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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 33167  
Subject: Re: ETF Trends & Ranks 2013Q1 Date: 2/22/2013 5:31 PM
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Recommendations: 1
SOLD:
*-
BOUGHT:
*-

Taxable_Acct. - BroadMarket_Asset_Allocation: PO
SELL: IF( SMA40 < SMA200 & SMA15 < SMA150 ), BUY: IF( SMA15 > SMA150 & SMA5 > SMA100 )
COUNTIF( B&H ) 4 of 5 or 80% , 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 15/150 5/100 NTR %GL LastChg H52w L52w Status: Held
21-Feb-13 FUSVX SP500 53.36 5.2% 5.5% 4.8% 12.4% 10.3% 60 0 38 B&H 202
21-Feb-13 FSEVX DJ M/S 42.68 6.4% 7.2% 6.1% 11.1% 6.4% 26 0 37 B&H 168
21-Feb-13 FSIVX EAFE 34.94 8.0% 6.2% 3.6% 8.5% 5.6% 28 3 38 B&H 189
21-Feb-13 FSRRX SRR 9.69 0.8% 0.3% -0.1% 3.9% 1.4% 31 23 38 B&H
21-Feb-13 FSITX USAB 11.79 -0.8% -1.2% -1.0% 3.3% -0.2% 6 30 48 SELL


Taxable_Acct. - Tactical_Asset_Rotation: RRS + PO
SELL: IF( AvgRank >= 4.0 or RRS126 < 0 ), BUY: IF( AvgRank < 3.5 & SMA30 > SMA100 )
COUNTIF( Buy ) 3 of 6 or 50% , COUNTIF( Held ) 3 of 6 or 50%

LT Hold: Three ( 3 ), Holdings: PRF,PXF,VNQ , Sell: - , Buy: -
                           Last     6m      3m   TTM    R6,R3   LastPri  LastPri  SlowPO  FastPO`           Days
EndD ETF's Class: Price RRS126 RRS63 GSDm AvgRank LR126 LR63 30/100 5/100 Status: Held
22-Feb-13 PXF GL:DM 37.42 32% 47% 26% 1.5 37.81 38.41 5.4% 5.2% BUY 124
22-Feb-13 PRF US:LC 67.40 22% 61% 16% 1.5 66.02 68.15 5.1% 6.4% BUY 146
22-Feb-13 VNQ US:RE 69.51 8% 46% 15% 3.0 67.53 70.04 3.9% 4.6% BUY 18
22-Feb-13 DBC GL:Com 27.60 -5% 8% 23% 4.5 27.71 28.20 0.6% -0.2% Sell
22-Feb-13 PGX US:PF 14.80 0% 4% 5% 4.5 14.79 14.84 0.3% 0.2% Sell
22-Feb-13 TLT US:FIT 117.03 -12% -28% 17% 6.0 118.16 115.24 -3.0% -4.0% Sell


Taxable_Acct. - Balanced Trends and Ranks: RRS
SELL: IF( RRS63_Rank >= 5 or RRS126 < 0 ), BUY: IF( RRS63_Rank < 4 & LR63 > LR126 )
COUNTIF( Buy ) 3 of 13 or 23% , COUNTIF( Held ) 3 of 13 or 23%

ST Hold: Three ( 3 ), Holdings: IWR,IWM,IWC , Sell: - , Buy: -
                             Last     6m      3m     1m   TTM   %Off_LR  LastPri  LastPri  LastPri           Days
EndD ETF's Class: Price RRS126 RRS63 RRS21 GSDm 63/126 LR126 LR63 LR21 Status: Held
22-Feb-13 IWM US:SC 91.03 22% 76% 31% 20% 4.5% 88.47 92.46 91.52 BUY 37
22-Feb-13 IWC US:Micro 56.22 18% 73% 35% 22% 4.6% 54.58 57.09 56.55 BUY 18
22-Feb-13 IWR US:MC 122.28 24% 67% 25% 17% 3.6% 119.72 124.02 123.16 BUY 49
22-Feb-13 SCZ GL:SC 43.13 32% 55% 22% 22% 2.0% 42.61 43.48 43.07 HTD
22-Feb-13 IYR US:REIT 68.15 8% 44% 8% 15% 3.6% 66.55 68.92 68.13 Sell
22-Feb-13 DBE GLC:ENE 29.00 4% 40% 20% 31% 3.7% 28.54 29.59 29.71 Sell
22-Feb-13 ACWX GL:LCB 42.70 26% 33% -11% 21% 1.0% 43.15 43.57 42.76 Sell
22-Feb-13 IWL US:LC 34.47 6% 32% 18% 15% 2.7% 33.71 34.61 34.59 Sell
22-Feb-13 DBB GLC:BM 18.69 7% 9% -10% 27% 0.8% 19.27 19.42 19.39 Sell
22-Feb-13 AGG US:FI 110.31 -4% -7% -3% 3% -0.5% 110.47 109.94 110.11 Sell
22-Feb-13 TLH US:FIT 132.40 -6% -18% -6% 10% -1.6% 133.15 131.03 131.69 Sell
22-Feb-13 DBP GLC:PM 53.75 -14% -26% -58% 22% -1.9% 56.51 55.41 54.49 Sell
22-Feb-13 DBA GLC:AG 26.36 -21% -29% -55% 21% -0.9% 26.99 26.74 26.26 Sell


IRA_Acct. - FIDO_Free Trends and Ranks: RRS
SELL: IF( RRS63_Rank >= 5 or RRS126 < 0 ), BUY: IF( RRS63_Rank < 4 & LR63 > LR126 )
COUNTIF( Buy ) 3 of 13 or 23% , COUNTIF( Held ) 2 of 13 or 15%

ST Hold: Three ( 3 ), Holdings: IJR,IJH , Sell: - , Buy: SCZ
                             Last     6m      3m     1m   TTM   %Off_LR  LastPri  LastPri  LastPri           Days
EndD ETF's Class: Price RRS126 RRS63 RRS21 GSDm 63/126 LR126 LR63 LR21 Status: Held
22-Feb-13 IJR US:SCB 84.19 21% 72% 29% 19% 4.4% 81.92 85.48 84.70 BUY 29
22-Feb-13 IJH US:MCB 110.34 28% 72% 26% 17% 3.6% 108.20 112.14 111.24 BUY 24
22-Feb-13 SCZ GL:SC 43.13 32% 55% 22% 22% 2.0% 42.61 43.48 43.07 BUY
22-Feb-13 IVV US:LCB 152.63 12% 45% 21% 15% 3.1% 149.06 153.73 153.09 HTD
22-Feb-13 IYR US:REIT 68.15 8% 44% 8% 15% 3.6% 66.55 68.92 68.13 Sell
22-Feb-13 EFA GL:DM 58.49 29% 40% -11% 21% 1.3% 58.77 59.55 58.40 Sell
22-Feb-13 IDV GL:Div'd 34.51 22% 37% -18% 21% 1.6% 34.68 35.24 34.51 Sell
22-Feb-13 ONEQ US:LCB 124.10 3% 36% 12% 18% 3.6% 121.63 125.98 125.19 Sell
22-Feb-13 DVY US:Div'd 61.05 9% 36% 29% 11% 2.6% 59.44 60.98 61.09 Sell
22-Feb-13 EEM GL:EM 43.28 25% 22% -19% 23% 0.1% 44.67 44.74 43.61 Sell
22-Feb-13 HYG US:FIHY 93.75 4% 4% -13% 8% 0.1% 93.92 94.06 93.04 Sell
22-Feb-13 LQD US:FIIG 119.77 -2% -10% -3% 6% -1.1% 120.48 119.11 119.25 Sell
22-Feb-13 EMB GL:FIEM 118.46 0% -12% -21% 9% -1.6% 121.41 119.53 118.48 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 ) 2 of 10 or 20% , 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
22-Feb-13 LQD US:FIIG 119.77 -10% -11% -3% 6% 9.0 0.6% 0.6% 0.4% HTD
22-Feb-13 EEM GL:EM 43.28 22% -7% -19% 23% 8.7 -3.1% -1.3% -0.6% SELL
22-Feb-13 HYG US:FIHY 93.75 4% -3% -13% 8% 8.7 -0.3% 0.1% 0.7% HTD
22-Feb-13 QQQ US:LCB 67.14 20% 24% 10% 19% 6.7 -1.1% -1.3% -0.7% Buy
22-Feb-13 EFA GL:DM 58.49 40% 26% -11% 21% 6.3 -1.8% -1.1% 0.2% SELL
22-Feb-13 IVW US:LCG 79.73 30% 40% 18% 14% 5.0 -0.6% -1.1% -0.3% Buy
22-Feb-13 IYR US:REIT 68.15 44% 41% 8% 15% 4.7 -1.2% -1.1% 0.0% Buy
22-Feb-13 IVV US:LCB 152.63 45% 55% 21% 15% 3.0 -0.8% -1.3% -0.3% Buy
22-Feb-13 IJH US:MCB 110.34 72% 80% 26% 17% 1.7 -1.7% -2.0% -0.8% Buy
22-Feb-13 IWM US:SCB 91.03 76% 72% 31% 20% 1.3 -1.7% -1.6% -0.5% Buy


Notes: Last modified 22-Feb-13
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) RRSx Ranks, where R6, R3, R2 or R1 are rankings of 6,3,2,1 monthly lookback periods.
5) LRxx is the last price on Linear Regression Trend line - TREND().
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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