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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 33154  
Subject: Re: ETF Trends & Ranks 2012Q3 Date: 8/24/2012 5:12 PM
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Recommendations: 1
SOLD:
Dow Jones Select Dividend (DVY)

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 ) 2 of 5 or 40%

Hold: Three ( 3 ), LT Holdings: FUSEX,FSIIX , Sell: - , Buy: FSEMX
                            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) Last chg 52w Hi 52w Lo Status: Held
23-Aug-12 FUSEX SP500 49.82 4.9% 3.6% 3.1% 22.8% 21.1% 3 20 46 BUY 24
23-Aug-12 FSEMX DJ M/S 39.04 1.8% 2.3% 3.0% 18.2% 17.1% 1 21 46 BUY
23-Aug-12 FFNOX AA 28.62 3.6% 3.4% 3.1% 15.3% 13.2% 3 20 46 BUY
23-Aug-12 FSIIX EAFE 32.24 2.0% 4.4% 4.7% 5.4% 2.3% 2 43 12 BUY 11
23-Aug-12 FBIDX USGB 11.98 1.2% 0.3% -0.2% 4.7% 2.2% 3 4 43 SELL


Taxable_Acct. - Tactical_Asset_Rotation: RRS
SELL: IF( AvgRank >= 4.0 or RRS126 < 0 ), BUY: IF( AvgRank < 3.0 & SMA10 > SMA100 )
COUNTIF( Buy ) 0 of 6 or 0% , COUNTIF( Held ) 1 of 6 or 17%

Hold: Two ( 2 ), LT Holdings: VNQ , Sell: - , Buy: -
                           Last     6m      3m     2m   TTM   (R6,R3)    10m   % off  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm AvgRank T-Stat LR126 SMA_PO Status: Held
24-Aug-12 VNQ US:RE 66.26 15% 34% 6% 20% 3.0 12.5 -0.2% 2.3% HTD 18
24-Aug-12 DBC GL:Com 28.52 -16% 95% 101% 21% 3.0 -1.9 9.1% 5.5% Sell
24-Aug-12 TLT US:FIT 124.81 33% -4% -21% 14% 3.5 5.3 -4.1% -0.4% Sell
24-Aug-12 PRF US:LC 60.11 -4% 39% 41% 15% 3.5 4.7 4.1% 3.7% Sell
24-Aug-12 PGX US:PF 14.70 6% 18% 6% 7% 4.0 10.4 0.3% 1.7% Sell
24-Aug-12 PXF GL:DM 33.08 -27% 46% 57% 24% 4.0 -2.6 9.5% 3.4% Sell


Taxable_Acct. - DowJones Sectors(Rated>7): RRS
SELL: IF( AvgRank >= 5 or RRS126 < 0 ), BUY: IF( AvgRank < 4 & SMA10 > SMA100 )
COUNTIF( Buy ) 1 of 20 or 5% , COUNTIF( Held ) 1 of 20 or 5%

Hold: Three ( 3 ), ST Holdings: ITB , Sell: - , Buy: -
                           Last     6m      3m     2m   TTM   (R6,R3,R2)    10m   % off  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm AvgRank T-Stat LR126 SMA_PO Status: Held
24-Aug-12 ITB US:HB 18.04 53% 120% 44% 29% 2.7 19.0 4.9% 11.7% BUY 24
24-Aug-12 IYY US:TM 70.80 -3% 39% 42% 15% 7.3 1.7 4.0% 3.7% Sell
24-Aug-12 IYE US:EN 41.31 -13% 81% 97% 25% 7.3 -1.6 7.6% 6.1% Sell
24-Aug-12 IEZ US:OES 52.64 -23% 112% 205% 37% 7.3 -4.1 11.4% 7.4% Sell
24-Aug-12 IYH US:HC 81.45 14% 39% 19% 11% 8.7 14.6 1.5% 3.6% Sell
24-Aug-12 IYW US:TECH 75.67 -13% 40% 74% 19% 8.7 4.3 7.2% 4.4% Sell
24-Aug-12 IEO US:OGEP 62.01 -26% 85% 93% 35% 8.7 -3.7 10.0% 5.4% Sell
24-Aug-12 IYR US:RE 65.02 14% 36% 9% 19% 9.3 12.4 0.1% 2.6% Sell
24-Aug-12 IYJ US:IND 70.06 -9% 35% 48% 18% 9.3 3.4 4.7% 3.3% Sell
24-Aug-12 IYC US:CS 83.88 8% 31% 29% 12% 9.7 12.9 2.4% 3.6% Sell
24-Aug-12 IHE US:PH 86.98 19% 34% -6% 11% 10.7 17.2 -0.2% 2.7% Sell
24-Aug-12 IYF US:FIN 56.75 -8% 38% 28% 22% 10.7 5.6 4.1% 2.6% Sell
24-Aug-12 IYK US:CG 74.11 -1% 24% 30% 10% 11.0 7.7 2.2% 2.4% Sell
24-Aug-12 IAK US:INS 31.45 -11% 31% 39% 21% 12.0 3.2 5.4% 3.0% Sell
24-Aug-12 IDU US:UT 89.62 18% 18% 5% 8% 12.3 8.6 -2.4% 2.0% Sell
24-Aug-12 IYM US:BM 66.38 -21% 25% 41% 28% 13.3 -2.2 6.1% 2.0% Sell
24-Aug-12 IHF US:HCP 65.92 -3% 24% 3% 19% 14.3 5.8 3.9% 2.5% Sell
24-Aug-12 ITA US:AD 64.46 -13% 23% 21% 16% 15.0 2.1 3.6% 1.7% Sell
24-Aug-12 SHY US:FIT 84.45 0% 0% 0% 0% 15.0 -2.4 0.0% 0.0% Sell
24-Aug-12 IYT US:TA 91.33 -6% 4% -6% 18% 16.7 2.3 0.9% 0.3% Sell


IRA_Acct. - FIDO_Balanced Trends and Ranks: RRS
SELL: IF( AvgRank >= 5 or RRS126 < 0 ), BUY: IF( AvgRank < 4 & SMA10 > SMA100 )
COUNTIF( Buy ) 2 of 15 or 13% , COUNTIF( Held ) 2 of 15 or 13%

Hold: Three ( 3 ), ST Holdings: IYR,DBA , Sell: DVY , Buy: -
                            Last     6m      3m     2m   TTM   (R6,R3)    10m   % off  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm AvgRank T-Stat LR126 SMA_PO Status: Held
24-Aug-12 DBA GLC:AG 29.91 13% 106% 35% 19% 1.5 -1.5 3.1% 6.6% BUY 16
24-Aug-12 IYR US:REIT 65.02 14% 36% 9% 19% 3.0 12.4 0.1% 2.6% BUY 35
24-Aug-12 IWD US:LCV 70.56 -1% 43% 44% 15% 4.5 5.8 3.7% 4.1% Sell
24-Aug-12 DVY US:DIV 57.33 6% 28% 21% 10% 7.0 10.1 0.8% 2.7% Sell
24-Aug-12 IWF US:LCG 65.87 -5% 33% 43% 15% 7.0 6.1 4.1% 3.2% Sell
24-Aug-12 ACWX GL:LCB 38.47 -20% 40% 52% 22% 7.5 -1.1 6.5% 2.8% Sell
24-Aug-12 IWN US:SCV 71.51 -6% 30% 14% 19% 8.0 3.6 3.4% 2.9% Sell
24-Aug-12 DBE GLC:ENE 28.51 -30% 100% 170% 25% 8.0 -2.7 12.4% 5.4% Sell
24-Aug-12 AGG US:FIT 111.82 5% 3% 0% 2% 8.5 9.1 -0.4% 0.2% Sell
24-Aug-12 IWO US:SCG 92.60 -9% 30% 8% 21% 9.0 3.1 3.9% 2.4% Sell
24-Aug-12 EEM GL:EM 40.05 -23% 36% 47% 28% 9.5 -1.1 6.3% 2.0% Sell
24-Aug-12 SHY US:FIT 84.45 0% 0% 0% 0% 9.5 -2.4 0.0% 0.0% Sell
24-Aug-12 SCZ GL:SC 37.31 -23% 29% 40% 22% 11.0 -0.4 7.1% 1.6% Sell
24-Aug-12 DBP GLC:PM 57.43 -17% 6% 30% 24% 11.0 -6.5 7.9% 0.9% Sell
24-Aug-12 DBB GLC:BM 18.11 -33% -14% -15% 24% 15.0 -4.6 6.3% -4.5% Sell


IRA_Acct. - S&P Equal Weight Sector ETF's: RRS
SELL: IF(AvgRank >= 3.0 or RRS126 < 0 ), BUY: IF( AvgRank < 2.0 & SMA10 > SMA100 )
COUNTIF( Buy ) 0 of 11 or 0% , COUNTIF( Held ) 1 of 11 or 9%

Hold: One ( 1 ), ST Holdings: RYU , Sell: - , Buy: -
                           Last     6m      3m     2m   TTM   (R6,R3,R2)    10m   % off  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm AvgRank T-Stat LR126 SMA_PO Status: Held
24-Aug-12 RYU US:SU 59.08 25% 49% 46% 9% 2.3 7.8 -0.4% 5.8% HTD 51
24-Aug-12 RYE US:SE 63.15 -19% 93% 122% 33% 4.0 -3.6 9.7% 6.6% Sell
24-Aug-12 RSP US:LC 51.28 -7% 37% 45% 17% 5.0 3.8 4.6% 3.6% Sell
24-Aug-12 RYT US:ST 55.43 -20% 43% 96% 23% 5.3 0.8 8.6% 4.4% Sell
24-Aug-12 RGI US:SI 56.05 -12% 35% 60% 18% 5.7 2.0 5.1% 3.5% Sell
24-Aug-12 RYF US:SF 27.46 -10% 40% 33% 22% 6.0 4.6 5.0% 2.8% Sell
24-Aug-12 RHS US:SS 68.24 8% 20% 10% 8% 6.7 15.1 1.0% 2.6% Sell
24-Aug-12 RCD US:SD 53.81 -9% 22% 28% 18% 7.3 5.4 4.3% 2.2% Sell
24-Aug-12 RTM US:SM 59.31 -16% 31% 33% 23% 7.3 0.9 3.7% 1.9% Sell
24-Aug-12 RYH US:SH 74.40 0% 16% 7% 14% 8.0 7.9 1.8% 1.5% Sell
24-Aug-12 TIP US:FIT 120.38 5% 0% -3% 4% 8.3 12.0 -0.6% -0.4% Sell


FIDO_Free Trends and Ranks: RRS
SELL: IF( AvgRank >= 5 or RRS126 < 0 ), BUY: IF( AvgRank < 4 & SMA10 > SMA100 )
COUNTIF( Buy ) 2 of 12 or 17% , COUNTIF( Held ) 2 of 12 or 17%

Hold: Three ( 3 ), ST Holdings: IYR,EMB , Sell: - , Buy: -
                             Last     6m      3m     2m   TTM   (R6,R3)    10m   % off  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm AvgRank T-Stat LR126 SMA_PO Status: Held
24-Aug-12 IYR US:REIT 65.02 14% 36% 9% 19% 3.0 12.4 0.1% 2.6% BUY 45
24-Aug-12 EMB GL:FIEM 119.17 11% 38% 24% 9% 3.0 10.0 1.5% 3.2% BUY 29
24-Aug-12 IVV US:LCB 142.17 -1% 41% 45% 14% 4.5 6.5 3.9% 3.9% Sell
24-Aug-12 IDV GL:Div'd 31.52 -14% 63% 65% 22% 5.0 -0.8 6.8% 4.5% Sell
24-Aug-12 EFA GL:DM 52.10 -19% 43% 58% 21% 6.0 -0.9 7.1% 3.3% Sell
24-Aug-12 DVY US:Div'd 57.33 6% 28% 21% 10% 7.0 10.1 0.8% 2.7% Sell
24-Aug-12 IJR US:SCB 75.09 -6% 34% 21% 19% 7.0 4.0 3.9% 3.0% Sell
24-Aug-12 LQD US:FIIG 119.89 9% 17% 7% 6% 7.5 10.4 0.1% 1.3% Sell
24-Aug-12 HYG US:FIHY 92.15 2% 21% 7% 10% 8.0 4.4 1.5% 1.5% Sell
24-Aug-12 IJH US:MCB 97.05 -10% 28% 30% 18% 8.5 3.6 4.4% 2.5% Sell
24-Aug-12 EEM GL:EM 40.05 -23% 36% 47% 28% 9.0 -1.1 6.3% 2.0% Sell
24-Aug-12 SCZ GL:SC 37.31 -23% 29% 40% 22% 9.5 -0.4 7.1% 1.6% Sell


Shortables Trends and Ranks: RRS
BUY to Cover: IF( AvgRank < 4 or RRS21 > 0 ), SELL Short: IF( AvgRank >= 5 & Price < LR63 )
COUNTIF( Sell ) 2 of 10 or 20% , COUNTIF( Held ) 0 of 10 or 0%

ST Holdings: - , Sell: - , Buy: -
                            Last     3m     2m     1m   TTM   (R3,R2,R1)    10m   % off  (5,50)           Days
EndD ETF's Class: Price RRS63 RRS42 RRS21 GSDm AvgRank T-Stat LR63 SMA_PO Status: Held
24-Aug-12 LQD US:FIIG 119.89 17% 7% -19% 6% 9.7 10.4 -0.8% 0.3% SELL
24-Aug-12 HYG US:FIHY 92.15 21% 7% 1% 10% 9.0 4.4 -0.4% 0.8% Buy
24-Aug-12 IYR US:REIT 65.02 36% 9% -11% 19% 7.3 12.4 -1.6% 1.0% SELL
24-Aug-12 IWM US:SCB 80.74 30% 11% 72% 20% 6.0 3.4 -0.2% 2.4% Buy
24-Aug-12 IJH US:MCB 97.05 28% 30% 72% 18% 5.7 3.6 0.5% 3.2% Buy
24-Aug-12 EEM GL:EM 40.05 36% 47% 45% 28% 5.3 -1.1 -0.6% 2.9% Buy
24-Aug-12 IVW US:LCG 76.78 40% 45% 46% 13% 5.0 8.0 0.0% 3.2% Buy
24-Aug-12 IVV US:LCB 142.17 41% 45% 48% 14% 4.0 6.5 -0.1% 3.2% Buy
24-Aug-12 EFA GL:DM 52.10 43% 58% 88% 21% 2.0 -0.9 0.4% 4.4% Buy
24-Aug-12 QQQ US:LCB 68.29 48% 67% 124% 17% 1.0 7.0 1.4% 5.2% Buy


Notes: Last modified 6/1/2012.
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 Average of 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(days). Buy/Sell price target determined by LRxx
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) Arezi's T-Stat (Slope/StdErr) included as a tie breaker. The critical value is 0.6 based on SP500 weekly periods.
This can be caused by the changes in the prevailing trend within the specified number of periods.
9) Historic prices are Non-dividend adjusted values.
---------------------------------------------------------------------------------------
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