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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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