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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 33183  
Subject: Re: ETF Trends & Ranks 2013Q1 Date: 12/28/2012 5:31 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 ) 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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