% 13.0 3.3 6.3% 1.9% Sell
17-Aug-12 IHF US:HCP 65.37 -5% 25% -1% 19% 14.3 6.0 3.6% 0.8% Sell
17-Aug-12 IYM US:BM 66.89 -24% 17% 30% 28% 15.0 -1.8 7.8% 1.0% Sell
17-Aug-12 SHY US:FIT 84.39 0% 0% 1% 0% 15.0 -2.6 -0.1% 0.0% Sell
17-Aug-12 ITA US:AD 65.39 -15% 19% 19% 16% 16.0 2.5 5.6% 1.0% Sell
17-Aug-12 IYT US:TA 92.77 -6% 3% -9% 18% 16.7 2.7 2.5% -0.7% Sell


IRA_Acct. - FIDO_Balanced Trends and Ranks: RRS
SELL: IF( AvgRank >= 5 or RRS126 < 0 ), BUY: IF( AvgRank < 4 & SMA10 > SMA100 )
COUNTIF( Buy ) 2 of 15 or 13% , COUNTIF( Held ) 3 of 15 or 20%

Hold: Three ( 3 ), ST Holdings: IYR,DVY,DBA , Sell: DVY , Buy: -
                            Last     6m      3m     2m   TTM   (R6,R3)    10m   % off  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm AvgRank T-Stat LR126 SMA_PO Status: Held
17-Aug-12 DBA GLC:AG 29.76 8% 109% 82% 19% 1.5 -2.3 4.0% 6.8% BUY 9
17-Aug-12 IYR US:REIT 65.05 14% 39% 28% 20% 2.0 12.7 0.4% 2.7% BUY 28
17-Aug-12 DVY US:DIV 57.93 5% 29% 34% 10% 5.0 10.2 2.2% 2.8% Sell 22
17-Aug-12 IWD US:LCV 70.92 -3% 39% 44% 15% 5.0 5.9 4.9% 3.8% Sell
17-Aug-12 AGG US:FIT 111.23 5% 5% 3% 2% 8.0 9.1 -0.8% 0.4% Sell
17-Aug-12 IWF US:LCG 66.10 -6% 26% 39% 15% 8.5 6.2 4.9% 2.5% Sell
17-Aug-12 IWN US:SCV 72.44 -8% 27% 15% 19% 8.5 3.8 5.4% 1.8% Sell
17-Aug-12 IWO US:SCG 93.68 -11% 27% 12% 21% 8.5 3.4 5.7% 1.6% Sell
17-Aug-12 ACWX GL:LCB 38.79 -23% 32% 49% 22% 8.5 -1.1 8.2% 2.2% Sell
17-Aug-12 DBE GLC:ENE 28.57 -34% 54% 202% 25% 8.5 -2.8 14.3% 3.5% Sell
17-Aug-12 EEM GL:EM 40.47 -26% 33% 49% 28% 9.0 -0.9 8.1% 1.9% Sell
17-Aug-12 SHY US:FIT 84.39 0% 0% 1% 0% 9.5 -2.6 -0.1% 0.0% Sell
17-Aug-12 SCZ GL:SC 37.29 -25% 19% 29% 22% 11.5 -0.4 7.7% 0.2% Sell
17-Aug-12 DBP GLC:PM 54.96 -22% 1% 14% 24% 11.5 -6.4 4.3% -0.7% Sell
17-Aug-12 DBB GLC:BM 17.53 -34% -18% -11% 24% 14.5 -4.0 2.6% -5.0% Sell


IRA_Acct. - S&P Equal Weight Sector ETF's: RRS
SELL: IF(AvgRank >= 3.0 or RRS126 < 0 ), BUY: IF( AvgRank < 2.0 & SMA10 > SMA100 )
COUNTIF( Buy ) 1 of 11 or 9% , COUNTIF( Held ) 1 of 11 or 9%

Hold: One ( 1 ), ST Holdings: RYU , Sell: - , Buy: -
                           Last     6m      3m     2m   TTM   (R6,R3,R2)    10m   % off  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm AvgRank T-Stat LR126 SMA_PO Status: Held
17-Aug-12 RYU US:SU 60.08 23% 56% 67% 9% 1.7 7.4 2.1% 6.8% BUY 44
17-Aug-12 RYE US:SE 63.68 -25% 72% 145% 33% 4.3 -3.7 12.6% 6.1% Sell
17-Aug-12 RSP US:LC 51.65 -9% 30% 42% 17% 5.0 3.9 6.0% 3.0% Sell
17-Aug-12 RYF US:SF 27.52 -12% 34% 33% 22% 5.7 4.7 5.7% 1.9% Sell
17-Aug-12 RYT US:ST 56.16 -24% 28% 61% 22% 6.0 0.9 11.1% 3.2% Sell
17-Aug-12 RHS US:SS 68.61 8% 20% 12% 8% 6.3 15.1 1.9% 2.2% Sell
17-Aug-12 RGI US:SI 56.81 -15% 26% 54% 18% 6.3 2.2 7.4% 2.7% Sell
17-Aug-12 RTM US:SM 60.62 -18% 26% 34% 24% 7.0 1.2 6.6% 1.5% Sell
17-Aug-12 RCD US:SD 54.17 -9% 15% 21% 18% 7.3 5.5 5.2% 1.3% Sell
17-Aug-12 RYH US:SH 73.97 0% 15% 6% 14% 8.0 8.2 1.4% 1.1% Sell
17-Aug-12 TIP US:FIT 118.85 6% 1% 2% 4% 8.3 13.2 -1.9% 0.1% Sell


FIDO_Free Trends and Ranks: RRS
SELL: IF( AvgRank >= 5 or RRS126 < 0 ), BUY: IF( AvgRank < 4 & SMA10 > SMA100 )
COUNTIF( Buy ) 2 of 12 or 17% , COUNTIF( Held ) 2 of 12 or 17%

Hold: Three ( 3 ), ST Holdings: IYR,EMB , Sell: - , Buy: -
                             Last     6m      3m     2m   TTM   (R6,R3)    10m   % off  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm AvgRank T-Stat LR126 SMA_PO Status: Held
17-Aug-12 IYR US:REIT 65.05 14% 39% 28% 20% 2.0 12.7 0.4% 2.7% BUY 38
17-Aug-12 EMB GL:FIEM 117.74 10% 42% 32% 9% 2.0 9.8 0.8% 3.6% BUY 22
17-Aug-12 IVV US:LCB 142.79 -3% 36% 46% 14% 5.0 6.5 4.9% 3.5% Sell
17-Aug-12 IDV GL:Div'd 31.58 -18% 54% 67% 22% 5.0 -1.2 8.1% 3.9% Sell
17-Aug-12 DVY US:Div'd 57.93 5% 29% 34% 10% 5.5 10.2 2.2% 2.8% Sell
17-Aug-12 LQD US:FIIG 118.46 8% 20% 17% 6% 6.5 10.2 -0.8% 1.7% Sell
17-Aug-12 HYG US:FIHY 91.54 0% 22% 10% 10% 7.0 4.3 1.2% 1.4% Sell
17-Aug-12 IJR US:SCB 75.88 -9% 29% 26% 19% 7.5 4.2 5.7% 2.2% Sell
17-Aug-12 EFA GL:DM 52.30 -22% 33% 51% 21% 7.5 -1.1 8.4% 2.4% Sell
17-Aug-12 EEM GL:EM 40.47 -26% 33% 49% 28% 9.0 -0.9 8.1% 1.9% Sell
17-Aug-12 IJH US:MCB 97.77 -12% 20% 32% 19% 9.5 3.8 5.8% 1.6% Sell
17-Aug-12 SCZ GL:SC 37.29 -25% 19% 29% 22% 11.5 -0.4 7.7% 0.2% Sell


Shortables Trends and Ranks: RRS
BUY to Cover: IF( AvgRank < 4 or RRS21 > 0 ), SELL Short: IF( AvgRank >= 5 & Price < LR63 )
COUNTIF( Sell ) 1 of 10 or 10% , COUNTIF( Held ) 0 of 10 or 0%

ST Holdings: - , Sell: - , Buy: -
                            Last     3m     2m     1m   TTM   (R3,R2,R1)    10m   % off  (5,50)           Days
EndD ETF's Class: Price RRS63 RRS42 RRS21 GSDm AvgRank T-Stat LR63 SMA_PO Status: Held
17-Aug-12 LQD US:FIIG 118.46 20% 17% -21% 6% 9.0 10.2 -2.0% 0.1% SELL
17-Aug-12 HYG US:FIHY 91.54 22% 10% 5% 10% 8.7 4.3 -0.9% 0.8% Buy
17-Aug-12 IWM US:SCB 81.71 27% 14% 80% 20% 7.7 3.6 1.7% 2.4% Buy
17-Aug-12 IJH US:MCB 97.77 20% 32% 97% 19% 6.7 3.8 2.4% 3.2% Buy
17-Aug-12 IYR US:REIT 65.05 39% 28% 2% 20% 5.7 12.7 -1.4% 1.2% Buy
17-Aug-12 IVW US:LCG 77.04 35% 47% 86% 13% 4.7 8.0 1.3% 3.7% Buy
17-Aug-12 IVV US:LCB 142.79 36% 46% 97% 14% 4.3 6.5 1.3% 3.7% Buy
17-Aug-12 EEM GL:EM 40.47 33% 49% 170% 28% 4.0 -0.9 1.2% 3.9% Buy
17-Aug-12 EFA GL:DM 52.30 33% 51% 193% 21% 2.7 -1.1 2.3% 4.4% Buy
17-Aug-12 QQQ US:LCB 68.32 37% 52% 170% 17% 1.7 6.9 3.0% 5.1% Buy


Notes: Last modified 6/1/2012.
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) Arezi's T-Stat (Slope/StdErr) included as a tie breaker. The critical value is 0.6 based on SP500 weekly periods.
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.
---------------------------------------------------------------------------------------

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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: 32997 of 33150
Subject: Re: ETF Trends & Ranks 2012Q3 Date: 8/24/2012 5:12 PM
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Recommendations: 1
SOLD:
Dow Jones Select Dividend (DVY)

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 ) 2 of 5 or 40%

Hold: Three ( 3 ), LT Holdings: FUSEX,FSIIX , Sell: - , Buy: FSEMX
                            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) Last chg 52w Hi 52w Lo Status: Held
23-Aug-12 FUSEX SP500 49.82 4.9% 3.6% 3.1% 22.8% 21.1% 3 20 46 BUY 24
23-Aug-12 FSEMX DJ M/S 39.04 1.8% 2.3% 3.0% 18.2% 17.1% 1 21 46 BUY
23-Aug-12 FFNOX AA 28.62 3.6% 3.4% 3.1% 15.3% 13.2% 3 20 46 BUY
23-Aug-12 FSIIX EAFE 32.24 2.0% 4.4% 4.7% 5.4% 2.3% 2 43 12 BUY 11
23-Aug-12 FBIDX USGB 11.98 1.2% 0.3% -0.2% 4.7% 2.2% 3 4 43 SELL


Taxable_Acct. - Tactical_Asset_Rotation: RRS
SELL: IF( AvgRank >= 4.0 or RRS126 < 0 ), BUY: IF( AvgRank < 3.0 & SMA10 > SMA100 )
COUNTIF( Buy ) 0 of 6 or 0% , COUNTIF( Held ) 1 of 6 or 17%

Hold: Two ( 2 ), LT Holdings: VNQ , Sell: - , Buy: -
                           Last     6m      3m     2m   TTM   (R6,R3)    10m   % off  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm AvgRank T-Stat LR126 SMA_PO Status: Held
24-Aug-12 VNQ US:RE 66.26 15% 34% 6% 20% 3.0 12.5 -0.2% 2.3% HTD 18
24-Aug-12 DBC GL:Com 28.52 -16% 95% 101% 21% 3.0 -1.9 9.1% 5.5% Sell
24-Aug-12 TLT US:FIT 124.81 33% -4% -21% 14% 3.5 5.3 -4.1% -0.4% Sell
24-Aug-12 PRF US:LC 60.11 -4% 39% 41% 15% 3.5 4.7 4.1% 3.7% Sell
24-Aug-12 PGX US:PF 14.70 6% 18% 6% 7% 4.0 10.4 0.3% 1.7% Sell
24-Aug-12 PXF GL:DM 33.08 -27% 46% 57% 24% 4.0 -2.6 9.5% 3.4% Sell


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

Hold: Three ( 3 ), ST Holdings: ITB , Sell: - , Buy: -
                           Last     6m      3m     2m   TTM   (R6,R3,R2)    10m   % off  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm AvgRank T-Stat LR126 SMA_PO Status: Held
24-Aug-12 ITB US:HB 18.04 53% 120% 44% 29% 2.7 19.0 4.9% 11.7% BUY 24
24-Aug-12 IYY US:TM 70.80 -3% 39% 42% 15% 7.3 1.7 4.0% 3.7% Sell
24-Aug-12 IYE US:EN 41.31 -13% 81% 97% 25% 7.3 -1.6 7.6% 6.1% Sell
24-Aug-12 IEZ US:OES 52.64 -23% 112% 205% 37% 7.3 -4.1 11.4% 7.4% Sell
24-Aug-12 IYH US:HC 81.45 14% 39% 19% 11% 8.7 14.6 1.5% 3.6% Sell
24-Aug-12 IYW US:TECH 75.67 -13% 40% 74% 19% 8.7 4.3 7.2% 4.4% Sell
24-Aug-12 IEO US:OGEP 62.01 -26% 85% 93% 35% 8.7 -3.7 10.0% 5.4% Sell
24-Aug-12 IYR US:RE 65.02 14% 36% 9% 19% 9.3 12.4 0.1% 2.6% Sell
24-Aug-12 IYJ US:IND 70.06 -9% 35% 48% 18% 9.3 3.4 4.7% 3.3% Sell
24-Aug-12 IYC US:CS 83.88 8% 31% 29% 12% 9.7 12.9 2.4% 3.6% Sell
24-Aug-12 IHE US:PH 86.98 19% 34% -6% 11% 10.7 17.2 -0.2% 2.7% Sell
24-Aug-12 IYF US:FIN 56.75 -8% 38% 28% 22% 10.7 5.6 4.1% 2.6% Sell
24-Aug-12 IYK US:CG 74.11 -1% 24% 30% 10% 11.0 7.7 2.2% 2.4% Sell
24-Aug-12 IAK US:INS 31.45 -11% 31% 39% 21% 12.0 3.2 5.4% 3.0% Sell
24-Aug-12 IDU US:UT 89.62 18% 18% 5% 8% 12.3 8.6 -2.4% 2.0% Sell
24-Aug-12 IYM US:BM 66.38 -21% 25% 41% 28% 13.3 -2.2 6.1% 2.0% Sell
24-Aug-12 IHF US:HCP 65.92 -3% 24% 3% 19% 14.3 5.8 3.9% 2.5% Sell
24-Aug-12 ITA US:AD 64.46 -13% 23% 21% 16% 15.0 2.1 3.6% 1.7% Sell
24-Aug-12 SHY US:FIT 84.45 0% 0% 0% 0% 15.0 -2.4 0.0% 0.0% Sell
24-Aug-12 IYT US:TA 91.33 -6% 4% -6% 18% 16.7 2.3 0.9% 0.3% Sell


IRA_Acct. - FIDO_Balanced Trends and Ranks: RRS
SELL: IF( AvgRank >= 5 or RRS126 < 0 ), BUY: IF( AvgRank < 4 & SMA10 > SMA100 )
COUNTIF( Buy ) 2 of 15 or 13% , COUNTIF( Held ) 2 of 15 or 13%

Hold: Three ( 3 ), ST Holdings: IYR,DBA , Sell: DVY , Buy: -
                            Last     6m      3m     2m   TTM   (R6,R3)    10m   % off  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm AvgRank T-Stat LR126 SMA_PO Status: Held
24-Aug-12 DBA GLC:AG 29.91 13% 106% 35% 19% 1.5 -1.5 3.1% 6.6% BUY 16
24-Aug-12 IYR US:REIT 65.02 14% 36% 9% 19% 3.0 12.4 0.1% 2.6% BUY 35
24-Aug-12 IWD US:LCV 70.56 -1% 43% 44% 15% 4.5 5.8 3.7% 4.1% Sell
24-Aug-12 DVY US:DIV 57.33 6% 28% 21% 10% 7.0 10.1 0.8% 2.7% Sell
24-Aug-12 IWF US:LCG 65.87 -5% 33% 43% 15% 7.0 6.1 4.1% 3.2% Sell
24-Aug-12 ACWX GL:LCB 38.47 -20% 40% 52% 22% 7.5 -1.1 6.5% 2.8% Sell
24-Aug-12 IWN US:SCV 71.51 -6% 30% 14% 19% 8.0 3.6 3.4% 2.9% Sell
24-Aug-12 DBE GLC:ENE 28.51 -30% 100% 170% 25% 8.0 -2.7 12.4% 5.4% Sell
24-Aug-12 AGG US:FIT 111.82 5% 3% 0% 2% 8.5 9.1 -0.4% 0.2% Sell
24-Aug-12 IWO US:SCG 92.60 -9% 30% 8% 21% 9.0 3.1 3.9% 2.4% Sell
24-Aug-12 EEM GL:EM 40.05 -23% 36% 47% 28% 9.5 -1.1 6.3% 2.0% Sell
24-Aug-12 SHY US:FIT 84.45 0% 0% 0% 0% 9.5 -2.4 0.0% 0.0% Sell
24-Aug-12 SCZ GL:SC 37.31 -23% 29% 40% 22% 11.0 -0.4 7.1% 1.6% Sell
24-Aug-12 DBP GLC:PM 57.43 -17% 6% 30% 24% 11.0 -6.5 7.9% 0.9% Sell
24-Aug-12 DBB GLC:BM 18.11 -33% -14% -15% 24% 15.0 -4.6 6.3% -4.5% Sell


IRA_Acct. - S&P Equal Weight Sector ETF's: RRS
SELL: IF(AvgRank >= 3.0 or RRS126 < 0 ), BUY: IF( AvgRank < 2.0 & SMA10 > SMA100 )
COUNTIF( Buy ) 0 of 11 or 0% , COUNTIF( Held ) 1 of 11 or 9%

Hold: One ( 1 ), ST Holdings: RYU , Sell: - , Buy: -
                           Last     6m      3m     2m   TTM   (R6,R3,R2)    10m   % off  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm AvgRank T-Stat LR126 SMA_PO Status: Held
24-Aug-12 RYU US:SU 59.08 25% 49% 46% 9% 2.3 7.8 -0.4% 5.8% HTD 51
24-Aug-12 RYE US:SE 63.15 -19% 93% 122% 33% 4.0 -3.6 9.7% 6.6% Sell
24-Aug-12 RSP US:LC 51.28 -7% 37% 45% 17% 5.0 3.8 4.6% 3.6% Sell
24-Aug-12 RYT US:ST 55.43 -20% 43% 96% 23% 5.3 0.8 8.6% 4.4% Sell
24-Aug-12 RGI US:SI 56.05 -12% 35% 60% 18% 5.7 2.0 5.1% 3.5% Sell
24-Aug-12 RYF US:SF 27.46 -10% 40% 33% 22% 6.0 4.6 5.0% 2.8% Sell
24-Aug-12 RHS US:SS 68.24 8% 20% 10% 8% 6.7 15.1 1.0% 2.6% Sell
24-Aug-12 RCD US:SD 53.81 -9% 22% 28% 18% 7.3 5.4 4.3% 2.2% Sell
24-Aug-12 RTM US:SM 59.31 -16% 31% 33% 23% 7.3 0.9 3.7% 1.9% Sell
24-Aug-12 RYH US:SH 74.40 0% 16% 7% 14% 8.0 7.9 1.8% 1.5% Sell
24-Aug-12 TIP US:FIT 120.38 5% 0% -3% 4% 8.3 12.0 -0.6% -0.4% Sell


FIDO_Free Trends and Ranks: RRS
SELL: IF( AvgRank >= 5 or RRS126 < 0 ), BUY: IF( AvgRank < 4 & SMA10 > SMA100 )
COUNTIF( Buy ) 2 of 12 or 17% , COUNTIF( Held ) 2 of 12 or 17%

Hold: Three ( 3 ), ST Holdings: IYR,EMB , Sell: - , Buy: -
                             Last     6m      3m     2m   TTM   (R6,R3)    10m   % off  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm AvgRank T-Stat LR126 SMA_PO Status: Held
24-Aug-12 IYR US:REIT 65.02 14% 36% 9% 19% 3.0 12.4 0.1% 2.6% BUY 45
24-Aug-12 EMB GL:FIEM 119.17 11% 38% 24% 9% 3.0 10.0 1.5% 3.2% BUY 29
24-Aug-12 IVV US:LCB 142.17 -1% 41% 45% 14% 4.5 6.5 3.9% 3.9% Sell
24-Aug-12 IDV GL:Div'd 31.52 -14% 63% 65% 22% 5.0 -0.8 6.8% 4.5% Sell
24-Aug-12 EFA GL:DM 52.10 -19% 43% 58% 21% 6.0 -0.9 7.1% 3.3% Sell
24-Aug-12 DVY US:Div'd 57.33 6% 28% 21% 10% 7.0 10.1 0.8% 2.7% Sell
24-Aug-12 IJR US:SCB 75.09 -6% 34% 21% 19% 7.0 4.0 3.9% 3.0% Sell
24-Aug-12 LQD US:FIIG 119.89 9% 17% 7% 6% 7.5 10.4 0.1% 1.3% Sell
24-Aug-12 HYG US:FIHY 92.15 2% 21% 7% 10% 8.0 4.4 1.5% 1.5% Sell
24-Aug-12 IJH US:MCB 97.05 -10% 28% 30% 18% 8.5 3.6 4.4% 2.5% Sell
24-Aug-12 EEM GL:EM 40.05 -23% 36% 47% 28% 9.0 -1.1 6.3% 2.0% Sell
24-Aug-12 SCZ GL:SC 37.31 -23% 29% 40% 22% 9.5 -0.4 7.1% 1.6% Sell


Shortables Trends and Ranks: RRS
BUY to Cover: IF( AvgRank < 4 or RRS21 > 0 ), SELL Short: IF( AvgRank >= 5 & Price < LR63 )
COUNTIF( Sell ) 2 of 10 or 20% , COUNTIF( Held ) 0 of 10 or 0%

ST Holdings: - , Sell: - , Buy: -
                            Last     3m     2m     1m   TTM   (R3,R2,R1)    10m   % off  (5,50)           Days
EndD ETF's Class: Price RRS63 RRS42 RRS21 GSDm AvgRank T-Stat LR63 SMA_PO Status: Held
24-Aug-12 LQD US:FIIG 119.89 17% 7% -19% 6% 9.7 10.4 -0.8% 0.3% SELL
24-Aug-12 HYG US:FIHY 92.15 21% 7% 1% 10% 9.0 4.4 -0.4% 0.8% Buy
24-Aug-12 IYR US:REIT 65.02 36% 9% -11% 19% 7.3 12.4 -1.6% 1.0% SELL
24-Aug-12 IWM US:SCB 80.74 30% 11% 72% 20% 6.0 3.4 -0.2% 2.4% Buy
24-Aug-12 IJH US:MCB 97.05 28% 30% 72% 18% 5.7 3.6 0.5% 3.2% Buy
24-Aug-12 EEM GL:EM 40.05 36% 47% 45% 28% 5.3 -1.1 -0.6% 2.9% Buy
24-Aug-12 IVW US:LCG 76.78 40% 45% 46% 13% 5.0 8.0 0.0% 3.2% Buy
24-Aug-12 IVV US:LCB 142.17 41% 45% 48% 14% 4.0 6.5 -0.1% 3.2% Buy
24-Aug-12 EFA GL:DM 52.10 43% 58% 88% 21% 2.0 -0.9 0.4% 4.4% Buy
24-Aug-12 QQQ US:LCB 68.29 48% 67% 124% 17% 1.0 7.0 1.4% 5.2% Buy


Notes: Last modified 6/1/2012.
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) Arezi's T-Stat (Slope/StdErr) included as a tie breaker. The critical value is 0.6 based on SP500 weekly periods.
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.
---------------------------------------------------------------------------------------

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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: 32998 of 33150
Subject: Re: ETF Trends & Ranks 2012Q3 Date: 9/2/2012 9:40 AM
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Recommendations: 2
SOLD:
Guggenheim S&P Equal Weight Utilities (RYU)

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 ) 2 of 5 or 40%

Hold: Three ( 3 ), LT Holdings: FUSEX,FSIIX , Sell: - , Buy: FSEMX
                            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) Last chg 52w Hi 52w Lo Status: Held
31-Aug-12 FUSEX SP500 50.01 5.2% 3.5% 2.1% 22.6% 20.8% 4 22 47 BUY 32
31-Aug-12 FSEMX DJ M/S 39.27 2.6% 2.8% 2.3% 16.9% 15.9% 2 22 47 BUY
31-Aug-12 FFNOX AA 28.64 4.1% 3.4% 2.1% 15.4% 13.3% 4 22 47 BUY
31-Aug-12 FSIIX EAFE 31.91 2.8% 4.3% 2.6% 7.1% 4.0% 3 44 13 BUY 19
31-Aug-12 FBIDX USGB 12.04 1.0% 0.5% 0.2% 4.0% 1.7% 4 5 44 SELL


Taxable_Acct. - Tactical_Asset_Rotation: RRS
SELL: IF( AvgRank >= 4.0 or RRS126 < 0 ), BUY: IF( AvgRank < 3.0 & SMA10 > SMA100 )
COUNTIF( Buy ) 0 of 6 or 0% , COUNTIF( Held ) 1 of 6 or 17%

Hold: Two ( 2 ), LT Holdings: VNQ , Sell: - , Buy: -
                           Last     6m      3m     2m   TTM   (R6,R3)    10m   % off  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm AvgRank T-Stat LR126 SMA_PO Status: Held
31-Aug-12 VNQ US:RE 66.73 14% 25% 1% 19% 3.0 12.6 0.3% 2.5% HTD 26
31-Aug-12 DBC GL:Com 28.79 -10% 103% 75% 20% 3.0 -1.5 8.4% 6.5% Sell
31-Aug-12 TLT US:FIT 127.72 33% -4% -26% 14% 3.5 5.3 -2.2% 0.9% Sell
31-Aug-12 PRF US:LC 59.99 -2% 35% 43% 15% 3.5 4.7 3.2% 3.4% Sell
31-Aug-12 PGX US:PF 14.80 7% 14% 4% 6% 4.0 11.0 0.6% 1.7% Sell
31-Aug-12 PXF GL:DM 32.82 -22% 44% 72% 24% 4.0 -2.4 7.4% 3.6% Sell


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

Hold: Three ( 3 ), ST Holdings: ITB , Sell: - , Buy: -
                           Last     6m      3m     2m   TTM   (R6,R3,R2)    10m   % off  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm AvgRank T-Stat LR126 SMA_PO Status: Held
31-Aug-12 ITB US:HB 18.17 54% 115% 69% 28% 2.7 19.1 4.1% 11.8% BUY 32
31-Aug-12 IYE US:EN 41.01 -7% 75% 75% 23% 6.0 -1.4 5.3% 5.3% Sell
31-Aug-12 IEZ US:OES 51.63 -16% 121% 130% 34% 6.7 -3.9 7.2% 6.0% Sell
31-Aug-12 IYW US:TECH 75.39 -11% 45% 95% 19% 7.7 4.3 6.0% 4.7% Sell
31-Aug-12 IYY US:TM 70.66 -1% 36% 44% 14% 8.3 1.8 3.2% 3.5% Sell
31-Aug-12 IYC US:CS 84.26 8% 30% 35% 12% 9.0 12.9 2.3% 3.8% Sell
31-Aug-12 IEO US:OGEP 61.73 -19% 80% 73% 33% 9.0 -3.6 7.7% 4.8% Sell
31-Aug-12 IYH US:HC 81.66 14% 31% 19% 10% 9.3 14.6 1.2% 3.7% Sell
31-Aug-12 IYJ US:IND 69.52 -7% 33% 50% 17% 9.3 3.2 3.4% 2.7% Sell
31-Aug-12 IYF US:FIN 56.94 -7% 33% 34% 21% 10.3 5.6 4.1% 3.0% Sell
31-Aug-12 IAK US:INS 31.42 -9% 31% 55% 20% 10.3 3.2 4.7% 3.2% Sell
31-Aug-12 IYR US:RE 65.63 14% 28% 4% 18% 11.0 12.7 0.7% 2.8% Sell
31-Aug-12 IYK US:CG 74.01 0% 24% 26% 9% 11.3 7.6 1.8% 2.1% Sell
31-Aug-12 IHE US:PH 86.96 19% 22% -8% 11% 12.3 16.7 -0.6% 2.7% Sell
31-Aug-12 IHF US:HCP 66.68 -1% 22% 21% 18% 12.7 5.7 4.2% 4.0% Sell
31-Aug-12 IDU US:UT 89.00 16% 6% -10% 8% 13.7 8.6 -3.1% 0.5% Sell
31-Aug-12 IYM US:BM 65.84 -18% 24% 46% 25% 13.7 -2.3 4.7% 1.5% Sell
31-Aug-12 SHY US:FIT 84.51 0% 0% 0% 0% 14.3 -2.0 0.0% 0.0% Sell
31-Aug-12 ITA US:AD 64.52 -11% 19% 27% 15% 15.3 1.8 3.3% 1.5% Sell
31-Aug-12 IYT US:TA 89.32 -7% -4% -7% 17% 17.0 1.7 -0.9% -0.9% Sell


IRA_Acct. - FIDO_Balanced Trends and Ranks: RRS
SELL: IF( AvgRank >= 5 or RRS126 < 0 ), BUY: IF( AvgRank < 4 & SMA10 > SMA100 )
COUNTIF( Buy ) 1 of 15 or 7% , COUNTIF( Held ) 2 of 15 or 13%

Hold: Three ( 3 ), ST Holdings: IYR,DBA , Sell: IYR , Buy: -
                            Last     6m      3m     2m   TTM   (R6,R3)    10m   % off  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm AvgRank T-Stat LR126 SMA_PO Status: Held
31-Aug-12 DBA GLC:AG 30.42 21% 86% 15% 18% 1.5 -0.4 3.1% 7.2% BUY 24
31-Aug-12 IWD US:LCV 70.38 1% 37% 43% 15% 4.0 5.9 2.8% 3.7% HTD
31-Aug-12 IYR US:REIT 65.63 14% 28% 4% 18% 4.5 12.7 0.7% 2.8% HTD 43
31-Aug-12 IWF US:LCG 66.01 -3% 33% 47% 14% 6.0 6.1 3.8% 3.3% Sell
31-Aug-12 DVY US:DIV 57.17 7% 22% 12% 10% 7.0 10.0 0.3% 2.0% Sell
31-Aug-12 ACWX GL:LCB 38.06 -17% 35% 52% 20% 7.5 -0.9 4.7% 2.3% Sell
31-Aug-12 DBE GLC:ENE 28.93 -24% 126% 130% 25% 7.5 -2.7 12.2% 6.0% Sell
31-Aug-12 IWN US:SCV 71.91 -4% 27% 23% 18% 8.0 3.5 3.4% 3.1% Sell
31-Aug-12 AGG US:FIT 112.37 5% 4% -2% 2% 8.5 9.6 0.0% 0.5% Sell
31-Aug-12 SCZ GL:SC 37.14 -20% 30% 51% 21% 9.0 -0.2 6.0% 2.0% Sell
31-Aug-12 IWO US:SCG 92.99 -6% 26% 20% 20% 9.5 3.1 3.7% 2.8% Sell
31-Aug-12 SHY US:FIT 84.51 0% 0% 0% 0% 10.0 -2.0 0.0% 0.0% Sell
31-Aug-12 EEM GL:EM 39.28 -20% 26% 37% 26% 11.0 -1.1 3.7% 0.8% Sell
31-Aug-12 DBP GLC:PM 58.37 -12% 17% 58% 23% 11.0 -5.5 8.1% 3.9% Sell
31-Aug-12 DBB GLC:BM 17.86 -30% -9% -8% 22% 15.0 -4.9 4.6% -2.5% Sell


IRA_Acct. - S&P Equal Weight Sector ETF's: RRS
SELL: IF(AvgRank >= 3.0 or RRS126 < 0 ), BUY: IF( AvgRank < 2.0 & SMA10 > SMA100 )
COUNTIF( Buy ) 0 of 11 or 0% , COUNTIF( Held ) 1 of 11 or 9%

Hold: One ( 1 ), ST Holdings: - , Sell: RYU , Buy: -
                           Last     6m      3m     2m   TTM   (R6,R3,R2)    10m   % off  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm AvgRank T-Stat LR126 SMA_PO Status: Held
31-Aug-12 RYU US:SU 59.01 27% 37% 25% 9% 3.7 8.6 -1.1% 4.1% Sell 59
31-Aug-12 RYE US:SE 62.81 -12% 96% 104% 31% 4.0 -3.3 7.1% 6.0% Sell
31-Aug-12 RSP US:LC 51.10 -5% 36% 49% 16% 4.7 3.8 3.6% 3.3% Sell
31-Aug-12 RYT US:ST 54.75 -17% 46% 123% 23% 4.7 0.8 6.4% 4.1% Sell
31-Aug-12 RYF US:SF 27.52 -9% 37% 40% 21% 5.3 4.5 4.7% 3.2% Sell
31-Aug-12 RGI US:SI 55.50 -9% 35% 57% 17% 5.7 1.8 3.5% 2.8% Sell
31-Aug-12 RCD US:SD 54.00 -8% 25% 40% 18% 6.3 5.3 4.2% 2.6% Sell
31-Aug-12 RHS US:SS 68.59 9% 18% 18% 8% 6.7 15.3 1.2% 2.6% Sell
31-Aug-12 RYH US:SH 74.66 0% 13% 16% 13% 8.0 7.7 2.0% 1.7% Sell
31-Aug-12 TIP US:FIT 121.14 5% 1% -5% 4% 8.3 12.1 -0.1% 0.2% Sell
31-Aug-12 RTM US:SM 58.53 -14% 24% 25% 22% 8.7 0.6 2.2% 1.0% Sell


FIDO_Free Trends and Ranks: RRS
SELL: IF( AvgRank >= 5 or RRS126 < 0 ), BUY: IF( AvgRank < 4 & SMA10 > SMA100 )
COUNTIF( Buy ) 0 of 12 or 0% , COUNTIF( Held ) 2 of 12 or 17%

Hold: Three ( 3 ), ST Holdings: IYR,EMB , Sell: - , Buy: -
                             Last     6m      3m     2m   TTM   (R6,R3)    10m   % off  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm AvgRank T-Stat LR126 SMA_PO Status: Held
31-Aug-12 EMB GL:FIEM 119.56 13% 30% 16% 8% 4.0 10.9 1.1% 3.6% HTD 37
31-Aug-12 IYR US:REIT 65.63 14% 28% 4% 18% 4.5 12.7 0.7% 2.8% HTD 53
31-Aug-12 IVV US:LCB 141.88 0% 37% 46% 14% 4.5 6.5 3.0% 3.7% HTD
31-Aug-12 IDV GL:Div'd 31.56 -10% 55% 65% 21% 5.0 -0.4 5.8% 4.4% Sell
31-Aug-12 IJR US:SCB 75.53 -4% 34% 31% 18% 5.5 3.8 3.9% 3.4% Sell
31-Aug-12 EFA GL:DM 51.60 -15% 39% 62% 20% 6.0 -0.7 5.2% 3.2% Sell
31-Aug-12 IJH US:MCB 97.24 -8% 31% 38% 17% 6.5 3.5 4.1% 2.7% Sell
31-Aug-12 DVY US:Div'd 57.17 7% 22% 12% 10% 7.0 10.0 0.3% 2.0% Sell
31-Aug-12 LQD US:FIIG 120.83 11% 15% 1% 6% 7.5 11.6 0.4% 1.8% Sell
31-Aug-12 HYG US:FIHY 92.33 4% 16% 8% 10% 8.0 4.9 1.2% 1.8% Sell
31-Aug-12 SCZ GL:SC 37.14 -20% 30% 51% 21% 9.0 -0.2 6.0% 2.0% Sell
31-Aug-12 EEM GL:EM 39.28 -20% 26% 37% 26% 10.5 -1.1 3.7% 0.8% Sell


Shortables Trends and Ranks: RRS
BUY to Cover: IF( AvgRank < 4 or RRS21 > 0 ), SELL Short: IF( AvgRank >= 5 & Price < LR63 )
COUNTIF( Sell ) 1 of 10 or 10% , COUNTIF( Held ) 0 of 10 or 0%

ST Holdings: - , Sell: - , Buy: -
                            Last     3m     2m     1m   TTM   (R3,R2,R1)    10m   % off  (5,50)           Days
EndD ETF's Class: Price RRS63 RRS42 RRS21 GSDm AvgRank T-Stat LR63 SMA_PO Status: Held
31-Aug-12 LQD US:FIIG 120.83 15% 1% 7% 6% 9.3 11.6 -0.1% 0.7% Buy
31-Aug-12 EEM GL:EM 39.28 26% 37% -34% 26% 7.7 -1.1 -2.2% 0.2% SELL
31-Aug-12 HYG US:FIHY 92.33 16% 8% 13% 10% 7.7 4.9 -0.2% 0.9% Buy
31-Aug-12 IYR US:REIT 65.63 28% 4% 18% 18% 6.3 12.7 -0.6% 1.2% Buy
31-Aug-12 IWM US:SCB 81.12 26% 22% 31% 19% 5.7 3.3 -0.1% 2.1% Buy
31-Aug-12 IVV US:LCB 141.88 37% 46% 10% 14% 4.7 6.5 -0.7% 2.3% Buy
31-Aug-12 EFA GL:DM 51.60 39% 62% 3% 20% 4.3 -0.7 -1.0% 2.5% Buy
31-Aug-12 IJH US:MCB 97.24 31% 38% 27% 17% 4.3 3.5 -0.1% 2.5% Buy
31-Aug-12 IVW US:LCG 76.58 38% 44% 15% 12% 4.0 8.1 -0.8% 2.4% Buy
31-Aug-12 QQQ US:LCB 68.16 51% 82% 46% 17% 1.0 7.2 0.0% 4.2% Buy


Notes: Last modified 6/1/2012.
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) Arezi's T-Stat (Slope/StdErr) included as a tie breaker. The critical value is 0.6 based on SP500 weekly periods.
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.
---------------------------------------------------------------------------------------

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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: 32999 of 33150
Subject: Re: ETF Trends & Ranks 2012Q3 Date: 9/7/2012 4:45 PM
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Recommendations: 3
SOLD:
Dow Jones US Real Estate (IYR)
Guggenheim S&P Equal Weight Utilities (RYU)

BOUGHT:
Fidelity Spartan Extended Mkt Index Inv

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%

Hold: Three ( 3 ), LT Holdings: FUSEX,FSIIX,FSEMX , Sell: - , Buy: FSEMX
                           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) Last chg 52w Hi 52w Lo Status: Held
6-Sep-12 FUSEX SP500 50.94 5.3% 3.6% 2.3% 22.7% 20.9% 5 0 48 BUY 37
6-Sep-12 FSEMX DJ M/S 40.37 3.0% 3.3% 3.0% 17.5% 16.4% 3 23 48 BUY 3
6-Sep-12 FFNOX AA 29.08 4.1% 3.5% 2.2% 15.4% 13.3% 5 0 48 BUY
6-Sep-12 FSIIX EAFE 32.37 2.8% 4.1% 2.3% 6.6% 3.5% 4 45 14 BUY 24
6-Sep-12 FBIDX USGB 12.00 1.0% 0.6% 0.2% 3.9% 1.5% 5 6 45 SELL


Taxable_Acct. - Tactical_Asset_Rotation: RRS
SELL: IF( AvgRank >= 4.0 or RRS126 < 0 ), BUY: IF( AvgRank < 3.0 & SMA10 > SMA100 )
COUNTIF( Buy ) 0 of 6 or 0% , COUNTIF( Held ) 1 of 6 or 17%

Hold: Two ( 2 ), LT Holdings: VNQ , Sell: - , Buy: -
                          Last     6m      3m     2m   TTM   (R6,R3)  % off  % off  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm AvgRank LR126 LR63 SMA_PO Status: Held
7-Sep-12 DBC GL:Com 28.97 -7% 104% 64% 19% 3.0 8.1% -1.1% 6.5% Sell
7-Sep-12 VNQ US:RE 67.74 14% 24% 5% 18% 3.0 1.6% 0.5% 2.9% HTD 31
7-Sep-12 PRF US:LC 61.59 -1% 36% 45% 14% 3.5 5.5% 1.4% 3.7% Sell
7-Sep-12 TLT US:FIT 124.03 32% -6% -27% 13% 3.5 -5.0% -1.3% 0.9% Sell
7-Sep-12 PXF GL:DM 34.01 -20% 47% 77% 23% 4.0 10.5% 2.3% 3.7% Sell
7-Sep-12 PGX US:PF 14.84 8% 13% 5% 6% 4.0 0.6% -0.1% 1.9% Sell


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

Hold: Three ( 2 ), ST Holdings: ITB , Sell: - , Buy: -
                          Last     6m      3m     2m   TTM   (R6,R3,R2)  % off  % off  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm AvgRank LR126 LR63 SMA_PO Status: Held
7-Sep-12 ITB US:HB 18.82 57% 116% 106% 27% 1.3 6.6% 2.6% 12.7% BUY 37
7-Sep-12 IYE US:EN 42.13 -3% 74% 60% 23% 7.0 7.3% -0.1% 5.1% Sell
7-Sep-12 IEZ US:OES 53.28 -12% 122% 96% 33% 7.3 9.6% -1.4% 5.4% Sell
7-Sep-12 IYW US:TECH 77.06 -9% 51% 102% 19% 7.7 7.8% 1.4% 5.0% Sell
7-Sep-12 IAK US:INS 32.17 -7% 36% 64% 20% 8.3 6.7% 1.9% 3.6% Sell
7-Sep-12 IYY US:TM 72.34 0% 37% 46% 14% 8.3 5.2% 1.2% 3.8% Sell
7-Sep-12 IYC US:CS 86.38 9% 32% 43% 11% 8.7 4.4% 2.0% 4.4% Sell
7-Sep-12 IEO US:OGEP 64.12 -15% 81% 63% 32% 9.0 10.7% 0.8% 4.9% Sell
7-Sep-12 IYJ US:IND 71.22 -6% 33% 50% 17% 10.0 5.6% 1.1% 2.7% Sell
7-Sep-12 IYH US:HC 83.33 15% 30% 23% 10% 10.0 2.8% 1.1% 4.2% Sell
7-Sep-12 IYF US:FIN 58.74 -6% 34% 41% 20% 10.3 7.1% 2.4% 3.6% Sell
7-Sep-12 IYR US:RE 66.56 14% 27% 8% 17% 11.0 1.9% 0.5% 3.3% Sell
7-Sep-12 IHF US:HCP 68.06 1% 24% 34% 18% 11.3 5.8% 2.8% 4.8% Sell
7-Sep-12 IYK US:CG 75.11 0% 25% 27% 9% 12.0 3.1% 0.4% 2.4% Sell
7-Sep-12 IHE US:PH 89.45 20% 20% 0% 11% 12.3 1.8% 1.4% 3.6% Sell
7-Sep-12 IYM US:BM 68.51 -16% 26% 50% 24% 13.3 8.6% 3.2% 1.3% Sell
7-Sep-12 IDU US:UT 89.82 16% 4% -15% 8% 13.7 -2.2% -1.2% 0.3% Sell
7-Sep-12 SHY US:FIT 84.46 0% 0% 0% 0% 15.0 0.0% 0.0% 0.0% Sell
7-Sep-12 ITA US:AD 65.91 -10% 20% 32% 15% 15.3 5.3% 1.5% 1.7% Sell
7-Sep-12 IYT US:TA 90.72 -8% -7% -6% 17% 18.0 0.9% 0.4% -1.5% Sell


IRA_Acct. - FIDO_Balanced Trends and Ranks: RRS
SELL: IF( AvgRank >= 5 or RRS126 < 0 ), BUY: IF( AvgRank < 4 & SMA10 > SMA100 )
COUNTIF( Buy ) 1 of 15 or 7% , COUNTIF( Held ) 1 of 15 or 7%

Hold: Three ( 3 ), ST Holdings: DBA , Sell: IYR , Buy: -
                           Last     6m      3m     2m   TTM   (R6,R3)  % off  % off  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm AvgRank LR126 LR63 SMA_PO Status: Held
7-Sep-12 DBA GLC:AG 30.24 24% 76% 13% 17% 1.5 1.8% -2.7% 7.0% BUY 29
7-Sep-12 IWD US:LCV 72.35 2% 37% 44% 14% 4.0 5.2% 1.4% 3.9% HTD
7-Sep-12 IYR US:REIT 66.56 14% 27% 8% 17% 6.0 1.9% 0.5% 3.3% Sell
7-Sep-12 IWF US:LCG 67.08 -2% 35% 49% 14% 6.0 5.1% 1.1% 3.5% Sell
7-Sep-12 DBE GLC:ENE 28.86 -21% 133% 105% 24% 7.5 10.9% -1.8% 5.9% Sell
7-Sep-12 ACWX GL:LCB 39.25 -15% 35% 50% 20% 7.5 7.5% 1.4% 2.2% Sell
7-Sep-12 IWN US:SCV 74.53 -3% 30% 39% 18% 7.5 6.7% 2.8% 3.7% Sell
7-Sep-12 DVY US:DIV 58.08 7% 21% 11% 9% 7.5 1.6% 0.0% 2.2% Sell
7-Sep-12 IWO US:SCG 96.70 -4% 29% 39% 20% 8.5 7.2% 3.0% 3.9% Sell
7-Sep-12 AGG US:FIT 111.89 5% 3% -3% 2% 8.5 -0.5% -0.2% 0.5% Sell
7-Sep-12 SCZ GL:SC 38.09 -18% 33% 57% 21% 9.0 8.3% 2.0% 2.1% Sell
7-Sep-12 SHY US:FIT 84.46 0% 0% 0% 0% 10.0 0.0% 0.0% 0.0% Sell
7-Sep-12 DBP GLC:PM 60.34 -8% 29% 78% 22% 9.5 10.6% 6.2% 5.3% Sell
7-Sep-12 EEM GL:EM 40.64 -18% 25% 33% 25% 12.0 7.0% 1.1% 0.5% Sell
7-Sep-12 DBB GLC:BM 18.96 -28% -2% 5% 20% 15.0 10.5% 6.3% -1.0% Sell


IRA_Acct. - S&P Equal Weight Sector ETF's: RRS
SELL: IF(AvgRank >= 3.0 or RRS126 < 0 ), BUY: IF( AvgRank < 2.0 & SMA10 > SMA100 )
COUNTIF( Buy ) 0 of 11 or 0% , COUNTIF( Held ) 0 of 11 or 0%

Hold: One ( 1 ), ST Holdings: - , Sell: RYU , Buy: -
                          Last     6m      3m     2m   TTM   (R6,R3,R2)  % off  % off  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm AvgRank LR126 LR63 SMA_PO Status: Held
7-Sep-12 RYE US:SE 63.50 -8% 94% 85% 30% 4.0 7.4% -1.7% 5.7% Sell
7-Sep-12 RSP US:LC 52.47 -4% 38% 52% 16% 4.3 5.9% 1.4% 3.5% Sell
7-Sep-12 RYT US:ST 56.24 -15% 52% 123% 23% 4.7 8.7% 1.2% 4.1% Sell
7-Sep-12 RYF US:SF 28.43 -7% 39% 47% 21% 5.3 7.7% 2.4% 3.8% Sell
7-Sep-12 RGI US:SI 56.73 -8% 36% 54% 17% 5.3 5.5% 0.5% 2.5% Sell
7-Sep-12 RYU US:SU 59.76 28% 34% 18% 9% 5.7 -0.3% -1.2% 4.0% Sell
7-Sep-12 RCD US:SD 55.66 -6% 30% 52% 17% 6.0 6.9% 2.9% 3.3% Sell
7-Sep-12 RHS US:SS 69.27 9% 18% 26% 7% 6.0 1.9% 0.8% 3.0% Sell
7-Sep-12 RYH US:SH 76.36 1% 15% 24% 13% 7.7 4.0% 2.2% 2.4% Sell
7-Sep-12 TIP US:FIT 120.91 5% 1% -5% 4% 8.3 -0.3% 0.2% 0.5% Sell
7-Sep-12 RTM US:SM 61.12 -13% 24% 26% 21% 8.7 6.5% 1.8% 0.7% Sell


FIDO_Free Trends and Ranks: RRS
SELL: IF( AvgRank >= 5 or RRS126 < 0 ), BUY: IF( AvgRank < 4 & SMA10 > SMA100 )
COUNTIF( Buy ) 0 of 12 or 0% , COUNTIF( Held ) 2 of 12 or 17%

Hold: Three ( 3 ), ST Holdings: IYR,EMB , Sell: IYR , Buy: -
                            Last     6m      3m     2m   TTM   (R6,R3)  % off  % off  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm AvgRank LR126 LR63 SMA_PO Status: Held
7-Sep-12 EMB GL:FIEM 120.31 14% 28% 14% 8% 4.0 1.4% -0.2% 3.7% HTD 42
7-Sep-12 IDV GL:Div'd 32.37 -7% 55% 63% 20% 5.0 7.8% 1.2% 4.5% Sell
7-Sep-12 IJR US:SCB 78.21 -2% 38% 46% 18% 5.0 7.0% 2.5% 4.2% Sell
7-Sep-12 IVV US:LCB 145.00 2% 37% 46% 13% 5.0 4.9% 1.0% 3.9% Sell
7-Sep-12 IYR US:REIT 66.56 14% 27% 8% 17% 5.0 1.9% 0.5% 3.3% Sell 58
7-Sep-12 EFA GL:DM 53.26 -13% 41% 62% 20% 6.0 8.0% 1.7% 3.1% Sell
7-Sep-12 IJH US:MCB 100.63 -7% 36% 50% 17% 6.5 7.1% 2.5% 3.5% Sell
7-Sep-12 DVY US:Div'd 58.08 7% 21% 11% 9% 7.0 1.6% 0.0% 2.2% Sell
7-Sep-12 LQD US:FIIG 119.93 11% 13% -2% 6% 7.5 -0.5% -0.8% 1.7% Sell
7-Sep-12 HYG US:FIHY 92.53 4% 14% 8% 9% 8.0 1.3% 0.0% 1.8% Sell
7-Sep-12 SCZ GL:SC 38.09 -18% 33% 57% 21% 8.5 8.3% 2.0% 2.1% Sell
7-Sep-12 EEM GL:EM 40.64 -18% 25% 33% 25% 10.5 7.0% 1.1% 0.5% Sell


Shortables Trends and Ranks: RRS
BUY to Cover: IF( AvgRank < 4 or RRS21 > 0 ), SELL Short: IF( AvgRank >= 5 & SMA5 < SMA50 )
COUNTIF( Sell ) 0 of 10 or 0% , COUNTIF( Held ) 0 of 10 or 0%

ST Holdings: - , Sell: - , Buy: -
                           Last     3m     2m     1m   TTM   (R3,R2,R1)  % off  % off  (5,50)           Days
EndD ETF's Class: Price RRS63 RRS42 RRS21 GSDm AvgRank LR63 LR42 SMA_PO Status: Held
7-Sep-12 LQD US:FIIG 119.93 13% -2% 13% 6% 9.3 -0.8% 0.1% 0.4% Buy
7-Sep-12 EEM GL:EM 40.64 25% 33% -35% 25% 8.3 1.1% 0.8% 0.5% HTD
7-Sep-12 HYG US:FIHY 92.53 14% 8% 14% 9% 8.0 0.0% 0.4% 0.7% Buy
7-Sep-12 IYR US:REIT 66.56 27% 8% 44% 17% 6.0 0.5% 1.6% 1.7% Buy
7-Sep-12 IVV US:LCB 145.00 37% 46% 13% 13% 5.0 1.0% 0.7% 2.6% Buy
7-Sep-12 IVW US:LCG 78.04 38% 44% 16% 12% 4.3 0.7% 0.4% 2.5% Buy
7-Sep-12 EFA GL:DM 53.26 41% 62% 3% 20% 4.3 1.7% 0.8% 2.6% Buy
7-Sep-12 IWM US:SCB 84.26 29% 39% 56% 19% 4.3 3.0% 2.6% 3.3% Buy
7-Sep-12 IJH US:MCB 100.63 36% 50% 46% 17% 3.3 2.5% 1.9% 3.7% Buy
7-Sep-12 QQQ US:LCB 69.43 54% 88% 40% 17% 2.0 1.1% -0.2% 4.3% Buy


Notes: Last modified 6/1/2012.
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). 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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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: 33000 of 33150
Subject: Re: ETF Trends & Ranks 2012Q3 Date: 9/14/2012 5:18 PM
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Recommendations: 1
SOLD:
S&P Small Cap 600 (IJR)

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%

Hold: Three ( 3 ), LT 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) Last chg 52w Hi 52w Lo Status: Held
13-Sep-12 FUSEX SP500 51.96 5.5% 4.6% 3.9% 22.6% 20.9% 6 0 49 BUY 44
13-Sep-12 FSEMX DJ M/S 41.17 3.8% 5.1% 5.0% 16.9% 15.9% 4 0 49 BUY 10
13-Sep-12 FFNOX AA 29.72 4.5% 4.5% 3.8% 16.6% 14.6% 6 0 49 BUY
13-Sep-12 FSIIX EAFE 33.67 3.6% 5.6% 5.3% 11.1% 8.2% 5 46 15 BUY 31
13-Sep-12 FBIDX USGB 11.98 1.0% 0.5% -0.1% 4.1% 1.8% 6 7 46 SELL


Taxable_Acct. - Tactical_Asset_Rotation: RRS
SELL: IF( AvgRank >= 4.0 or RRS126 < 0 ), BUY: IF( AvgRank < 3.5 & SMA10 > SMA100 )
COUNTIF( Buy ) 2 of 6 or 33% , COUNTIF( Held ) 1 of 6 or 17%

Hold: Two ( 3 ), LT Holdings: VNQ , Sell: - , Buy: DBC
                           Last     6m      3m     2m   TTM   (R6,R3)  % off  % off  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm AvgRank LR126 LR63 SMA_PO Status: Held
14-Sep-12 DBC GL:Com 29.73 0% 100% 63% 18% 3.0 9.0% 0.4% 7.8% BUY
14-Sep-12 VNQ US:RE 68.76 15% 20% 16% 17% 3.0 2.6% 1.8% 3.6% BUY 38
14-Sep-12 PRF US:LC 63.13 3% 41% 54% 14% 3.5 6.9% 2.7% 5.3% HTD
14-Sep-12 TLT US:FIT 118.30 26% -14% -32% 13% 3.5 -8.8% -4.6% -0.7% HTD
14-Sep-12 PXF GL:DM 35.48 -13% 59% 103% 24% 4.0 13.0% 4.7% 6.2% Sell
14-Sep-12 PGX US:PF 14.79 9% 10% 6% 6% 4.0 -0.1% -0.5% 2.0% Sell


Taxable_Acct. - DowJones Sectors(Rated>7): RRS
SELL: IF( AvgRank >= 5.0 or RRS126 < 0 ), BUY: IF( AvgRank < 4.0 & SMA10 > SMA100 )
COUNTIF( Buy ) 1 of 20 or 5% , COUNTIF( Held ) 1 of 20 or 5%

Hold: Three ( 3 ), ST Holdings: ITB , Sell: - , Buy: -
                           Last     6m      3m     2m   TTM   (R6,R3,R2)  % off  % off  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm AvgRank LR126 LR63 SMA_PO Status: Held
14-Sep-12 ITB US:HB 20.19 68% 112% 189% 27% 1.3 11.4% 7.8% 15.2% BUY 44
14-Sep-12 IYE US:EN 43.91 4% 78% 56% 22% 6.7 9.7% 2.7% 6.9% Sell
14-Sep-12 IEZ US:OES 56.51 -3% 131% 71% 32% 7.0 13.5% 2.7% 7.7% Sell
14-Sep-12 IAK US:INS 33.19 -3% 45% 85% 20% 7.7 8.7% 3.6% 5.3% Sell
14-Sep-12 IYW US:TECH 78.30 -5% 58% 89% 19% 7.7 8.3% 1.8% 5.7% Sell
14-Sep-12 IEO US:OGEP 67.78 -6% 90% 73% 32% 8.0 14.1% 4.6% 7.6% Sell
14-Sep-12 IYY US:TM 73.84 4% 41% 51% 14% 8.7 6.2% 2.2% 5.0% Sell
14-Sep-12 IYF US:FIN 60.83 -2% 40% 65% 20% 9.0 9.5% 4.5% 5.8% Sell
14-Sep-12 IYC US:CS 87.72 12% 36% 55% 11% 9.0 5.0% 2.4% 5.6% Sell
14-Sep-12 IYH US:HC 83.66 17% 28% 31% 10% 9.7 2.4% 1.0% 5.0% Sell
14-Sep-12 IHF US:HCP 67.97 4% 25% 58% 18% 10.7 4.8% 2.0% 5.4% Sell
14-Sep-12 IYJ US:IND 72.67 -2% 38% 47% 17% 11.3 6.6% 2.1% 4.0% Sell
14-Sep-12 IYR US:RE 67.80 16% 25% 20% 16% 11.3 3.1% 1.9% 4.2% Sell
14-Sep-12 IYM US:BM 71.77 -12% 38% 68% 24% 12.0 12.2% 6.1% 4.3% Sell
14-Sep-12 IHE US:PH 89.92 21% 16% 14% 11% 12.0 1.6% 1.5% 4.8% Sell
14-Sep-12 IYK US:CG 75.51 2% 27% 26% 9% 12.7 3.1% 0.4% 2.9% Sell
14-Sep-12 IDU US:UT 89.64 16% 0% -20% 8% 14.7 -2.4% -1.0% 0.1% Sell
14-Sep-12 ITA US:AD 66.60 -6% 22% 34% 15% 15.7 5.5% 1.9% 2.8% Sell
14-Sep-12 SHY US:FIT 84.44 0% 0% 0% 0% 16.0 0.0% 0.0% 0.0% Sell
14-Sep-12 IYT US:TA 93.25 -7% -6% 7% 17% 19.0 3.4% 2.9% -0.3% Sell


IRA_Acct. - FIDO_Balanced Trends and Ranks: RRS
SELL: IF( AvgRank >= 5 or RRS126 < 0 ), BUY: IF( AvgRank < 4 & SMA10 > SMA100 )
COUNTIF( Buy ) 1 of 15 or 7% , COUNTIF( Held ) 1 of 15 or 7%

Hold: Three ( 3 ), ST Holdings: DBA , Sell: - , Buy: -
                            Last     6m      3m     2m   TTM   (R6,R3)  % off  % off  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm AvgRank LR126 LR63 SMA_PO Status: Held
14-Sep-12 DBA GLC:AG 30.76 29% 54% 11% 17% 2.0 2.2% -0.7% 7.0% BUY 36
14-Sep-12 IWD US:LCV 74.12 7% 41% 51% 14% 5.0 6.5% 2.7% 5.4% Sell
14-Sep-12 DBP GLC:PM 61.70 -2% 54% 118% 22% 6.0 11.1% 5.4% 8.1% Sell
14-Sep-12 IYR US:REIT 67.80 16% 25% 20% 16% 6.5 3.1% 1.9% 4.2% Sell
14-Sep-12 IWN US:SCV 76.87 2% 35% 69% 18% 7.0 8.5% 4.6% 5.9% Sell
14-Sep-12 IWF US:LCG 68.14 1% 38% 49% 14% 7.0 5.8% 1.8% 4.5% Sell
14-Sep-12 DBE GLC:ENE 29.53 -14% 135% 89% 24% 7.5 11.3% -0.9% 7.4% Sell
14-Sep-12 ACWX GL:LCB 40.98 -10% 43% 61% 20% 7.5 10.7% 4.3% 4.3% Sell
14-Sep-12 DVY US:DIV 58.54 9% 21% 11% 9% 7.5 1.8% 0.4% 2.7% Sell
14-Sep-12 IWO US:SCG 98.63 0% 32% 66% 20% 8.5 7.8% 3.8% 5.9% Sell
14-Sep-12 SCZ GL:SC 39.64 -14% 42% 77% 21% 9.0 11.2% 4.4% 4.4% Sell
14-Sep-12 AGG US:FIT 111.37 5% 1% -4% 2% 9.5 -0.9% -0.6% 0.4% Sell
14-Sep-12 EEM GL:EM 42.37 -13% 30% 38% 24% 11.0 10.1% 4.3% 2.7% Sell
14-Sep-12 SHY US:FIT 84.44 0% 0% 0% 0% 12.0 0.0% 0.0% 0.0% Sell
14-Sep-12 DBB GLC:BM 20.25 -22% 18% 58% 20% 14.0 15.9% 10.1% 3.4% Sell


IRA_Acct. - S&P Equal Weight Sector ETF's: RRS
SELL: IF(AvgRank >= 3.0 or RRS126 < 0 ), BUY: IF( AvgRank < 2.0 & SMA10 > SMA100 )
COUNTIF( Buy ) 0 of 11 or 0% , COUNTIF( Held ) 0 of 11 or 0%

Hold: One ( 1 ), ST Holdings: - , Sell: - , Buy: -
                           Last     6m      3m     2m   TTM   (R6,R3,R2)  % off  % off  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm AvgRank LR126 LR63 SMA_PO Status: Held
14-Sep-12 RYE US:SE 68.31 1% 103% 86% 29% 3.0 12.7% 3.6% 8.1% Sell
14-Sep-12 RYT US:ST 57.49 -11% 61% 97% 23% 4.7 9.6% 2.0% 5.3% Sell
14-Sep-12 RSP US:LC 53.87 1% 43% 59% 16% 4.7 7.5% 2.9% 5.1% Sell
14-Sep-12 RYF US:SF 29.49 -2% 46% 73% 21% 5.0 10.1% 4.6% 6.1% Sell
14-Sep-12 RCD US:SD 57.45 -2% 39% 75% 17% 5.3 9.0% 4.4% 5.4% Sell
14-Sep-12 RYU US:SU 60.13 30% 32% 10% 9% 6.3 -0.4% -0.9% 4.2% Sell
14-Sep-12 RGI US:SI 58.06 -4% 42% 46% 17% 6.7 6.7% 1.8% 3.8% Sell
14-Sep-12 RHS US:SS 68.78 10% 18% 31% 7% 6.7 0.7% -0.2% 3.2% Sell
14-Sep-12 RYH US:SH 77.13 2% 17% 37% 12% 7.3 4.4% 2.5% 3.5% Sell
14-Sep-12 RTM US:SM 64.29 -9% 32% 44% 21% 8.0 10.6% 5.4% 3.6% Sell
14-Sep-12 TIP US:FIT 121.93 5% 2% -2% 4% 8.3 0.4% 0.9% 0.6% Sell


FIDO_Free Trends and Ranks: RRS
SELL: IF( AvgRank >= 5 or RRS126 < 0 ), BUY: IF( AvgRank < 4 & SMA10 > SMA100 )
COUNTIF( Buy ) 0 of 12 or 0% , COUNTIF( Held ) 1 of 12 or 8%

Hold: Three ( 3 ), ST Holdings: EMB , Sell: IYR , Buy: -
                             Last     6m      3m     2m   TTM   (R6,R3)  % off  % off  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm AvgRank LR126 LR63 SMA_PO Status: Held
14-Sep-12 IDV GL:Div'd 33.47 -1% 61% 75% 21% 4.5 9.6% 3.0% 6.6% Sell
14-Sep-12 EMB GL:FIEM 120.74 17% 25% 16% 8% 4.5 1.1% -0.1% 3.9% HTD 49
14-Sep-12 IJR US:SCB 80.14 2% 43% 72% 18% 5.5 8.1% 3.7% 6.2% Sell
14-Sep-12 IYR US:REIT 67.80 16% 25% 20% 16% 5.5 3.1% 1.9% 4.2% Sell
14-Sep-12 EFA GL:DM 55.15 -8% 50% 74% 20% 6.0 10.2% 3.6% 5.1% Sell
14-Sep-12 IJH US:MCB 102.92 -2% 43% 69% 17% 6.0 8.2% 3.3% 5.4% Sell
14-Sep-12 IVV US:LCB 147.88 5% 41% 47% 13% 6.0 5.9% 2.0% 5.0% Sell
14-Sep-12 DVY US:Div'd 58.54 9% 21% 11% 9% 7.0 1.8% 0.4% 2.7% Sell
14-Sep-12 LQD US:FIIG 119.70 11% 10% -4% 6% 7.5 -0.8% -0.8% 1.6% Sell
14-Sep-12 HYG US:FIHY 93.88 6% 12% 12% 9% 8.0 2.2% 1.2% 2.3% Sell
14-Sep-12 SCZ GL:SC 39.64 -14% 42% 77% 21% 8.5 11.2% 4.4% 4.4% Sell
14-Sep-12 EEM GL:EM 42.37 -13% 30% 38% 24% 9.0 10.1% 4.3% 2.7% Sell


Shortables Trends and Ranks: RRS
BUY to Cover: IF( AvgRank < 4 or RRS21 > 0 ), SELL Short: IF( AvgRank >= 5 & SMA5 < SMA50 )
COUNTIF( Sell ) 0 of 10 or 0% , COUNTIF( Held ) 0 of 10 or 0%

ST Holdings: - , Sell: - , Buy: -
                            Last     3m     2m     1m   TTM   (R3,R2,R1)  % off  % off  (5,50)           Days
EndD ETF's Class: Price RRS63 RRS42 RRS21 GSDm AvgRank LR63 LR42 SMA_PO Status: Held
14-Sep-12 LQD US:FIIG 119.70 10% -4% 15% 6% 10.0 -0.8% 0.1% 0.1% Buy
14-Sep-12 HYG US:FIHY 93.88 12% 12% 30% 9% 8.3 1.2% 1.2% 1.7% Buy
14-Sep-12 EEM GL:EM 42.37 30% 38% 27% 24% 7.3 4.3% 3.9% 4.1% Buy
14-Sep-12 IYR US:REIT 67.80 25% 20% 62% 16% 6.3 1.9% 2.3% 2.5% Buy
14-Sep-12 IVW US:LCG 79.33 40% 43% 34% 12% 5.7 1.5% 1.3% 3.5% Buy
14-Sep-12 IVV US:LCB 147.88 41% 47% 44% 13% 4.7 2.0% 1.7% 4.0% Buy
14-Sep-12 QQQ US:LCB 70.18 56% 77% 25% 17% 3.7 1.2% 0.3% 4.2% Buy
14-Sep-12 IWM US:SCB 86.40 34% 68% 104% 19% 3.7 4.2% 2.8% 5.5% Buy
14-Sep-12 IJH US:MCB 102.92 43% 69% 87% 17% 2.7 3.3% 2.3% 5.3% Buy
14-Sep-12 EFA GL:DM 55.15 50% 74% 56% 20% 2.7 3.6% 2.7% 5.7% Buy


Notes: Last modified 6/1/2012.
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). 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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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: 33001 of 33150
Subject: Re: ETF Trends & Ranks 2012Q3 Date: 9/21/2012 4:49 PM
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Recommendations: 2
SOLD:
PowerShares DB Agriculture Fund (DBA)
JPM Emerging Markets Bond Fund (EMB)

BOUGHT:
PowerShares DB Commodity Index (DBC)

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%

Hold: Three ( 3 ), LT 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) Last chg 52w Hi 52w Lo Status: Held
20-Sep-12 FUSEX SP500 51.98 5.9% 6.1% 4.4% 31.4% 29.4% 7 1 50 BUY 51
20-Sep-12 FSEMX DJ M/S 40.92 4.6% 6.7% 5.3% 30.4% 27.1% 5 1 50 BUY 17
20-Sep-12 FFNOX AA 29.69 5.1% 6.0% 4.3% 24.0% 21.7% 7 1 50 BUY
20-Sep-12 FSIIX EAFE 33.59 4.6% 8.2% 6.1% 20.6% 16.9% 6 47 16 BUY 38
20-Sep-12 FBIDX USGB 11.99 1.0% 0.2% -0.2% 4.3% 0.8% 7 8 47 SELL


Taxable_Acct. - Tactical_Asset_Rotation: RRS
SELL: IF( AvgRank >= 4.0 or RRS126 < 0 ), BUY: IF( AvgRank < 3.5 & SMA10 > SMA100 )
COUNTIF( Buy ) 2 of 6 or 33% , COUNTIF( Held ) 2 of 6 or 33%

Hold: Three ( 3 ), LT Holdings: VNQ,DBC , Sell: - , Buy: DBC
                           Last     6m      3m     2m   TTM   (R6,R3)  % off  % off  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm AvgRank LR126 LR63 SMA_PO Status: Held
21-Sep-12 DBC GL:Com 28.63 6% 76% 50% 18% 3.0 3.6% -3.0% 7.4% BUY 4
21-Sep-12 VNQ US:RE 66.54 16% 17% 18% 17% 3.0 -1.1% -1.6% 3.6% BUY 45
21-Sep-12 PRF US:LC 62.38 8% 47% 58% 14% 3.5 4.2% 0.2% 6.8% HTD
21-Sep-12 TLT US:FIT 121.55 20% -21% -32% 13% 3.5 -5.4% -0.7% -3.0% HTD
21-Sep-12 PXF GL:DM 34.89 -5% 72% 104% 24% 4.0 8.8% 1.0% 9.1% Sell
21-Sep-12 PGX US:PF 14.75 9% 7% 4% 6% 4.0 -0.5% -0.5% 1.7% Sell


Taxable_Acct. - DowJones Sectors(Rated>7): RRS
SELL: IF( AvgRank >= 5.0 or RRS126 < 0 ), BUY: IF( AvgRank < 4.0 & SMA10 > SMA100 )
COUNTIF( Buy ) 1 of 20 or 5% , COUNTIF( Held ) 1 of 20 or 5%

Hold: Three ( 3 ), ST Holdings: ITB , Sell: - , Buy: -
                           Last     6m      3m     2m   TTM   (R6,R3,R2)  % off  % off  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm AvgRank LR126 LR63 SMA_PO Status: Held
21-Sep-12 ITB US:HB 20.57 80% 126% 288% 27% 1.3 10.3% 6.6% 18.3% BUY 51
21-Sep-12 IEZ US:OES 54.38 6% 129% 58% 32% 6.7 6.7% -2.5% 10.6% Sell
21-Sep-12 IEO US:OGEP 65.32 4% 89% 79% 32% 7.0 7.4% -0.5% 10.3% Sell
21-Sep-12 IYE US:EN 43.05 12% 79% 57% 22% 7.0 5.5% -0.5% 9.0% Sell
21-Sep-12 IAK US:INS 32.60 2% 54% 86% 20% 8.0 5.4% 0.2% 6.9% Sell
21-Sep-12 IHF US:HCP 68.80 7% 32% 87% 18% 8.0 5.0% 1.9% 5.9% Sell
21-Sep-12 IYC US:CS 87.74 16% 44% 64% 11% 8.0 3.9% 1.1% 6.7% Sell
21-Sep-12 IYW US:TECH 77.97 0% 70% 84% 19% 8.7 6.3% -0.2% 7.0% Sell
21-Sep-12 IYF US:FIN 59.39 4% 49% 75% 20% 9.3 5.3% 0.5% 7.6% Sell
21-Sep-12 IYY US:TM 73.37 8% 47% 54% 14% 9.3 4.3% 0.4% 6.4% Sell
21-Sep-12 IYH US:HC 85.28 20% 32% 44% 10% 9.3 3.5% 1.9% 6.0% Sell
21-Sep-12 IYM US:BM 69.73 -6% 53% 86% 24% 10.0 7.3% 1.0% 7.4% Sell
21-Sep-12 IHE US:PH 91.20 23% 17% 35% 11% 11.3 2.2% 2.2% 5.6% Sell
21-Sep-12 IYJ US:IND 71.73 2% 44% 45% 17% 12.0 4.0% -0.3% 5.5% Sell
21-Sep-12 IYR US:RE 65.80 18% 21% 22% 16% 12.3 -0.5% -1.2% 4.3% Sell
21-Sep-12 IYK US:CG 75.85 5% 29% 27% 9% 13.7 2.8% 0.2% 3.6% Sell
21-Sep-12 IDU US:UT 89.45 14% -5% -22% 8% 15.3 -2.5% -0.5% -0.2% Sell
21-Sep-12 ITA US:AD 66.17 -3% 26% 39% 15% 15.7 3.9% 0.4% 3.8% Sell
21-Sep-12 SHY US:FIT 84.44 0% 0% 0% 0% 18.0 0.0% 0.0% 0.0% Sell
21-Sep-12 IYT US:TA 87.68 -6% -5% 3% 17% 19.0 -2.7% -3.1% 0.1% Sell


IRA_Acct. - FIDO_Balanced Trends and Ranks: RRS
SELL: IF( AvgRank >= 5 or RRS126 < 0 ), BUY: IF( AvgRank < 4 & SMA10 > SMA100 )
COUNTIF( Buy ) 0 of 15 or 0% , COUNTIF( Held ) 0 of 15 or 0%

Hold: Three ( 3 ), ST Holdings: - , Sell: DBA , Buy: -
                            Last     6m      3m     2m   TTM   (R6,R3)  % off  % off  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm AvgRank LR126 LR63 SMA_PO Status: Held
21-Sep-12 IWD US:LCV 73.42 12% 48% 55% 14% 4.0 4.1% 0.4% 6.9% HTD
21-Sep-12 DBP GLC:PM 61.67 4% 79% 146% 21% 5.5 9.0% 2.5% 9.9% Sell
21-Sep-12 IWN US:SCV 75.93 8% 44% 91% 18% 6.0 5.6% 1.7% 7.7% Sell
21-Sep-12 DBA GLC:AG 29.78 33% 27% 5% 17% 6.0 -1.8% -2.6% 5.6% Sell
21-Sep-12 IWF US:LCG 68.04 5% 46% 52% 14% 6.5 4.4% 0.3% 5.7% Sell
21-Sep-12 IYR US:REIT 65.80 18% 21% 22% 16% 7.0 -0.5% -1.2% 4.3% Sell
21-Sep-12 ACWX GL:LCB 40.41 -4% 55% 66% 20% 7.5 7.3% 1.1% 7.2% Sell
21-Sep-12 DBE GLC:ENE 28.20 -9% 103% 56% 24% 7.5 4.9% -4.9% 6.6% Sell
21-Sep-12 SCZ GL:SC 39.25 -8% 56% 86% 21% 8.0 8.4% 1.4% 7.2% Sell
21-Sep-12 IWO US:SCG 97.86 6% 40% 87% 20% 8.0 5.5% 1.6% 7.2% Sell
21-Sep-12 DVY US:DIV 58.60 11% 20% 15% 9% 8.5 1.4% 0.2% 3.3% Sell
21-Sep-12 EEM GL:EM 41.78 -8% 41% 41% 24% 10.0 7.0% 1.2% 5.7% Sell
21-Sep-12 AGG US:FIT 111.95 4% 0% -3% 2% 11.5 -0.4% 0.1% 0.2% Sell
21-Sep-12 DBB GLC:BM 19.91 -16% 40% 126% 21% 12.0 11.7% 5.1% 7.9% Sell
21-Sep-12 SHY US:FIT 84.44 0% 0% 0% 0% 12.0 0.0% 0.0% 0.0% Sell


IRA_Acct. - S&P Equal Weight Sector ETF's: RRS
SELL: IF(AvgRank >= 3.0 or RRS126 < 0 ), BUY: IF( AvgRank < 2.0 & SMA10 > SMA100 )
COUNTIF( Buy ) 0 of 11 or 0% , COUNTIF( Held ) 0 of 11 or 0%

Hold: One ( 1 ), ST Holdings: - , Sell: - , Buy: -
                           Last     6m      3m     2m   TTM   (R6,R3,R2)  % off  % off  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm AvgRank LR126 LR63 SMA_PO Status: Held
21-Sep-12 RYE US:SE 66.11 10% 104% 80% 29% 2.3 6.7% -1.0% 10.8% HTD
21-Sep-12 RYF US:SF 28.75 4% 55% 85% 21% 4.0 5.6% 0.4% 8.2% Sell
21-Sep-12 RCD US:SD 56.92 3% 53% 100% 17% 4.3 6.4% 1.5% 7.5% Sell
21-Sep-12 RSP US:LC 53.06 6% 50% 62% 16% 5.0 4.5% 0.0% 6.7% Sell
21-Sep-12 RYT US:ST 56.33 -5% 73% 71% 23% 5.7 5.8% -1.5% 6.6% Sell
21-Sep-12 RYU US:SU 59.99 31% 27% 2% 9% 6.7 -1.2% -1.1% 4.2% Sell
21-Sep-12 RYH US:SH 78.09 5% 26% 54% 12% 7.0 4.7% 2.3% 4.9% Sell
21-Sep-12 RHS US:SS 69.22 11% 18% 29% 7% 7.0 0.9% 0.0% 3.2% Sell
21-Sep-12 RTM US:SM 62.77 -4% 42% 63% 21% 7.3 6.5% 1.3% 6.8% Sell
21-Sep-12 RGI US:SI 56.94 0% 48% 43% 17% 7.7 3.5% -1.3% 5.4% Sell
21-Sep-12 TIP US:FIT 121.50 5% 3% 3% 4% 9.0 0.0% 0.4% 0.8% Sell


FIDO_Free Trends and Ranks: RRS
SELL: IF( AvgRank >= 5 or RRS126 < 0 ), BUY: IF( AvgRank < 4 & SMA10 > SMA100 )
COUNTIF( Buy ) 0 of 12 or 0% , COUNTIF( Held ) 0 of 12 or 0%

Hold: Three ( 3 ), ST Holdings: - , Sell: EMB , Buy: -
                             Last     6m      3m     2m   TTM   (R6,R3)  % off  % off  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm AvgRank LR126 LR63 SMA_PO Status: Held
21-Sep-12 IDV GL:Div'd 32.91 6% 67% 72% 20% 4.5 5.9% -0.1% 8.5% HTD
21-Sep-12 EMB GL:FIEM 120.98 18% 23% 17% 7% 4.5 0.7% -0.2% 4.1% HTD
21-Sep-12 IJR US:SCB 78.91 8% 48% 87% 18% 5.5 5.0% 0.7% 7.5% Sell
21-Sep-12 IVV US:LCB 147.17 10% 47% 51% 13% 5.5 4.1% 0.3% 6.4% Sell
21-Sep-12 IYR US:REIT 65.80 18% 21% 22% 16% 5.5 -0.5% -1.2% 4.3% Sell
21-Sep-12 EFA GL:DM 54.55 -1% 62% 76% 20% 6.0 7.1% 0.7% 7.7% Sell
21-Sep-12 IJH US:MCB 100.75 2% 49% 75% 17% 6.5 4.6% -0.1% 6.5% Sell
21-Sep-12 DVY US:Div'd 58.60 11% 20% 15% 9% 6.5 1.4% 0.2% 3.3% Sell
21-Sep-12 SCZ GL:SC 39.25 -8% 56% 86% 21% 7.5 8.4% 1.4% 7.2% Sell
21-Sep-12 LQD US:FIIG 120.80 11% 7% -1% 6% 8.0 -0.1% 0.2% 1.5% Sell
21-Sep-12 EEM GL:EM 41.78 -8% 41% 41% 24% 9.0 7.0% 1.2% 5.7% Sell
21-Sep-12 HYG US:FIHY 93.15 7% 13% 17% 9% 9.0 0.9% 0.1% 2.9% Sell


Shortables Trends and Ranks: RRS
BUY to Cover: IF( AvgRank < 4 or RRS21 > 0 ), SELL Short: IF( AvgRank >= 5 & SMA5 < SMA50 )
COUNTIF( Sell ) 0 of 10 or 0% , COUNTIF( Held ) 0 of 10 or 0%

ST Holdings: - , Sell: - , Buy: -
                            Last     3m     2m     1m   TTM   (R3,R2,R1)  % off  % off  (5,50)           Days
EndD ETF's Class: Price RRS63 RRS42 RRS21 GSDm AvgRank LR63 LR42 SMA_PO Status: Held
21-Sep-12 LQD US:FIIG 120.80 7% -1% 6% 6% 10.0 0.2% 0.7% 0.4% Buy
21-Sep-12 HYG US:FIHY 93.15 13% 17% 34% 9% 9.0 0.1% -0.2% 1.7% Buy
21-Sep-12 IYR US:REIT 65.80 21% 22% 44% 16% 8.0 -1.2% -1.2% 1.6% Buy
21-Sep-12 IVW US:LCG 79.28 45% 47% 78% 12% 5.7 0.3% 0.2% 4.0% Buy
21-Sep-12 EEM GL:EM 41.78 41% 41% 160% 24% 5.0 1.2% 1.2% 4.9% Buy
21-Sep-12 IVV US:LCB 147.17 47% 51% 93% 13% 4.7 0.3% 0.1% 4.2% Buy
21-Sep-12 QQQ US:LCB 70.15 64% 75% 61% 17% 3.7 -0.2% -0.7% 4.9% Buy
21-Sep-12 IJH US:MCB 100.75 49% 75% 108% 17% 3.7 -0.1% -1.1% 4.5% Buy
21-Sep-12 IWM US:SCB 85.50 42% 89% 158% 19% 3.0 1.6% -0.2% 5.6% Buy
21-Sep-12 EFA GL:DM 54.55 62% 76% 147% 20% 2.3 0.7% 0.1% 5.9% Buy


Notes: Last modified 6/1/2012.
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). 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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