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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 33165  
Subject: ETF Trends & Ranks 2013Q1 Date: 12/28/2012 5:26 PM
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Its been a difficult year for this strategy as well as my MI screens. Last quarter the sector groups were dropped and things rearranged. This seems to have stabalized performance and trading frequency.

Market Total Returns (CAGR ex. YTD)           YTD(ROI)       TTM  Jan-09 TD  Jan-03 TD  StartD  Reference:
Four-in-One Index (FFNOX) 14% 14% 13% 7% Sep-99 BrdMkt_AA
VL Arithmetic Index (.VAY) 15% 15% 22% 12% Apr-84 VL-Screens
S&P 1500 (EqWt: SPY,MDY,IJR) 13% 12% 16% 9% Jan-93 US-Equity
Foreign (EqWt: EFA,EEM) 14% 14% 13% 12% Apr-01 Foreign-Eq
US Bonds (EqWt: AGG,SHY) 0.4% 0.4% 2.7% 3.4% Jul-02 FixedIncome
-----------
My MI Screens - Average Annual IRR (ex. YTD) YTD(ROI) TTM(IRR) Jan-09 TD Jan-03 TD StartD Vested (N)
BroadMarket_AA: SMA_PO 6% 7% 10% 10% Jun-98 88%
ETF's @ WT: RRS_TAR/Balanced 1% 1% 3% 1% Apr-07 60%
ETF's @ IRA: RRS_FIDO_Free 1% 1% 4% 10% Feb-99 94%
ETF Screens Total Return = 3.2% 3.5% 3.2% 6.0% Jun-98 76%


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)

Balanced: ETF's
MSCI ACWI ex US Index (ACWX)
iShares Barclays Aggregate Bonds (AGG)
iShares Russell Top 200 Index (IWL)
iShares Russell MidCap Index (IWR)
iShares Russell 2000 Index (IWM)
iShares Russell Microap Index (IWC)
Dow Jones US Real Estate (IYR)
MSCI EAFE Small Cap Index (SCZ)
iShares Barclays 10-20 Yr Bonds (TLH)
PowerShares DB Agriculture Fund (DBA)
PowerShares DB Base Metals Fund (DBB)
PowerShares DB Energy Fund (DBE)
PowerShares DB Precious Metals Fund (DBP)

IRA_Acct. - 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)
Fidelity Nasdaq Composite Index (ONEQ)

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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