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Recommendations: 3
SOLD: *- BOUGHT: MSCI Emerging Markets (EEM)
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 6-Dec-12 FSEMX DJ M/S 40.34 1.7% 1.5% 1.1% 16.8% 13.5% 16 12 50 B&H 93 6-Dec-12 FUSEX SP500 50.32 1.3% 0.0% -0.3% 16.6% 14.7% 18 12 50 B&H 127 6-Dec-12 FSIIX EAFE 34.19 5.1% 4.0% 2.8% 14.6% 10.9% 17 0 27 B&H 114 6-Dec-12 FFNOX AA 29.42 2.7% 1.4% 0.8% 14.2% 11.9% 18 12 50 B&H 6-Dec-12 FBIDX USGB 11.97 0.3% -0.2% 0.0% 4.6% 1.8% 18 19 37 SELL
Taxable_Acct. - Tactical_Asset_Rotation: RRS SELL: IF( AvgRank >= 4.0 or SMA25 < SMA100 ), BUY: IF( AvgRank < 3.5 & Pri > LR126 ) COUNTIF( Buy ) 0 of 6 or 0% , 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 7-Dec-12 PXF GL:DM 35.29 33% -1% 2.0% 28% 1.5 -0.2% 2.9% 2.0% HTD 49 7-Dec-12 TLT US:FIT 124.43 -7% 13% 0.3% 16% 3.5 1.2% -0.7% 0.9% HTD 7-Dec-12 PRF US:LC 62.07 19% -11% 0.1% 16% 3.5 -0.9% 2.3% 0.1% HTD 71 7-Dec-12 PGX US:PF 14.73 4% -3% -0.1% 6% 3.5 -1.0% -0.1% -0.3% Sell 7-Dec-12 DBC GL:Com 27.61 22% -18% -1.3% 24% 3.5 -4.3% 0.6% -0.3% Sell 7-Dec-12 VNQ US:RE 65.21 -3% -20% -2.3% 17% 5.5 0.5% 3.1% -0.1% 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 15 or 13% , COUNTIF( Held ) 2 of 15 or 13% ST Hold: Three ( 3 ), Holdings: SCZ,ACWX , Sell: - , Buy: EEM
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 7-Dec-12 TLH US:FIT 137.16 -2% 9% -6% 9% 8.0 0.8% -0.3% -0.1% Sell 7-Dec-12 EEM GL:EM 42.78 24% 3% 86% 27% 3.5 0.9% 2.7% 0.6% BUY 7-Dec-12 SCZ GL:SC 39.79 31% 2% 104% 25% 2.5 -0.5% 1.9% -0.5% BUY 44 7-Dec-12 ACWX GL:LCB 40.93 27% 1% 118% 23% 4.0 0.1% 2.4% -0.5% HTD 9 7-Dec-12 AGG US:FI 111.66 1% 0% -5% 3% 9.0 -0.4% -0.3% -0.1% Sell 7-Dec-12 IWR US:MC 111.97 17% -10% 76% 17% 6.0 -0.6% 2.4% -0.3% Sell 7-Dec-12 DVY US:DIV 57.75 5% -12% 70% 10% 9.5 -0.2% 1.9% -0.3% Sell 7-Dec-12 DBP GLC:PM 59.01 31% -16% -10% 25% 4.5 -4.0% 0.2% -0.5% Sell 7-Dec-12 DBE GLC:ENE 27.11 28% -17% 0% 33% 6.0 -6.3% -1.1% -2.2% Sell 7-Dec-12 DBA GLC:AG 28.82 6% -18% 20% 20% 10.5 -2.2% 1.4% -0.4% Sell 7-Dec-12 IWL US:LC 32.84 12% -19% 60% 16% 9.5 -1.7% 2.0% -0.4% Sell 7-Dec-12 IYR US:REIT 64.38 0% -20% 46% 17% 13.0 0.1% 2.9% 0.4% Sell 7-Dec-12 IWM US:SC 82.18 12% -23% 108% 21% 11.0 -0.9% 3.2% -0.6% Sell 7-Dec-12 DBB GLC:BM 19.15 13% -26% 144% 32% 10.5 0.9% 5.1% -0.8% Sell 7-Dec-12 IWC US:Micro 50.64 8% -28% 105% 24% 12.5 -1.8% 2.7% -1.1% 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 ) 2 of 13 or 15% ST Hold: Three ( 3 ), Holdings: SCZ,EEM , Sell: SCZ , Buy: EEM,LQD,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 7-Dec-12 LQD US:FIIG 121.94 9% 5% 5% 6% 5.0 -0.9% -0.5% -0.2% BUY 7-Dec-12 EMB GL:FIEM 122.50 17% 5% 16% 8% 4.0 -1.1% 0.1% -0.1% BUY 7-Dec-12 EEM GL:EM 42.78 24% 3% 86% 27% 3.5 0.9% 2.7% 0.6% BUY 4 7-Dec-12 EFA GL:DM 55.49 30% 3% 133% 22% 3.0 0.2% 2.6% -0.6% HTD 7-Dec-12 SCZ GL:SC 39.79 31% 2% 104% 25% 3.0 -0.5% 1.9% -0.5% Sell 63 7-Dec-12 HYG US:FIHY 93.21 6% -3% 40% 8% 8.5 0.0% 1.1% -0.3% Sell 7-Dec-12 IDV GL:Div'd 33.03 28% -3% 106% 23% 5.0 -0.5% 2.5% -0.4% Sell 7-Dec-12 IJH US:MCB 100.42 18% -8% 90% 18% 6.5 -0.3% 2.4% -0.6% Sell 7-Dec-12 DVY US:Div'd 57.75 5% -12% 70% 10% 10.5 -0.2% 1.9% -0.3% Sell 7-Dec-12 IVV US:LCB 143.00 14% -18% 68% 16% 8.5 -1.4% 2.3% -0.3% Sell 7-Dec-12 IYR US:REIT 64.38 0% -20% 46% 17% 12.0 0.1% 2.9% 0.4% Sell 7-Dec-12 IJR US:SCB 76.26 13% -21% 100% 20% 10.0 -1.1% 3.0% -0.7% Sell 7-Dec-12 ONEQ US:LCB 117.51 8% -28% 84% 22% 11.5 -2.4% 2.5% -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 ) 0 of 10 or 0% , 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 7-Dec-12 QQQ US:LCB 64.93 -32% -22% 82% 23% 8.3 2.6% 1.6% -1.5% Buy 7-Dec-12 IVW US:LCG 75.97 -21% -17% 64% 15% 8.0 2.1% 1.7% -0.7% Buy 7-Dec-12 IYR US:REIT 64.38 -20% -11% 46% 17% 7.0 2.9% 2.1% 0.4% Buy 7-Dec-12 IVV US:LCB 143.00 -18% -15% 68% 16% 6.7 2.3% 2.1% -0.3% Buy 7-Dec-12 IWM US:SCB 82.18 -23% -13% 108% 21% 6.0 3.2% 2.4% -0.6% Buy 7-Dec-12 HYG US:FIHY 93.21 -3% 1% 40% 8% 5.7 1.1% 0.8% -0.3% Buy 7-Dec-12 LQD US:FIIG 121.94 5% -4% 5% 6% 5.3 -0.5% 0.1% -0.2% Buy 7-Dec-12 IJH US:MCB 100.42 -8% 7% 90% 18% 3.7 2.4% 1.4% -0.6% Buy 7-Dec-12 EEM GL:EM 42.78 3% 7% 86% 27% 2.7 2.7% 2.5% 0.6% Buy 7-Dec-12 EFA GL:DM 55.49 3% 15% 133% 22% 1.7 2.6% 1.8% -0.6% 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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