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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 33140  
Subject: Re: ETF Trends & Ranks 2012Q4 Date: 10/5/2012 4:54 PM
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Recommendations: 2
SOLD:
*-
BOUGHT:
MSCI EAFE Small Cap (SCZ)
MSCI EAFE (EFA)
DJ International Select Dividend (IDV)
PowerShares DB Precious Metals (DBP)
iShares DowJones US Telecommunications (IYZ)

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%

Hold: Three ( 3 ), LT 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
4-Oct-12 FUSEX SP500 52.06 6.5% 5.4% 2.3% 27.5% 25.5% 9 3 52 BUY 65
4-Oct-12 FSEMX DJ M/S 40.68 5.2% 5.0% 2.1% 25.6% 22.3% 7 3 52 BUY 31
4-Oct-12 FFNOX AA 29.64 5.8% 5.2% 2.0% 20.2% 17.9% 9 3 45 BUY
4-Oct-12 FSIIX EAFE 33.32 5.9% 6.9% 2.2% 13.9% 10.1% 8 49 18 BUY 52
4-Oct-12 FBIDX USGB 12.03 1.0% 0.6% 0.4% 5.9% 2.4% 9 10 49 SELL


Taxable_Acct. - Tactical_Asset_Rotation: RRS
SELL: IF( AvgRank >= 4.0 or RRS126 < 0 ), BUY: IF( AvgRank < 3.5 & SMA10 > SMA100 )
COUNTIF( Buy ) 2 of 6 or 33% , COUNTIF( Held ) 2 of 6 or 33%

Hold: Three ( 3 ), LT Holdings: DBC,PRF , Sell: VNQ , Buy: -
                          Last     6m      3m     1m   TTM    R6,R3   6m,3m   % off  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS21 GSDm AvgRank AvgRRS LR126 SMA_PO Status: Held
5-Oct-12 PRF US:LC 62.69 17% 46% 1% 13% 2.0 32% 2.6% 5.4% BUY 9
5-Oct-12 DBC GL:Com 28.54 17% 38% -31% 18% 2.0 27% 0.9% 5.1% BUY 18
5-Oct-12 PXF GL:DM 34.62 10% 74% -12% 22% 3.5 42% 4.5% 6.8% HTD
5-Oct-12 VNQ US:RE 65.17 13% -1% -53% 15% 4.0 6% -2.8% -0.4% Sell
5-Oct-12 PGX US:PF 14.88 10% 4% 0% 5% 4.5 7% -0.1% 1.4% Sell
5-Oct-12 TLT US:FIT 121.15 10% -24% 19% 13% 5.0 -7% -4.5% -1.5% Sell


Taxable_Acct. - DowJones Sectors: RRS To Be REPLACED BY Balanced
SELL: IF( AvgRank >= 5.0 or RRS126 < 0 ), BUY: IF( AvgRank < 4.0 & SMA10 > SMA100 )
COUNTIF( Buy ) 2 of 24 or 8% , COUNTIF( Held ) 2 of 24 or 8%

Hold: Three ( 3 ), ST Holdings: ITB,IYZ , Sell: - , Buy: IYZ
                          Last     6m      3m     2m   TTM   R6,R3,R2  6m,3m,2m  % off  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm AvgRank AvgRRS LR126 SMA_PO Status: Held
5-Oct-12 ITB US:HB 20.50 95% 158% 208% 25% 1.0 154% 5.4% 16.2% BUY 65
5-Oct-12 IYZ US:TEL 25.76 53% 74% 65% 13% 3.3 64% 1.3% 9.8% BUY 3
5-Oct-12 IYG US:FS 57.79 13% 72% 82% 24% 6.3 56% 6.2% 7.8% Sell
5-Oct-12 IEO US:OGEP 63.51 20% 62% 33% 27% 8.3 38% 1.0% 6.9% Sell
5-Oct-12 IHF US:HCP 70.02 18% 47% 66% 16% 9.0 44% 4.1% 7.0% Sell
5-Oct-12 IYH US:HC 86.68 27% 40% 57% 9% 9.7 41% 3.0% 6.6% Sell
5-Oct-12 IAT US:RB 26.17 16% 48% 64% 18% 10.0 42% 3.9% 6.2% Sell
5-Oct-12 IHI US:MD 69.65 9% 55% 72% 17% 10.3 45% 4.3% 6.3% Sell
5-Oct-12 IYC US:CS 87.95 22% 47% 48% 10% 10.3 39% 2.3% 5.7% Sell
5-Oct-12 IYE US:EN 42.15 24% 53% 26% 19% 10.3 35% 0.7% 6.4% Sell
5-Oct-12 IAI US:BD 22.61 -4% 57% 68% 25% 11.0 40% 4.8% 4.1% Sell
5-Oct-12 IYF US:FIN 59.92 14% 50% 52% 19% 11.3 39% 3.8% 5.7% Sell
5-Oct-12 IAK US:INS 33.00 11% 57% 40% 17% 11.7 36% 4.5% 5.4% Sell
5-Oct-12 IHE US:PH 91.15 28% 21% 48% 10% 11.7 32% 0.7% 4.6% Sell
5-Oct-12 IYW US:TECH 75.43 11% 59% 18% 18% 13.0 29% 0.6% 4.5% Sell
5-Oct-12 IEZ US:OES 51.02 17% 55% -2% 28% 13.0 24% -2.0% 4.7% Sell
5-Oct-12 IYY US:TM 72.96 16% 42% 30% 12% 14.0 29% 1.8% 4.8% Sell
5-Oct-12 IYM US:BM 68.35 3% 53% 34% 21% 15.3 30% 3.1% 4.3% Sell
5-Oct-12 IYJ US:IND 71.65 10% 39% 17% 15% 18.0 22% 2.2% 3.8% Sell
5-Oct-12 IYR US:RE 64.69 16% 5% 4% 14% 18.3 8% -2.2% 0.7% Sell
5-Oct-12 ITA US:AD 66.36 4% 28% 17% 14% 19.7 16% 2.7% 3.1% Sell
5-Oct-12 IYK US:CG 76.03 9% 23% 15% 8% 20.0 16% 1.9% 2.9% Sell
5-Oct-12 IDU US:UT 90.32 12% -12% -11% 8% 20.7 -4% -1.3% -0.1% Sell
5-Oct-12 IYT US:TA 89.73 -7% -11% -21% 13% 23.7 -13% 0.2% -2.8% Sell


Taxable_Acct. - Balanced Trends and Ranks: RRS Swap From IRA_Acct. to replace DJ Sector screen
SELL: IF( RRS63_Rank >= 5 or RRS126 < 0 ), BUY: IF( RRS63_Rank < 4 & RRS21 > 0 )
COUNTIF( Buy ) 2 of 15 or 13% , COUNTIF( Held ) 1 of 15 or 7%

Hold: Three ( 3 ), ST Holdings: DBP , Sell: - , Buy: DBP
                           Last     6m      3m     1m   TTM    R6,R3   6m,3m   % off  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS21 GSDm AvgRank AvgRRS LR126 SMA_PO Status: Held
5-Oct-12 DBP GLC:PM 61.81 17% 107% 40% 21% 2.0 62% 5.5% 9.6% BUY 0
5-Oct-12 DBB GLC:BM 19.70 -4% 74% 30% 22% 8.5 35% 7.0% 7.7% Sell
5-Oct-12 SCZ GL:SC 39.37 3% 66% 15% 20% 7.5 34% 5.7% 6.6% BUY
5-Oct-12 ACWX GL:LCB 40.25 8% 56% 7% 19% 6.5 32% 4.1% 6.1% HTD
5-Oct-12 IWN US:SCV 74.75 17% 48% -16% 16% 4.5 33% 1.7% 5.3% Sell
5-Oct-12 DBE GLC:ENE 28.33 3% 47% -39% 24% 8.0 25% 2.8% 4.6% Sell
5-Oct-12 EEM GL:EM 41.95 3% 45% 29% 22% 10.0 24% 4.7% 5.7% Sell
5-Oct-12 IWO US:SCG 96.08 15% 45% -20% 17% 7.0 30% 1.3% 4.9% Sell
5-Oct-12 IWD US:LCV 73.45 20% 44% -2% 13% 5.5 32% 2.1% 5.3% Sell
5-Oct-12 IWF US:LCG 67.62 12% 41% -3% 12% 9.0 27% 2.0% 4.4% Sell
5-Oct-12 DVY US:DIV 58.60 13% 13% -4% 8% 9.0 13% 0.6% 2.4% Sell
5-Oct-12 IYR US:REIT 64.69 16% 5% -47% 14% 8.5 10% -2.2% 0.7% Sell
5-Oct-12 SHY US:FIT 84.42 0% 0% 0% 0% 13.5 0% 0.0% 0.0% Sell
5-Oct-12 AGG US:FIT 111.86 3% -1% 7% 2% 12.5 1% -0.5% 0.5% Sell
5-Oct-12 DBA GLC:AG 29.13 36% -2% -44% 17% 8.0 17% -4.7% 1.9% Sell


IRA_Acct. - FIDO_Free Trends and Ranks: RRS Swap From FIDO_screen to replace IRA screens
SELL: IF( RRS63_Rank >= 5 or RRS126 < 0 ), BUY: IF( RRS63_Rank < 4 & RRS21 > 0 )
COUNTIF( Buy ) 1 of 13 or 8% , COUNTIF( Held ) 3 of 13 or 23%

Hold: Three ( 3 ), ST Holdings: SCZ,EFA,IDV , Sell: - , Buy: SCZ,EFA,IDV
                            Last     6m      3m     1m   TTM    R6,R3   6m,3m   % off  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS21 GSDm AvgRank AvgRRS LR126 SMA_PO Status: Held
5-Oct-12 SCZ GL:SC 39.37 3% 66% 15% 20% 6.5 34% 5.7% 6.6% BUY 1
5-Oct-12 EFA GL:DM 54.14 10% 60% -5% 19% 5.5 35% 3.6% 6.1% HTD 1
5-Oct-12 IDV GL:Div'd 32.43 17% 52% -30% 19% 3.0 34% 2.0% 5.2% HTD 1
5-Oct-12 ONEQ US:LCB 123.49 16% 50% -9% 15% 5.0 33% 1.5% 5.0% HTD
5-Oct-12 IJR US:SCB 77.50 16% 46% -27% 16% 4.5 31% 1.0% 4.8% Sell
5-Oct-12 EEM GL:EM 41.95 3% 45% 29% 22% 9.5 24% 4.7% 5.7% Sell
5-Oct-12 IJH US:MCB 99.65 10% 43% -30% 15% 8.5 26% 1.8% 3.9% Sell
5-Oct-12 IVV US:LCB 146.70 17% 42% -1% 12% 5.0 30% 1.8% 4.9% Sell
5-Oct-12 EMB GL:FIEM 121.63 20% 17% 11% 7% 5.0 19% 0.2% 3.8% Sell
5-Oct-12 DVY US:Div'd 58.60 13% 13% -4% 8% 8.5 13% 0.6% 2.4% Sell
5-Oct-12 HYG US:FIHY 92.46 9% 9% -17% 8% 11.0 9% -0.3% 1.5% Sell
5-Oct-12 LQD US:FIIG 121.54 11% 5% 27% 6% 10.0 8% 0.0% 2.2% Sell
5-Oct-12 IYR US:REIT 64.69 16% 5% -47% 14% 9.0 10% -2.2% 0.7% Sell


Shortables Trends and Ranks: RRS
BUY to Cover: IF( AvgRank < 4 or RRS21 > 0 ), SELL Short: IF( AvgRank >= 5 & SMA5 < SMA50 )
COUNTIF( Sell ) 2 of 10 or 20% , COUNTIF( Held ) 0 of 10 or 0%

ST Holdings: - , Sell: - , Buy: -
                           Last     3m     2m     1m   TTM   R3,R2,R1  3m,2m,1m  % off  (5,50)           Days
EndD ETF's Class: Price RRS63 RRS42 RRS21 GSDm AvgRank AvgRRS LR42 SMA_PO Status: Held
5-Oct-12 IYR US:REIT 64.69 5% 4% -47% 14% 10.0 -13% -1.4% -1.5% SELL
5-Oct-12 HYG US:FIHY 92.46 9% 10% -17% 8% 8.0 1% -0.6% -0.1% SELL
5-Oct-12 LQD US:FIIG 121.54 5% 15% 27% 6% 6.3 16% 0.0% 1.2% Buy
5-Oct-12 IJH US:MCB 99.65 43% 30% -30% 15% 6.0 14% -1.1% 1.1% HTD
5-Oct-12 IVW US:LCG 78.72 39% 27% 0% 11% 5.3 22% -0.4% 1.6% HTD
5-Oct-12 QQQ US:LCB 68.98 56% 24% -9% 16% 5.0 23% -1.1% 1.3% HTD
5-Oct-12 IVV US:LCB 146.70 42% 30% -1% 12% 5.0 24% -0.2% 1.9% HTD
5-Oct-12 IWM US:SCB 84.11 47% 50% -18% 17% 4.0 26% -1.6% 2.2% HTD
5-Oct-12 EFA GL:DM 54.14 60% 41% -5% 19% 2.7 32% -0.5% 2.2% Buy
5-Oct-12 EEM GL:EM 41.95 45% 35% 29% 22% 2.7 36% 0.5% 3.1% 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 Average of 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(days). 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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