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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