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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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