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Recommendations: 1
SOLD:
*-
BOUGHT:
PowerShares FTSE RAFI US 1000 (PRF)
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
27-Sep-12 FUSEX SP500 51.53 6.2% 6.1% 2.8% 26.8% 24.9% 8 2 51 BUY 58
27-Sep-12 FSEMX DJ M/S 40.40 5.0% 6.2% 2.9% 26.1% 22.8% 6 2 51 BUY 24
27-Sep-12 FFNOX AA 29.47 5.5% 6.0% 2.7% 19.8% 17.6% 8 2 51 BUY
27-Sep-12 FSIIX EAFE 33.31 5.3% 8.4% 4.0% 13.3% 9.5% 7 48 17 BUY 45
27-Sep-12 FBIDX USGB 12.03 1.1% 0.3% 0.2% 5.7% 2.2% 8 9 48 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 ) 3 of 6 or 50%
Hold: Three ( 3 ), LT Holdings: VNQ,DBC,PRF , Sell: VNQ , Buy: PRF
Last 6m 3m 2m TTM R6,R3 6m,3m % off (10,100) Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm AvgRank AvgRRS LR126 SMA_PO Status: Held
28-Sep-12 DBC GL:Com 28.68 11% 51% 29% 18% 3.0 31% 2.6% 5.6% BUY 11
28-Sep-12 PRF US:LC 61.54 13% 44% 45% 14% 3.0 28% 1.7% 6.2% BUY 2
28-Sep-12 PXF GL:DM 33.67 3% 69% 72% 23% 3.5 36% 3.2% 8.3% HTD
28-Sep-12 VNQ US:RE 64.97 14% 3% 3% 17% 3.5 9% -3.3% 1.5% HTD 52
28-Sep-12 TLT US:FIT 124.22 15% -22% -19% 13% 3.5 -3% -2.8% -2.4% HTD
28-Sep-12 PGX US:PF 14.78 10% 4% 1% 5% 4.5 7% -0.5% 1.3% Sell
Taxable_Acct. - DowJones Sectors(Rated>7): RRS
SELL: IF( AvgRank >= 5.0 or RRS126 < 0 ), BUY: IF( AvgRank < 4.0 & SMA10 > SMA100 )
COUNTIF( Buy ) 1 of 24 or 4% , COUNTIF( Held ) 1 of 24 or 4%
Hold: Three ( 3 ), ST Holdings: ITB , Sell: - , Buy: -
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
28-Sep-12 ITB US:HB 19.35 90% 128% 270% 27% 1.0 163% 1.5% 18.0% BUY 58
28-Sep-12 IYZ US:TEL 25.53 47% 74% 71% 13% 4.0 64% 1.8% 11.2% HTD
28-Sep-12 IYC US:CS 86.52 19% 43% 56% 11% 9.0 39% 1.5% 6.4% Sell
28-Sep-12 IYG US:FS 55.67 5% 63% 90% 25% 9.3 53% 4.2% 8.5% Sell
28-Sep-12 IEO US:OGEP 64.06 12% 68% 55% 30% 9.3 45% 3.6% 8.6% Sell
28-Sep-12 IYE US:EN 42.18 18% 62% 41% 21% 9.7 40% 2.0% 8.1% Sell
28-Sep-12 IAT US:RB 25.54 12% 43% 71% 19% 10.0 42% 2.6% 6.9% Sell
28-Sep-12 IEZ US:OES 52.01 13% 84% 28% 31% 10.0 41% 0.8% 8.3% Sell
28-Sep-12 IYF US:FIN 58.31 9% 45% 61% 20% 11.0 38% 2.2% 6.6% Sell
28-Sep-12 IHF US:HCP 68.58 11% 37% 79% 17% 11.7 42% 3.5% 6.5% Sell
28-Sep-12 IYH US:HC 84.59 23% 33% 49% 10% 11.7 35% 1.6% 6.4% Sell
28-Sep-12 IAI US:BD 22.21 -11% 49% 105% 25% 12.0 48% 4.5% 5.9% Sell
28-Sep-12 IAK US:INS 32.05 6% 51% 56% 18% 12.0 38% 2.6% 6.0% Sell
28-Sep-12 IYW US:TECH 75.87 5% 63% 46% 18% 12.3 38% 2.3% 6.4% Sell
28-Sep-12 IHI US:MD 68.75 5% 38% 83% 17% 13.0 42% 4.2% 6.5% Sell
28-Sep-12 IHE US:PH 89.63 25% 15% 45% 11% 13.0 28% -0.2% 5.2% Sell
28-Sep-12 IYM US:BM 67.71 -1% 50% 57% 23% 13.3 35% 3.1% 6.3% Sell
28-Sep-12 IYY US:TM 72.00 12% 42% 40% 13% 13.7 31% 1.4% 5.8% Sell
28-Sep-12 IYJ US:IND 70.61 6% 38% 28% 16% 16.7 24% 1.5% 4.7% Sell
28-Sep-12 IYR US:RE 64.38 17% 9% 11% 16% 17.0 12% -2.7% 2.4% Sell
28-Sep-12 IDU US:UT 89.50 13% -10% -18% 8% 18.3 -5% -2.3% -0.4% Sell
28-Sep-12 IYK US:CG 74.49 6% 23% 19% 9% 18.7 16% 0.5% 3.4% Sell
28-Sep-12 ITA US:AD 65.25 0% 23% 26% 15% 20.0 17% 1.8% 3.4% Sell
28-Sep-12 IYT US:TA 87.09 -7% -12% -12% 15% 23.3 -10% -3.0% -2.1% Sell
IRA_Acct. - FIDO_Balanced Trends and Ranks: RRS
SELL: IF( AvgRank >= 4 or RRS126 < 0 ), BUY: IF( AvgRank < 3 & SMA10 > SMA100 )
COUNTIF( Buy ) 0 of 15 or 0% , COUNTIF( Held ) 0 of 15 or 0%
Hold: Two ( 2 ), ST Holdings: - , Sell: - , Buy: -
Last 6m 3m 2m TTM R6,R3 6m,3m % off (10,100) Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm AvgRank AvgRRS LR126 SMA_PO Status: Held
28-Sep-12 DBP GLC:PM 61.66 11% 92% 164% 22% 4.0 51% 7.1% 10.0% Sell
28-Sep-12 IWD US:LCV 72.18 16% 43% 42% 14% 4.5 30% 1.3% 6.2% Sell
28-Sep-12 IWN US:SCV 73.94 13% 41% 76% 17% 5.5 27% 1.7% 6.8% Sell
28-Sep-12 DBA GLC:AG 29.41 34% 7% -5% 17% 7.0 21% -3.4% 3.1% Sell
28-Sep-12 IYR US:REIT 64.38 17% 9% 11% 16% 7.0 13% -2.7% 2.4% Sell
28-Sep-12 SCZ GL:SC 38.70 -2% 57% 73% 21% 7.5 28% 5.3% 7.3% Sell
28-Sep-12 ACWX GL:LCB 39.39 2% 52% 51% 20% 7.5 27% 3.2% 7.1% Sell
28-Sep-12 DBE GLC:ENE 28.43 -3% 67% 20% 24% 8.0 32% 4.5% 4.6% Sell
28-Sep-12 IWF US:LCG 66.70 9% 40% 38% 13% 8.0 24% 1.5% 5.3% Sell
28-Sep-12 IWO US:SCG 95.61 11% 37% 72% 19% 8.0 24% 1.9% 6.3% Sell
28-Sep-12 DVY US:DIV 57.68 12% 14% 12% 9% 8.0 13% -0.6% 2.9% Sell
28-Sep-12 DBB GLC:BM 19.80 -10% 54% 169% 22% 9.5 22% 9.2% 8.3% Sell
28-Sep-12 EEM GL:EM 41.33 -3% 38% 32% 24% 11.0 18% 4.6% 6.0% Sell
28-Sep-12 AGG US:FIT 112.45 4% 0% 1% 2% 12.0 2% 0.0% 0.4% Sell
28-Sep-12 SHY US:FIT 84.50 0% 0% 0% 0% 12.5 0% 0.0% 0.0% Sell
IRA_Acct. - Equal Weight Sector & BroadMkt ETF's: RRS
SELL: IF(AvgRank >= 4.0 or RRS126 < 0 ), BUY: IF( AvgRank < 3 & SMA10 > SMA100 )
COUNTIF( Buy ) 0 of 16 or 0% , COUNTIF( Held ) 0 of 16 or 0%
Hold: Two ( 2 ), ST Holdings: - , Sell: - , Buy: RYE
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
28-Sep-12 RYE US:SE 64.52 17% 80% 50% 28% 3.0 49% 2.5% 9.0% HTD
28-Sep-12 RCD US:SD 55.43 7% 52% 78% 17% 4.7 46% 2.6% 6.8% Sell
28-Sep-12 RYF US:SF 28.16 9% 51% 66% 20% 4.7 42% 2.2% 7.0% Sell
28-Sep-12 EWRS US:SC 32.98 11% 33% 79% 20% 5.7 41% 3.3% 7.0% Sell
28-Sep-12 RSP US:LC 52.18 10% 45% 43% 15% 7.0 33% 1.8% 5.9% Sell
28-Sep-12 EWEF GL:DM 36.42 0% 53% 58% 20% 7.3 37% 3.4% 7.1% Sell
28-Sep-12 RYH US:SH 77.64 9% 32% 57% 12% 8.3 33% 3.1% 5.6% Sell
28-Sep-12 EWRM US:MC 34.24 6% 43% 47% 17% 8.3 32% 2.1% 5.5% Sell
28-Sep-12 EWRI US:LC 34.26 7% 41% 46% 16% 8.7 31% 2.2% 5.6% Sell
28-Sep-12 RYT US:ST 54.85 0% 65% 29% 22% 9.0 31% 1.9% 5.4% Sell
28-Sep-12 RTM US:SM 61.38 0% 38% 49% 20% 10.3 29% 3.1% 6.0% Sell
28-Sep-12 RYU US:SU 60.28 32% 20% 3% 9% 10.3 18% -1.2% 4.0% Sell
28-Sep-12 RHS US:SS 69.11 12% 16% 22% 7% 10.7 17% 0.4% 2.9% Sell
28-Sep-12 RGI US:SI 56.03 4% 40% 24% 16% 11.3 23% 1.0% 4.6% Sell
28-Sep-12 EWEM GL:EM 33.41 -7% 36% 39% 27% 12.7 23% 5.1% 5.9% Sell
28-Sep-12 TIP US:FIT 121.76 4% 3% 8% 4% 14.0 5% 0.2% 0.9% Sell
FIDO_Free Trends and Ranks: RRS
SELL: IF( AvgRank >= 5 or RRS126 < 0 ), BUY: IF( AvgRank < 4 & SMA10 > SMA100 )
COUNTIF( Buy ) 0 of 12 or 0% , COUNTIF( Held ) 0 of 12 or 0%
Hold: Three ( 3 ), ST Holdings: - , Sell: - , Buy: -
Last 6m 3m 2m TTM R6,R3 6m,3m % off (10,100) Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm AvgRank AvgRRS LR126 SMA_PO Status: Held
28-Sep-12 IVV US:LCB 144.40 14% 42% 38% 13% 4.0 28% 1.2% 5.9% HTD
28-Sep-12 IJR US:SCB 77.07 12% 43% 66% 17% 4.0 27% 1.4% 6.3% HTD
28-Sep-12 IDV GL:Div'd 31.62 11% 55% 42% 20% 4.5 33% 0.6% 6.9% HTD
28-Sep-12 EMB GL:FIEM 121.26 19% 19% 17% 7% 4.5 19% 0.4% 3.9% HTD
28-Sep-12 EFA GL:DM 53.00 5% 58% 55% 19% 5.5 31% 2.6% 7.3% Sell
28-Sep-12 SCZ GL:SC 38.70 -2% 57% 73% 21% 6.5 28% 5.3% 7.3% Sell
28-Sep-12 IYR US:REIT 64.38 17% 9% 11% 16% 6.5 13% -2.7% 2.4% Sell
28-Sep-12 DVY US:Div'd 57.68 12% 14% 12% 9% 7.0 13% -0.6% 2.9% Sell
28-Sep-12 IJH US:MCB 98.68 6% 42% 53% 16% 7.5 24% 1.6% 5.2% Sell
28-Sep-12 HYG US:FIHY 92.30 9% 11% 14% 9% 9.0 10% -0.3% 2.4% Sell
28-Sep-12 EEM GL:EM 41.33 -3% 38% 32% 24% 9.5 18% 4.6% 6.0% Sell
28-Sep-12 LQD US:FIIG 121.77 11% 5% 7% 6% 9.5 8% 0.4% 1.9% Sell
Shortables Trends and Ranks: RRS
BUY to Cover: IF( AvgRank < 4 or RRS21 > 0 ), SELL Short: IF( AvgRank >= 5 & SMA5 < SMA50 )
COUNTIF( Sell ) 1 of 10 or 10% , 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
28-Sep-12 IYR US:REIT 64.38 9% 11% -24% 16% 9.3 -1% -2.5% -1.2% SELL
28-Sep-12 LQD US:FIIG 121.77 5% 7% 18% 6% 9.0 10% 0.8% 1.0% Buy
28-Sep-12 HYG US:FIHY 92.30 11% 14% 8% 9% 8.3 11% -1.0% 0.3% Buy
28-Sep-12 IVW US:LCG 77.85 40% 35% 40% 12% 5.3 38% -1.5% 1.9% Buy
28-Sep-12 IJH US:MCB 98.68 42% 53% 17% 16% 5.0 37% -2.7% 1.8% Buy
28-Sep-12 EEM GL:EM 41.33 38% 32% 136% 24% 5.0 69% -0.2% 2.9% Buy
28-Sep-12 IVV US:LCB 144.40 42% 38% 44% 13% 4.0 41% -1.7% 2.1% Buy
28-Sep-12 QQQ US:LCB 68.57 58% 45% 24% 16% 4.0 42% -2.3% 2.1% Buy
28-Sep-12 IWM US:SCB 83.44 39% 73% 47% 18% 3.3 53% -2.7% 2.9% Buy
28-Sep-12 EFA GL:DM 53.00 58% 55% 95% 19% 1.7 69% -2.7% 3.3% 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.
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