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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 33146  
Subject: Re: ETF Trends & Ranks 2012Q4 Date: 11/2/2012 5:19 PM
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Recommendations: 1
SOLD:
*-
BOUGHT:
*-

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
1-Nov-12 FUSEX SP500 50.64 3.7% 1.2% -1.2% 14.0% 12.0% 13 7 49 BUY 92
1-Nov-12 FSEMX DJ M/S 40.35 2.5% 1.9% -0.6% 10.3% 7.0% 11 7 49 BUY 58
1-Nov-12 FFNOX AA 29.33 4.0% 2.2% -0.3% 10.0% 7.7% 13 7 49 BUY
1-Nov-12 FSIIX EAFE 33.45 4.6% 4.3% 0.7% 6.5% 2.8% 12 7 22 BUY 79
1-Nov-12 FBIDX USGB 11.94 0.4% -0.4% -0.4% 4.1% 1.4% 13 14 32 SELL


Taxable_Acct. - Tactical_Asset_Rotation: RRS
SELL: IF( AvgRank >= 4.0 or SMA30 < SMA100 ), BUY: IF( AvgRank < 3.5 & Pri > LR126 )
COUNTIF( Buy ) 0 of 6 or 0% , COUNTIF( Held ) 3 of 6 or 50%

LT Hold: Three ( 3 ), Holdings: DBC,PRF,PXF , Sell: - , Buy: -
                          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
2-Nov-12 PXF GL:DM 34.27 34% 28% 4% 21% 1.0 -1.5% -1.8% 4.6% HTD 14
2-Nov-12 PRF US:LC 61.52 28% 19% -20% 12% 2.5 -2.2% -1.7% 3.3% HTD 36
2-Nov-12 DBC GL:Com 27.14 31% -7% -53% 18% 3.0 -6.5% -3.5% 2.3% HTD 45
2-Nov-12 PGX US:PF 14.87 11% 3% -5% 5% 3.5 -0.8% 0.0% 0.8% HTD
2-Nov-12 TLT US:FIT 122.26 -4% -10% -3% 12% 5.5 -0.9% 0.5% -1.9% Sell
2-Nov-12 VNQ US:RE 65.12 9% -12% -10% 14% 5.5 -2.1% 0.3% -1.1% 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 ) 2 of 15 or 13%

ST Hold: Three ( 3 ), Holdings: DBP,SCZ , Sell: - , Buy: -
                            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
2-Nov-12 DBP GLC:PM 57.55 33% 46% -58% 21% 1.0 -5.2% -6.6% -0.5% HTD 27
2-Nov-12 SCZ GL:SC 39.11 27% 37% 7% 19% 2.5 -0.2% -1.6% -0.2% BUY 9
2-Nov-12 DBB GLC:BM 17.93 7% 26% -71% 23% 8.0 -4.3% -6.5% 1.4% HTD
2-Nov-12 EEM GL:EM 41.60 24% 22% -5% 21% 6.0 -0.5% -0.8% 0.3% HTD
2-Nov-12 ACWX GL:LCB 39.75 27% 21% 0% 17% 4.5 -1.3% -1.3% -0.1% Sell
2-Nov-12 IWC US:Micro 50.72 25% 19% -47% 17% 6.0 -4.1% -3.7% 0.5% Sell
2-Nov-12 IWM US:SC 81.19 23% 11% -32% 16% 8.0 -3.6% -2.9% 0.1% Sell
2-Nov-12 IWR US:MC 110.41 21% 11% -20% 13% 9.0 -1.8% -1.3% 0.4% Sell
2-Nov-12 IWL US:LC 32.79 24% 8% -34% 11% 8.0 -3.2% -2.1% 0.3% Sell
2-Nov-12 DVY US:DIV 57.60 15% 5% -15% 7% 10.5 -2.0% -1.0% -0.2% Sell
2-Nov-12 AGG US:FI 111.87 2% 1% -2% 2% 12.5 -0.4% -0.2% 0.0% Sell
2-Nov-12 TLH US:FIT 135.49 -2% -4% -5% 7% 13.5 -0.3% 0.2% 0.3% Sell
2-Nov-12 IYR US:REIT 64.50 12% -7% -7% 13% 12.5 -2.1% 0.1% 0.6% Sell
2-Nov-12 DBE GLC:ENE 26.83 27% -10% -60% 24% 9.5 -6.5% -4.1% -0.9% Sell
2-Nov-12 DBA GLC:AG 28.85 29% -17% -10% 16% 8.5 -5.3% -0.3% -0.2% 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 ) 2 of 13 or 15% , COUNTIF( Held ) 3 of 13 or 23%

ST Hold: Three ( 3 ), Holdings: SCZ,EFA,IDV , Sell: IDV , Buy: -
                            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
2-Nov-12 SCZ GL:SC 39.11 27% 37% 7% 19% 2.0 -0.2% -1.6% -0.2% BUY 28
2-Nov-12 EFA GL:DM 53.69 30% 23% 3% 17% 2.0 -1.5% -1.5% -0.4% BUY 28
2-Nov-12 EEM GL:EM 41.60 24% 22% -5% 21% 4.5 -0.5% -0.8% 0.3% HTD
2-Nov-12 EMB GL:FIEM 120.86 24% 16% -3% 6% 4.5 -2.2% -1.5% -0.8% HTD
2-Nov-12 IDV GL:Div'd 32.20 34% 15% 5% 17% 3.0 -2.4% -1.4% -0.7% Sell 28
2-Nov-12 LQD US:FIIG 122.24 13% 14% 5% 5% 8.5 -0.5% -0.6% -0.4% Sell
2-Nov-12 IJH US:MCB 98.83 20% 10% -6% 14% 8.0 -1.3% -0.9% 0.4% Sell
2-Nov-12 IVV US:LCB 142.10 25% 8% -33% 11% 6.0 -3.3% -2.1% 0.3% Sell
2-Nov-12 IJR US:SCB 75.35 23% 7% -27% 15% 8.0 -3.2% -2.1% 0.4% Sell
2-Nov-12 HYG US:FIHY 92.41 11% 5% 3% 7% 11.5 -1.2% -0.6% -0.4% Sell
2-Nov-12 DVY US:Div'd 57.60 15% 5% -15% 7% 10.5 -2.0% -1.0% -0.2% Sell
2-Nov-12 ONEQ US:LCB 117.54 22% -3% -47% 15% 10.0 -4.6% -2.6% 0.7% Sell
2-Nov-12 IYR US:REIT 64.50 12% -7% -7% 13% 12.5 -2.1% 0.1% 0.6% 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
2-Nov-12 QQQ US:LCB 65.17 -9% -36% -51% 16% 10.0 -2.8% -0.5% 0.7% SELL
2-Nov-12 IVW US:LCG 75.65 2% -19% -40% 10% 8.0 -2.4% -0.9% 0.3% SELL
2-Nov-12 IYR US:REIT 64.50 -7% -25% -7% 13% 8.0 0.1% 1.5% 0.6% HTD
2-Nov-12 IWM US:SCB 81.19 11% -24% -32% 16% 6.3 -2.9% -0.5% 0.1% SELL
2-Nov-12 IVV US:LCB 142.10 8% -13% -33% 11% 6.3 -2.1% -0.8% 0.3% SELL
2-Nov-12 IJH US:MCB 98.83 10% -16% -6% 14% 5.3 -0.9% 0.8% 0.4% HTD
2-Nov-12 HYG US:FIHY 92.41 5% -2% 3% 7% 4.7 -0.6% -0.1% -0.4% Buy
2-Nov-12 EEM GL:EM 41.60 22% 14% -5% 21% 2.7 -0.8% -0.5% 0.3% Buy
2-Nov-12 EFA GL:DM 53.69 23% 4% 3% 17% 2.0 -1.5% -0.5% -0.4% Buy
2-Nov-12 LQD US:FIIG 122.24 14% 18% 5% 5% 1.7 -0.6% -0.8% -0.4% 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(). 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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