No. of Recommendations: 1
SOLD:
*-
BOUGHT:
JPM Emerging Markets Bond Fund (EMB)
Taxable_Acct. - BroadMarket_Asset_Allocation: SMA_PO
SELL: IF( SMA15 < SMA200 & SMA10 < SMA100 ), BUY: IF( SMA5 > SMA50 & SMA10 > SMA100 )
COUNTIF( Buy ) 0 of 5 or 0% , COUNTIF( Held ) 3 of 5 or 60%
LT Hold: Three ( 3 ), Holdings: FUSEX,FSIIX,FSEMX , Sell: - , Buy: -
Last 15/200 10/100 5/50 TTM TTM Weeks Weeks Weeks Days
EndD Ticker Index Price Slow_PO Int_PO Fast_PO NTR Gain(%GL) LastChg H52w L52w Status: Held
13-Dec-12 FSEMX DJ M/S 40.49 3.1% 2.0% 1.9% 19.1% 15.9% 17 13 51 B&H 100
13-Dec-12 FSIIX EAFE 34.47 6.9% 4.5% 3.3% 19.0% 15.2% 18 0 28 B&H 121
13-Dec-12 FUSEX SP500 50.55 2.2% 0.3% 0.8% 18.9% 16.9% 19 13 51 B&H 134
13-Dec-12 FFNOX AA 29.53 3.7% 1.7% 1.4% 16.5% 14.2% 19 13 51 B&H
13-Dec-12 FBIDX USGB 11.91 0.2% -0.3% -0.3% 3.9% 1.1% 19 20 38 SELL
Taxable_Acct. - Tactical_Asset_Rotation: RRS
SELL: IF( AvgRank >= 4.0 or SMA25 < SMA100 ), BUY: IF( AvgRank < 3.5 & Pri > LR126 )
COUNTIF( Buy ) 1 of 6 or 17% , COUNTIF( Held ) 2 of 6 or 33%
LT Hold: Three ( 3 ), Holdings: PRF,PXF , Sell: - , Buy: -
Last 6m 3m 25/100 TTM R6,R3 % off % off 10/50 Days
EndD ETF's Class: Price RRS126 RRS63 PO GSDm AvgRank LR126 LR63 PO Status: Held
14-Dec-12 PXF GL:DM 35.80 33% 5% 2.2% 28% 1.5 0.7% 3.2% 2.9% BUY 56
14-Dec-12 PRF US:LC 62.12 18% -8% 0.1% 16% 3.0 -0.9% 1.9% 0.9% HTD 78
14-Dec-12 TLT US:FIT 123.60 -7% 12% 0.5% 16% 3.5 0.7% -1.3% 0.4% HTD
14-Dec-12 PGX US:PF 14.62 3% -3% -0.4% 6% 3.5 -1.5% -0.7% -0.5% Sell
14-Dec-12 DBC GL:Com 27.55 16% -16% -1.2% 24% 4.5 -3.8% 0.5% -0.7% Sell
14-Dec-12 VNQ US:RE 64.65 -5% -13% -2.1% 17% 5.0 0.1% 1.6% 0.6% 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 14 or 14% , COUNTIF( Held ) 2 of 14 or 14%
ST Hold: Three ( 3 ), Holdings: SCZ,ACWX , 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
14-Dec-12 TLH US:FIT 136.32 -2% 8% -11% 10% 7.5 0.2% -0.9% -0.2% Sell
14-Dec-12 ACWX GL:LCB 41.52 27% 6% 128% 23% 2.5 1.0% 2.9% -0.7% BUY 16
14-Dec-12 SCZ GL:SC 40.25 30% 5% 109% 25% 2.0 0.1% 2.3% -0.7% BUY 51
14-Dec-12 AGG US:FI 111.35 0% -1% -10% 3% 7.5 -0.6% -0.4% 0.0% HTD
14-Dec-12 IWR US:MC 112.08 16% -5% 72% 17% 5.0 -0.6% 1.8% -1.0% Sell
14-Dec-12 DVY US:DIV 57.49 4% -10% 60% 10% 8.0 -0.6% 1.2% -1.2% Sell
14-Dec-12 IYR US:REIT 63.91 -2% -14% 56% 16% 10.0 -0.3% 1.6% -1.1% Sell
14-Dec-12 DBA GLC:AG 28.48 0% -15% -4% 20% 10.0 -2.3% 0.3% -0.5% Sell
14-Dec-12 DBE GLC:ENE 27.25 21% -15% -38% 33% 6.5 -5.0% -0.2% 0.5% Sell
14-Dec-12 IWL US:LC 32.84 10% -17% 61% 16% 8.5 -1.5% 1.8% -1.2% Sell
14-Dec-12 DBP GLC:PM 58.37 30% -18% -24% 25% 6.5 -5.0% -0.3% -0.6% Sell
14-Dec-12 IWM US:SC 82.36 10% -18% 109% 22% 10.0 -0.6% 2.8% -1.6% Sell
14-Dec-12 DBB GLC:BM 19.44 15% -18% 163% 32% 9.5 1.7% 5.4% -1.2% Sell
14-Dec-12 IWC US:Micro 51.03 6% -26% 115% 24% 11.5 -0.7% 3.3% -1.5% 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,EMB , Sell: - , Buy: EMB
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
14-Dec-12 EFA GL:DM 56.08 29% 8% 127% 23% 1.5 0.7% 2.6% -0.9% BUY
14-Dec-12 EEM GL:EM 43.38 24% 7% 142% 27% 3.0 1.7% 3.1% -0.4% BUY 11
14-Dec-12 SCZ GL:SC 40.25 30% 5% 109% 25% 2.0 0.1% 2.3% -0.7% BUY 70
14-Dec-12 EMB GL:FIEM 122.40 15% 5% 18% 8% 5.0 -1.1% 0.0% -0.4% HTD 4
14-Dec-12 IDV GL:Div'd 33.29 26% 4% 114% 23% 4.0 0.0% 2.2% -1.1% Sell
14-Dec-12 LQD US:FIIG 121.13 8% 2% -5% 6% 7.5 -1.4% -0.8% -0.3% Sell
14-Dec-12 HYG US:FIHY 93.26 5% 0% 34% 8% 9.0 0.1% 0.8% -0.6% Sell
14-Dec-12 IJH US:MCB 100.52 17% -1% 85% 19% 6.5 -0.4% 1.6% -1.4% Sell
14-Dec-12 DVY US:Div'd 57.49 4% -10% 60% 10% 10.5 -0.6% 1.2% -1.2% Sell
14-Dec-12 IYR US:REIT 63.91 -2% -14% 56% 16% 11.5 -0.3% 1.6% -1.1% Sell
14-Dec-12 IJR US:SCB 76.29 11% -15% 95% 20% 9.5 -0.9% 2.4% -1.6% Sell
14-Dec-12 IVV US:LCB 142.76 12% -15% 59% 16% 9.5 -1.4% 1.9% -1.1% Sell
14-Dec-12 ONEQ US:LCB 117.26 5% -25% 61% 22% 11.5 -2.2% 2.1% -1.8% 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
14-Dec-12 QQQ US:LCB 64.69 -30% -10% 50% 23% 9.0 2.2% 0.4% -1.9% HTD
14-Dec-12 IVW US:LCG 75.60 -19% -7% 41% 15% 8.7 1.5% 0.5% -1.3% HTD
14-Dec-12 LQD US:FIIG 121.13 2% -6% -5% 6% 7.0 -0.8% -0.2% -0.3% SELL
14-Dec-12 IYR US:REIT 63.91 -14% -5% 56% 16% 6.3 1.6% 0.9% -1.1% HTD
14-Dec-12 IVV US:LCB 142.76 -15% -5% 59% 16% 6.0 1.9% 1.0% -1.1% HTD
14-Dec-12 HYG US:FIHY 93.26 0% 3% 34% 8% 5.7 0.8% 0.5% -0.6% Buy
14-Dec-12 IWM US:SCB 82.36 -18% 1% 109% 22% 5.3 2.8% 1.3% -1.6% Buy
14-Dec-12 IJH US:MCB 100.52 -1% 15% 85% 19% 4.0 1.6% 0.5% -1.4% Buy
14-Dec-12 EEM GL:EM 43.38 7% 23% 142% 27% 1.7 3.1% 2.2% -0.4% Buy
14-Dec-12 EFA GL:DM 56.08 8% 26% 127% 23% 1.3 2.6% 1.5% -0.9% 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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