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.
---------------------------------------------------------------------------------------