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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 33134  
Subject: Re: ETF Trends & Ranks 2012Q3 Date: 9/7/2012 4:45 PM
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Recommendations: 3
SOLD:
Dow Jones US Real Estate (IYR)
Guggenheim S&P Equal Weight Utilities (RYU)

BOUGHT:
Fidelity Spartan Extended Mkt Index Inv

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%

Hold: Three ( 3 ), LT Holdings: FUSEX,FSIIX,FSEMX , 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
6-Sep-12 FUSEX SP500 50.94 5.3% 3.6% 2.3% 22.7% 20.9% 5 0 48 BUY 37
6-Sep-12 FSEMX DJ M/S 40.37 3.0% 3.3% 3.0% 17.5% 16.4% 3 23 48 BUY 3
6-Sep-12 FFNOX AA 29.08 4.1% 3.5% 2.2% 15.4% 13.3% 5 0 48 BUY
6-Sep-12 FSIIX EAFE 32.37 2.8% 4.1% 2.3% 6.6% 3.5% 4 45 14 BUY 24
6-Sep-12 FBIDX USGB 12.00 1.0% 0.6% 0.2% 3.9% 1.5% 5 6 45 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)  % off  % off  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm AvgRank LR126 LR63 SMA_PO Status: Held
7-Sep-12 DBC GL:Com 28.97 -7% 104% 64% 19% 3.0 8.1% -1.1% 6.5% Sell
7-Sep-12 VNQ US:RE 67.74 14% 24% 5% 18% 3.0 1.6% 0.5% 2.9% HTD 31
7-Sep-12 PRF US:LC 61.59 -1% 36% 45% 14% 3.5 5.5% 1.4% 3.7% Sell
7-Sep-12 TLT US:FIT 124.03 32% -6% -27% 13% 3.5 -5.0% -1.3% 0.9% Sell
7-Sep-12 PXF GL:DM 34.01 -20% 47% 77% 23% 4.0 10.5% 2.3% 3.7% Sell
7-Sep-12 PGX US:PF 14.84 8% 13% 5% 6% 4.0 0.6% -0.1% 1.9% Sell


Taxable_Acct. - DowJones Sectors(Rated>7): RRS
SELL: IF( AvgRank >= 4 or RRS126 < 0 ), BUY: IF( AvgRank < 3 & SMA10 > SMA100 )
COUNTIF( Buy ) 1 of 20 or 5% , COUNTIF( Held ) 1 of 20 or 5%

Hold: Three ( 2 ), ST Holdings: ITB , Sell: - , Buy: -
                          Last     6m      3m     2m   TTM   (R6,R3,R2)  % off  % off  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm AvgRank LR126 LR63 SMA_PO Status: Held
7-Sep-12 ITB US:HB 18.82 57% 116% 106% 27% 1.3 6.6% 2.6% 12.7% BUY 37
7-Sep-12 IYE US:EN 42.13 -3% 74% 60% 23% 7.0 7.3% -0.1% 5.1% Sell
7-Sep-12 IEZ US:OES 53.28 -12% 122% 96% 33% 7.3 9.6% -1.4% 5.4% Sell
7-Sep-12 IYW US:TECH 77.06 -9% 51% 102% 19% 7.7 7.8% 1.4% 5.0% Sell
7-Sep-12 IAK US:INS 32.17 -7% 36% 64% 20% 8.3 6.7% 1.9% 3.6% Sell
7-Sep-12 IYY US:TM 72.34 0% 37% 46% 14% 8.3 5.2% 1.2% 3.8% Sell
7-Sep-12 IYC US:CS 86.38 9% 32% 43% 11% 8.7 4.4% 2.0% 4.4% Sell
7-Sep-12 IEO US:OGEP 64.12 -15% 81% 63% 32% 9.0 10.7% 0.8% 4.9% Sell
7-Sep-12 IYJ US:IND 71.22 -6% 33% 50% 17% 10.0 5.6% 1.1% 2.7% Sell
7-Sep-12 IYH US:HC 83.33 15% 30% 23% 10% 10.0 2.8% 1.1% 4.2% Sell
7-Sep-12 IYF US:FIN 58.74 -6% 34% 41% 20% 10.3 7.1% 2.4% 3.6% Sell
7-Sep-12 IYR US:RE 66.56 14% 27% 8% 17% 11.0 1.9% 0.5% 3.3% Sell
7-Sep-12 IHF US:HCP 68.06 1% 24% 34% 18% 11.3 5.8% 2.8% 4.8% Sell
7-Sep-12 IYK US:CG 75.11 0% 25% 27% 9% 12.0 3.1% 0.4% 2.4% Sell
7-Sep-12 IHE US:PH 89.45 20% 20% 0% 11% 12.3 1.8% 1.4% 3.6% Sell
7-Sep-12 IYM US:BM 68.51 -16% 26% 50% 24% 13.3 8.6% 3.2% 1.3% Sell
7-Sep-12 IDU US:UT 89.82 16% 4% -15% 8% 13.7 -2.2% -1.2% 0.3% Sell
7-Sep-12 SHY US:FIT 84.46 0% 0% 0% 0% 15.0 0.0% 0.0% 0.0% Sell
7-Sep-12 ITA US:AD 65.91 -10% 20% 32% 15% 15.3 5.3% 1.5% 1.7% Sell
7-Sep-12 IYT US:TA 90.72 -8% -7% -6% 17% 18.0 0.9% 0.4% -1.5% Sell


IRA_Acct. - FIDO_Balanced Trends and Ranks: RRS
SELL: IF( AvgRank >= 5 or RRS126 < 0 ), BUY: IF( AvgRank < 4 & SMA10 > SMA100 )
COUNTIF( Buy ) 1 of 15 or 7% , COUNTIF( Held ) 1 of 15 or 7%

Hold: Three ( 3 ), ST Holdings: DBA , Sell: IYR , Buy: -
                           Last     6m      3m     2m   TTM   (R6,R3)  % off  % off  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm AvgRank LR126 LR63 SMA_PO Status: Held
7-Sep-12 DBA GLC:AG 30.24 24% 76% 13% 17% 1.5 1.8% -2.7% 7.0% BUY 29
7-Sep-12 IWD US:LCV 72.35 2% 37% 44% 14% 4.0 5.2% 1.4% 3.9% HTD
7-Sep-12 IYR US:REIT 66.56 14% 27% 8% 17% 6.0 1.9% 0.5% 3.3% Sell
7-Sep-12 IWF US:LCG 67.08 -2% 35% 49% 14% 6.0 5.1% 1.1% 3.5% Sell
7-Sep-12 DBE GLC:ENE 28.86 -21% 133% 105% 24% 7.5 10.9% -1.8% 5.9% Sell
7-Sep-12 ACWX GL:LCB 39.25 -15% 35% 50% 20% 7.5 7.5% 1.4% 2.2% Sell
7-Sep-12 IWN US:SCV 74.53 -3% 30% 39% 18% 7.5 6.7% 2.8% 3.7% Sell
7-Sep-12 DVY US:DIV 58.08 7% 21% 11% 9% 7.5 1.6% 0.0% 2.2% Sell
7-Sep-12 IWO US:SCG 96.70 -4% 29% 39% 20% 8.5 7.2% 3.0% 3.9% Sell
7-Sep-12 AGG US:FIT 111.89 5% 3% -3% 2% 8.5 -0.5% -0.2% 0.5% Sell
7-Sep-12 SCZ GL:SC 38.09 -18% 33% 57% 21% 9.0 8.3% 2.0% 2.1% Sell
7-Sep-12 SHY US:FIT 84.46 0% 0% 0% 0% 10.0 0.0% 0.0% 0.0% Sell
7-Sep-12 DBP GLC:PM 60.34 -8% 29% 78% 22% 9.5 10.6% 6.2% 5.3% Sell
7-Sep-12 EEM GL:EM 40.64 -18% 25% 33% 25% 12.0 7.0% 1.1% 0.5% Sell
7-Sep-12 DBB GLC:BM 18.96 -28% -2% 5% 20% 15.0 10.5% 6.3% -1.0% 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 ) 0 of 11 or 0%

Hold: One ( 1 ), ST Holdings: - , Sell: RYU , Buy: -
                          Last     6m      3m     2m   TTM   (R6,R3,R2)  % off  % off  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm AvgRank LR126 LR63 SMA_PO Status: Held
7-Sep-12 RYE US:SE 63.50 -8% 94% 85% 30% 4.0 7.4% -1.7% 5.7% Sell
7-Sep-12 RSP US:LC 52.47 -4% 38% 52% 16% 4.3 5.9% 1.4% 3.5% Sell
7-Sep-12 RYT US:ST 56.24 -15% 52% 123% 23% 4.7 8.7% 1.2% 4.1% Sell
7-Sep-12 RYF US:SF 28.43 -7% 39% 47% 21% 5.3 7.7% 2.4% 3.8% Sell
7-Sep-12 RGI US:SI 56.73 -8% 36% 54% 17% 5.3 5.5% 0.5% 2.5% Sell
7-Sep-12 RYU US:SU 59.76 28% 34% 18% 9% 5.7 -0.3% -1.2% 4.0% Sell
7-Sep-12 RCD US:SD 55.66 -6% 30% 52% 17% 6.0 6.9% 2.9% 3.3% Sell
7-Sep-12 RHS US:SS 69.27 9% 18% 26% 7% 6.0 1.9% 0.8% 3.0% Sell
7-Sep-12 RYH US:SH 76.36 1% 15% 24% 13% 7.7 4.0% 2.2% 2.4% Sell
7-Sep-12 TIP US:FIT 120.91 5% 1% -5% 4% 8.3 -0.3% 0.2% 0.5% Sell
7-Sep-12 RTM US:SM 61.12 -13% 24% 26% 21% 8.7 6.5% 1.8% 0.7% Sell


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

Hold: Three ( 3 ), ST Holdings: IYR,EMB , Sell: IYR , Buy: -
                            Last     6m      3m     2m   TTM   (R6,R3)  % off  % off  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm AvgRank LR126 LR63 SMA_PO Status: Held
7-Sep-12 EMB GL:FIEM 120.31 14% 28% 14% 8% 4.0 1.4% -0.2% 3.7% HTD 42
7-Sep-12 IDV GL:Div'd 32.37 -7% 55% 63% 20% 5.0 7.8% 1.2% 4.5% Sell
7-Sep-12 IJR US:SCB 78.21 -2% 38% 46% 18% 5.0 7.0% 2.5% 4.2% Sell
7-Sep-12 IVV US:LCB 145.00 2% 37% 46% 13% 5.0 4.9% 1.0% 3.9% Sell
7-Sep-12 IYR US:REIT 66.56 14% 27% 8% 17% 5.0 1.9% 0.5% 3.3% Sell 58
7-Sep-12 EFA GL:DM 53.26 -13% 41% 62% 20% 6.0 8.0% 1.7% 3.1% Sell
7-Sep-12 IJH US:MCB 100.63 -7% 36% 50% 17% 6.5 7.1% 2.5% 3.5% Sell
7-Sep-12 DVY US:Div'd 58.08 7% 21% 11% 9% 7.0 1.6% 0.0% 2.2% Sell
7-Sep-12 LQD US:FIIG 119.93 11% 13% -2% 6% 7.5 -0.5% -0.8% 1.7% Sell
7-Sep-12 HYG US:FIHY 92.53 4% 14% 8% 9% 8.0 1.3% 0.0% 1.8% Sell
7-Sep-12 SCZ GL:SC 38.09 -18% 33% 57% 21% 8.5 8.3% 2.0% 2.1% Sell
7-Sep-12 EEM GL:EM 40.64 -18% 25% 33% 25% 10.5 7.0% 1.1% 0.5% Sell


Shortables Trends and Ranks: RRS
BUY to Cover: IF( AvgRank < 4 or RRS21 > 0 ), SELL Short: IF( AvgRank >= 5 & SMA5 < SMA50 )
COUNTIF( Sell ) 0 of 10 or 0% , COUNTIF( Held ) 0 of 10 or 0%

ST Holdings: - , Sell: - , Buy: -
                           Last     3m     2m     1m   TTM   (R3,R2,R1)  % off  % off  (5,50)           Days
EndD ETF's Class: Price RRS63 RRS42 RRS21 GSDm AvgRank LR63 LR42 SMA_PO Status: Held
7-Sep-12 LQD US:FIIG 119.93 13% -2% 13% 6% 9.3 -0.8% 0.1% 0.4% Buy
7-Sep-12 EEM GL:EM 40.64 25% 33% -35% 25% 8.3 1.1% 0.8% 0.5% HTD
7-Sep-12 HYG US:FIHY 92.53 14% 8% 14% 9% 8.0 0.0% 0.4% 0.7% Buy
7-Sep-12 IYR US:REIT 66.56 27% 8% 44% 17% 6.0 0.5% 1.6% 1.7% Buy
7-Sep-12 IVV US:LCB 145.00 37% 46% 13% 13% 5.0 1.0% 0.7% 2.6% Buy
7-Sep-12 IVW US:LCG 78.04 38% 44% 16% 12% 4.3 0.7% 0.4% 2.5% Buy
7-Sep-12 EFA GL:DM 53.26 41% 62% 3% 20% 4.3 1.7% 0.8% 2.6% Buy
7-Sep-12 IWM US:SCB 84.26 29% 39% 56% 19% 4.3 3.0% 2.6% 3.3% Buy
7-Sep-12 IJH US:MCB 100.63 36% 50% 46% 17% 3.3 2.5% 1.9% 3.7% Buy
7-Sep-12 QQQ US:LCB 69.43 54% 88% 40% 17% 2.0 1.1% -0.2% 4.3% 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). 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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