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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 2012Q4 Date: 11/23/2012 2:02 PM
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Recommendations: 1
SOLD:
*-
BOUGHT:
*-

Taxable_Acct. - BroadMarket_Asset_Allocation: SMA_PO
SELL: IF( SMA15 < 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   15/200   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
21-Nov-12 FUSEX SP500 49.44 0.0% -2.0% -2.3% 22.1% 20.2% 16 10 51 BUY 113
21-Nov-12 FSEMX DJ M/S 39.27 -0.3% -1.4% -1.7% 21.3% 18.0% 14 10 51 BUY 79
21-Nov-12 FSIIX EAFE 32.94 2.6% 1.1% -0.6% 18.4% 14.7% 15 10 25 BUY 100
21-Nov-12 FFNOX AA 28.78 1.3% -0.6% -1.4% 18.1% 15.9% 16 10 51 BUY
21-Nov-12 FBIDX USGB 11.92 0.3% -0.4% -0.4% 4.5% 1.7% 16 17 35 SELL


Taxable_Acct. - Tactical_Asset_Rotation: RRS
SELL: IF( AvgRank >= 4.0 or SMA25 < SMA100 ), BUY: IF( AvgRank < 3.5 & Pri > LR126 )
COUNTIF( Buy ) 0 of 6 or 0% , COUNTIF( Held ) 2 of 6 or 33%

LT Hold: Three ( 3 ), Holdings: PRF,PXF , Sell: - , Buy: -
                           Last     6m      3m   25/100  TTM    R6,R3   % off  % off  % off           Days
EndD ETF's Class: Price RRS126 RRS63 PO GSDm AvgRank LR126 LR63 LR21 Status: Held
23-Nov-12 PXF GL:DM 34.50 36% 3% 2.4% 20% 1.0 -1.7% 1.0% 2.7% HTD 35
23-Nov-12 PGX US:PF 14.75 7% -1% 0.1% 5% 3.5 -1.2% -0.2% 0.5% HTD
23-Nov-12 PRF US:LC 61.16 24% -5% 0.8% 12% 3.5 -2.4% 0.3% 2.2% HTD 57
23-Nov-12 DBC GL:Com 28.06 30% -19% -1.0% 18% 3.5 -3.4% 2.0% 0.7% Sell
23-Nov-12 TLT US:FIT 124.21 -8% 1% -0.9% 12% 4.0 1.2% 0.4% -1.6% Sell
23-Nov-12 VNQ US:RE 64.04 2% -24% -2.4% 14% 5.5 -2.3% 1.4% 1.4% 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 ) 0 of 15 or 0% , COUNTIF( Held ) 2 of 15 or 13%

ST Hold: Three ( 3 ), Holdings: DBP,SCZ , Sell: DBP , 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
23-Nov-12 EEM GL:EM 41.63 26% 13% -14% 20% 3.0 -1.3% -0.1% 1.7% HTD
23-Nov-12 SCZ GL:SC 39.15 32% 10% -25% 18% 2.5 -1.3% 0.3% 2.6% HTD 30
23-Nov-12 ACWX GL:LCB 40.29 29% 6% -8% 17% 3.5 -0.8% 1.2% 2.5% HTD
23-Nov-12 TLH US:FIT 136.71 -3% 2% 30% 7% 9.5 0.7% 0.2% -1.0% Sell
23-Nov-12 AGG US:FI 111.96 2% 1% 2% 2% 9.5 -0.3% -0.1% -0.2% Sell
23-Nov-12 DBP GLC:PM 60.74 33% 0% 47% 20% 4.0 -1.0% 1.3% 1.0% Sell 48
23-Nov-12 IWR US:MC 110.73 20% -8% -13% 13% 6.5 -1.6% 1.2% 2.0% Sell
23-Nov-12 DVY US:DIV 56.83 9% -11% -36% 8% 10.0 -2.2% 0.1% 2.1% Sell
23-Nov-12 IWL US:LC 32.66 18% -15% -28% 12% 8.0 -2.7% 0.8% 2.4% Sell
23-Nov-12 DBE GLC:ENE 28.39 34% -16% 64% 24% 5.5 -2.3% 2.9% 0.9% Sell
23-Nov-12 DBB GLC:BM 18.42 9% -19% 30% 23% 11.0 -1.8% 0.8% 0.5% Sell
23-Nov-12 IWM US:SC 80.47 16% -21% -39% 16% 10.5 -3.3% 0.6% 2.6% Sell
23-Nov-12 IYR US:REIT 63.33 6% -22% -29% 13% 13.0 -2.5% 1.1% 1.6% Sell
23-Nov-12 IWC US:Micro 49.71 15% -22% -50% 18% 12.0 -4.3% -0.3% 2.9% Sell
23-Nov-12 DBA GLC:AG 28.73 16% -24% -18% 15% 11.5 -4.0% 1.3% 0.8% 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 ) 0 of 13 or 0% , COUNTIF( Held ) 1 of 13 or 8%

ST Hold: Three ( 3 ), Holdings: 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
23-Nov-12 EEM GL:EM 41.63 26% 13% -14% 20% 2.5 -1.3% -0.1% 1.7% HTD
23-Nov-12 SCZ GL:SC 39.15 32% 10% -25% 18% 2.0 -1.3% 0.3% 2.6% HTD 49
23-Nov-12 LQD US:FIIG 121.80 11% 9% -9% 4% 6.5 -1.0% -0.7% 0.2% HTD
23-Nov-12 EMB GL:FIEM 121.45 21% 8% -6% 6% 4.5 -2.0% -0.6% 0.2% HTD
23-Nov-12 EFA GL:DM 54.54 31% 5% -7% 17% 4.0 -0.8% 1.5% 2.7% Sell
23-Nov-12 IDV GL:Div'd 32.62 33% -1% -18% 17% 3.5 -1.6% 1.6% 2.9% Sell
23-Nov-12 HYG US:FIHY 92.37 9% -4% -12% 7% 9.0 -1.0% 0.4% 1.0% Sell
23-Nov-12 IJH US:MCB 99.13 19% -8% -13% 14% 7.0 -1.2% 1.5% 2.0% Sell
23-Nov-12 DVY US:Div'd 56.83 9% -11% -36% 8% 10.5 -2.2% 0.1% 2.1% Sell
23-Nov-12 IVV US:LCB 141.83 19% -14% -25% 12% 8.5 -2.7% 0.8% 2.3% Sell
23-Nov-12 IJR US:SCB 74.89 17% -20% -32% 15% 9.5 -3.0% 1.1% 2.3% Sell
23-Nov-12 IYR US:REIT 63.33 6% -22% -29% 13% 12.5 -2.5% 1.1% 1.6% Sell
23-Nov-12 ONEQ US:LCB 116.87 14% -29% -33% 16% 11.0 -3.6% 1.5% 2.6% 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 ) 0 of 10 or 0% , 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
23-Nov-12 QQQ US:LCB 64.90 -34% -46% -33% 17% 9.7 2.0% 3.5% 2.7% HTD
23-Nov-12 IWM US:SCB 80.47 -21% -36% -39% 16% 9.0 0.6% 2.3% 2.6% HTD
23-Nov-12 IYR US:REIT 63.33 -22% -19% -29% 13% 7.7 1.1% 1.0% 1.6% HTD
23-Nov-12 IVW US:LCG 75.86 -19% -32% -21% 11% 7.0 1.3% 2.7% 2.3% HTD
23-Nov-12 IVV US:LCB 141.83 -14% -29% -25% 12% 6.7 0.8% 2.3% 2.3% HTD
23-Nov-12 IJH US:MCB 99.13 -8% -11% -13% 14% 4.7 1.5% 1.9% 2.0% HTD
23-Nov-12 EEM GL:EM 41.63 13% -9% -14% 20% 3.3 -0.1% 1.4% 1.7% Buy
23-Nov-12 HYG US:FIHY 92.37 -4% -5% -12% 7% 3.0 0.4% 0.6% 1.0% Buy
23-Nov-12 EFA GL:DM 54.54 5% -7% -7% 17% 2.3 1.5% 2.5% 2.7% Buy
23-Nov-12 LQD US:FIIG 121.80 9% 0% -9% 4% 1.7 -0.7% -0.2% 0.2% 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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