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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 33146  
Subject: Re: ETF Trends & Ranks 2013Q1 Date: 1/4/2013 5:20 PM
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Recommendations: 1
SOLD:
*-
BOUGHT:
iShares Russell MidCap Index (IWR)

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
3-Jan-13 FSIVX EAFE 34.58 5.2% 3.1% 2.1% 22.0% 15.5% 21 0 31 B&H 141
3-Jan-13 FSEVX DJ M/S 41.02 1.6% 0.5% 0.8% 18.5% 13.8% 59 16 30 B&H 120
3-Jan-13 FUSVX SP500 51.67 1.3% 0.3% 1.3% 17.0% 14.0% 61 16 52 B&H 154
3-Jan-13 FFNOX AA 29.68 2.8% 1.5% 1.4% 15.2% 12.9% 60 2 30 B&H
3-Jan-13 FSITX USGB 11.84 0.0% -0.5% -0.4% 3.6% 0.8% 61 23 41 SELL


Taxable_Acct. - Tactical_Asset_Rotation: RRS
SELL: IF( AvgRank >= 4.0 or SMA30 < SMA90 ), BUY: IF( AvgRank < 3.5 & SMA10 > 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 30/90 10/50 Status: Held
4-Jan-13 PXF GL:DM 37.00 34% 36% 28% 1.0 2.0% 2.2% 3.1% 4.3% BUY 76
4-Jan-13 PRF US:LC 64.45 16% 8% 16% 2.0 2.2% 3.3% 1.0% 2.3% BUY 98
4-Jan-13 VNQ US:RE 66.92 -6% 7% 16% 4.0 3.7% 2.5% -0.3% 2.2% Sell
4-Jan-13 DBC GL:Com 27.53 2% -10% 24% 4.5 -1.7% 0.3% -1.3% -0.1% Sell
4-Jan-13 PGX US:PF 14.81 0% -6% 5% 4.5 0.4% 1.1% -0.4% -0.3% Sell
4-Jan-13 TLT US:FIT 118.40 -9% -4% 17% 5.0 -2.4% -3.4% -0.3% -2.0% 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 ) 2 of 13 or 15% , COUNTIF( Held ) 3 of 13 or 23%

ST Hold: Three ( 3 ), Holdings: SCZ,ACWX,IWR , Sell: - , Buy: IWR
                            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
4-Jan-13 ACWX GL:LCB 42.49 28% 31% 49% 23% 1.5 1.7% 1.7% 0.4% BUY 36
4-Jan-13 SCZ GL:SC 41.12 31% 23% 49% 24% 1.5 0.8% 1.7% 0.2% BUY 71
4-Jan-13 DBB GLC:BM 19.12 16% 16% -5% 29% 3.5 -0.8% -0.1% -0.5% HTD
4-Jan-13 IWR US:MC 116.74 15% 14% 48% 16% 4.5 2.7% 3.2% 1.3% HTD 1
4-Jan-13 IWM US:SC 87.24 10% 12% 85% 21% 5.5 4.3% 4.6% 1.4% Sell
4-Jan-13 IYR US:REIT 66.12 -4% 4% 37% 15% 9.0 3.5% 2.8% 1.0% Sell
4-Jan-13 IWC US:Micro 54.18 6% 3% 101% 24% 7.0 4.7% 5.5% 1.3% Sell
4-Jan-13 TLH US:FIT 133.14 -4% -1% -30% 10% 9.5 -1.6% -2.0% -0.2% Sell
4-Jan-13 AGG US:FI 110.79 -1% -4% -9% 3% 9.5 -0.7% -0.3% 0.0% Sell
4-Jan-13 IWL US:LC 33.42 6% -7% 0% 15% 9.5 0.8% 2.7% 1.7% Sell
4-Jan-13 DBE GLC:ENE 27.96 6% -9% 58% 32% 9.5 -0.6% 1.7% -0.5% Sell
4-Jan-13 DBA GLC:AG 27.64 -13% -15% -38% 20% 12.5 -2.2% -1.6% -0.3% Sell
4-Jan-13 DBP GLC:PM 56.57 18% -23% -46% 23% 8.0 -6.2% -0.9% 0.7% 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: , Buy:
                            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
4-Jan-13 EEM GL:EM 44.99 27% 33% 84% 26% 2.0 3.3% 2.9% 0.6% BUY 31
4-Jan-13 EFA GL:DM 57.47 30% 33% 52% 23% 2.0 1.5% 1.5% 0.2% BUY 17
4-Jan-13 SCZ GL:SC 41.12 31% 23% 49% 24% 2.0 0.8% 1.7% 0.2% BUY 90
4-Jan-13 IDV GL:Div'd 33.96 23% 23% 30% 23% 4.0 1.1% 1.5% 0.5% HTD
4-Jan-13 IJH US:MCB 105.38 17% 22% 57% 17% 5.0 3.3% 3.2% 1.5% Sell
4-Jan-13 IJR US:SCB 80.79 10% 15% 83% 19% 6.5 4.1% 4.2% 1.3% Sell
4-Jan-13 HYG US:FIHY 94.00 5% 6% 7% 8% 8.0 0.7% 0.6% 0.3% Sell
4-Jan-13 IYR US:REIT 66.12 -4% 4% 37% 15% 10.5 3.5% 2.8% 1.0% Sell
4-Jan-13 EMB GL:FIEM 122.67 11% 3% 4% 8% 7.5 -0.8% 0.0% -0.1% Sell
4-Jan-13 IVV US:LCB 147.16 8% 0% 26% 15% 9.0 1.7% 3.1% 1.3% Sell
4-Jan-13 DVY US:Div'd 58.86 2% -2% 8% 10% 11.5 2.0% 2.6% 1.5% Sell
4-Jan-13 ONEQ US:LCB 121.97 2% -3% 36% 20% 11.5 2.1% 3.5% 1.1% Sell
4-Jan-13 LQD US:FIIG 120.55 4% -5% -11% 6% 11.5 -1.4% -0.4% -0.1% Sell


Shortables Trends and Ranks: RRS
BUY to Cover: IF( AvgRank < 4.5 or RRS42 > 0 ), SELL Short: IF( AvgRank >= 5.5 & Pri < LR42 )
COUNTIF( Sell ) 1 of 10 or 10% , 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
4-Jan-13 LQD US:FIIG 120.55 -5% -6% -11% 6% 9.3 -0.4% -0.3% -0.1% SELL
4-Jan-13 IVW US:LCG 77.69 -6% 23% 15% 15% 8.3 2.8% 1.0% 1.3% Buy
4-Jan-13 QQQ US:LCB 66.63 -10% 27% 18% 22% 8.0 3.0% 0.6% 1.0% Buy
4-Jan-13 HYG US:FIHY 94.00 6% 19% 7% 8% 7.7 0.6% -0.1% 0.3% Buy
4-Jan-13 IVV US:LCB 147.16 0% 33% 26% 15% 6.0 3.1% 1.1% 1.3% Buy
4-Jan-13 IYR US:REIT 66.12 4% 31% 37% 15% 5.7 2.8% 1.3% 1.0% Buy
4-Jan-13 IJH US:MCB 105.38 22% 54% 57% 17% 3.3 3.2% 1.6% 1.5% Buy
4-Jan-13 EFA GL:DM 57.47 33% 76% 52% 23% 2.7 1.5% -0.2% 0.2% Buy
4-Jan-13 IWM US:SCB 87.24 12% 70% 85% 21% 2.7 4.6% 1.8% 1.4% Buy
4-Jan-13 EEM GL:EM 44.99 33% 80% 84% 26% 1.3 2.9% 1.0% 0.6% 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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