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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 33156  
Subject: Re: ETF Trends & Ranks 2012Q3 Date: 7/6/2012 7:49 PM
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Recommendations: 3
SOLD:
*-
BOUGHT:
PowerShares Preferred (PGX)
iShares DowJones US Utilities (IDU)
Guggenheim S&P Equal Weight Utilities (RYU)
iBoxx $ Investment Grade Corporate (LQD)

Taxable_Acct. - Tactical_Asset_Allocation: RRS
SELL: IF( Rank >= 4.0 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Rank < 3.0 & Price > LR126 )
COUNTIF( Buy ) 3 of 6 or 50% , COUNTIF( Held ) 2 of 6 or 33%

Hold: Two ( 2 ), LT Holdings: TLT,PGX , Sell: - , Buy: PGX
                                                             (R6,R3)  LR126  LR126  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm AvgRank STEYX % off SMA_PO Status: Held
6-Jul-12 TLT US:FIT 127.06 19% 56% 36% 17% 1.0 3.7 2.2% 5.7% BUY 30
6-Jul-12 PGX US:PF 14.66 3% 5% 19% 8% 2.5 0.1 1.8% 1.4% BUY 3
6-Jul-12 VNQ US:RE 66.29 14% 3% 12% 26% 2.5 1.4 2.3% 2.2% BUY
6-Jul-12 PRF US:LC 57.85 -4% -17% 9% 22% 4.0 1.6 0.6% -1.6% Sell
6-Jul-12 DBC GL:Com 25.91 -26% -47% -32% 19% 5.5 1.1 1.4% -7.4% Sell
6-Jul-12 PXF GL:DM 31.28 -27% -42% -8% 28% 5.5 1.6 0.9% -6.9% Sell


Taxable_Acct. - DowJones Sectors(Rated>7): RRS
SELL: IF( AvgRank >= 5 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Rank < 4 & Price > LR126 )
COUNTIF( Buy ) 2 of 20 or 10% , COUNTIF( Held ) 2 of 20 or 10%

Hold: Three ( 3 ), ST Holdings: IHE,IDU , Sell: - , Buy: IDU
                                                             (R6,R3,R2)  LR126  LR126  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm AvgRank STEYX % off SMA_PO Status: Held
6-Jul-12 ITB US:HB 17.18 42% 46% 49% 46% 1.0 0.6 8.0% 9.3% BUY
6-Jul-12 IHE US:PH 87.05 17% 21% 47% 18% 2.3 1.4 3.0% 4.7% BUY 11
6-Jul-12 IDU US:UT 90.02 9% 28% 28% 11% 4.0 1.0 1.5% 2.8% HTD 3
6-Jul-12 IYH US:HC 78.94 10% 6% 26% 18% 4.7 1.2 1.2% 2.5% HTD
6-Jul-12 IYC US:CS 81.53 16% -3% 19% 19% 5.3 1.8 0.1% 1.2% Sell
6-Jul-12 IYR US:RE 64.77 13% 3% 12% 25% 5.7 1.3 2.4% 2.1% Sell
6-Jul-12 IHF US:HCP 63.65 0% -15% 41% 29% 7.7 1.9 0.2% 0.1% Sell
6-Jul-12 IYT US:TA 93.19 -6% -9% 13% 27% 9.7 1.7 2.2% -0.5% Sell
6-Jul-12 SHY US:FIT 84.41 0% 0% -1% 1% 10.0 0.1 0.0% 0.0% Sell
6-Jul-12 IYK US:CG 72.29 5% -15% -5% 14% 10.0 1.5 -0.5% -1.5% Sell
6-Jul-12 IYY US:TM 68.01 0% -18% 6% 21% 10.3 1.9 0.1% -1.5% Sell
6-Jul-12 IYF US:FIN 54.99 2% -27% 4% 29% 10.7 2.2 -0.6% -1.8% Sell
6-Jul-12 ITA US:AD 63.61 -11% -24% 2% 25% 13.3 1.9 0.9% -2.9% Sell
6-Jul-12 IYJ US:IND 67.36 -9% -24% -2% 28% 13.3 2.0 0.3% -3.0% Sell
6-Jul-12 IYW US:TECH 70.86 2% -33% -5% 23% 13.7 3.4 -2.6% -3.9% Sell
6-Jul-12 IAK US:INS 30.12 -6% -27% -8% 28% 15.3 1.0 -0.6% -3.0% Sell
6-Jul-12 IYE US:EN 38.27 -26% -31% -6% 30% 16.7 1.4 2.8% -5.9% Sell
6-Jul-12 IYM US:BM 64.70 -25% -36% -7% 34% 17.3 2.2 2.1% -5.5% Sell
6-Jul-12 IEO US:OGEP 57.99 -37% -44% -16% 40% 19.0 3.4 4.1% -9.1% Sell
6-Jul-12 IEZ US:OES 46.78 -41% -53% -40% 42% 20.0 2.4 2.6% -11.9% Sell


IRA_Acct. - FIDO_Balanced Trends and Ranks: RRS
SELL: IF( Rank >= 5 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Rank < 4 & Price > LR126 )
COUNTIF( Buy ) 2 of 14 or 14% , COUNTIF( Held ) 0 of 14 or 0%

Hold: Three ( 3 ), ST Holdings: - , Sell: - , Buy: AGG
                                                              (R3)  LR126  LR126  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm Rank STEYX % off SMA_PO Status: Held
6-Jul-12 AGG US:FIT 111.58 2% 4% 3% 3% 1.0 0.5 0.4% 0.7% BUY
6-Jul-12 IYR US:REIT 64.77 13% 3% 12% 25% 2.0 1.3 2.4% 2.1% BUY
6-Jul-12 SHY US:FIT 84.41 0% 0% -1% 1% 3.0 0.1 0.0% 0.0% Sell
6-Jul-12 DBA GLC:AG 29.00 -19% -1% 44% 16% 4.0 0.7 9.7% 1.6% Sell
6-Jul-12 IWD US:LCV 67.69 -2% -13% 14% 22% 5.0 1.7 0.6% -0.9% Sell
6-Jul-12 IWN US:SCV 71.23 -8% -14% 13% 28% 6.0 2.0 3.3% -1.0% Sell
6-Jul-12 IWO US:SCG 92.51 -8% -16% 19% 31% 7.0 3.1 3.4% -1.1% Sell
6-Jul-12 IWF US:LCG 63.22 3% -21% 0% 21% 8.0 2.0 -0.9% -2.0% Sell
6-Jul-12 DBP GLC:PM 53.76 -22% -24% 3% 28% 9.0 1.7 -0.2% -5.1% Sell
6-Jul-12 ACWX GL:LCB 36.85 -19% -37% -7% 25% 10.0 1.6 0.1% -5.7% Sell
6-Jul-12 DBB GLC:BM 17.89 -29% -40% -35% 26% 11.0 0.6 -1.0% -8.0% Sell
6-Jul-12 EEM GL:EM 38.77 -23% -40% -5% 32% 12.0 1.8 0.6% -6.5% Sell
6-Jul-12 SCZ GL:SC 35.82 -15% -43% -18% 26% 13.0 1.7 -1.1% -6.0% Sell
6-Jul-12 DBE GLC:ENE 25.10 -33% -64% -60% 24% 14.0 1.6 -2.5% -12.9% Sell


IRA_Acct. - S&P Equal Weight Sector ETF's: RRS
SELL: IF(AvgRank >= 3.0 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( AvgRank < 2.5 & Price > LR126 )
COUNTIF( Buy ) 2 of 12 or 17% , COUNTIF( Held ) 1 of 12 or 8%

Hold: One ( 1 ), ST Holdings: RYU , Sell: - , Buy: RYU
                                                               (R6,R3,R2)  LR126  LR126  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm AvgRank STEYX % off SMA_PO Status: Held
6-Jul-12 RYU US:SU 57.33 8% 30% 42% 13% 1.3 0.7 2.7% 3.2% BUY 3
6-Jul-12 RHS US:SS 67.99 11% 5% 17% 13% 2.0 0.8 1.6% 2.0% BUY
6-Jul-12 RYH US:SH 73.20 7% -7% 13% 21% 3.3 1.5 -0.5% 0.5% Sell
6-Jul-12 TIP US:FIT 120.25 5% 5% 0% 4% 4.0 0.7 -0.1% 0.6% Sell
6-Jul-12 SDY US:Div'd 55.50 -2% -8% 7% 16% 5.0 0.9 0.4% -1.0% Sell
6-Jul-12 RSP US:LC 49.33 -6% -22% 2% 24% 6.3 1.5 0.4% -2.4% Sell
6-Jul-12 RCD US:SD 52.51 4% -23% -5% 26% 6.7 1.8 -0.7% -2.3% Sell
6-Jul-12 RYF US:SF 26.52 -3% -28% -3% 31% 7.3 1.1 0.1% -2.6% Sell
6-Jul-12 RGI US:SI 53.60 -14% -28% -9% 28% 9.3 1.5 0.2% -4.3% Sell
6-Jul-12 RTM US:SM 58.60 -18% -35% -6% 31% 10.0 2.0 1.6% -4.5% Sell
6-Jul-12 RYT US:ST 51.54 -15% -39% -9% 27% 10.7 2.4 -1.9% -5.7% Sell
6-Jul-12 RYE US:SE 58.28 -33% -41% -21% 37% 12.0 2.7 3.8% -8.0% Sell


FIDO_Free Trends and Ranks: RRS
SELL: IF( Rank >= 5 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Rank < 4 & Price > LR126 )
COUNTIF( Buy ) 3 of 12 or 25% , COUNTIF( Held ) 1 of 12 or 8%

Hold: Three ( 3 ), ST Holdings: LQD , Sell: - , Buy: LQD
                                                               (R3)  LR126  LR126  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm Rank STEYX % off SMA_PO Status: Held
6-Jul-12 LQD US:FIIG 118.52 3% 6% 9% 5% 1.0 0.8 1.3% 1.2% BUY 3
6-Jul-12 IYR US:REIT 64.77 13% 3% 12% 25% 2.0 1.3 2.4% 2.1% BUY
6-Jul-12 EMB GL:FIEM 115.58 6% 2% 22% 9% 3.0 1.5 1.5% 1.5% BUY
6-Jul-12 DVY US:Div'd 56.41 4% -2% 10% 15% 4.0 0.8 1.1% 0.3% HTD
6-Jul-12 HYG US:FIHY 91.09 -3% -3% 11% 12% 5.0 1.1 1.8% 0.6% Sell
6-Jul-12 IVV US:LCB 135.95 1% -16% 9% 20% 6.0 3.7 -0.1% -1.2% Sell
6-Jul-12 IJR US:SCB 73.93 -7% -18% 3% 28% 7.0 2.2 2.6% -1.6% Sell
6-Jul-12 IJH US:MCB 94.72 -5% -25% -11% 27% 8.0 3.1 0.5% -3.1% Sell
6-Jul-12 IDV GL:Div'd 29.78 -18% -32% -2% 24% 9.0 1.2 1.4% -4.4% Sell
6-Jul-12 EFA GL:DM 49.44 -18% -36% -8% 24% 10.0 2.1 0.0% -5.6% Sell
6-Jul-12 EEM GL:EM 38.77 -23% -40% -5% 32% 11.0 1.8 0.6% -6.5% Sell
6-Jul-12 SCZ GL:SC 35.82 -15% -43% -18% 26% 12.0 1.7 -1.1% -6.0% Sell


Shortables Trends and Ranks: RRS
BUY to Cover: IF( Avg Rank < 4 or SMA5 > SMA50 ), SELL Short: IF( Avg Rank >= 5 & Price < LR63 )
COUNTIF( Sell ) 0 of 10 or 0% , COUNTIF( Held ) 0 of 10 or 0%

ST Holdings: - , Sell: - , Buy: -
                                                             (R3,R2,R1)  LR63   LR63   (5,50)           Days
EndD ETF's Class: Price RRS63 RRS42 RRS21 GSDm Avg Rank STEYX % off SMA_PO Status: Held
6-Jul-12 EFA GL:DM 49.44 -36% -8% 30% 24% 9.0 1.5 4.0% 0.8% Buy
6-Jul-12 EEM GL:EM 38.77 -40% -5% 30% 32% 8.7 1.3 4.7% 0.9% Buy
6-Jul-12 IJH US:MCB 94.72 -25% -11% 52% 27% 7.3 2.1 4.0% 1.4% Buy
6-Jul-12 QQQ US:LCB 64.12 -23% 7% 49% 21% 6.3 1.5 3.5% 1.7% Buy
6-Jul-12 IVV US:LCB 135.95 -16% 9% 38% 20% 6.0 2.7 2.6% 1.7% Buy
6-Jul-12 IVW US:LCG 73.51 -14% 8% 38% 18% 5.3 1.3 2.7% 1.7% Buy
6-Jul-12 LQD US:FIIG 118.52 6% 9% 25% 5% 5.0 0.5 1.1% 1.2% Buy
6-Jul-12 HYG US:FIHY 91.09 -3% 11% 55% 12% 3.0 1.3 1.9% 1.8% Buy
6-Jul-12 IWM US:SCB 80.53 -15% 15% 120% 29% 2.3 2.0 5.0% 3.7% Buy
6-Jul-12 IYR US:REIT 64.77 3% 12% 85% 25% 2.0 1.4 3.6% 3.4% Buy


Notes: Last modified 6/1/2012.
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). Buy/Sell price target determined by LRxx
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) Standard Error (STEYX) included as a tie breaker. The larger the error the less reliable the trend.
This can be caused by the changes in the prevailing trend within the specified number of periods.
9) Historic prices are Non-dividend adjusted values.
---------------------------------------------------------------------------------------
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