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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 33185  
Subject: Re: ETF Trends & Ranks 2012Q4 Date: 10/26/2012 5:03 PM
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Recommendations: 1
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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