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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 33106  
Subject: Re: ETF Trends & Ranks 2013Q3 Date: 8/9/2013 5:32 PM
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Recommendations: 1
SOLD:
CSCO

BOUGHT:
PFE

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 = 48 , Max # weeks held = 53

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 20/100 10/50 NTR Signal LR200 LR100 LR50 Status: Held
8-Aug-13 FFNOX FNO 33.56 5.2% 3.2% 2.5% 19.6% 55 33.49 0.8% 33.54 B&H NA
8-Aug-13 FUSVX SP500 60.27 7.5% 4.0% 2.6% 23.0% 60 60.57 0.2% 60.39 B&H 369
8-Aug-13 FSIVX EAFE 38.12 3.2% 2.4% 2.9% 22.4% 50 37.91 2.1% 37.80 B&H 356
8-Aug-13 FSEVX DJ M/S 49.32 8.9% 6.0% 4.0% 31.4% 49 48.91 0.8% 49.73 B&H 335
8-Aug-13 FSITX USAB 11.47 -2.6% -1.7% -0.4% -0.8% 14 11.52 0.8% 11.40 SELL
8-Aug-13 FSRRX SRR 9.36 -2.7% -2.1% -0.8% -1.2% 7 9.52 0.4% 9.34 SELL


ValueLine Screen - BTD10 (CEYxCDYxPEG): RRS
SELL: IF( RRS210_Rank >= 6 or RRS126 < 0 ), BUY: IF( RRS210_Rank < 6 & RRS63 > 0 )
COUNTIF( Buy ) 2 of 10 or 20% , Min # weeks held = 1 , Max # weeks held = 12

ST Hold: Four ( 4 ), Holdings: HPQ,MSFT,DD,PFE , Sell: CSCO , Buy: PFE
  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
9-Aug-13 HPQ 26.77 160% 103% 106% 27.10 26.77 27.08 -1.2% 0.0% -1.1% BUY NA
9-Aug-13 MSFT 32.70 38% 63% -30% 34.17 35.43 32.51 -4.3% -7.7% 0.6% HTD NA
9-Aug-13 TRV 82.10 29% 1% -8% 87.13 83.35 81.92 -5.8% -1.5% 0.2% HTD NA
9-Aug-13 VZ 49.32 29% 17% -10% 52.43 51.78 49.83 -5.9% -4.8% -1.0% HTD NA
9-Aug-13 PFE 29.21 26% 6% 9% 30.09 29.16 29.02 -2.9% 0.2% 0.7% BUY NA
9-Aug-13 INTC 22.51 24% 33% -27% 24.12 24.53 22.95 -6.7% -8.2% -1.9% SELL NA
9-Aug-13 CVX 122.50 22% 15% 6% 126.19 124.98 123.84 -2.9% -2.0% -1.1% SELL NA
9-Aug-13 GE 24.25 19% 10% 21% 24.23 23.95 24.34 0.1% 1.2% -0.4% SELL NA
9-Aug-13 T 34.80 8% -7% -13% 36.62 35.64 35.13 -5.0% -2.4% -1.0% SELL NA
9-Aug-13 CAT 84.51 -6% -16% -13% 85.29 82.35 83.20 -0.9% 2.6% 1.6% 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 = 11 , Max # weeks held = 45

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
9-Aug-13 PRF US:LC 76.38 29% 19% 14% 1.0 3.4% 77.38 76.58 0.5% BUY 313
9-Aug-13 PXF GL:DM 40.10 11% 1% 19% 2.0 1.1% 39.69 39.25 3.3% BUY 77
9-Aug-13 DBC GL:Com 25.69 -15% -7% 12% 4.0 -1.2% 25.53 25.37 -0.1% Sell
9-Aug-13 PGX US:PF 13.90 -13% -25% 8% 4.0 -3.1% 14.34 14.10 0.6% Sell
9-Aug-13 VNQ US:RE 68.89 -2% -27% 22% 4.0 -2.2% 73.27 71.00 1.2% Sell
9-Aug-13 TLT US:FIT 107.26 -21% -35% 15% 6.0 -5.9% 109.24 108.30 2.2% 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 = 3 , Max # weeks held = 4

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
9-Aug-13 IWC US:MSC 65.87 44% 58% 1% 20% 3.0 66.07 66.00 -1.7% BUY 31
9-Aug-13 IWM US:SC 104.04 33% 39% 12% 18% 3.0 104.14 103.33 -0.2% BUY 24
9-Aug-13 IWR US:MC 138.30 26% 21% 27% 14% 2.7 138.97 137.22 1.2% BUY 24
9-Aug-13 IWL US:LC 38.46 25% 15% 16% 13% 4.0 38.68 38.54 0.6% HTD
9-Aug-13 SCZ GL:SC 46.34 7% 7% 55% 17% 3.7 45.89 44.85 3.9% Sell
9-Aug-13 AGG US:FI 107.15 -8% -12% -4% 4% 7.3 107.53 106.98 0.9% Sell
9-Aug-13 ACWX GL:LCB 43.43 -2% -13% 20% 17% 5.7 43.53 42.65 3.6% Sell
9-Aug-13 RWR US:REIT 75.90 -1% -26% -54% 22% 8.3 80.72 78.39 0.8% Sell
9-Aug-13 RWX GL:REIT 41.13 -12% -26% -10% 23% 9.0 42.32 41.15 3.5% Sell
9-Aug-13 TLH US:FIT 125.15 -15% -26% -13% 10% 10.0 126.81 125.73 1.8% Sell
9-Aug-13 DGL GL:Gold 44.27 -44% -33% 12% 28% 9.3 42.38 41.60 3.8% 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 = 2 , Max # weeks held = 4

ST Hold: Three ( 3 ), Holdings: IJR,IJH,IVV , 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
9-Aug-13 IJR US:SCB 97.17 36% 42% 16% 18% 2.7 96.80 96.34 0.0% BUY 31
9-Aug-13 IJH US:MCB 123.57 25% 22% 21% 16% 3.3 124.43 122.69 0.8% BUY 24
9-Aug-13 DVY US:Div'd 67.92 22% 18% 29% 12% 3.7 68.20 67.55 1.1% BUY
9-Aug-13 IVV US:LCB 170.23 25% 15% 15% 13% 4.3 171.85 170.61 0.6% HTD 15
9-Aug-13 SCZ GL:SC 46.34 7% 7% 55% 17% 4.0 45.89 44.85 3.9% Sell
9-Aug-13 EFA GL:DM 61.84 6% -7% 36% 17% 5.0 61.93 60.83 3.6% Sell
9-Aug-13 HYG US:FIHY 91.57 -6% -10% -24% 8% 8.3 93.14 92.16 0.2% Sell
9-Aug-13 IDV GL:EPAC 34.90 -10% -14% 104% 20% 6.0 34.29 33.34 5.9% Sell
9-Aug-13 LQD US:FIIG 113.97 -13% -20% -11% 8% 9.3 115.04 113.96 1.4% Sell
9-Aug-13 EMB US:FILB 109.78 -20% -30% -14% 14% 10.3 110.66 109.16 2.7% Sell
9-Aug-13 IYR US:REIT 66.07 -8% -31% -52% 21% 10.3 70.50 67.99 1.4% Sell
9-Aug-13 EEM GL:EM 39.36 -24% -33% -9% 23% 10.7 39.75 38.57 3.9% 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: -
  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
9-Aug-13 IYR US:REIT 66.07 -31% 4% -52% 21% 8.7 65.16 -1.8% 65.48 Buy
9-Aug-13 LQD US:FIIG 113.97 -20% -2% -11% 8% 8.3 112.36 0.1% 113.77 HTD
9-Aug-13 IAU US:LCB 12.75 -31% -2% 15% 27% 7.7 12.29 1.5% 12.78 HTD
9-Aug-13 IEMG GL:EM 47.02 -33% 22% -8% 7.7 45.21 -0.2% 46.88 Buy
9-Aug-13 HYG US:FIHY 91.57 -10% 7% -24% 8% 7.3 91.34 -1.1% 91.62 Buy
9-Aug-13 IEFA GL:DM 55.64 -4% 45% 36% 3.7 53.78 0.6% 55.42 Buy
9-Aug-13 IVW US:LCG 88.89 13% 48% 16% 14% 3.7 88.15 -1.0% 89.27 Buy
9-Aug-13 IVV US:LCB 170.23 15% 49% 15% 13% 3.3 169.16 -1.1% 171.07 Buy
9-Aug-13 IWM US:SCB 104.04 39% 80% 12% 18% 2.7 104.26 -1.9% 104.60 Buy
9-Aug-13 IJH US:MCB 123.57 22% 70% 21% 16% 2.0 122.55 -1.4% 124.21 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) 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.
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