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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 33183  
Subject: Re: ETF Trends & Ranks 2013Q1 Date: 1/18/2013 5:09 PM
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Recommendations: 2
SOLD:
*-
BOUGHT:
iShares Russell 2000 Index (IWM)

Taxable_Acct. - BroadMarket_Asset_Allocation: SMA_PO
SELL: IF( SMA40 < SMA200 & SMA20 < SMA100 ), BUY: IF( SMA10 > SMA50 & SMA20 > SMA100 )
COUNTIF( Buy ) 0 of 5 or 0% , COUNTIF( Held ) 3 of 5 or 60%

LT Hold: Three ( 3 ), Holdings: FUSVX,FSIVX,FSEVX , Sell: - , Buy: -
                            Last   SlowPO  IntPO   FastPO   TTM      TTM      Weeks   Weeks  Weeks           Days
EndD Ticker Index Price 40/200 20/100 10/50 NTR Gain(%GL) LastChg H52w L52w Status: Held
17-Jan-13 FSIVX EAFE 35.27 6.7% 3.4% 2.9% 20.1% 13.6% 23 0 33 B&H 155
17-Jan-13 FSEVX DJ M/S 41.99 3.3% 1.7% 3.7% 16.2% 11.5% 61 0 32 B&H 134
17-Jan-13 FUSVX SP500 52.47 2.8% 1.4% 3.2% 14.8% 12.7% 63 0 33 B&H 168
17-Jan-13 FSRRX SRR 9.73 1.0% -0.8% -0.1% 7.6% 4.4% 27 18 33 B&H
17-Jan-13 FSITX USAB 11.84 -0.3% -0.7% -0.5% 3.4% 0.6% 1 25 43 SELL


Taxable_Acct. - Tactical_Asset_Rotation: RRS
SELL: IF( AvgRank >= 4.0 or SMA30 < SMA100 ), BUY: IF( AvgRank < 3.5 & SMA15 > SMA50 )
COUNTIF( Buy ) 2 of 6 or 33% , COUNTIF( Held ) 2 of 6 or 33%

LT Hold: Three ( 3 ), Holdings: PRF,PXF , Sell: - , Buy: -
                           Last     6m      3m   TTM    R6,R3   % off  % off  SlowPO  FastPO`           Days
EndD ETF's Class: Price RRS126 RRS63 GSDm AvgRank LR126 LR63 30/100 15/50 Status: Held
18-Jan-13 PXF GL:DM 37.51 35% 56% 26% 1.0 1.8% 0.5% 4.8% 4.3% BUY 90
18-Jan-13 PRF US:LC 65.37 16% 29% 15% 2.0 2.7% 1.9% 2.3% 3.2% BUY 112
18-Jan-13 VNQ US:RE 68.09 -3% 24% 15% 3.5 4.3% 1.8% 1.0% 2.8% HTD
18-Jan-13 PGX US:PF 14.86 0% -1% 5% 4.0 0.6% 0.8% -0.2% 0.5% Sell
18-Jan-13 DBC GL:Com 27.98 -4% 0% 23% 4.5 0.9% 1.1% -1.4% 0.1% Sell
18-Jan-13 TLT US:FIT 120.04 -9% -13% 17% 6.0 -0.5% -0.4% -1.4% -2.5% Sell


Taxable_Acct. - Balanced Trends and Ranks: RRS
SELL: IF( RRS63_Rank >= 5 or RRS126 < 0 ), BUY: IF( RRS63_Rank < 4 & RRS21 > 0 )
COUNTIF( Buy ) 3 of 13 or 23% , COUNTIF( Held ) 4 of 13 or 31%

ST Hold: Three ( 3 ), Holdings: SCZ,ACWX,IWR,IWM , Sell: IWR , Buy: IWM
                             Last     6m      3m     1m   TTM    R6,R3   % off  % off  % off           Days
EndD ETF's Class: Price RRS126 RRS63 RRS21 GSDm AvgRank LR126 LR63 LR21 Status: Held
18-Jan-13 ACWX GL:LCB 42.87 28% 45% 49% 22% 1.5 1.4% 0.3% -0.1% BUY 50
18-Jan-13 IWM US:SC 88.57 14% 45% 118% 20% 3.5 4.1% 2.1% -0.4% BUY 3
18-Jan-13 SCZ GL:SC 42.01 32% 41% 87% 22% 2.0 1.5% 1.1% -0.5% BUY 85
18-Jan-13 IWC US:Micro 54.57 11% 40% 117% 22% 5.0 3.6% 1.7% -0.9% HTD
18-Jan-13 IWR US:MC 118.71 16% 36% 97% 16% 4.0 3.2% 1.9% -0.1% Sell 15
18-Jan-13 DBB GLC:BM 18.92 14% 30% -21% 27% 5.0 -1.8% -2.3% 0.2% Sell
18-Jan-13 IYR US:REIT 67.38 -1% 22% 85% 14% 8.5 4.3% 2.1% -0.1% Sell
18-Jan-13 IWL US:LC 33.79 4% 10% 74% 15% 8.0 1.9% 1.8% -0.2% Sell
18-Jan-13 DBE GLC:ENE 28.61 0% 8% 39% 32% 9.0 2.4% 2.1% 0.6% Sell
18-Jan-13 AGG US:FI 110.93 -2% -5% -2% 3% 10.5 -0.3% 0.1% 0.1% Sell
18-Jan-13 TLH US:FIT 134.07 -4% -7% -14% 10% 11.5 -0.5% -0.4% 0.5% Sell
18-Jan-13 DBA GLC:AG 27.87 -16% -18% -17% 20% 12.5 0.0% 0.3% 0.6% Sell
18-Jan-13 DBP GLC:PM 57.88 8% -18% 29% 22% 10.0 -2.5% 1.6% 0.5% Sell


IRA_Acct. - FIDO_Free Trends and Ranks: RRS
SELL: IF( RRS63_Rank >= 5 or RRS126 < 0 ), BUY: IF( RRS63_Rank < 4 & RRS21 > 0 )
COUNTIF( Buy ) 3 of 13 or 23% , COUNTIF( Held ) 3 of 13 or 23%

ST Hold: Three ( 3 ), Holdings: SCZ,EEM,EFA , Sell: SCZ , Buy: IJR
                             Last     6m      3m     1m   TTM    R6,R3   % off  % off  % off           Days
EndD ETF's Class: Price RRS126 RRS63 RRS21 GSDm AvgRank LR126 LR63 LR21 Status: Held
18-Jan-13 EEM GL:EM 44.78 28% 49% 47% 23% 2.0 1.4% 0.0% -0.5% BUY 45
18-Jan-13 EFA GL:DM 58.15 30% 47% 52% 21% 2.0 1.4% 0.3% -0.2% BUY 31
18-Jan-13 IJR US:SCB 82.03 14% 44% 109% 19% 4.5 4.2% 2.1% -0.1% BUY
18-Jan-13 IJH US:MCB 107.04 19% 43% 107% 16% 4.5 3.3% 1.6% -0.3% HTD
18-Jan-13 SCZ GL:SC 42.01 32% 41% 87% 22% 3.0 1.5% 1.1% -0.5% Sell 104
18-Jan-13 IDV GL:Div'd 34.60 22% 37% 66% 22% 5.0 2.0% 1.0% -0.1% Sell
18-Jan-13 IYR US:REIT 67.38 -1% 22% 85% 14% 10.0 4.3% 2.1% -0.1% Sell
18-Jan-13 ONEQ US:LCB 123.01 1% 22% 67% 19% 10.0 2.6% 1.3% -0.5% Sell
18-Jan-13 IVV US:LCB 149.13 7% 20% 75% 15% 8.5 2.6% 1.8% -0.1% Sell
18-Jan-13 HYG US:FIHY 94.72 5% 11% 20% 8% 9.5 1.0% 0.5% 0.0% Sell
18-Jan-13 DVY US:Div'd 59.25 2% 11% 48% 10% 11.0 2.4% 1.6% 0.2% Sell
18-Jan-13 EMB GL:FIEM 122.20 9% 2% -10% 8% 9.5 -1.0% -0.2% 0.3% Sell
18-Jan-13 LQD US:FIIG 120.67 3% -6% -5% 6% 11.5 -1.0% 0.1% 0.0% Sell


Shortables Trends and Ranks: RRS
BUY to Cover: IF( AvgRank < 4.5 or RRS21 > 0 ), SELL Short: IF( AvgRank >= 5.5 & Pri < LR42 )
COUNTIF( Sell ) 0 of 10 or 0% , COUNTIF( Held ) 0 of 10 or 0%

Holdings: - , Sell: - , Buy: -
                            Last     3m     2m     1m   TTM   R3,R2,R1  % off  % off  % off           Days
EndD ETF's Class: Price RRS63 RRS42 RRS21 GSDm AvgRank LR63 LR42 LR21 Status: Held
18-Jan-13 LQD US:FIIG 120.67 -6% -7% -5% 6% 10.0 0.1% 0.1% 0.0% HTD
18-Jan-13 HYG US:FIHY 94.72 11% 16% 20% 8% 9.0 0.5% 0.1% 0.0% Buy
18-Jan-13 QQQ US:LCB 67.07 13% 26% 51% 21% 7.7 1.1% 0.1% -0.5% Buy
18-Jan-13 IVW US:LCG 78.51 13% 26% 67% 14% 6.3 1.6% 0.7% -0.3% Buy
18-Jan-13 IVV US:LCB 149.13 20% 39% 75% 15% 5.3 1.8% 0.6% -0.1% Buy
18-Jan-13 IYR US:REIT 67.38 22% 50% 85% 14% 4.3 2.1% 0.6% -0.1% Buy
18-Jan-13 EFA GL:DM 58.15 47% 62% 52% 21% 4.0 0.3% -0.5% -0.2% Buy
18-Jan-13 EEM GL:EM 44.78 49% 75% 47% 23% 3.7 0.0% -1.2% -0.5% Buy
18-Jan-13 IJH US:MCB 107.04 43% 68% 107% 16% 3.0 1.6% 0.5% -0.3% Buy
18-Jan-13 IWM US:SCB 88.57 45% 88% 118% 20% 1.7 2.1% 0.2% -0.4% Buy


Notes: Last modified 9/28/2012.
Universe: Selected ETF's from Fidelity's List with at least 1-year of history. Non-traditional ETFs/ETNs/Holders are excluded.
Strategy / Conditions: ---------------------------------------------------------------------------------------
1) Apply a mechanical trend analysis model for trading ETF's that outperforms a buy and hold strategy.
2) Each group Backtested with DAILY data. http://www.etfscreen.com
3) The Regression Relative Strength (RRSx) is the Log-price regression SLOPE of each ETF, then Annualized.
4) The final sort is the RRSx Ranks, where R6, R3, R2 or R1 are rankings of monthly lookback periods.
5) LRxx is the last price on Linear Regression Trend line - TREND(). 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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