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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 33150  
Subject: Re: ETF Trends & Ranks 2012Q2 Date: 6/15/2012 4:41 PM
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Recommendations: 2
SOLD:
*-
BOUGHT:
*-

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 ) 1 of 6 or 17% , COUNTIF( Held ) 1 of 6 or 17%

Hold: Two ( 2 ), LT Holdings: TLT , Sell: - , Buy: -
                                                              (R3)  LR126  LR126  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm Rank STEYX % off SMA_PO Status: Held
15-Jun-12 TLT US:FIT 126.40 8% 78% 86% 18% 1.0 3.9 4.7% 6.7% BUY 9
15-Jun-12 VNQ US:RE 63.77 21% -3% -25% 26% 2.0 1.6 -1.7% -0.4% Sell
15-Jun-12 PGX US:PF 14.33 6% -5% -4% 8% 3.0 0.2 -0.7% -0.2% Sell
15-Jun-12 PRF US:LC 57.12 6% -32% -37% 22% 4.0 2.0 -2.5% -4.0% Sell
15-Jun-12 DBC GL:Com 24.86 -13% -53% -61% 19% 5.0 1.3 -7.2% -10.6% Sell
15-Jun-12 PXF GL:DM 30.81 -14% -58% -63% 28% 6.0 2.0 -5.2% -10.6% 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 ) 0 of 20 or 0% , COUNTIF( Held ) 1 of 20 or 5%

Hold: Three ( 3 ), ST Holdings: ITB , Sell: ITB , Buy: -
                                                              (R6,R3,R2)  LR126  LR126  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm AvgRank STEYX % off SMA_PO Status: Held
15-Jun-12 ITB US:HB 15.00 60% 10% -13% 46% 2.3 0.7 -4.6% -0.1% Sell 139
15-Jun-12 IHE US:PH 83.43 18% -3% -7% 18% 4.3 1.3 0.0% 0.7% HTD
15-Jun-12 IDU US:UT 90.54 4% 19% 25% 11% 5.0 1.1 3.6% 3.0% Sell
15-Jun-12 IYC US:CS 80.00 26% -14% -23% 20% 5.0 2.1 -2.3% -0.4% Sell
15-Jun-12 IYR US:RE 62.46 20% -4% -23% 25% 5.3 1.5 -1.5% -0.5% Sell
15-Jun-12 IYH US:HC 77.55 15% -9% -18% 18% 6.0 1.4 -0.5% -0.5% Sell
15-Jun-12 SHY US:FIT 84.42 0% 1% 0% 1% 6.7 0.1 0.1% 0.0% Sell
15-Jun-12 IYK US:CG 71.97 12% -18% -26% 14% 8.0 1.6 -2.1% -1.8% Sell
15-Jun-12 IYY US:TM 67.37 11% -30% -36% 22% 9.7 2.3 -2.6% -3.5% Sell
15-Jun-12 IHF US:HCP 63.25 9% -32% -39% 29% 10.7 2.3 -1.5% -2.9% Sell
15-Jun-12 IYT US:T 91.44 -1% -21% -28% 28% 11.3 2.2 -0.6% -3.1% Sell
15-Jun-12 IYW US:TECH 70.63 22% -45% -48% 24% 11.3 3.9 -6.0% -5.2% Sell
15-Jun-12 IYF US:FIN 54.20 19% -42% -51% 29% 12.0 2.7 -4.4% -4.9% Sell
15-Jun-12 IYJ US:IND 66.89 4% -35% -43% 28% 12.0 2.7 -3.2% -5.3% Sell
15-Jun-12 IAK US:INS 29.89 8% -36% -47% 28% 12.7 1.2 -4.0% -5.1% Sell
15-Jun-12 ITA US:AD 62.34 0% -36% -45% 26% 13.7 2.4 -3.6% -5.5% Sell
15-Jun-12 IYM US:BM 63.92 -12% -46% -57% 35% 17.3 3.3 -3.3% -8.4% Sell
15-Jun-12 IYE US:EN 38.10 -17% -46% -51% 30% 17.7 1.8 -1.3% -8.7% Sell
15-Jun-12 IEO US:OGEP 56.87 -25% -61% -62% 41% 19.3 4.2 -3.7% -12.9% Sell
15-Jun-12 IEZ US:OES 46.75 -27% -57% -67% 44% 19.7 3.1 -4.5% -13.4% 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 ) 1 of 14 or 7% , 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
15-Jun-12 AGG US:FIT 111.38 2% 7% 4% 3% 1.0 0.5 0.5% 0.6% BUY
15-Jun-12 SHY US:FIT 84.42 0% 1% 0% 1% 2.0 0.1 0.1% 0.0% Sell
15-Jun-12 IYR US:REIT 62.46 20% -4% -23% 25% 3.0 1.5 -1.5% -0.5% Sell
15-Jun-12 DBP GLC:PM 55.65 -11% -28% -27% 29% 4.0 2.3 -0.2% -4.3% Sell
15-Jun-12 IWD US:LCV 67.17 7% -29% -34% 22% 5.0 2.1 -1.5% -3.3% Sell
15-Jun-12 IWF US:LCG 62.69 17% -30% -38% 21% 6.0 2.3 -3.7% -3.5% Sell
15-Jun-12 DBA GLC:AG 25.99 -20% -31% -26% 14% 7.0 0.6 -1.6% -5.7% Sell
15-Jun-12 IWN US:SCV 68.44 2% -34% -38% 28% 8.0 2.6 -2.5% -4.9% Sell
15-Jun-12 IWO US:SCG 88.30 3% -38% -42% 31% 9.0 4.0 -3.4% -5.7% Sell
15-Jun-12 DBB GLC:BM 18.29 -12% -41% -49% 27% 10.0 1.0 -4.3% -8.6% Sell
15-Jun-12 ACWX GL:LCB 36.70 -5% -49% -58% 25% 11.0 2.0 -4.1% -8.2% Sell
15-Jun-12 SCZ GL:SC 35.52 2% -49% -64% 26% 12.0 2.1 -6.1% -8.7% Sell
15-Jun-12 EEM GL:EM 38.99 -7% -51% -60% 31% 13.0 2.4 -3.4% -9.1% Sell
15-Jun-12 DBE GLC:ENE 24.86 -15% -63% -75% 24% 14.0 1.7 -10.3% -14.2% 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 ) 0 of 12 or 0% , COUNTIF( Held ) 0 of 12 or 0%

Hold: One ( 1 ), ST Holdings: - , Sell: - , Buy: -
                                                                (R6,R3,R2)  LR126  LR126  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm AvgRank STEYX % off SMA_PO Status: Held
15-Jun-12 RYU US:SU 56.69 3% 13% 22% 13% 3.3 0.7 3.2% 2.5% Sell
15-Jun-12 TIP US:FIT 120.78 6% 13% 9% 5% 3.3 0.7 0.4% 1.1% Sell
15-Jun-12 RHS US:SS 66.19 12% -4% -10% 13% 3.3 0.8 -0.6% 0.3% Sell
15-Jun-12 RYH US:SH 72.24 17% -18% -26% 21% 4.0 2.0 -2.9% -1.7% Sell
15-Jun-12 RCD US:SD 51.50 20% -31% -42% 27% 4.7 2.1 -4.9% -3.9% Sell
15-Jun-12 SDY US:Div'd 55.39 3% -16% -21% 16% 5.0 1.1 -0.7% -1.7% Sell
15-Jun-12 RSP US:LC 48.57 7% -34% -42% 24% 6.0 1.9 -3.4% -4.7% Sell
15-Jun-12 RYF US:SF 25.65 14% -43% -51% 31% 7.0 1.3 -6.1% -5.9% Sell
15-Jun-12 RGI US:SI 53.14 0% -36% -44% 29% 8.7 2.2 -3.9% -5.9% Sell
15-Jun-12 RTM US:SM 57.01 -3% -43% -56% 32% 10.3 2.9 -4.9% -7.3% Sell
15-Jun-12 RYT US:ST 51.96 2% -51% -57% 28% 10.3 3.1 -5.3% -7.9% Sell
15-Jun-12 RYE US:SE 56.59 -22% -53% -61% 38% 12.0 3.4 -4.0% -11.6% 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 ) 1 of 12 or 8% , COUNTIF( Held ) 0 of 12 or 0%

Hold: Three ( 3 ), ST Holdings: - , 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
15-Jun-12 LQD US:FIIG 116.88 4% 5% 0% 6% 1.0 1.0 0.0% 0.2% BUY
15-Jun-12 IYR US:REIT 62.46 20% -4% -23% 25% 2.0 1.5 -1.5% -0.5% Sell
15-Jun-12 EMB GL:FIEM 113.53 6% -6% -15% 8% 3.0 1.5 0.2% -0.3% Sell
15-Jun-12 DVY US:Div'd 55.89 7% -9% -16% 15% 4.0 0.8 -0.2% -0.7% Sell
15-Jun-12 HYG US:FIHY 89.29 -1% -12% -21% 12% 5.0 1.2 -0.3% -2.1% Sell
15-Jun-12 IVV US:LCB 135.20 12% -29% -34% 20% 6.0 4.4 -2.3% -3.1% Sell
15-Jun-12 IJH US:MCB 92.01 10% -33% -44% 27% 7.0 3.9 -5.1% -5.3% Sell
15-Jun-12 IJR US:SCB 70.99 4% -34% -40% 28% 8.0 2.8 -3.6% -5.2% Sell
15-Jun-12 EFA GL:DM 49.50 -5% -48% -57% 24% 9.0 2.5 -3.4% -7.8% Sell
15-Jun-12 IDV GL:Div'd 29.36 -8% -49% -57% 24% 10.0 1.5 -3.1% -8.2% Sell
15-Jun-12 SCZ GL:SC 35.52 2% -49% -64% 26% 11.0 2.1 -6.1% -8.7% Sell
15-Jun-12 EEM GL:EM 38.99 -7% -51% -60% 31% 12.0 2.4 -3.4% -9.1% 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 ) 2 of 10 or 20%

ST Holdings: QQQ,IVV , 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
15-Jun-12 EFA GL:DM 49.50 -48% -57% 6% 24% 8.7 1.1 4.4% -3.9% HTD
15-Jun-12 IJH US:MCB 92.01 -33% -44% -17% 27% 8.0 1.6 1.0% -3.8% HTD
15-Jun-12 IWM US:SCB 77.22 -36% -40% 3% 30% 7.3 1.3 3.2% -2.8% HTD
15-Jun-12 EEM GL:EM 38.99 -51% -60% 27% 31% 7.0 1.0 5.3% -4.3% HTD
15-Jun-12 QQQ US:LCB 62.99 -36% -41% 12% 22% 7.0 1.0 2.8% -2.8% HTD 15
15-Jun-12 IVW US:LCG 72.76 -24% -31% 12% 19% 4.3 1.0 2.5% -1.5% HTD
15-Jun-12 IVV US:LCB 135.20 -29% -34% 18% 20% 4.3 2.0 3.1% -1.5% HTD 11
15-Jun-12 HYG US:FIHY 89.29 -12% -21% 10% 12% 4.0 0.9 1.2% -0.8% HTD
15-Jun-12 IYR US:REIT 62.46 -4% -23% 24% 25% 2.3 1.2 1.1% -0.7% Buy
15-Jun-12 LQD US:FIIG 116.88 5% 0% 12% 6% 2.0 0.5 0.2% 0.3% 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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