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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 33225  
Subject: Re: ETF Trends & Ranks 2013Q3 Date: 8/16/2013 5:33 PM
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Recommendations: 2
SOLD:
Core S&P 500 (IVV)*

BOUGHT:

FIDO Screen - BroadMarket_Asset_Allocation: PO
SELL: IF( SMA40 < SMA200 & SMA15 < SMA150 ), BUY: IF( SMA15 > SMA150 & SMA5 > SMA100 )
COUNTIF( B&H ) 3 of 5 or 60% , Min # weeks held = 49 , Max # weeks held = 54

LT Hold: Three ( 3 ), Holdings: FUSVX,FSIVX,FSEVX , Sell: - , Buy: -
    PO                      Last   SlowPO  IntPO   FastPO   TTM   LastPO  LastPri  % Off  LastPri           Days
EndD Ticker Index Price 40/200 15/150 5/100 NTR Signal LR200 LR150 LR100 Status: Held
15-Aug-13 FFNOX FNO 33.09 5.3% 3.0% 2.1% 17.0% 56 33.60 -1.2% 33.37 B&H NA
15-Aug-13 FUSVX SP500 59.03 7.4% 3.6% 1.8% 19.4% 86 60.80 -2.3% 60.25 B&H 376
15-Aug-13 FSIVX EAFE 38.12 3.5% 2.6% 3.3% 21.1% 52 38.03 1.2% 37.51 B&H 363
15-Aug-13 FSEVX DJ M/S 48.26 9.1% 5.6% 3.0% 26.5% 51 49.18 -1.3% 49.23 B&H 341
15-Aug-13 FSITX USAB 11.36 -2.7% -1.7% -0.4% -1.1% 13 11.49 -0.8% 11.34 SELL
15-Aug-13 FSRRX SRR 9.33 -2.8% -2.2% -0.7% -1.3% 8 9.49 -0.8% 9.29 SELL


ValueLine Screen - BTD10_(CEYxCDYxPEG): RRS
SELL: IF( RRS210_Rank >= 6 or RRS126 < 0 ), BUY: IF( RRS210_Rank < 6 & RRS63 > 0 )
COUNTIF( Buy ) 3 of 10 or 30% , Min # weeks held = 2 , Max # weeks held = 13

ST Hold: Four ( 4 ), Holdings: HPQ,MSFT,DD,PFE , Sell: - , Buy: -
   RRS              Last     10m     6m      3m   LastPri  LastPri  LastPri  % Off  % Off  % Off           Days
EndD Ticker Price RRS210 RRS126 RRS63 LR210 LR126 LR63 LR210 LR126 LR63 Status: Held
15-Aug-13 HPQ 26.42 161% 92% 76% 27.42 26.85 26.98 -5.4% -3.3% -3.8% BUY NA
15-Aug-13 JPM 53.29 48% 40% 18% 56.30 55.93 55.41 -5.3% -4.7% -3.8% BUY NA
15-Aug-13 MSFT 31.80 39% 57% -35% 34.29 35.24 32.07 -7.3% -9.8% -0.9% HTD NA
15-Aug-13 TRV 81.10 27% -1% -2% 86.93 82.97 82.23 -6.7% -2.3% -1.4% SELL NA
15-Aug-13 PFE 28.37 26% 4% 14% 30.11 29.08 29.16 -4.4% -1.0% -1.2% BUY NA
15-Aug-13 INTC 21.92 24% 28% -33% 24.12 24.34 22.60 -8.7% -9.5% -2.5% SELL NA
15-Aug-13 CVX 119.88 22% 13% 4% 126.42 124.67 123.46 -4.9% -3.5% -2.6% SELL NA
15-Aug-13 GE 23.95 20% 11% 19% 24.33 24.02 24.33 -1.4% -0.1% -1.4% SELL NA
15-Aug-13 T 34.18 8% -10% -11% 36.59 35.36 35.08 -6.1% -2.9% -2.1% SELL NA
15-Aug-13 CAT 85.16 -6% -13% -6% 85.06 83.04 83.98 0.9% 3.4% 2.2% 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 ) 2 of 6 or 33% , Min # weeks held = 12 , Max # weeks held = 46

LT Hold: Three ( 3 ), Holdings: PRF,PXF , Sell: - , Buy: -
   RRS                     Last     6m      3m   TTM    R6,R3     PO`   LastPri  LastPri  % Off           Days
EndD ETF's Class: Price RRS126 RRS63 GSDm AvgRank 30/100 LR189 LR126 LR63 Status: Held
16-Aug-13 PRF US:LC 74.77 28% 21% 14% 1.0 3.6% 77.53 76.74 -1.9% BUY 320
16-Aug-13 PXF GL:DM 40.27 13% 14% 19% 2.0 2.1% 39.74 39.50 2.1% BUY 84
16-Aug-13 DBC GL:Com 26.46 -12% -3% 12% 3.5 -0.5% 25.51 25.53 2.3% Sell
16-Aug-13 VNQ US:RE 64.35 -6% -24% 22% 3.5 -2.7% 72.55 69.99 -4.8% Sell
16-Aug-13 PGX US:PF 13.52 -15% -25% 8% 5.0 -3.3% 14.24 13.97 -1.5% Sell
16-Aug-13 TLT US:FIT 103.37 -24% -35% 15% 6.0 -6.1% 108.36 106.74 -0.6% 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 = 4 , Max # weeks held = 5

ST Hold: Three ( 3 ), Holdings: IWC,IWR,IWM , Sell: - , Buy: -
   RRS                      Last     6m      3m     1m   TTM   R6,R3,R1  LastPri  LastPri  % Off           Days
EndD ETF's Class: Price RRS126 RRS63 RRS21 GSDm AvgRank LR189 LR126 LR63 Status: Held
16-Aug-13 IWC US:MSC 64.52 44% 52% -29% 20% 4.0 66.38 66.42 -3.9% BUY 38
16-Aug-13 IWM US:SC 101.68 34% 40% -16% 18% 3.7 104.52 103.97 -3.0% BUY 31
16-Aug-13 IWR US:MC 134.78 26% 25% -6% 15% 3.3 139.31 137.75 -2.1% BUY 31
16-Aug-13 SCZ GL:SC 46.17 8% 23% 46% 17% 3.3 45.97 45.08 1.6% HTD
16-Aug-13 IWL US:LC 37.64 24% 16% -13% 13% 4.7 38.77 38.62 -1.9% Sell
16-Aug-13 ACWX GL:LCB 43.41 -2% -1% 18% 17% 5.0 43.45 42.75 2.1% Sell
16-Aug-13 AGG US:FI 105.83 -9% -11% -15% 4% 7.0 107.29 106.61 -0.3% Sell
16-Aug-13 RWX GL:REIT 40.47 -14% -14% -20% 23% 8.3 42.08 40.81 0.7% Sell
16-Aug-13 DGL GL:Gold 46.36 -42% -23% 27% 27% 7.3 42.14 41.69 7.3% Sell
16-Aug-13 RWR US:REIT 70.72 -6% -24% -73% 23% 9.3 80.03 77.43 -5.6% Sell
16-Aug-13 TLH US:FIT 122.35 -17% -25% -26% 10% 10.0 126.20 124.65 -0.1% Sell


IRA_Acct. - FIDO_Commission-Free iShares: 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 = 4 , Max # weeks held = 5

ST Hold: Three ( 3 ), Holdings: IJR,IJH , Sell: IVV , Buy: SCZ
   RRS                       Last     6m      3m     1m   TTM   R6,R3,R1  LastPri  LastPri  % Off           Days
EndD ETF's Class: Price RRS126 RRS63 RRS21 GSDm AvgRank LR189 LR126 LR63 Status: Held
16-Aug-13 IJR US:SCB 95.34 37% 44% -6% 18% 2.3 97.26 97.06 -2.6% BUY 38
16-Aug-13 IJH US:MCB 120.45 24% 26% -14% 16% 4.3 124.67 123.18 -2.4% BUY 31
16-Aug-13 SCZ GL:SC 46.17 8% 23% 46% 17% 3.3 45.97 45.08 1.6% BUY
16-Aug-13 DVY US:Div'd 65.84 20% 22% -13% 13% 4.7 68.32 67.63 -2.6% HTD
16-Aug-13 IVV US:LCB 166.72 24% 17% -13% 13% 4.7 172.21 171.00 -1.9% Sell
16-Aug-13 EFA GL:DM 61.69 6% 5% 29% 17% 5.0 61.91 61.00 1.9% Sell
16-Aug-13 IDV GL:EPAC 34.98 -8% 4% 77% 20% 5.3 34.26 33.50 3.8% Sell
16-Aug-13 HYG US:FIHY 90.53 -7% -8% -34% 8% 8.7 92.78 91.78 -0.9% Sell
16-Aug-13 LQD US:FIIG 111.55 -14% -18% -29% 8% 9.3 114.53 113.26 -0.6% Sell
16-Aug-13 EEM GL:EM 39.30 -23% -21% -5% 23% 8.7 39.46 38.54 2.3% Sell
16-Aug-13 EMB US:FILB 107.75 -21% -24% -32% 14% 10.7 109.94 108.42 0.5% Sell
16-Aug-13 IYR US:REIT 61.81 -12% -29% -71% 21% 11.0 69.80 67.06 -4.8% 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 ) 1 of 10 or 10% , Min # Days held = 0 , Max # Days held = 0

Holdings: - , Sell: - , Buy: -
   RRS                      Last     3m     2m     1m   TTM   R3,R2,R1  LastPri  % Off  LastPri           Days
EndD ETF's Class: Price RRS63 RRS42 RRS21 GSDm AvgRank LR63 LR42 LR21 Status: Held
16-Aug-13 IYR US:REIT 61.81 -29% -12% -71% 21% 10.0 64.90 -6.5% 63.34 SELL
16-Aug-13 LQD US:FIIG 111.55 -18% 1% -29% 8% 8.0 112.27 -2.1% 112.50 Buy
16-Aug-13 HYG US:FIHY 90.53 -8% 6% -34% 8% 7.7 91.36 -2.0% 90.67 Buy
16-Aug-13 IEMG GL:EM 46.87 -22% 41% -5% 6.3 45.79 -1.8% 47.04 Buy
16-Aug-13 IVV US:LCB 166.72 17% 45% -13% 13% 4.7 169.87 -3.3% 169.37 Buy
16-Aug-13 IAU US:LCB 13.33 -21% 56% 27% 27% 4.7 12.46 2.6% 12.93 Buy
16-Aug-13 IVW US:LCG 87.20 16% 46% -6% 14% 4.3 88.63 -3.2% 88.64 Buy
16-Aug-13 IJH US:MCB 120.45 26% 62% -14% 16% 3.7 123.39 -4.1% 122.78 Buy
16-Aug-13 IWM US:SCB 101.68 40% 66% -16% 18% 3.3 104.83 -4.2% 103.54 Buy
16-Aug-13 IEFA GL:DM 55.55 9% 68% 30% 2.3 54.59 -1.1% 55.71 Buy


Notes: Last modified 7/26/13
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) Set Trailing Stops at SELL and HTD conditions (0.5*ATR or 1.5*ATR), if held for at least 30days.
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.
---------------------------------------------------------------------------------------
RRSXG: http://www.Aetheling.com/MI
RRS: http://boards.fool.com/Message.asp?mid=13535576&sort=who...
Screener: http://www.etfscreen.com/screener
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