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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 33167  
Subject: Re: ETF Trends & Ranks 2012Q3 Date: 9/2/2012 9:40 AM
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Recommendations: 2
SOLD:
Guggenheim S&P Equal Weight Utilities (RYU)

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
31-Aug-12 FUSEX SP500 50.01 5.2% 3.5% 2.1% 22.6% 20.8% 4 22 47 BUY 32
31-Aug-12 FSEMX DJ M/S 39.27 2.6% 2.8% 2.3% 16.9% 15.9% 2 22 47 BUY
31-Aug-12 FFNOX AA 28.64 4.1% 3.4% 2.1% 15.4% 13.3% 4 22 47 BUY
31-Aug-12 FSIIX EAFE 31.91 2.8% 4.3% 2.6% 7.1% 4.0% 3 44 13 BUY 19
31-Aug-12 FBIDX USGB 12.04 1.0% 0.5% 0.2% 4.0% 1.7% 4 5 44 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
31-Aug-12 VNQ US:RE 66.73 14% 25% 1% 19% 3.0 12.6 0.3% 2.5% HTD 26
31-Aug-12 DBC GL:Com 28.79 -10% 103% 75% 20% 3.0 -1.5 8.4% 6.5% Sell
31-Aug-12 TLT US:FIT 127.72 33% -4% -26% 14% 3.5 5.3 -2.2% 0.9% Sell
31-Aug-12 PRF US:LC 59.99 -2% 35% 43% 15% 3.5 4.7 3.2% 3.4% Sell
31-Aug-12 PGX US:PF 14.80 7% 14% 4% 6% 4.0 11.0 0.6% 1.7% Sell
31-Aug-12 PXF GL:DM 32.82 -22% 44% 72% 24% 4.0 -2.4 7.4% 3.6% 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
31-Aug-12 ITB US:HB 18.17 54% 115% 69% 28% 2.7 19.1 4.1% 11.8% BUY 32
31-Aug-12 IYE US:EN 41.01 -7% 75% 75% 23% 6.0 -1.4 5.3% 5.3% Sell
31-Aug-12 IEZ US:OES 51.63 -16% 121% 130% 34% 6.7 -3.9 7.2% 6.0% Sell
31-Aug-12 IYW US:TECH 75.39 -11% 45% 95% 19% 7.7 4.3 6.0% 4.7% Sell
31-Aug-12 IYY US:TM 70.66 -1% 36% 44% 14% 8.3 1.8 3.2% 3.5% Sell
31-Aug-12 IYC US:CS 84.26 8% 30% 35% 12% 9.0 12.9 2.3% 3.8% Sell
31-Aug-12 IEO US:OGEP 61.73 -19% 80% 73% 33% 9.0 -3.6 7.7% 4.8% Sell
31-Aug-12 IYH US:HC 81.66 14% 31% 19% 10% 9.3 14.6 1.2% 3.7% Sell
31-Aug-12 IYJ US:IND 69.52 -7% 33% 50% 17% 9.3 3.2 3.4% 2.7% Sell
31-Aug-12 IYF US:FIN 56.94 -7% 33% 34% 21% 10.3 5.6 4.1% 3.0% Sell
31-Aug-12 IAK US:INS 31.42 -9% 31% 55% 20% 10.3 3.2 4.7% 3.2% Sell
31-Aug-12 IYR US:RE 65.63 14% 28% 4% 18% 11.0 12.7 0.7% 2.8% Sell
31-Aug-12 IYK US:CG 74.01 0% 24% 26% 9% 11.3 7.6 1.8% 2.1% Sell
31-Aug-12 IHE US:PH 86.96 19% 22% -8% 11% 12.3 16.7 -0.6% 2.7% Sell
31-Aug-12 IHF US:HCP 66.68 -1% 22% 21% 18% 12.7 5.7 4.2% 4.0% Sell
31-Aug-12 IDU US:UT 89.00 16% 6% -10% 8% 13.7 8.6 -3.1% 0.5% Sell
31-Aug-12 IYM US:BM 65.84 -18% 24% 46% 25% 13.7 -2.3 4.7% 1.5% Sell
31-Aug-12 SHY US:FIT 84.51 0% 0% 0% 0% 14.3 -2.0 0.0% 0.0% Sell
31-Aug-12 ITA US:AD 64.52 -11% 19% 27% 15% 15.3 1.8 3.3% 1.5% Sell
31-Aug-12 IYT US:TA 89.32 -7% -4% -7% 17% 17.0 1.7 -0.9% -0.9% 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 ) 2 of 15 or 13%

Hold: Three ( 3 ), ST Holdings: IYR,DBA , Sell: IYR , 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
31-Aug-12 DBA GLC:AG 30.42 21% 86% 15% 18% 1.5 -0.4 3.1% 7.2% BUY 24
31-Aug-12 IWD US:LCV 70.38 1% 37% 43% 15% 4.0 5.9 2.8% 3.7% HTD
31-Aug-12 IYR US:REIT 65.63 14% 28% 4% 18% 4.5 12.7 0.7% 2.8% HTD 43
31-Aug-12 IWF US:LCG 66.01 -3% 33% 47% 14% 6.0 6.1 3.8% 3.3% Sell
31-Aug-12 DVY US:DIV 57.17 7% 22% 12% 10% 7.0 10.0 0.3% 2.0% Sell
31-Aug-12 ACWX GL:LCB 38.06 -17% 35% 52% 20% 7.5 -0.9 4.7% 2.3% Sell
31-Aug-12 DBE GLC:ENE 28.93 -24% 126% 130% 25% 7.5 -2.7 12.2% 6.0% Sell
31-Aug-12 IWN US:SCV 71.91 -4% 27% 23% 18% 8.0 3.5 3.4% 3.1% Sell
31-Aug-12 AGG US:FIT 112.37 5% 4% -2% 2% 8.5 9.6 0.0% 0.5% Sell
31-Aug-12 SCZ GL:SC 37.14 -20% 30% 51% 21% 9.0 -0.2 6.0% 2.0% Sell
31-Aug-12 IWO US:SCG 92.99 -6% 26% 20% 20% 9.5 3.1 3.7% 2.8% Sell
31-Aug-12 SHY US:FIT 84.51 0% 0% 0% 0% 10.0 -2.0 0.0% 0.0% Sell
31-Aug-12 EEM GL:EM 39.28 -20% 26% 37% 26% 11.0 -1.1 3.7% 0.8% Sell
31-Aug-12 DBP GLC:PM 58.37 -12% 17% 58% 23% 11.0 -5.5 8.1% 3.9% Sell
31-Aug-12 DBB GLC:BM 17.86 -30% -9% -8% 22% 15.0 -4.9 4.6% -2.5% 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: - , Sell: RYU , 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
31-Aug-12 RYU US:SU 59.01 27% 37% 25% 9% 3.7 8.6 -1.1% 4.1% Sell 59
31-Aug-12 RYE US:SE 62.81 -12% 96% 104% 31% 4.0 -3.3 7.1% 6.0% Sell
31-Aug-12 RSP US:LC 51.10 -5% 36% 49% 16% 4.7 3.8 3.6% 3.3% Sell
31-Aug-12 RYT US:ST 54.75 -17% 46% 123% 23% 4.7 0.8 6.4% 4.1% Sell
31-Aug-12 RYF US:SF 27.52 -9% 37% 40% 21% 5.3 4.5 4.7% 3.2% Sell
31-Aug-12 RGI US:SI 55.50 -9% 35% 57% 17% 5.7 1.8 3.5% 2.8% Sell
31-Aug-12 RCD US:SD 54.00 -8% 25% 40% 18% 6.3 5.3 4.2% 2.6% Sell
31-Aug-12 RHS US:SS 68.59 9% 18% 18% 8% 6.7 15.3 1.2% 2.6% Sell
31-Aug-12 RYH US:SH 74.66 0% 13% 16% 13% 8.0 7.7 2.0% 1.7% Sell
31-Aug-12 TIP US:FIT 121.14 5% 1% -5% 4% 8.3 12.1 -0.1% 0.2% Sell
31-Aug-12 RTM US:SM 58.53 -14% 24% 25% 22% 8.7 0.6 2.2% 1.0% 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: - , 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
31-Aug-12 EMB GL:FIEM 119.56 13% 30% 16% 8% 4.0 10.9 1.1% 3.6% HTD 37
31-Aug-12 IYR US:REIT 65.63 14% 28% 4% 18% 4.5 12.7 0.7% 2.8% HTD 53
31-Aug-12 IVV US:LCB 141.88 0% 37% 46% 14% 4.5 6.5 3.0% 3.7% HTD
31-Aug-12 IDV GL:Div'd 31.56 -10% 55% 65% 21% 5.0 -0.4 5.8% 4.4% Sell
31-Aug-12 IJR US:SCB 75.53 -4% 34% 31% 18% 5.5 3.8 3.9% 3.4% Sell
31-Aug-12 EFA GL:DM 51.60 -15% 39% 62% 20% 6.0 -0.7 5.2% 3.2% Sell
31-Aug-12 IJH US:MCB 97.24 -8% 31% 38% 17% 6.5 3.5 4.1% 2.7% Sell
31-Aug-12 DVY US:Div'd 57.17 7% 22% 12% 10% 7.0 10.0 0.3% 2.0% Sell
31-Aug-12 LQD US:FIIG 120.83 11% 15% 1% 6% 7.5 11.6 0.4% 1.8% Sell
31-Aug-12 HYG US:FIHY 92.33 4% 16% 8% 10% 8.0 4.9 1.2% 1.8% Sell
31-Aug-12 SCZ GL:SC 37.14 -20% 30% 51% 21% 9.0 -0.2 6.0% 2.0% Sell
31-Aug-12 EEM GL:EM 39.28 -20% 26% 37% 26% 10.5 -1.1 3.7% 0.8% Sell


Shortables Trends and Ranks: RRS
BUY to Cover: IF( AvgRank < 4 or RRS21 > 0 ), SELL Short: IF( AvgRank >= 5 & Price < LR63 )
COUNTIF( Sell ) 1 of 10 or 10% , 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
31-Aug-12 LQD US:FIIG 120.83 15% 1% 7% 6% 9.3 11.6 -0.1% 0.7% Buy
31-Aug-12 EEM GL:EM 39.28 26% 37% -34% 26% 7.7 -1.1 -2.2% 0.2% SELL
31-Aug-12 HYG US:FIHY 92.33 16% 8% 13% 10% 7.7 4.9 -0.2% 0.9% Buy
31-Aug-12 IYR US:REIT 65.63 28% 4% 18% 18% 6.3 12.7 -0.6% 1.2% Buy
31-Aug-12 IWM US:SCB 81.12 26% 22% 31% 19% 5.7 3.3 -0.1% 2.1% Buy
31-Aug-12 IVV US:LCB 141.88 37% 46% 10% 14% 4.7 6.5 -0.7% 2.3% Buy
31-Aug-12 EFA GL:DM 51.60 39% 62% 3% 20% 4.3 -0.7 -1.0% 2.5% Buy
31-Aug-12 IJH US:MCB 97.24 31% 38% 27% 17% 4.3 3.5 -0.1% 2.5% Buy
31-Aug-12 IVW US:LCG 76.58 38% 44% 15% 12% 4.0 8.1 -0.8% 2.4% Buy
31-Aug-12 QQQ US:LCB 68.16 51% 82% 46% 17% 1.0 7.2 0.0% 4.2% 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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