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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 33136  
Subject: Re: ETF Trends & Ranks 2012Q4 Date: 10/19/2012 5:31 PM
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Recommendations: 2
SOLD:
*-
BOUGHT:
PowerShares FTSE RAFI Dev Mkts ex-US (PXF)

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
18-Oct-12 FUSEX SP500 51.68 5.5% 3.9% 0.9% 22.0% 20.0% 11 5 47 BUY 79
18-Oct-12 FSEMX DJ M/S 40.63 3.7% 3.9% 0.9% 21.1% 17.8% 9 5 47 BUY 45
18-Oct-12 FFNOX AA 29.73 5.1% 4.2% 1.3% 16.7% 14.4% 11 5 47 BUY
18-Oct-12 FSIIX EAFE 33.91 5.1% 5.9% 2.3% 12.2% 8.5% 10 51 20 BUY 66
18-Oct-12 FBIDX USGB 11.91 0.9% 0.0% -0.4% 4.9% 2.1% 11 12 51 SELL


Taxable_Acct. - Tactical_Asset_Rotation: RRS
SELL: IF( AvgRank >= 4.0 or SMA30 < SMA100 ), BUY: IF( AvgRank < 3.5 & Pri > LR126 )
COUNTIF( Buy ) 2 of 6 or 33% , COUNTIF( Held ) 3 of 6 or 50%

LT Hold: Three ( 3 ), Holdings: DBC,PRF,PXF , Sell: - , Buy: PXF
                           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
19-Oct-12 PXF GL:DM 34.63 22% 58% 14% 22% 2.0 1.8% -1.8% 6.3% BUY 1
19-Oct-12 PRF US:LC 62.20 23% 37% 15% 13% 2.0 0.1% -1.6% 4.7% BUY 23
19-Oct-12 DBC GL:Com 28.00 27% 19% -2% 18% 2.0 -2.9% -3.2% 4.8% HTD 32
19-Oct-12 PGX US:PF 14.84 11% 5% 15% 5% 4.0 -0.8% -0.2% 1.0% Sell
19-Oct-12 VNQ US:RE 65.54 9% -6% 3% 15% 5.0 -1.7% -0.2% 0.7% Sell
19-Oct-12 TLT US:FIT 121.74 3% -20% -19% 13% 6.0 -2.7% 0.7% -2.4% 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 ) 1 of 15 or 7%

ST Hold: Three ( 3 ), Holdings: DBP , 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
19-Oct-12 DBP GLC:PM 59.25 28% 87% -30% 21% 1.5 -1.3% -5.7% -1.6% HTD 14
19-Oct-12 DBB GLC:BM 18.43 2% 68% -63% 22% 8.0 -1.2% -6.8% -0.9% HTD
19-Oct-12 SCZ GL:SC 39.21 14% 57% 12% 20% 6.0 2.6% -1.6% 0.1% BUY
19-Oct-12 IWC US:Micro 51.04 23% 47% -32% 17% 3.5 -3.1% -4.9% -1.7% HTD
19-Oct-12 ACWX GL:LCB 39.92 17% 42% -2% 19% 6.0 1.1% -1.7% 0.2% Sell
19-Oct-12 IWM US:SC 81.85 20% 39% -24% 16% 5.5 -2.2% -4.0% -0.9% Sell
19-Oct-12 EEM GL:EM 41.50 14% 37% 10% 22% 9.0 1.2% -1.5% -0.6% Sell
19-Oct-12 IWR US:MC 111.01 16% 32% 2% 14% 8.0 -0.3% -2.1% -0.4% Sell
19-Oct-12 IWL US:LC 33.27 21% 28% -6% 12% 6.5 -1.2% -2.2% -0.6% Sell
19-Oct-12 DBE GLC:ENE 28.10 17% 24% 44% 24% 8.0 -0.9% -3.0% -2.5% Sell
19-Oct-12 DVY US:DIV 58.25 14% 11% 9% 8% 10.5 -0.5% -0.4% -0.2% Sell
19-Oct-12 AGG US:FI 111.95 3% 0% -2% 2% 12.5 -0.4% 0.0% -0.1% Sell
19-Oct-12 IYR US:REIT 64.78 13% -1% -4% 14% 12.5 -1.7% -0.5% 0.5% Sell
19-Oct-12 TLH US:FIT 134.79 2% -9% -11% 7% 14.5 -1.5% 0.0% -0.3% Sell
19-Oct-12 DBA GLC:AG 29.27 34% -12% -20% 17% 8.0 -4.3% 0.0% 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 ) 3 of 13 or 23%

ST Hold: Three ( 3 ), Holdings: SCZ,EFA,IDV , Sell: IDV , 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
19-Oct-12 SCZ GL:SC 39.21 14% 57% 12% 20% 4.0 2.6% -1.6% 0.1% BUY 15
19-Oct-12 EFA GL:DM 54.14 20% 45% 8% 19% 4.0 1.3% -1.5% 0.3% BUY 15
19-Oct-12 EEM GL:EM 41.50 14% 37% 10% 22% 6.5 1.2% -1.5% -0.6% BUY
19-Oct-12 IDV GL:Div'd 32.41 25% 35% 22% 19% 2.5 0.0% -1.6% -0.3% HTD 15
19-Oct-12 IJR US:SCB 75.57 20% 33% -29% 16% 5.0 -2.4% -3.8% -0.5% Sell
19-Oct-12 IJH US:MCB 98.59 14% 31% -6% 15% 7.0 -0.4% -2.4% -0.1% Sell
19-Oct-12 IVV US:LCB 143.86 22% 28% -5% 12% 5.0 -1.4% -2.4% -0.8% Sell
19-Oct-12 ONEQ US:LCB 118.50 20% 27% -34% 16% 6.0 -3.6% -4.7% -1.3% Sell
19-Oct-12 EMB GL:FIEM 122.73 23% 19% 29% 7% 5.5 0.0% 0.2% -0.1% Sell
19-Oct-12 DVY US:Div'd 58.25 14% 11% 9% 8% 9.5 -0.5% -0.4% -0.2% Sell
19-Oct-12 LQD US:FIIG 122.80 12% 9% 23% 5% 11.5 0.4% 0.6% -0.2% Sell
19-Oct-12 HYG US:FIHY 92.96 10% 8% 10% 8% 12.5 -0.2% -0.1% 0.1% Sell
19-Oct-12 IYR US:REIT 64.78 13% -1% -4% 14% 12.0 -1.7% -0.5% 0.5% 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 ) 4 of 10 or 40% , 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
19-Oct-12 QQQ US:LCB 65.68 24% -11% -41% 16% 8.7 -5.4% -3.3% -1.6% SELL
19-Oct-12 IYR US:REIT 64.78 -1% -15% -4% 14% 8.3 -0.5% 0.5% 0.5% SELL
19-Oct-12 IVW US:LCG 76.62 24% 9% -17% 11% 6.7 -3.1% -2.2% -1.0% SELL
19-Oct-12 HYG US:FIHY 92.96 8% 4% 10% 8% 6.3 -0.1% 0.1% 0.1% Buy
19-Oct-12 IJH US:MCB 98.59 31% 6% -6% 15% 6.0 -2.4% -1.0% -0.1% SELL
19-Oct-12 IWM US:SCB 81.85 39% 12% -24% 16% 5.3 -4.0% -2.7% -0.9% HTD
19-Oct-12 IVV US:LCB 143.86 28% 16% -5% 12% 5.0 -2.4% -1.8% -0.8% HTD
19-Oct-12 LQD US:FIIG 122.80 9% 19% 23% 5% 4.0 0.6% 0.0% -0.2% Buy
19-Oct-12 EFA GL:DM 54.14 45% 30% 8% 19% 2.3 -1.5% -0.7% 0.3% Buy
19-Oct-12 EEM GL:EM 41.50 37% 46% 10% 22% 2.3 -1.5% -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(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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