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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 33165  
Subject: Re: ETF Trends & Ranks 2012Q4 Date: 12/7/2012 5:11 PM
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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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