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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 33136  
Subject: Re: ETF Trends & Ranks 2012Q4 Date: 11/9/2012 4:43 PM
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Recommendations: 2
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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