Message Font: Serif | Sans-Serif
 
UnThreaded | Threaded | Whole Thread (14) | Ignore Thread Prev | Next
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 33185  
Subject: Re: ETF Trends & Ranks 2013Q3 Date: 7/19/2013 5:05 PM
Post New | Post Reply | Reply Later | Create Poll Report this Post | Recommend it!
Recommendations: 1
SOLD:
Chevron
BOUGHT:
E.I. DuPont de Nemours & Co
iShares Russell 2000 Index (IWM)
iShares Russell MidCap Index (IWR)
Core S&P Mid-Cap (IJH)*

FIDO Screen - BroadMarket_Asset_Allocation: PO
SELL: IF( SMA40 < SMA200 & x*SMA20 < SMA100 ), BUY: IF( SMA20 > SMA100 & SMA10 > SMA50 )
COUNTIF( B&H ) 3 of 5 or 60% , Min # weeks held 46 , Max # weeks held 50

LT Hold: Three ( 3 ), Holdings: FUSVX,FSIVX,FSEVX , Sell: - , Buy: -
                 Last   SlowPO  IntPO   FastPO   TTM   LastPO  LastPri  % Off  LastPri           Days
Ticker Index Price 40/200 20/100 10/50 NTR Signal LR200 LR100 LR50 Status: Held
FFNOX
FNO 33.30 5.0% 1.1% 1.4% 22.3% 52 32.98 1.4% 32.31 B&H NA
FUSVX SP500 59.91 7.4% 2.2% 1.8% 26.2% 57 59.33 1.2% 58.34 B&H 349
FSIVX EAFE 37.56 3.1% -0.9% 0.6% 26.6% 47 37.56 1.7% 35.89 B&H 336
FSEVX DJ M/S 48.96 8.0% 3.3% 3.5% 33.1% 46 47.68 3.1% 47.33 B&H 315
FSITX USAB 11.46 -2.3% -2.4% -1.3% -1.4% 11 11.59 -0.2% 11.36 SELL
FSRRX SRR 9.49 -2.2% -3.0% -1.4% -0.1% 4 9.59 0.5% 9.29 SELL


ValueLine Screen - BTD10 (CEYxCDYxPEG): RRS
SELL: IF( RRS210_Rank > 5 or RRS126 < 0 ), BUY: IF( RRS210_Rank <= 5 & RRS63 > 0 )
COUNTIF( Buy ) 3 of 10 or 30% , Min # weeks held 0 , Max # weeks held 10

ST Hold: Four ( 4 ), Holdings: HPQ,MSFT,CSCO,DD , Sell: CVX , Buy: DD
         Last     10m     6m      3m   LastPri  LastPri  LastPri  % Off  % Off   % Off            Days
Ticker Price RRS210 RRS126 RRS63 LR210 LR126 LR63 LR210 LR126 LR63 Status: Held
HPQ
25.13 131% 134% 220% 25.42 26.11 26.82 -1.1% -3.8% -6.3% BUY NA
TRV 84.63 34% 9% -21% 87.30 84.38 81.03 -3.1% 0.3% 4.4% HTD NA
MSFT 31.39 32% 88% 27% 33.55 36.04 35.11 -6.4% -12.9% -10.6% BUY NA
DD 57.13 28% 46% 1% 54.45 56.30 54.58 4.9% 1.5% 4.7% BUY NA
PFE 29.10 28% 11% -17% 29.87 29.17 28.06 -2.6% -0.2% 3.7% HTD NA
INTC 23.03 19% 47% -3% 23.80 24.89 24.02 -3.3% -7.5% -4.1% SELL NA
CVX 126.85 17% 15% 1% 123.57 123.80 122.27 2.7% 2.5% 3.7% SELL NA
GE 24.72 14% 8% 29% 23.67 23.59 23.99 4.4% 4.8% 3.1% SELL NA
T 35.80 4% 2% -25% 36.36 36.42 34.96 -1.5% -1.7% 2.4% SELL NA
CAT 85.66 -4% -25% -11% 86.34 81.57 84.18 -0.8% 5.0% 1.8% SELL NA


Taxable_Acct. - Tactical_Asset_Rotation: RRS & PO
SELL: IF( AvgRank >= 4.0 or SMA30 < SMA100 ), BUY: IF( AvgRank < 3.5 & RRS63 > 0 )
COUNTIF( Buy ) 1 of 6 or 17% , Min # weeks held 8 , Max # weeks held 42

LT Hold: Three ( 3 ), Holdings: PRF,PXF , Sell: PXF , Buy: -
                Last     6m      3m   TTM    R6,R3   LastPri  LastPri  % Off    PO`            Days
ETF's Class: Price RRS126 RRS63 GSDm AvgRank LR189 LR126 LR63 30/100 Status: Held
PRF
US:LC 76.30 30% 17% 13% 1.0 75.91 75.37 2.2% 2.5% BUY 293
PXF GL:DM 39.34 6% -15% 19% 3.0 39.36 38.57 4.2% -0.5% Sell 57
VNQ US:RE 72.33 7% -34% 21% 3.5 73.85 72.34 5.7% -3.0% Sell
DBC GL:Com 26.23 -19% -7% 13% 4.0 25.77 25.34 1.6% -1.8% Sell
PGX US:PF 14.22 -9% -27% 7% 4.0 14.53 14.36 1.6% -3.1% Sell
TLT US:FIT 109.20 -15% -45% 16% 5.5 111.96 111.81 3.1% -5.2% Sell


Taxable_Acct. - Balanced Trends and Ranks: RRS
SELL: IF( RRS63_Rank >= 5 or RRS126 < 0 ), BUY: IF( RRS63_Rank < 4 & RRS63 > 0 )
COUNTIF( Buy ) 3 of 11 or 27% , Min # weeks held 1 , Max # weeks held 2

ST Hold: Three ( 3 ), Holdings: IWC,IWR,IWM , Sell: - , Buy: IWM,IWR
                 Last     6m      3m     1m   TTM   R6,R3,R1  LastPri  LastPri  % Off           Days
ETF's Class: Price RRS126 RRS63 RRS21 GSDm AvgRank LR189 LR126 LR63 Status: Held
IWC
US:MSC 66.64 38% 61% 301% 19% 1.0 64.02 63.85 2.5% BUY 11
IWM US:SC 104.31 29% 40% 249% 18% 2.0 101.64 100.59 2.6% BUY 4
IWR US:MC 137.21 25% 15% 178% 14% 3.7 136.50 134.80 2.7% BUY 4
IWL US:LC 38.33 25% 14% 125% 13% 5.3 37.96 37.98 1.9% HTD
AGG US:FI 107.52 -7% -19% 7% 4% 8.0 108.21 107.90 1.3% Sell
SCZ GL:SC 45.09 7% -20% 176% 16% 5.7 45.53 44.42 5.0% Sell
ACWX GL:LCB 42.89 -3% -28% 129% 17% 7.0 43.68 42.57 4.0% Sell
TLH US:FIT 126.30 -10% -34% -5% 10% 10.0 128.93 128.49 2.2% Sell
RWR US:REIT 79.81 7% -33% 229% 21% 5.7 81.25 79.66 5.8% Sell
DGL GL:Gold 43.70 -48% -52% 36% 27% 10.3 43.85 42.20 4.1% Sell
RWX GL:REIT 41.30 -4% -50% 181% 23% 7.3 42.85 42.05 6.5% Sell


IRA_Acct. - FIDO_Free Trends and Ranks: RRS
SELL: IF( RRS63_Rank >= 5 or RRS126 < 0 ), BUY: IF( RRS63_Rank < 4 & RRS63 > 0 )
COUNTIF( Buy ) 3 of 12 or 25% , Min # weeks held 1 , Max # weeks held 2

ST Hold: Three ( 3 ), Holdings: IJR,IJH , Sell: - , Buy: IJH,IVV
                  Last     6m      3m     1m   TTM   R6,R3,R1  LastPri  LastPri  % Off           Days
ETF's Class: Price RRS126 RRS63 RRS21 GSDm AvgRank LR189 LR126 LR63 Status: Held
IJR
US:SCB 97.00 31% 45% 247% 17% 1.0 94.40 93.64 2.3% BUY 11
IJH US:MCB 123.20 23% 15% 210% 15% 2.3 122.34 120.40 3.0% BUY 4
IVV US:LCB 170.15 25% 14% 143% 13% 3.7 168.80 168.11 2.2% BUY
DVY US:Div'd 67.45 23% 1% 153% 12% 4.3 66.97 66.69 3.4% HTD
HYG US:FIHY 93.90 -4% -19% 69% 8% 7.7 93.60 92.64 3.4% Sell
SCZ GL:SC 45.09 7% -20% 176% 16% 4.7 45.53 44.42 5.0% Sell
EFA GL:DM 60.67 6% -23% 117% 17% 6.7 61.79 60.48 3.8% Sell
LQD US:FIIG 115.19 -10% -30% 33% 8% 9.3 116.13 115.53 2.8% Sell
IYR US:REIT 69.22 0% -38% 161% 20% 6.7 71.33 69.54 5.6% Sell
IDV GL:EPAC 33.35 -12% -40% 77% 19% 9.7 34.45 33.27 4.9% Sell
EEM GL:EM 39.28 -25% -47% 116% 23% 10.3 40.64 39.01 4.6% Sell
ILTB US:FILB 57.01 -16% -47% 11% 14% 11.7 58.40 58.19 3.7% 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% , Min # days held 0 , Max # days held 0

Holdings: - , Sell: - , Buy: -
                 Last     3m     2m     1m   TTM   R3,R2,R1  LastPri  % Off  LastPri           Days
ETF's Class: Price RRS63 RRS42 RRS21 GSDm AvgRank LR63 LR42 LR21 Status: Held
IAU
US:LCB 12.57 -50% -55% 38% 26% 9.7 12.08 4.8% 12.39 HTD
IEMG GL:EM 46.92 -46% -48% 112% 8.3 44.91 5.1% 47.10 HTD
LQD US:FIIG 115.19 -30% -26% 33% 8% 8.0 112.03 2.5% 114.73 HTD
IYR US:REIT 69.22 -38% -27% 161% 20% 6.3 65.53 4.8% 69.41 HTD
IEFA GL:DM 54.63 -21% -18% 131% 6.0 52.55 4.0% 54.47 HTD
HYG US:FIHY 93.90 -19% -11% 69% 8% 6.0 90.79 3.0% 93.39 HTD
IVW US:LCG 88.50 10% 5% 142% 13% 4.3 86.83 2.5% 89.00 Buy
IVV US:LCB 170.15 14% 7% 143% 13% 3.3 166.49 2.8% 170.36 Buy
IJH US:MCB 123.20 15% 15% 210% 15% 2.0 119.60 3.3% 123.65 Buy
IWM US:SCB 104.31 40% 37% 249% 18% 1.0 101.62 3.0% 104.75 Buy


Notes: Last modified 15-Mar-13
Universe: Selected ETF's 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(). Final 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 exported from Fidelity ATP Charts.
---------------------------------------------------------------------------------------
Post New | Post Reply | Reply Later | Create Poll Report this Post | Recommend it!
Print the post  
UnThreaded | Threaded | Whole Thread (14) | Ignore Thread Prev | Next

Announcements

Foolanthropy 2014!
By working with young, first-time moms, Nurse-Family Partnership is able to truly change lives – for generations to come.
When Life Gives You Lemons
We all have had hardships and made poor decisions. The important thing is how we respond and grow. Read the story of a Fool who started from nothing, and looks to gain everything.
Post of the Day:
Macro Economics

Looking at Currency Ratios
What was Your Dumbest Investment?
Share it with us -- and learn from others' stories of flubs.
Community Home
Speak Your Mind, Start Your Blog, Rate Your Stocks

Community Team Fools - who are those TMF's?
Contact Us
Contact Customer Service and other Fool departments here.
Work for Fools?
Winner of the Washingtonian great places to work, and "#1 Media Company to Work For" (BusinessInsider 2011)! Have access to all of TMF's online and email products for FREE, and be paid for your contributions to TMF! Click the link and start your Fool career.
Advertisement