SOLD:
DJ International Select Dividend (IDV)
BOUGHT:
*-

Taxable_Acct. - BroadMarket_Asset_Allocation: SMA_PO
SELL: IF( SMA20 < SMA200 & SMA10 < SMA100 ), BUY: IF( SMA5 > SMA50 & SMA10 > SMA100 )
COUNTIF( Buy ) 4 of 5 or 80% , COUNTIF( Held ) 3 of 5 or 60%
LT Hold: Three ( 3 ), Holdings: FUSEX,FSIIX,FSEMX , Sell: - , Buy: -

                           Last   20/200   10/100    5/50    TTM      TTM      Weeks   Weeks  Weeks           Days
  EndD    Ticker   Index   Price  Slow_PO  Int_PO  Fast_PO   NTR   Gain(%GL)  LastChg  H52w   L52w   Status:  Held
8-Nov-12  FUSEX    SP500   48.91     2.7%    0.0%    -2.7%  13.2%      11.2%       14      8     50      BUY    99
8-Nov-12  FSEMX    DJ M/S  38.95     1.9%    1.0%    -1.8%  12.1%       8.9%       12      8     50      BUY    65
8-Nov-12  FFNOX    AA      28.56     3.3%    1.2%    -1.5%  10.6%       8.3%       14      8     50      BUY  
8-Nov-12  FSIIX    EAFE    32.64     4.3%    3.1%    -0.7%   8.7%       5.0%       13      8     23      BUY    86
8-Nov-12  FBIDX    USGB    11.98     0.3%   -0.3%    -0.2%   4.8%       2.0%       14     15     33     SELL  

Taxable_Acct. - Tactical_Asset_Rotation: RRS
SELL: IF( AvgRank >= 4.0 or SMA25 < SMA100 ), BUY: IF( AvgRank < 3.5 & Pri > LR126 )
COUNTIF( Buy ) 0 of 6 or 0% , COUNTIF( Held ) 3 of 6 or 50%
LT Hold: Three ( 3 ), Holdings: DBC,PRF,PXF , Sell: DBC , Buy: -

                          Last     6m      3m   25/100  TTM    R6,R3   % off  % off  % off           Days
  EndD    ETF's  Class:  Price   RRS126  RRS63    PO    GSDm  AvgRank  LR126  LR63   LR21   Status:  Held
9-Nov-12   PXF   GL:DM    33.47     38%    18%    3.9%   20%      1.0  -4.5%  -3.4%  -1.1%      HTD    21
9-Nov-12   PRF   US:LC    60.03     29%    10%    2.6%   12%      2.5  -4.7%  -3.3%  -0.8%      HTD    43
9-Nov-12   PGX   US:PF    14.81     11%     4%    0.7%    5%      3.5  -1.3%  -0.4%   0.0%      HTD  
9-Nov-12   DBC   GL:Com   27.60     32%   -14%    1.0%   18%      3.5  -5.0%  -0.8%   1.5%      HTD    52
9-Nov-12   TLT   US:FIT  125.98     -6%    -4%   -1.8%   12%      5.0   2.5%   2.7%   1.5%     Sell  
9-Nov-12   VNQ   US:RE    63.74      8%   -16%   -1.5%   13%      5.5  -4.0%  -1.0%  -0.5%     Sell  

Taxable_Acct. - Balanced Trends and Ranks: RRS
SELL: IF( RRS63_Rank >= 5 or RRS126 < 0 ), BUY: IF( RRS63_Rank < 4 & RRS21 > 0 )
COUNTIF( Buy ) 0 of 15 or 0% , COUNTIF( Held ) 2 of 15 or 13%
ST Hold: Three ( 3 ), Holdings: DBP,SCZ , Sell: - , Buy: -

                            Last     6m      3m     1m   TTM    R6,R3   % off  % off  % off           Days
  EndD    ETF's   Class:   Price   RRS126  RRS63  RRS21  GSDm  AvgRank  LR126  LR63   LR21   Status:  Held
9-Nov-12   DBP   GLC:PM     59.62     35%    28%   -29%   21%      1.0  -2.3%  -2.4%   1.8%      HTD    34
9-Nov-12   SCZ   GL:SC      38.23     32%    26%   -17%   19%      2.0  -3.2%  -3.3%  -1.2%      HTD    16
9-Nov-12   EEM   GL:EM      41.00     28%    20%   -12%   20%      4.0  -2.7%  -2.3%  -0.7%      HTD  
9-Nov-12  ACWX   GL:LCB     39.09     31%    16%   -17%   17%      3.5  -3.5%  -2.6%  -0.9%      HTD  
9-Nov-12   DBB   GLC:BM     17.98      8%     9%   -49%   23%      9.0  -4.1%  -4.6%   1.2%     Sell  
9-Nov-12   IWC   US:Micro   49.22     23%     3%   -51%   17%      7.0  -6.7%  -5.0%  -0.8%     Sell  
9-Nov-12   IWR   US:MC     108.32     23%     3%   -25%   13%      8.5  -4.0%  -2.5%  -0.7%     Sell  
9-Nov-12   AGG   US:FI     112.08      2%     2%    -2%    2%     11.0  -0.2%  -0.1%   0.1%     Sell  
9-Nov-12   TLH   US:FIT    137.89     -3%     0%    19%    7%     12.0   1.6%   1.6%   0.9%     Sell  
9-Nov-12   IWM   US:SC      79.38     23%    -1%   -40%   16%      9.5  -5.7%  -3.7%  -0.8%     Sell  
9-Nov-12   DVY   US:DIV     56.06     14%    -1%   -35%    7%     11.0  -4.4%  -2.9%  -1.0%     Sell  
9-Nov-12   IWL   US:LC      31.93     23%    -1%   -42%   11%      9.5  -5.7%  -3.5%  -0.8%     Sell  
9-Nov-12   IYR   US:REIT    62.98     12%   -12%   -23%   13%     12.5  -4.2%  -1.4%  -0.7%     Sell  
9-Nov-12   DBE   GLC:ENE    27.51     30%   -17%   -58%   24%      9.0  -4.6%  -0.5%   2.4%     Sell  
9-Nov-12   DBA   GLC:AG     28.69     25%   -19%   -12%   16%     10.5  -5.4%  -0.2%  -0.4%     Sell  

IRA_Acct. - FIDO_Free Trends and Ranks: RRS
SELL: IF( RRS63_Rank >= 5 or RRS126 < 0 ), BUY: IF( RRS63_Rank < 4 & RRS21 > 0 )
COUNTIF( Buy ) 0 of 13 or 0% , COUNTIF( Held ) 2 of 13 or 15%
ST Hold: Three ( 3 ), Holdings: SCZ,EFA , Sell: IDV , Buy: -

                            Last     6m      3m     1m   TTM    R6,R3   % off  % off  % off           Days
  EndD    ETF's   Class:   Price   RRS126  RRS63  RRS21  GSDm  AvgRank  LR126  LR63   LR21   Status:  Held
9-Nov-12   SCZ   GL:SC      38.23     32%    26%   -17%   19%      2.0  -3.2%  -3.3%  -1.2%      HTD    35
9-Nov-12   EEM   GL:EM      41.00     28%    20%   -12%   20%      3.0  -2.7%  -2.3%  -0.7%      HTD  
9-Nov-12   EFA   GL:DM      52.80     33%    16%   -21%   17%      2.5  -3.7%  -2.6%  -0.8%      HTD    35
9-Nov-12   EMB   GL:FIEM   121.60     25%    15%   -16%    6%      4.5  -1.9%  -1.0%   0.3%      HTD  
9-Nov-12   LQD   US:FIIG   121.54     13%    14%   -12%    4%      8.0  -1.2%  -1.2%  -0.2%     Sell  
9-Nov-12   IDV   GL:Div'd   31.56     36%     9%   -25%   17%      3.5  -4.8%  -2.7%  -1.1%     Sell  
9-Nov-12   IJH   US:MCB     97.05     21%     3%   -11%   14%      7.5  -3.4%  -2.0%  -1.0%     Sell  
9-Nov-12   HYG   US:FIHY    91.39     11%     2%   -18%    7%     10.5  -2.4%  -1.3%  -0.4%     Sell  
9-Nov-12   DVY   US:Div'd   56.06     14%    -1%   -35%    7%      9.5  -4.4%  -2.9%  -1.0%     Sell  
9-Nov-12   IVV   US:LCB    138.60     24%    -1%   -42%   12%      8.0  -5.6%  -3.4%  -0.7%     Sell  
9-Nov-12   IJR   US:SCB     73.84     23%    -4%   -27%   15%      9.0  -5.2%  -3.0%  -0.9%     Sell  
9-Nov-12   IYR   US:REIT    62.98     12%   -12%   -23%   13%     12.0  -4.2%  -1.4%  -0.7%     Sell  
9-Nov-12  ONEQ   US:LCB    114.84     21%   -14%   -46%   16%     11.0  -6.5%  -3.2%  -0.4%     Sell  

Shortables Trends and Ranks: RRS
BUY to Cover: IF( AvgRank < 4.5 or RRS21 > 0 ), SELL Short: IF( AvgRank >= 5.5 & Pri < LR63 )
COUNTIF( Sell ) 5 of 10 or 50% , COUNTIF( Held ) 0 of 10 or 0%
Holdings: - , Sell: - , Buy: -

                           Last     3m     2m     1m   TTM   R3,R2,R1  % off  % off  % off           Days
  EndD    ETF's  Class:   Price   RRS63  RRS42  RRS21  GSDm  AvgRank   LR63   LR42   LR21   Status:  Held
9-Nov-12   QQQ   US:LCB    63.43   -21%   -46%   -52%   16%      10.0  -3.4%  -1.0%  -0.5%     SELL  
9-Nov-12   IVW   US:LCG    74.00    -7%   -31%   -45%   11%       8.3  -3.2%  -1.3%  -0.4%     SELL  
9-Nov-12   IWM   US:SCB    79.38    -1%   -34%   -40%   16%       7.3  -3.7%  -1.1%  -0.8%     SELL  
9-Nov-12   IVV   US:LCB   138.60    -1%   -26%   -42%   12%       7.3  -3.4%  -1.6%  -0.7%     SELL  
9-Nov-12   IYR   US:REIT   62.98   -12%   -26%   -23%   13%       7.0  -1.4%  -0.2%  -0.7%     SELL  
9-Nov-12   HYG   US:FIHY   91.39     2%    -8%   -18%    7%       4.0  -1.3%  -0.7%  -0.4%      Buy  
9-Nov-12   EFA   GL:DM     52.80    16%   -12%   -21%   17%       3.7  -2.6%  -1.0%  -0.8%      Buy  
9-Nov-12   IJH   US:MCB    97.05     3%   -18%   -11%   14%       3.3  -2.0%  -0.5%  -1.0%      Buy  
9-Nov-12   EEM   GL:EM     41.00    20%    -5%   -12%   20%       2.0  -2.3%  -0.9%  -0.7%      Buy  
9-Nov-12   LQD   US:FIIG  121.54    14%    11%   -12%    4%       2.0  -1.2%  -1.1%  -0.2%      Buy  

Notes: Last modified 9/28/2012.
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 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(). Included as a 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.
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