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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 33148  
Subject: Re: ETF Trends & Ranks 2013Q3 Date: 8/23/2013 5:04 PM
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Recommendations: 2
SOLD:
DD
BOUGHT:
MSCI EAFE Small-Cap Index (SCZ)
JPMorgan Chase & Co

FIDO Screen - BroadMarket_Asset_Allocation: PO
SELL: IF( SMA40 < SMA200 & SMA15 < SMA150 ), BUY: IF( SMA15 > SMA150 & SMA5 > SMA100 ), PO_EndD = 22-Aug-13
COUNTIF( B&H ) 3 of 5 or 60% , Min # weeks held = 50 , Max # weeks held = 55

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 15/150 5/100 NTR Signal LR200 LR150 LR100 Status: Held
FFNOX
FNO 32.97 5.5% 4.3% 1.3% 16.7% 57 33.65 -1.5% 33.35 B&H NA
FUSVX SP500 58.89 7.4% 5.0% 1.1% 19.1% 87 60.89 -2.5% 60.17 B&H 383
FSIVX EAFE 37.74 4.0% 4.1% 2.3% 20.2% 53 38.09 0.1% 37.53 B&H 370
FSEVX DJ M/S 48.62 9.4% 7.2% 3.2% 27.7% 52 49.33 -0.8% 49.34 B&H 348
FSITX USAB 11.29 -2.7% -2.5% -2.7% -1.8% 14 11.46 -1.2% 11.30 SELL
FSRRX SRR 9.29 -2.8% -3.1% -2.9% -1.8% 9 9.47 -0.9% 9.26 SELL


ValueLine Screen - BTD10_(CEYxCDYxPEG): RRS
SELL: IF( RRS210_Rank >= 6 or RRS126 < 0 ), BUY: IF( RRS210_Rank < 6 & RRS63 > 0 ), RRS_EndD = 23-Aug-13
COUNTIF( Buy ) 3 of 10 or 30% , Min # weeks held = 0 , Max # weeks held = 14

ST Hold: Four ( 4 ), Holdings: HPQ,MSFT,PFE,JPM , Sell: DD , Buy: JPM
         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
22.40 159% 74% 29% 27.60 26.60 26.23 -18.8% -15.8% -14.6% BUY NA
JPM 52.32 47% 37% 4% 56.34 55.75 54.53 -7.1% -6.1% -4.1% BUY NA
MSFT 34.75 40% 48% -37% 34.46 34.98 31.78 0.8% -0.7% 9.3% HTD NA
VZ 47.60 28% 3% -10% 52.31 50.47 49.24 -9.0% -5.7% -3.3% HTD NA
PFE 28.34 25% 1% 14% 30.09 28.88 29.08 -5.8% -1.9% -2.6% BUY NA
TRV 80.19 25% -4% -4% 86.64 82.26 81.80 -7.4% -2.5% -2.0% SELL NA
INTC 22.44 24% 20% -38% 24.11 24.04 22.22 -6.9% -6.7% 1.0% SELL NA
CVX 119.53 22% 9% 2% 126.45 123.78 122.58 -5.5% -3.4% -2.5% SELL NA
GE 23.78 21% 11% 17% 24.43 24.06 24.28 -2.7% -1.2% -2.1% SELL NA
T 34.29 7% -14% -12% 36.43 34.92 34.79 -5.9% -1.8% -1.4% SELL NA


Taxable_Acct. - Tactical_Asset_Rotation: RRS & PO
SELL: IF( AvgRank >= 4.0 or SMA30 < SMA100 ), BUY: IF( AvgRank < 3.5 & RRS63 > 0 ), RRS_EndD = 23-Aug-13
COUNTIF( Buy ) 2 of 6 or 33% , Min # weeks held = 13 , Max # weeks held = 47

LT Hold: Three ( 3 ), Holdings: PRF,PXF , Sell: - , Buy: DBC
                Last     6m      3m   TTM    R6,R3     PO`   LastPri  LastPri  % Off            Days
ETF's Class: Price RRS126 RRS63 GSDm AvgRank 30/100 LR189 LR126 LR63 Status: Held
PXF
GL:DM 40.03 13% 27% 19% 1.5 2.4% 35.50 35.61 24.4% BUY 91
PRF US:LC 74.95 26% 22% 14% 1.5 3.3% 63.06 65.07 13.6% BUY 327
DBC GL:Com 26.57 -9% 1% 12% 3.0 0.0% 28.70 28.00 3.4% Sell
VNQ US:RE 65.86 -11% -20% 24% 4.0 -3.4% 67.53 74.95 -16.0% Sell
PGX US:PF 13.73 -17% -24% 8% 5.0 -3.5% 15.30 16.39 -20.8% Sell
TLT US:FIT 104.29 -27% -34% 16% 6.0 -6.1% 120.98 125.87 -19.8% Sell


Taxable_Acct. - Balanced Trends and Ranks: RRS
SELL: IF( RRS63_Rank >= 5 or RRS126 < 0 ), BUY: IF( RRS63_Rank < 4 & RRS63 > 0 ), RRS_EndD = 23-Aug-13
COUNTIF( Buy ) 3 of 11 or 27% , Min # weeks held = 5 , Max # weeks held = 7

ST Hold: Three ( 3 ), Holdings: IWC,IWR,IWM , Sell: IWR , Buy: SCZ
                 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 65.76 43% 47% -33% 20% 3.7 66.54 66.65 -2.0% BUY 45
IWM US:SC 103.17 33% 39% -27% 18% 3.3 104.64 104.25 -1.7% BUY 38
SCZ GL:SC 46.41 8% 38% 41% 17% 3.3 46.00 45.24 0.5% BUY
IWR US:MC 136.11 24% 29% -25% 15% 4.0 139.36 137.79 -1.5% HTD 38
IWL US:LC 37.86 22% 18% -29% 13% 5.3 38.79 38.59 -1.3% Sell
ACWX GL:LCB 43.15 -2% 9% 6% 17% 5.0 43.29 42.70 0.5% Sell
RWX GL:REIT 39.75 -18% -4% -35% 23% 8.7 41.73 40.32 -1.7% Sell
AGG US:FI 105.90 -10% -10% -19% 4% 6.3 106.98 106.16 0.0% Sell
DGL GL:Gold 47.15 -40% -12% 102% 26% 7.0 42.04 41.88 7.0% Sell
RWR US:REIT 72.53 -10% -19% -72% 24% 9.7 79.08 76.17 -2.5% Sell
TLH US:FIT 122.79 -19% -23% -29% 10% 9.7 125.49 123.50 0.6% Sell


IRA_Acct. - FIDO_Commission-Free iShares: RRS
SELL: IF( RRS63_Rank >= 5 or RRS126 < 0 ), BUY: IF( RRS63_Rank < 4 & RRS63 > 0 ), RRS_EndD = 23-Aug-13
COUNTIF( Buy ) 3 of 12 or 25% , Min # weeks held = 0 , Max # weeks held = 7

ST Hold: Three ( 3 ), Holdings: IJR,IJH,SCZ , Sell: - , Buy: SCZ
                  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 96.80 37% 45% -15% 18% 2.0 97.50 97.47 -1.4% BUY 45
SCZ GL:SC 46.41 8% 38% 41% 17% 3.0 46.00 45.24 0.5% BUY 0
IJH US:MCB 121.65 23% 30% -28% 16% 3.7 124.65 123.24 -1.7% BUY 38
DVY US:Div'd 66.10 17% 24% -39% 13% 6.3 68.27 67.46 -2.2% HTD
IDV GL:EPAC 34.95 -8% 20% 43% 20% 4.3 34.19 33.58 1.9% Sell
IVV US:LCB 167.54 22% 18% -30% 14% 5.7 172.20 170.81 -1.4% Sell
EFA GL:DM 61.57 6% 16% 16% 16% 5.3 61.79 61.00 0.6% Sell
HYG US:FIHY 91.30 -8% -5% -27% 9% 7.0 92.40 91.36 -0.1% Sell
EEM GL:EM 38.65 -24% -13% -29% 23% 9.3 39.02 38.28 0.2% Sell
LQD US:FIIG 112.21 -16% -15% -32% 9% 9.3 113.94 112.47 0.1% Sell
EMB US:FILB 106.86 -23% -19% -37% 14% 10.7 109.02 107.38 -0.3% Sell
IYR US:REIT 63.35 -17% -24% -69% 23% 11.3 68.90 65.91 -1.7% Sell


Shortables Trends and Ranks: RRS
BUY to Cover: IF( AvgRank < 4.5 or RRS42 > 0 ), SELL Short: IF( AvgRank >= 5.5 & Pri < LR42 ), RRS_EndD = 23-Aug-13
COUNTIF( Sell ) 3 of 10 or 30% , 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
IYR
US:REIT 63.35 -24% -36% -69% 23% 10.0 64.45 -0.8% 61.84 SELL
LQD US:FIIG 112.21 -15% -9% -32% 9% 9.0 112.05 -0.4% 111.33 SELL
IEMG GL:EM 46.06 -14% 14% -29% 7.3 46.00 -2.0% 46.09 Buy
IVV US:LCB 167.54 18% 23% -30% 14% 6.3 169.94 -1.8% 166.73 Buy
HYG US:FIHY 91.30 -5% -4% -27% 9% 6.0 91.40 -0.2% 90.39 SELL
IVW US:LCG 87.83 19% 25% -24% 14% 4.0 88.81 -1.5% 87.43 Buy
IJH US:MCB 121.65 30% 32% -28% 16% 4.0 123.73 -1.9% 121.05 Buy
IWM US:SCB 103.17 39% 34% -27% 18% 3.0 104.92 -1.6% 102.25 Buy
IAU US:LCB 13.56 -10% 97% 100% 26% 3.0 12.70 1.6% 13.32 Buy
IEFA GL:DM 55.47 20% 56% 19% 2.3 55.21 -1.3% 55.53 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.
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