SOLD:
*-
BOUGHT:
*-

Taxable_Acct. - BroadMarket_Asset_Allocation: SMA_PO
SELL: IF( SMA15 < SMA200 & SMA10 < SMA100 ), BUY: IF( SMA5 > SMA50 & SMA10 > SMA100 )
COUNTIF( Buy ) 0 of 5 or 0% , COUNTIF( Held ) 3 of 5 or 60%
LT Hold: Three ( 3 ), Holdings: FUSVX,FSIVX,FSEVX , Sell: - , Buy: -

                            Last   SlowPO  IntPO   FastPO   TTM      TTM      Weeks   Weeks  Weeks           Days
  EndD     Ticker   Index   Price  15/200  10/100   5/50    NTR   Gain(%GL)  LastChg  H52w   L52w   Status:  Held
27-Dec-12  FSIVX    EAFE    34.18    6.7%    2.8%    1.7%  22.1%      15.6%       20      2     30      B&H   135
27-Dec-12  FFNOX    AA      29.73    4.6%    2.2%    1.8%  16.7%      14.4%       21      1     52      B&H  
27-Dec-12  FSEVX    DJ M/S  39.45    2.1%   -0.5%   -0.4%  15.6%      10.8%       19     15     52      B&H   114
27-Dec-12  FUSVX    SP500   50.20    2.4%    0.1%    0.4%  15.4%      12.4%       21     15     52      B&H   148
27-Dec-12  FSITX    USGB    11.90   -0.1%   -0.6%   -0.3%   4.0%       1.1%       21     22     40     SELL  

Taxable_Acct. - Tactical_Asset_Rotation: RRS
SELL: IF( AvgRank >= 4.0 or SMA25 < SMA100 ), BUY: IF( AvgRank < 3.5 & SMA5 > SMA50 )
COUNTIF( Buy ) 2 of 6 or 33% , COUNTIF( Held ) 2 of 6 or 33%
LT Hold: Three ( 3 ), Holdings: PRF,PXF , Sell: - , Buy: -

                           Last     6m      3m   TTM    R6,R3   % off  % off  SlowPO  FastPO`           Days
  EndD     ETF's  Class:  Price   RRS126  RRS63  GSDm  AvgRank  LR126  LR63   25/100    5/50   Status:  Held
28-Dec-12   PXF   GL:DM    35.84     33%    27%   28%      1.0  -0.4%   0.4%    3.7%     3.6%      BUY    70
28-Dec-12   PRF   US:LC    61.40     15%     1%   16%      2.5  -2.2%  -0.5%    1.1%     0.8%      BUY    92
28-Dec-12   TLT   US:FIT  123.31     -8%     1%   16%      4.0   1.0%  -0.3%    0.0%    -0.8%     Sell  
28-Dec-12   VNQ   US:RE    65.11     -7%     1%   17%      4.5   1.1%   0.6%   -0.7%     1.4%     Sell  
28-Dec-12   DBC   GL:Com   27.63      5%   -13%   24%      4.5  -1.9%   0.8%   -1.4%    -0.4%     Sell  
28-Dec-12   PGX   US:PF    14.64      0%    -7%    6%      4.5  -0.8%   0.0%   -0.5%    -0.8%     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 ) 3 of 13 or 23% , COUNTIF( Held ) 2 of 13 or 15%
ST Hold: Three ( 3 ), Holdings: SCZ,ACWX , Sell: - , Buy: IWR

                             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
28-Dec-12  ACWX   GL:LCB     41.38     27%    23%    39%   23%      1.5  -0.3%   0.3%  -1.1%      BUY    30
28-Dec-12   SCZ   GL:SC      40.18     30%    16%    29%   24%      1.5  -0.8%   0.5%  -0.7%      BUY    65
28-Dec-12   IWR   US:MC     111.18     14%     6%    15%   17%      4.0  -1.7%  -0.5%  -1.6%      BUY  
28-Dec-12   DBB   GLC:BM     19.02     15%     2%    -8%   30%      4.0  -0.9%   0.8%  -0.7%      HTD  
28-Dec-12   TLH   US:FIT    136.20     -3%     2%   -22%   10%      8.0   0.4%  -0.3%   1.0%     Sell  
28-Dec-12   IWM   US:SC      82.53      8%    -1%    26%   21%      6.5  -0.6%   0.8%  -1.4%     Sell  
28-Dec-12   IYR   US:REIT    64.08     -5%    -2%    17%   16%      9.5   0.5%   0.5%  -0.8%     Sell  
28-Dec-12   AGG   US:FI     111.28     -1%    -4%   -11%    3%      9.0  -0.4%   0.0%   0.4%     Sell  
28-Dec-12   IWC   US:Micro   51.21      4%   -11%    24%   24%      9.0  -0.4%   1.7%  -1.2%     Sell  
28-Dec-12   IWL   US:LC      31.96      6%   -12%   -22%   15%      9.0  -3.5%  -1.0%  -1.4%     Sell  
28-Dec-12   DBE   GLC:ENE    27.89     10%   -12%     8%   32%      8.5  -1.4%   1.9%   0.9%     Sell  
28-Dec-12   DBA   GLC:AG     28.06    -10%   -13%   -34%   20%     12.5  -1.6%  -0.7%   0.2%     Sell  
28-Dec-12   DBP   GLC:PM     56.55     22%   -24%   -54%   25%      8.0  -6.8%  -1.4%   0.6%     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 ) 3 of 13 or 23% , COUNTIF( Held ) 3 of 13 or 23%
ST Hold: Three ( 3 ), Holdings: SCZ,EEM,EFA , Sell: SCZ , Buy: IDV

                             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
28-Dec-12   EFA   GL:DM      56.01     29%    26%    38%   23%      1.5  -0.4%   0.1%  -1.1%      BUY    11
28-Dec-12   EEM   GL:EM      43.70     25%    22%    70%   26%      2.5   1.3%   1.6%  -0.6%      BUY    25
28-Dec-12   IDV   GL:Div'd   33.04     23%    18%    24%   23%      3.5  -1.2%  -0.4%  -1.3%      BUY  
28-Dec-12   SCZ   GL:SC      40.18     30%    16%    29%   24%      2.5  -0.8%   0.5%  -0.7%      HTD    84
28-Dec-12   IJH   US:MCB    100.15     15%    13%    16%   18%      5.0  -1.2%  -0.6%  -1.4%     Sell  
28-Dec-12   HYG   US:FIHY    92.95      4%     5%     2%    8%      8.0  -0.3%  -0.2%  -0.5%     Sell  
28-Dec-12   EMB   GL:FIEM   122.75     12%     4%     1%    8%      6.5  -0.8%   0.2%   0.1%     Sell  
28-Dec-12   IJR   US:SCB     76.64      9%     2%    23%   20%      7.5  -0.5%   0.6%  -1.2%     Sell  
28-Dec-12   IYR   US:REIT    64.08     -5%    -2%    17%   16%     11.0   0.5%   0.5%  -0.8%     Sell  
28-Dec-12   LQD   US:FIIG   121.63      5%    -3%   -10%    6%      9.5  -0.7%   0.2%   0.6%     Sell  
28-Dec-12   DVY   US:Div'd   56.41      1%    -6%   -12%   10%     11.5  -2.0%  -1.0%  -1.5%     Sell  
28-Dec-12   IVV   US:LCB    140.64      8%    -7%    -1%   15%     10.0  -2.6%  -0.5%  -1.6%     Sell  
28-Dec-12  ONEQ   US:LCB    116.64      2%   -13%    -7%   21%     12.0  -2.2%   0.2%  -1.2%     Sell  

Shortables Trends and Ranks: RRS
BUY to Cover: IF( AvgRank < 4.5 or RRS42 > 0 ), SELL Short: IF( AvgRank >= 5.5 & Pri < LR42 )
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
28-Dec-12   QQQ   US:LCB    63.78   -19%    10%   -20%   22%       9.3  -0.2%  -2.3%  -1.4%      Buy  
28-Dec-12   IVW   US:LCG    74.39   -12%     9%   -15%   15%       9.0  -0.6%  -2.0%  -1.3%      Buy  
28-Dec-12   LQD   US:FIIG  121.63    -3%    -6%   -10%    6%       8.3   0.2%   0.4%   0.6%      HTD  
28-Dec-12   IVV   US:LCB   140.64    -7%    16%    -1%   15%       6.7  -0.5%  -1.9%  -1.6%      Buy  
28-Dec-12   HYG   US:FIHY   92.95     5%    14%     2%    8%       5.7  -0.2%  -0.7%  -0.5%      Buy  
28-Dec-12   IYR   US:REIT   64.08    -2%    15%    17%   16%       5.3   0.5%  -0.5%  -0.8%      Buy  
28-Dec-12   IJH   US:MCB   100.15    13%    34%    16%   18%       4.0  -0.6%  -1.7%  -1.4%      Buy  
28-Dec-12   IWM   US:SCB    82.53    -1%    37%    26%   21%       3.7   0.8%  -1.3%  -1.4%      Buy  
28-Dec-12   EEM   GL:EM     43.70    22%    55%    70%   26%       1.7   1.6%   0.1%  -0.6%      Buy  
28-Dec-12   EFA   GL:DM     56.01    26%    59%    38%   23%       1.3   0.1%  -1.3%  -1.1%      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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