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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 33159  
Subject: Re: ETF Trends & Ranks 2012Q2 Date: 6/22/2012 4:30 PM
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Recommendations: 2
SOLD:
*-
BOUGHT:
TO COVER PowerShares QQQ (QQQ)

Taxable_Acct. - Tactical_Asset_Allocation: RRS
SELL: IF( Rank >= 4.0 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Rank < 3.0 & Price > LR126 )
COUNTIF( Buy ) 1 of 6 or 17% , COUNTIF( Held ) 1 of 6 or 17%

Hold: Two ( 2 ), LT Holdings: TLT , Sell: - , Buy: -
                                                              (R3)  LR126  LR126  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm Rank STEYX % off SMA_PO Status: Held
22-Jun-12 TLT US:FIT 125.02 12% 73% 77% 18% 1.0 3.8 2.4% 6.2% BUY 16
22-Jun-12 VNQ US:RE 63.49 18% -2% -24% 26% 2.0 1.5 -1.9% 0.7% HTD
22-Jun-12 PGX US:PF 14.44 4% -3% -1% 8% 3.0 0.2 0.3% 0.2% HTD
22-Jun-12 PRF US:LC 56.86 1% -29% -29% 22% 4.0 1.8 -2.2% -2.6% Sell
22-Jun-12 DBC GL:Com 24.39 -20% -54% -61% 19% 5.0 1.2 -6.9% -10.7% Sell
22-Jun-12 PXF GL:DM 30.83 -20% -55% -55% 28% 6.0 1.9 -3.3% -9.2% Sell


Taxable_Acct. - DowJones Sectors(Rated>7): RRS
SELL: IF( AvgRank >= 5 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Rank < 4 & Price > LR126 )
COUNTIF( Buy ) 1 of 20 or 5% , COUNTIF( Held ) 1 of 20 or 5%

Hold: Three ( 3 ), ST Holdings: ITB , Sell: ITB , Buy: IHE
                                                              (R6,R3,R2)  LR126  LR126  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm AvgRank STEYX % off SMA_PO Status: Held
22-Jun-12 IHE US:PH 84.74 17% 0% -1% 18% 3.0 1.3 1.3% 2.3% BUY
22-Jun-12 IDU US:UT 88.35 5% 22% 21% 11% 4.0 1.2 0.7% 3.2% HTD
22-Jun-12 ITB US:HB 15.23 50% 16% -27% 46% 4.3 0.6 -2.9% 2.3% HTD 146
22-Jun-12 IYC US:CS 79.96 22% -11% -15% 20% 5.0 2.0 -2.1% 0.7% Sell
22-Jun-12 IYH US:HC 78.14 12% -7% -8% 18% 5.3 1.3 0.4% 1.1% Sell
22-Jun-12 IYR US:RE 61.68 16% -3% -24% 25% 5.7 1.4 -2.4% 0.4% Sell
22-Jun-12 SHY US:FIT 84.38 0% 0% 0% 1% 6.3 0.1 0.0% 0.0% Sell
22-Jun-12 IYK US:CG 70.66 9% -19% -24% 14% 8.7 1.5 -3.4% -1.3% Sell
22-Jun-12 IHF US:HCP 63.74 5% -30% -14% 29% 9.0 2.1 -0.2% -1.1% Sell
22-Jun-12 IYT US:T 91.11 -3% -16% -17% 28% 10.0 1.9 -0.7% -1.0% Sell
22-Jun-12 IYY US:TM 66.80 6% -27% -30% 21% 10.0 2.2 -2.7% -2.3% Sell
22-Jun-12 IYW US:TECH 70.58 14% -43% -40% 24% 12.0 3.8 -5.0% -4.2% Sell
22-Jun-12 IYF US:FIN 54.08 12% -39% -42% 29% 12.3 2.5 -3.6% -3.3% Sell
22-Jun-12 IYJ US:IND 66.25 -1% -32% -36% 28% 12.7 2.4 -3.1% -3.8% Sell
22-Jun-12 IAK US:INS 29.68 2% -35% -43% 28% 14.0 1.1 -3.6% -4.1% Sell
22-Jun-12 ITA US:AD 62.56 -5% -34% -37% 26% 14.0 2.2 -2.2% -4.1% Sell
22-Jun-12 IYE US:EN 36.64 -22% -42% -46% 30% 17.0 1.6 -3.5% -7.4% Sell
22-Jun-12 IYM US:BM 63.04 -18% -44% -48% 35% 17.7 2.9 -3.1% -6.9% Sell
22-Jun-12 IEO US:OGEP 54.55 -31% -57% -62% 40% 19.3 3.8 -5.2% -12.0% Sell
22-Jun-12 IEZ US:OES 44.14 -33% -55% -65% 43% 19.7 2.8 -7.3% -12.8% Sell


IRA_Acct. - FIDO_Balanced Trends and Ranks: RRS
SELL: IF( Rank >= 5 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Rank < 4 & Price > LR126 )
COUNTIF( Buy ) 1 of 14 or 7% , COUNTIF( Held ) 0 of 14 or 0%

Hold: Three ( 3 ), ST Holdings: - , Sell: - , Buy: AGG
                                                               (R3)  LR126  LR126   (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm Rank STEYX % off SMA_PO Status: Held
22-Jun-12 AGG US:FIT 111.04 2% 6% 4% 3% 1.0 0.5 0.1% 0.6% BUY
22-Jun-12 SHY US:FIT 84.38 0% 0% 0% 1% 2.0 0.1 0.0% 0.0% Sell
22-Jun-12 IYR US:REIT 61.68 16% -3% -24% 25% 3.0 1.4 -2.4% 0.4% HTD
22-Jun-12 IWD US:LCV 66.84 3% -25% -25% 22% 4.0 1.9 -1.4% -1.8% Sell
22-Jun-12 DBA GLC:AG 26.49 -22% -26% -19% 14% 5.0 0.5 1.1% -4.6% Sell
22-Jun-12 DBP GLC:PM 53.48 -14% -28% -20% 29% 6.0 2.2 -3.1% -4.4% Sell
22-Jun-12 IWF US:LCG 62.48 11% -28% -31% 21% 7.0 2.2 -3.4% -2.3% Sell
22-Jun-12 IWN US:SCV 68.67 -3% -30% -31% 28% 8.0 2.4 -1.3% -3.5% Sell
22-Jun-12 IWO US:SCG 88.84 -2% -34% -34% 31% 9.0 3.7 -1.8% -4.2% Sell
22-Jun-12 DBB GLC:BM 17.65 -19% -42% -52% 26% 10.0 0.9 -5.7% -8.6% Sell
22-Jun-12 ACWX GL:LCB 36.09 -11% -46% -49% 25% 11.0 1.8 -4.3% -6.7% Sell
22-Jun-12 EEM GL:EM 37.79 -14% -48% -49% 31% 12.0 2.2 -4.8% -7.3% Sell
22-Jun-12 SCZ GL:SC 35.33 -5% -49% -57% 26% 13.0 2.0 -5.1% -7.5% Sell
22-Jun-12 DBE GLC:ENE 23.79 -23% -66% -77% 24% 14.0 1.7 -11.4% -15.1% Sell


IRA_Acct. - S&P Equal Weight Sector ETF's: RRS
SELL: IF(AvgRank >= 3.0 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( AvgRank < 2.5 & Price > LR126 )
COUNTIF( Buy ) 0 of 12 or 0% , COUNTIF( Held ) 0 of 12 or 0%

Hold: One ( 1 ), ST Holdings: - , Sell: - , Buy: -
                                                                (R6,R3,R2)  LR126  LR126  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm AvgRank STEYX % off SMA_PO Status: Held
22-Jun-12 RYU US:SU 55.91 4% 18% 24% 13% 2.7 0.7 1.3% 3.2% HTD
22-Jun-12 TIP US:FIT 119.34 6% 11% 6% 5% 3.0 0.7 -0.9% 1.0% Sell
22-Jun-12 RHS US:SS 66.01 11% -3% -6% 13% 3.0 0.7 -0.8% 1.0% Sell
22-Jun-12 RYH US:SH 73.05 12% -18% -18% 21% 4.0 1.8 -1.3% -0.5% Sell
22-Jun-12 RCD US:SD 51.15 13% -30% -38% 27% 5.0 2.0 -4.7% -2.9% Sell
22-Jun-12 SDY US:Div'd 54.83 1% -14% -16% 16% 5.3 0.9 -1.3% -0.9% Sell
22-Jun-12 RSP US:LC 48.32 1% -32% -35% 24% 6.7 1.7 -3.0% -3.5% Sell
22-Jun-12 RYF US:SF 25.86 6% -40% -44% 31% 7.3 1.2 -4.1% -4.5% Sell
22-Jun-12 RGI US:SI 52.48 -6% -34% -38% 29% 8.3 1.9 -3.9% -4.6% Sell
22-Jun-12 RYT US:ST 51.92 -5% -49% -47% 28% 10.0 2.9 -3.9% -6.5% Sell
22-Jun-12 RTM US:SM 56.84 -10% -42% -48% 32% 10.7 2.5 -3.7% -5.9% Sell
22-Jun-12 RYE US:SE 55.11 -27% -50% -58% 38% 12.0 3.1 -4.5% -10.4% Sell


FIDO_Free Trends and Ranks: RRS
SELL: IF( Rank >= 5 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Rank < 4 & Price > LR126 )
COUNTIF( Buy ) 2 of 12 or 17% , COUNTIF( Held ) 0 of 12 or 0%

Hold: Three ( 3 ), ST Holdings: - , Sell: - , Buy: LQD
                                                                (R3)  LR126  LR126  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm Rank STEYX % off SMA_PO Status: Held
22-Jun-12 LQD US:FIIG 116.86 4% 4% 1% 6% 1.0 0.9 0.1% 0.4% BUY
22-Jun-12 EMB GL:FIEM 114.05 6% -3% -6% 9% 2.0 1.5 0.5% 0.8% BUY
22-Jun-12 IYR US:REIT 61.68 16% -3% -24% 25% 3.0 1.4 -2.4% 0.4% HTD
22-Jun-12 DVY US:Div'd 55.06 5% -7% -14% 15% 4.0 0.8 -1.4% 0.0% Sell
22-Jun-12 HYG US:FIHY 90.17 -3% -10% -16% 12% 5.0 1.1 0.9% -0.9% Sell
22-Jun-12 IVV US:LCB 133.96 7% -26% -27% 20% 6.0 4.1 -2.5% -1.8% Sell
22-Jun-12 IJR US:SCB 70.95 -2% -32% -36% 28% 7.0 2.5 -2.6% -4.2% Sell
22-Jun-12 IJH US:MCB 91.43 3% -33% -41% 27% 8.0 3.6 -4.6% -4.6% Sell
22-Jun-12 IDV GL:Div'd 29.11 -12% -45% -49% 24% 9.0 1.4 -2.7% -6.4% Sell
22-Jun-12 EFA GL:DM 48.44 -10% -45% -49% 24% 10.0 2.4 -4.2% -6.3% Sell
22-Jun-12 EEM GL:EM 37.79 -14% -48% -49% 31% 11.0 2.2 -4.8% -7.3% Sell
22-Jun-12 SCZ GL:SC 35.33 -5% -49% -57% 26% 12.0 2.0 -5.1% -7.5% Sell


Shortables Trends and Ranks: RRS
BUY to Cover: IF( Avg Rank < 4 or SMA5 > SMA50 ), SELL Short: IF( Avg Rank >= 5 & Price < LR63 )
COUNTIF( Sell ) 0 of 10 or 0% , COUNTIF( Held ) 1 of 10 or 10%

ST Holdings: IVV , Sell: - , Buy: QQQ,IVV
                                                              (R3,R2,R1)  LR63   LR63   (5,50)           Days
EndD ETF's Class: Price RRS63 RRS42 RRS21 GSDm Avg Rank STEYX % off SMA_PO Status: Held
22-Jun-12 IJH US:MCB 91.43 -33% -41% -9% 27% 8.3 1.7 0.8% -2.1% HTD
22-Jun-12 EEM GL:EM 37.79 -48% -49% 72% 31% 7.0 1.1 2.3% -2.0% HTD
22-Jun-12 IWM US:SCB 77.49 -32% -33% 34% 29% 7.0 1.6 3.3% -0.3% HTD
22-Jun-12 EFA GL:DM 48.44 -45% -49% 59% 24% 6.7 1.3 2.3% -2.2% HTD
22-Jun-12 QQQ US:LCB 63.35 -34% -32% 46% 22% 5.7 1.2 3.4% -0.3% HTD
22-Jun-12 IVW US:LCG 72.20 -22% -25% 34% 19% 4.7 1.1 1.6% -0.1% HTD
22-Jun-12 IVV US:LCB 133.96 -26% -27% 43% 20% 4.7 2.3 2.0% -0.2% HTD 18
22-Jun-12 IYR US:REIT 61.68 -3% -24% 34% 25% 4.0 1.2 -0.3% 0.1% Buy
22-Jun-12 LQD US:FIIG 116.86 4% 1% 9% 6% 3.7 0.5 0.1% 0.4% Buy
22-Jun-12 HYG US:FIHY 90.17 -10% -16% 38% 12% 3.3 1.0 1.9% 0.4% Buy


Notes: Last modified 6/1/2012.
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 Average of 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(days). Buy/Sell price target determined by LRxx
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) Standard Error (STEYX) included as a tie breaker. The larger the error the less reliable the trend.
This can be caused by the changes in the prevailing trend within the specified number of periods.
9) Historic prices are Non-dividend adjusted values.
---------------------------------------------------------------------------------------
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