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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 33134  
Subject: Re: ETF Trends & Ranks 2012Q2 Date: 4/13/2012 5:14 PM
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Recommendations: 1
SOLD:
*-
BOUGHT:
*-

Taxable_Acct. - Tactical_Asset_Rotation(TAR): RRS
SELL: IF( Avg Rank > 3 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Avg Rank < 2.5 & Price > LR126 )
COUNTIF( Buy ) 0 of 5 or 0% , COUNTIF( Held ) 2 of 5 or 40%

Hold: Two ( 2 ), LT Holdings: PRF,PXF , Sell: PXF , Buy: -
                                                               (R6,R3)   LR126  LR126  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm Avg Rank STEYX % off SMA_PO Status: Held
13-Apr-12 PRF US:LC 58.53 38% 28% 12% 22% 1.5 1.2 -3.8% 4.3% HTD 90
13-Apr-12 VNQ US:RE 62.27 41% 17% 18% 26% 2.0 1.6 -2.9% 4.7% HTD
13-Apr-12 DBC GL:Com 28.34 16% 19% -12% 19% 3.0 0.6 -2.6% 1.8% HTD
13-Apr-12 PXF GL:DM 33.75 20% 16% -21% 26% 3.5 1.4 -5.5% 1.5% Sell 46
13-Apr-12 TLT US:FILB 116.84 -6% -21% -21% 17% 5.0 2.7 1.4% -2.7% Sell


Taxable_Acct. - DowJones Sectors(Rated>7): RRS
SELL: IF( Avg Rank >= 6 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Avg Rank < 4 & Price > LR126 )
COUNTIF( Buy ) 0 of 20 or 0% , COUNTIF( Held ) 3 of 20 or 15%

Hold: Three ( 3 ), ST Holdings: ITB,IYF,IYW , Sell: - , Buy: -
                                                              (R6,R3,R2)  LR126  LR126  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm Avg Rank STEYX % off SMA_PO Status: Held
13-Apr-12 IYW US:TECH 76.00 57% 88% 56% 23% 1.7 2.4 -1.4% 10.1% HTD 15
13-Apr-12 IYF US:FIN 56.48 62% 62% 56% 29% 2.0 1.7 -3.1% 8.7% HTD 27
13-Apr-12 ITB US:HC 14.33 132% 49% 39% 45% 2.7 0.5 -6.4% 8.4% HTD 77
13-Apr-12 IYC US:CS 79.95 44% 47% 39% 20% 4.7 1.5 -1.3% 6.6% HTD
13-Apr-12 IHF US:HCP 65.37 49% 38% 26% 29% 5.0 1.2 -2.1% 7.3% HTD
13-Apr-12 IHE US:PH 80.14 49% 30% 28% 18% 6.0 1.2 -4.5% 5.2% Sell
13-Apr-12 IYY US:TM 68.87 41% 36% 19% 21% 8.3 1.4 -3.1% 5.4% Sell
13-Apr-12 IAK US:INS 31.14 43% 28% 8% 27% 9.3 0.8 -3.7% 5.1% Sell
13-Apr-12 IYK US:CG 72.94 28% 35% 23% 14% 9.3 1.0 -1.3% 4.7% Sell
13-Apr-12 IYH US:HC 75.88 39% 23% 25% 18% 9.7 1.2 -3.1% 5.2% Sell
13-Apr-12 IYJ US:IND 69.24 47% 16% 1% 28% 10.0 1.7 -4.8% 4.0% Sell
13-Apr-12 IYR US:RE 60.99 40% 16% 14% 25% 11.0 1.5 -3.0% 4.4% Sell
13-Apr-12 ITA US:AD 65.46 41% 15% -6% 25% 12.3 1.5 -4.4% 3.1% Sell
13-Apr-12 IYT US:T 92.53 26% -4% 8% 29% 14.7 2.2 -3.2% 1.8% Sell
13-Apr-12 IEO US:OGEP 61.95 21% 2% -52% 38% 16.3 2.9 -8.9% -1.9% Sell
13-Apr-12 IDU US:UT 84.22 4% 0% -7% 12% 16.7 1.2 -2.5% -0.5% Sell
13-Apr-12 BND US:FIT 83.71 0% -3% -5% 3% 17.0 0.3 0.3% -0.3% Sell
13-Apr-12 IYE US:EN 39.65 21% -1% -38% 29% 17.0 1.3 -7.0% -1.1% Sell
13-Apr-12 IYM US:BM 68.74 25% -12% -24% 34% 17.0 2.6 -4.5% 0.7% Sell
13-Apr-12 IEZ US:OES 51.68 14% -19% -56% 43% 19.3 2.5 -7.9% -3.6% Sell


IRA_Acct. - FIDO_Balanced Trends and Ranks: RRS
SELL: IF( Avg Rank >= 6 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Avg Rank < 4 & Price > LR126 )
COUNTIF( Buy ) 0 of 14 or 0% , COUNTIF( Held ) 2 of 14 or 14%

Hold: Three ( 3 ), ST Holdings: IWO,IWF , Sell: - , Buy: -
                                                               (R6,R3)   LR126  LR126  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm Avg Rank STEYX % off SMA_PO Status: Held
13-Apr-12 IWF US:LCG 64.82 43% 46% 27% 21% 2.0 1.4 -2.1% 6.6% HTD 15
13-Apr-12 IWO US:SCG 91.62 45% 20% -5% 31% 3.0 2.7 -5.3% 3.9% HTD 72
13-Apr-12 IWD US:LCV 67.85 38% 26% 11% 22% 4.5 1.4 -3.9% 4.2% HTD
13-Apr-12 DBE GLC:ENE 29.90 26% 38% -11% 21% 5.0 0.7 -2.6% 2.6% HTD
13-Apr-12 SCZ GL:SC 38.93 27% 30% -4% 24% 5.0 1.5 -1.7% 4.5% HTD
13-Apr-12 IWN US:SCV 70.06 43% 14% -1% 28% 5.0 1.9 -5.5% 3.5% HTD
13-Apr-12 IYR US:REIT 60.99 40% 16% 14% 25% 5.5 1.5 -3.0% 4.4% HTD
13-Apr-12 ACWX GL:LCB 39.30 23% 20% -12% 24% 7.5 1.4 -3.7% 2.6% Sell
13-Apr-12 EEM GL:EM 42.16 32% 10% -22% 30% 7.5 1.7 -3.9% 3.0% Sell
13-Apr-12 SHY US:FI 84.41 -1% -1% -1% 1% 11.0 0.1 0.1% -0.1% Sell
13-Apr-12 AGG US:FI 110.36 1% -4% -5% 3% 11.0 0.5 0.1% -0.2% Sell
13-Apr-12 DBB GLC:BM 19.45 18% -18% -29% 27% 12.0 0.8 -6.3% -0.9% Sell
13-Apr-12 DBP GLC:PM 57.60 -3% -15% -39% 29% 12.5 2.3 -1.6% -1.7% Sell
13-Apr-12 DBA GLC:AG 27.52 -14% -17% -28% 15% 13.5 0.7 -1.6% -2.7% Sell


IRA_Acct. - S&P Equal Weight Sector ETF's: RRS
SELL: IF( Avg Rank >= 3 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Avg Rank < 2.5 & Price > LR126 )
COUNTIF( Buy ) 0 of 12 or 0% , COUNTIF( Held ) 1 of 12 or 8%

Hold: One ( 1 ), ST Holdings: RYF , Sell: - , Buy: -
                                                              (R6,R3,R2)  LR126  LR126  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm Avg Rank STEYX % off SMA_PO Status: Held
13-Apr-12 RCD US:SD 53.80 50% 50% 32% 27% 1.3 1.3 -2.1% 6.9% HTD
13-Apr-12 RYF US:SF 27.23 63% 49% 31% 30% 1.7 0.9 -4.4% 7.6% HTD 50
13-Apr-12 RYT US:ST 56.63 45% 36% 7% 27% 3.7 1.9 -3.3% 5.9% Sell
13-Apr-12 RYH US:SH 73.06 43% 30% 26% 22% 4.0 1.6 -2.6% 6.4% Sell
13-Apr-12 RHS US:SS 65.70 21% 23% 19% 14% 6.0 0.7 -0.6% 3.5% Sell
13-Apr-12 RSP US:LC 50.41 39% 26% 7% 24% 6.0 1.2 -3.5% 4.5% Sell
13-Apr-12 RGI US:SI 55.90 43% 9% -9% 29% 6.3 1.4 -5.0% 3.0% Sell
13-Apr-12 RTM US:SM 62.60 41% 3% -4% 31% 7.0 1.9 -2.5% 3.5% Sell
13-Apr-12 HYG US:HY 89.85 12% 0% -9% 12% 9.7 1.4 -1.8% 0.5% Sell
13-Apr-12 RYU US:SU 53.28 4% 2% -10% 14% 10.3 0.7 -2.5% -0.4% Sell
13-Apr-12 RYE US:SE 61.49 13% -6% -49% 37% 10.7 2.6 -6.9% -2.3% Sell
13-Apr-12 IEF US:TB 105.13 1% -9% -10% 7% 11.3 1.0 0.5% -0.6% Sell


FIDO_Free Trends and Ranks: RRS
SELL: IF( Avg Rank >= 6 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Avg Rank < 4 & Price > LR126 )
COUNTIF( Buy ) 0 of 12 or 0% , COUNTIF( Held ) 1 of 12 or 8%

Hold: Three ( 3 ), ST Holdings: IJH , Sell: - , Buy: -
                                                               (R6,R3)   LR126  LR126  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm Avg Rank STEYX % off SMA_PO Status: Held
13-Apr-12 IJH US:MCB 96.35 44% 29% 2% 27% 2.5 2.6 -4.1% 4.7% HTD 51
13-Apr-12 IVV US:LCB 137.59 39% 36% 21% 20% 2.5 2.8 -2.9% 5.3% HTD
13-Apr-12 IJR US:SCB 73.60 48% 17% 1% 28% 3.0 1.9 -5.2% 4.0% HTD
13-Apr-12 SCZ GL:SC 38.93 27% 30% -4% 24% 4.0 1.5 -1.7% 4.5% HTD
13-Apr-12 IYR US:REIT 60.99 40% 16% 14% 25% 5.0 1.5 -3.0% 4.4% HTD
13-Apr-12 EFA GL:DM 52.32 20% 20% -11% 23% 6.0 1.8 -3.9% 2.4% Sell
13-Apr-12 IDV GL:SD 30.93 16% 17% -13% 22% 7.5 1.1 -4.1% 1.7% Sell
13-Apr-12 EEM GL:EM 42.16 32% 10% -22% 30% 7.5 1.7 -3.9% 3.0% Sell
13-Apr-12 DVY US:SD 54.99 24% 15% 4% 16% 8.0 0.8 -2.8% 2.3% Sell
13-Apr-12 EMB GL:FI 112.90 10% 15% 0% 8% 9.0 1.2 -0.2% 1.6% Sell
13-Apr-12 TIP US:FI 119.07 5% -1% -5% 5% 11.5 0.8 0.2% 0.3% Sell
13-Apr-12 LQD US:FI 116.00 8% -1% -10% 6% 11.5 1.4 -0.4% 0.7% Sell


Shortables Trends and Ranks: RRS
BUY: to Cover IF( Avg Rank <= 5 ), SELL: Short IF( Avg Rank >= 6 & Price < LR63 )
COUNTIF( Sell ) 4 of 10 or 40% , COUNTIF( Held ) 0 of 10 or 0%

ST Holdings: - , Sell: - , Buy: -
                                                              (R3,R2,R1)  LR63   LR63   (10,100)           Days
EndD ETF's Class: Price RRS63 RRS42 RRS21 GSDm Avg Rank STEYX % off SMA_PO Status: Held
13-Apr-12 EEM GL:EM 42.16 10% -22% -41% 30% 8.7 1.1 -3.2% 3.0% SELL
13-Apr-12 EFA GL:DM 52.32 20% -11% -53% 23% 7.7 1.2 -4.7% 2.4% SELL
13-Apr-12 IWM US:SCB 79.54 17% -3% -45% 30% 7.3 1.7 -4.0% 3.7% SELL
13-Apr-12 GSG GL:COM 34.56 21% -13% -43% 20% 7.0 0.7 -3.2% 1.4% SELL
13-Apr-12 AGG US:T 110.36 -4% -5% 12% 3% 6.0 0.4 0.6% -0.2% HTD
13-Apr-12 IYR US:REIT 60.99 16% 14% -26% 25% 4.7 0.9 -1.6% 4.4% Buy
13-Apr-12 DIA US:LCB 128.40 17% 7% -29% 18% 4.7 1.3 -2.4% 3.3% Buy
13-Apr-12 IJH US:MCB 96.35 29% 2% -40% 27% 4.7 1.7 -3.7% 4.7% Buy
13-Apr-12 IVV US:LCB 137.59 36% 21% -29% 20% 3.0 1.7 -3.2% -2.9% Buy
13-Apr-12 QQQ US:LCB 66.19 81% 60% -2% 22% 1.3 0.8 -3.7% 10.0% Buy


Notes: Last modified 3/1/2012.
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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