SOLD:
*-
BOUGHT:
MSCI EAFE Small Cap Index (SCZ)

Taxable_Acct. - BroadMarket_Asset_Allocation: SMA_PO
SELL: IF( SMA20 < SMA200 & SMA10 < SMA100 ), BUY: IF( SMA5 > SMA50 & SMA10 > SMA100 )
COUNTIF( Buy ) 4 of 5 or 80% , COUNTIF( Held ) 3 of 5 or 60%
LT Hold: Three ( 3 ), Holdings: FUSEX,FSIIX,FSEMX , Sell: - , Buy: -

                            Last   20/200   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
25-Oct-12  FUSEX    SP500   50.11     4.5%    2.4%    -1.2%  12.0%      10.1%       12      6     48      BUY    86
25-Oct-12  FSEMX    DJ M/S  39.61     2.9%    2.6%    -1.0%   9.0%       5.7%       10      6     48      BUY    52
25-Oct-12  FFNOX    AA      29.04     4.4%    3.1%    -0.3%   7.6%       5.3%       12      6     48      BUY  
25-Oct-12  FBIDX    USGB    11.90     0.7%   -0.4%    -0.5%   5.1%       2.3%       12     13     52     SELL  
25-Oct-12  FSIIX    EAFE    33.17     4.7%    5.2%     0.9%   0.8%      -3.0%       11     52     21      BUY    73

Taxable_Acct. - Tactical_Asset_Rotation: RRS
SELL: IF( AvgRank >= 4.0 or SMA30 < SMA100 ), BUY: IF( AvgRank < 3.5 & Pri > LR126 )
COUNTIF( Buy ) 0 of 6 or 0% , COUNTIF( Held ) 3 of 6 or 50%
LT Hold: Three ( 3 ), Holdings: DBC,PRF,PXF , Sell: - , Buy: -

                           Last     6m      3m     1m   TTM    R6,R3   % off  % off  30/100           Days
  EndD     ETF's  Class:  Price   RRS126  RRS63  RRS21  GSDm  AvgRank  LR126  LR63     PO    Status:  Held
26-Oct-12   PXF   GL:DM    34.26     29%    39%    19%   21%      1.5  -0.6%  -2.2%    5.4%      HTD     8
26-Oct-12   DBC   GL:Com   27.58     30%     5%   -40%   18%      2.0  -4.8%  -3.3%    3.3%      HTD    39
26-Oct-12   PRF   US:LC    61.11     26%    26%    -9%   12%      2.5  -2.3%  -2.7%    3.9%      HTD    30
26-Oct-12   PGX   US:PF    14.80     10%     4%    -1%    5%      4.0  -1.1%  -0.4%    0.8%     Sell  
26-Oct-12   VNQ   US:RE    63.76      8%   -11%    -6%   14%      5.0  -4.2%  -2.1%   -0.4%     Sell  
26-Oct-12   TLT   US:FIT  122.64     -1%   -15%   -24%   12%      6.0  -1.2%   1.1%   -2.2%     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 ) 1 of 15 or 7% , COUNTIF( Held ) 2 of 15 or 13%
ST Hold: Three ( 3 ), Holdings: DBP,SCZ , Sell: - , Buy: SCZ

                             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
26-Oct-12   DBP   GLC:PM     58.92     31%    66%   -54%   21%      1.5  -2.6%  -5.5%   0.4%      HTD    21
26-Oct-12   DBB   GLC:BM     17.96      5%    46%   -75%   23%      7.5  -4.0%  -7.8%   0.3%      HTD  
26-Oct-12   SCZ   GL:SC      39.13     22%    45%    15%   19%      5.5   0.9%  -1.7%  -0.3%      BUY     3
26-Oct-12   IWC   US:Micro   50.77     24%    31%   -47%   17%      3.5  -3.8%  -4.4%  -0.1%      HTD  
26-Oct-12  ACWX   GL:LCB     39.58     23%    29%     3%   18%      5.0  -0.9%  -2.0%  -0.6%     Sell  
26-Oct-12   EEM   GL:EM      41.21     19%    26%    -6%   21%      7.5  -0.5%  -1.8%  -0.6%     Sell  
26-Oct-12   IWM   US:SC      81.14     22%    23%   -33%   16%      7.0  -3.4%  -3.8%  -0.5%     Sell  
26-Oct-12   IWR   US:MC     109.36     19%    19%   -15%   13%      9.0  -2.3%  -2.8%  -0.8%     Sell  
26-Oct-12   IWL   US:LC      32.83     23%    15%   -25%   11%      7.5  -2.8%  -2.6%  -0.4%     Sell  
26-Oct-12   DVY   US:DIV     57.60     15%     7%    -4%    7%     10.5  -1.8%  -1.2%  -0.6%     Sell  
26-Oct-12   DBE   GLC:ENE    27.54     23%     5%   -32%   24%      7.5  -3.6%  -3.3%  -1.1%     Sell  
26-Oct-12   AGG   US:FI     112.03      3%     1%    -4%    2%     13.0  -0.3%   0.0%   0.1%     Sell  
26-Oct-12   IYR   US:REIT    63.29     12%    -6%    -7%   13%     12.5  -3.9%  -2.0%  -1.3%     Sell  
26-Oct-12   TLH   US:FIT    135.32     -1%    -6%   -19%    7%     14.5  -0.7%   0.3%   0.7%     Sell  
26-Oct-12   DBA   GLC:AG     28.81     32%   -16%   -17%   16%      8.0  -5.7%  -0.9%  -0.4%     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 ) 2 of 13 or 15% , COUNTIF( Held ) 3 of 13 or 23%
ST Hold: Three ( 3 ), Holdings: SCZ,EFA,IDV , Sell: IDV , 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
26-Oct-12   SCZ   GL:SC      39.13     22%    45%    15%   19%      3.0   0.9%  -1.7%  -0.3%      BUY    22
26-Oct-12   EFA   GL:DM      53.62     25%    31%    15%   17%      2.0  -0.7%  -1.9%  -0.8%      BUY    22
26-Oct-12   EEM   GL:EM      41.21     19%    26%    -6%   21%      5.5  -0.5%  -1.8%  -0.6%      HTD  
26-Oct-12   IDV   GL:Div'd   32.36     30%    22%    24%   17%      2.5  -1.1%  -1.2%  -0.6%      HTD    22
26-Oct-12   IJH   US:MCB     97.49     17%    18%   -10%   14%      7.0  -2.1%  -2.7%  -0.7%     Sell  
26-Oct-12   EMB   GL:FIEM   121.80     24%    18%    17%    7%      4.5  -1.2%  -0.8%  -0.8%     Sell  
26-Oct-12   IJR   US:SCB     74.89     21%    17%   -33%   15%      6.5  -3.5%  -3.6%  -0.3%     Sell  
26-Oct-12   IVV   US:LCB    141.93     24%    16%   -25%   11%      6.0  -3.1%  -2.9%  -0.7%     Sell  
26-Oct-12   LQD   US:FIIG   122.64     13%    12%    12%    5%     10.0   0.0%   0.1%  -0.2%     Sell  
26-Oct-12  ONEQ   US:LCB    117.84     21%     8%   -47%   15%      8.5  -4.2%  -3.6%   0.2%     Sell  
26-Oct-12   DVY   US:Div'd   57.60     15%     7%    -4%    7%     10.5  -1.8%  -1.2%  -0.6%     Sell  
26-Oct-12   HYG   US:FIHY    92.48     11%     7%    14%    7%     12.5  -1.0%  -0.6%  -0.6%     Sell  
26-Oct-12   IYR   US:REIT    63.29     12%    -6%    -7%   13%     12.5  -3.9%  -2.0%  -1.3%     Sell  

Shortables Trends and Ranks: RRS
BUY to Cover: IF( AvgRank < 4.5 or RRS21 > 0 ), SELL Short: IF( AvgRank >= 5.5 & Pri < LR63 )
COUNTIF( Sell ) 6 of 10 or 60% , 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
26-Oct-12   QQQ   US:LCB    65.35     3%   -26%   -52%   16%       9.7  -4.0%  -1.8%   0.1%     SELL  
26-Oct-12   IYR   US:REIT   63.29    -6%   -23%    -7%   13%       8.0  -2.0%  -0.8%  -1.3%     SELL  
26-Oct-12   IVW   US:LCG    75.70    11%    -8%   -35%   10%       7.3  -3.1%  -2.0%  -0.5%     SELL  
26-Oct-12   IWM   US:SCB    81.14    23%   -11%   -33%   16%       6.3  -3.8%  -1.8%  -0.5%     SELL  
26-Oct-12   IJH   US:MCB    97.49    18%    -9%   -10%   14%       5.7  -2.7%  -1.0%  -0.7%     SELL  
26-Oct-12   IVV   US:LCB   141.93    16%     0%   -25%   11%       5.7  -2.9%  -1.9%  -0.7%     SELL  
26-Oct-12   HYG   US:FIHY   92.48     7%     1%    14%    7%       4.7  -0.6%  -0.3%  -0.6%      Buy  
26-Oct-12   LQD   US:FIIG  122.64    12%    19%    12%    5%       4.0   0.1%  -0.3%  -0.2%      Buy  
26-Oct-12   EEM   GL:EM     41.21    26%    33%    -6%   21%       2.3  -1.8%  -2.1%  -0.6%      Buy  
26-Oct-12   EFA   GL:DM     53.62    31%    19%    15%   17%       1.3  -1.9%  -1.3%  -0.8%      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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