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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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