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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 33154  
Subject: Re: ETF Trends & Ranks 2013Q1 Date: 1/11/2013 5:13 PM
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Recommendations: 2
SOLD:
*-
BOUGHT:
*-

Taxable_Acct. - BroadMarket_Asset_Allocation: SMA_PO
SELL: IF( SMA40 < SMA200 & SMA20 < SMA100 ), BUY: IF( SMA10 > SMA50 & SMA20 > 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 40/200 20/100 10/50 NTR Gain(%GL) LastChg H52w L52w Status: Held
10-Jan-13 FSIVX EAFE 35.05 5.9% 3.0% 2.5% 22.8% 16.3% 22 0 32 B&H 148
10-Jan-13 FSEVX DJ M/S 41.53 2.3% 0.8% 2.5% 17.0% 12.2% 60 17 31 B&H 127
10-Jan-13 FUSVX SP500 52.14 2.0% 0.8% 2.4% 16.7% 13.7% 62 17 32 B&H 161
10-Jan-13 FFNOX AA 29.96 3.2% 1.5% 1.2% 15.0% 12.7% 61 3 31 B&H
10-Jan-13 FSITX USGB 11.85 -0.1% -0.6% -0.5% 3.4% 0.5% 62 24 42 SELL


Taxable_Acct. - Tactical_Asset_Rotation: RRS
SELL: IF( AvgRank >= 4.0 or SMA30 < SMA100 ), BUY: IF( AvgRank < 3.5 & SMA10 > 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 30/100 10/50 Status: Held
11-Jan-13 PXF GL:DM 37.45 35% 47% 27% 1.0 2.4% 1.8% 4.3% 4.7% BUY 83
11-Jan-13 PRF US:LC 64.60 16% 18% 15% 2.0 2.0% 2.2% 1.7% 3.1% BUY 105
11-Jan-13 PGX US:PF 14.90 0% -3% 5% 3.5 0.9% 1.4% -0.3% 0.4% Sell
11-Jan-13 VNQ US:RE 67.20 -5% 14% 16% 4.0 3.7% 1.8% 0.3% 2.7% Sell
11-Jan-13 DBC GL:Com 27.71 -2% -7% 24% 4.5 -0.5% 0.7% -1.4% 0.0% Sell
11-Jan-13 TLT US:FIT 118.79 -10% -10% 17% 6.0 -1.7% -2.1% -0.9% -2.9% 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 ) 2 of 13 or 15% , COUNTIF( Held ) 3 of 13 or 23%

ST Hold: Three ( 3 ), Holdings: SCZ,ACWX,IWR , Sell: IWR , 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
11-Jan-13 ACWX GL:LCB 42.70 28% 39% 41% 22% 1.5 1.6% 1.0% 0.4% BUY 43
11-Jan-13 SCZ GL:SC 42.03 32% 33% 76% 23% 1.5 2.3% 2.4% 0.7% BUY 78
11-Jan-13 DBB GLC:BM 19.05 15% 29% -17% 27% 3.5 -1.2% -1.5% -0.1% HTD
11-Jan-13 IWM US:SC 87.34 12% 28% 111% 20% 5.0 3.6% 2.6% -0.3% HTD
11-Jan-13 IWR US:MC 116.83 16% 25% 65% 16% 4.0 2.2% 1.8% 0.1% Sell 8
11-Jan-13 IWC US:Micro 54.38 9% 22% 132% 23% 6.5 4.1% 3.4% -0.3% Sell
11-Jan-13 IYR US:REIT 66.49 -3% 12% 64% 15% 9.0 3.6% 2.1% 0.0% Sell
11-Jan-13 IWL US:LC 33.60 4% 2% 24% 15% 8.0 1.4% 2.2% 0.9% Sell
11-Jan-13 DBE GLC:ENE 28.05 2% -4% 54% 32% 9.0 0.2% 1.4% -0.8% Sell
11-Jan-13 TLH US:FIT 133.77 -4% -5% -22% 10% 11.0 -0.9% -1.0% 0.4% Sell
11-Jan-13 AGG US:FI 110.85 -2% -5% -5% 3% 10.5 -0.4% 0.0% 0.1% Sell
11-Jan-13 DBA GLC:AG 27.77 -15% -17% -32% 20% 12.5 -0.9% -0.5% 0.6% Sell
11-Jan-13 DBP GLC:PM 56.80 13% -22% -31% 23% 9.0 -5.0% -0.1% 1.0% 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: IJH
                             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
11-Jan-13 EEM GL:EM 44.47 28% 42% 59% 24% 2.0 1.4% 0.4% -0.8% BUY 38
11-Jan-13 EFA GL:DM 58.04 30% 41% 50% 22% 2.0 1.9% 1.3% 0.4% BUY 24
11-Jan-13 IJH US:MCB 105.50 18% 33% 83% 17% 4.0 2.7% 1.7% -0.1% BUY
11-Jan-13 SCZ GL:SC 42.03 32% 33% 76% 23% 2.5 2.3% 2.4% 0.7% HTD 97
11-Jan-13 IJR US:SCB 80.69 12% 30% 104% 19% 5.5 3.3% 2.2% -0.4% Sell
11-Jan-13 IDV GL:Div'd 34.45 22% 30% 41% 22% 5.0 2.1% 1.8% 0.9% Sell
11-Jan-13 IYR US:REIT 66.49 -3% 12% 64% 15% 10.0 3.6% 2.1% 0.0% Sell
11-Jan-13 ONEQ US:LCB 122.71 2% 10% 59% 20% 9.5 2.5% 2.4% 0.3% Sell
11-Jan-13 IVV US:LCB 147.87 7% 10% 45% 15% 8.5 2.0% 2.3% 0.5% Sell
11-Jan-13 HYG US:FIHY 94.52 5% 9% 14% 8% 9.5 1.0% 0.7% 0.3% Sell
11-Jan-13 DVY US:Div'd 58.57 1% 4% 20% 10% 11.5 1.5% 1.3% 0.3% Sell
11-Jan-13 EMB GL:FIEM 121.44 9% 2% -5% 8% 9.5 -1.6% -0.8% -0.6% Sell
11-Jan-13 LQD US:FIIG 121.10 3% -6% -1% 6% 11.5 -0.8% 0.3% 0.1% Sell


Shortables Trends and Ranks: RRS
BUY to Cover: IF( AvgRank < 4.5 or RRS21 > 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
11-Jan-13 LQD US:FIIG 121.10 -6% -6% -1% 6% 10.0 0.3% 0.2% 0.1% HTD
11-Jan-13 HYG US:FIHY 94.52 9% 21% 14% 8% 8.3 0.7% 0.0% 0.3% Buy
11-Jan-13 QQQ US:LCB 67.26 3% 38% 41% 21% 8.0 2.5% 0.4% 0.6% Buy
11-Jan-13 IVW US:LCG 78.18 4% 32% 41% 14% 7.7 2.3% 0.6% 0.5% Buy
11-Jan-13 IVV US:LCB 147.87 10% 45% 45% 15% 6.0 2.3% 0.4% 0.5% Buy
11-Jan-13 IYR US:REIT 66.49 12% 49% 64% 15% 4.3 2.1% 0.3% 0.0% Buy
11-Jan-13 EFA GL:DM 58.04 41% 80% 50% 22% 3.3 1.3% -0.3% 0.4% Buy
11-Jan-13 IJH US:MCB 105.50 33% 73% 83% 17% 3.0 1.7% 0.0% -0.1% Buy
11-Jan-13 EEM GL:EM 44.47 42% 91% 59% 24% 2.3 0.4% -1.5% -0.8% Buy
11-Jan-13 IWM US:SCB 87.34 28% 96% 111% 20% 2.0 2.6% -0.1% -0.3% 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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