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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 2012Q2 Date: 5/18/2012 5:26 PM
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Recommendations: 1
SOLD:
iShares DowJones US Consumer Services (IYC)
Russell 1000 Growth Index (IWF)

BOUGHT:
*-

Taxable_Acct. - Tactical_Asset_Allocation: RRS
SELL: IF( Avg Rank > 3 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Avg Rank < 3.0 & Price > LR126 )
COUNTIF( Buy ) 0 of 6 or 0% , COUNTIF( Held ) 1 of 6 or 17%

Hold: Two ( 2 ), LT Holdings: VNQ , Sell: - , Buy: -
                                                              (R6,R3)   LR126  LR126   (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm Avg Rank STEYX % off SMA_PO Status: Held
18-May-12 VNQ US:RE 61.10 43% 27% 23% 26% 1.0 1.5 -7.6% 3.5% HTD 18
18-May-12 PRF US:LC 55.22 29% -13% -31% 21% 3.0 1.7 -9.2% -1.9% Sell
18-May-12 PGX US:PF 13.86 12% -4% -7% 8% 3.5 0.2 -4.7% -0.1% Sell
18-May-12 TLT US:FIT 124.20 -6% 20% 69% 17% 4.0 2.7 7.3% 3.2% Sell
18-May-12 PXF GL:DM 30.40 13% -44% -57% 27% 4.5 1.7 -13.2% -7.4% Sell
18-May-12 DBC GL:Com 26.27 8% -35% -46% 18% 5.0 0.9 -7.8% -5.7% Sell


Taxable_Acct. - DowJones Sectors(Rated>7): RRS
SELL: IF( Avg Rank > 5 or RRS126 < 0 or SMA5 < SMA50 ), BUY: IF( Avg Rank < 4 & Price > LR126 )
COUNTIF( Buy ) 0 of 20 or 0% , COUNTIF( Held ) 1 of 20 or 5%

Hold: Three ( 3 ), ST Holdings: ITB , Sell: IYC , Buy: -
                                                              (R6,R3,R2,R1)  LR126  LR126   (5,50)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm Avg Rank STEYX % off SMA_PO Status: Held
18-May-12 ITB US:HB 14.45 104% 55% 55% 45% 1.00 0.6 -9.2% 1.6% HTD 112
18-May-12 IYR US:RE 59.82 41% 22% 18% 25% 3.50 1.4 -7.4% -1.0% Sell
18-May-12 IHE US:PH 80.21 35% 12% -1% 18% 5.00 1.5 -5.1% -0.5% Sell
18-May-12 IYC US:CS 76.69 44% 12% -10% 20% 5.50 1.6 -7.7% -2.6% Sell
18-May-12 IYH US:HC 75.05 33% 11% -4% 18% 6.50 1.4 -5.4% -1.1% Sell
18-May-12 IDU US:UT 86.34 3% 4% 15% 11% 7.00 1.1 -0.4% 0.7% Sell
18-May-12 SHY US:FIT 84.40 0% 1% 1% 1% 8.25 0.1 0.1% 0.1% Sell
18-May-12 IYK US:CG 70.52 27% 3% -14% 14% 8.50 1.2 -5.9% -2.4% Sell
18-May-12 IAK US:INS 29.08 36% -9% -25% 27% 9.75 1.0 -10.8% -4.9% Sell
18-May-12 IYF US:FIN 52.03 57% 0% -36% 28% 9.75 2.0 -12.5% -6.3% Sell
18-May-12 IYY US:TM 65.05 34% -8% -28% 21% 10.00 1.9 -9.1% -4.6% Sell
18-May-12 IYT US:T 87.27 16% -2% -18% 28% 10.50 2.5 -8.1% -3.5% Sell
18-May-12 IYW US:TECH 68.59 54% -12% -46% 23% 12.25 2.9 -12.4% -6.8% Sell
18-May-12 IYJ US:IND 64.87 32% -17% -32% 28% 12.75 2.5 -10.2% -5.4% Sell
18-May-12 ITA US:AD 61.00 26% -19% -31% 25% 13.50 2.1 -10.0% -5.4% Sell
18-May-12 IHF US:HCP 59.42 33% -12% -38% 29% 14.00 2.0 -10.7% -6.1% Sell
18-May-12 IYM US:BM 61.23 13% -30% -42% 34% 16.50 3.1 -13.1% -8.3% Sell
18-May-12 IYE US:EN 36.90 4% -43% -44% 30% 16.75 1.7 -10.3% -7.7% Sell
18-May-12 IEZ US:OES 46.26 -5% -54% -50% 44% 19.50 3.0 -13.0% -10.2% Sell
18-May-12 IEO US:OGEP 55.20 -1% -58% -61% 40% 19.50 3.8 -14.1% -11.4% Sell


IRA_Acct. - FIDO_Balanced Trends and Ranks: RRS
SELL: IF( Avg Rank > 5 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Avg Rank < 4 & Price > LR126 )
COUNTIF( Buy ) 0 of 14 or 0% , COUNTIF( Held ) 1 of 14 or 7%

Hold: Three ( 3 ), ST Holdings: IYR , Sell: IWF , Buy: -
                                                               (R6,R3)   LR126  LR126   (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm Avg Rank STEYX % off SMA_PO Status: Held
18-May-12 IYR US:REIT 59.82 41% 22% 18% 25% 1.0 1.4 -7.4% 3.1% HTD 18
18-May-12 IWF US:LCG 60.82 39% -4% -27% 21% 3.0 1.7 -9.4% -0.5% Sell
18-May-12 IWD US:LCV 64.55 29% -11% -27% 21% 5.0 1.9 -8.7% -1.6% Sell
18-May-12 SCZ GL:SC 35.21 31% -23% -39% 24% 5.5 1.5 -12.2% -3.7% Sell
18-May-12 IWO US:SCG 85.22 30% -22% -38% 31% 5.5 3.7 -11.1% -3.1% Sell
18-May-12 IWN US:SCV 66.39 28% -16% -33% 28% 6.0 2.5 -9.6% -2.5% Sell
18-May-12 AGG US:FIT 111.00 2% 3% 9% 3% 6.5 0.5 0.4% 0.5% Sell
18-May-12 SHY US:FIT 84.40 0% 1% 1% 1% 7.5 0.1 0.1% 0.0% Sell
18-May-12 ACWX GL:LCB 35.80 19% -31% -45% 24% 8.5 1.6 -11.8% -5.1% Sell
18-May-12 EEM GL:EM 37.29 23% -37% -47% 30% 9.5 2.1 -13.8% -6.2% Sell
18-May-12 DBB GLC:BM 18.62 7% -36% -34% 26% 10.5 0.9 -7.8% -5.5% Sell
18-May-12 DBE GLC:ENE 26.89 13% -38% -50% 20% 11.0 1.1 -10.4% -6.0% Sell
18-May-12 DBA GLC:AG 27.15 -13% -34% -33% 14% 12.0 0.6 -0.9% -5.5% Sell
18-May-12 DBP GLC:PM 54.64 -7% -38% -37% 29% 13.5 2.3 -4.4% -6.4% Sell


IRA_Acct. - S&P Equal Weight Sector ETF's: RRS
SELL: IF( Avg Rank > 3 or RRS126 < 0 or SMA5 < SMA50 ), BUY: IF( Avg Rank <= 2.0 & Price > LR126 )
COUNTIF( Buy ) 0 of 12 or 0% , COUNTIF( Held ) 0 of 12 or 0%

Hold: One ( 1 ), ST Holdings: - , Sell: - , Buy: -
                                                                (R6,R3,R2,R1)  LR126  LR126   (5,50)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm Avg Rank STEYX % off SMA_PO Status: Held
18-May-12 TIP US:FIT 120.51 5% 6% 15% 5% 3.50 0.6 0.9% 1.2% Sell
18-May-12 RYH US:SH 70.39 39% 5% -15% 21% 3.50 1.7 -7.6% -2.4% Sell
18-May-12 RHS US:SS 64.82 20% 11% 1% 13% 3.75 0.7 -3.3% -0.4% Sell
18-May-12 RCD US:SD 49.93 47% -1% -24% 26% 4.50 1.6 -10.8% -4.6% Sell
18-May-12 RYU US:SU 53.93 3% -4% 6% 13% 5.00 0.7 -1.4% -0.2% Sell
18-May-12 SDY US:Div'd 53.42 15% -6% -15% 16% 6.25 1.0 -6.2% -3.1% Sell
18-May-12 RYF US:SF 25.13 53% -9% -36% 30% 6.25 1.1 -12.7% -5.7% Sell
18-May-12 RSP US:LC 47.10 31% -14% -31% 24% 6.75 1.6 -10.0% -5.2% Sell
18-May-12 RGI US:SI 51.96 25% -21% -33% 28% 8.50 2.0 -10.5% -5.8% Sell
18-May-12 RYT US:ST 50.43 35% -26% -51% 27% 9.25 2.4 -13.5% -7.8% Sell
18-May-12 RTM US:SM 55.05 27% -20% -37% 31% 9.25 2.5 -13.4% -7.6% Sell
18-May-12 RYE US:SE 55.69 -1% -49% -47% 37% 11.50 3.0 -12.1% -9.0% Sell


FIDO_Free Trends and Ranks: RRS
SELL: IF( Avg Rank > 5 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Avg Rank < 4 & Price > LR126 )
COUNTIF( Buy ) 0 of 12 or 0% , COUNTIF( Held ) 1 of 12 or 8%

Hold: Three ( 3 ), ST Holdings: IYR , Sell: - , Buy: -
                                                                (R6,R3)   LR126  LR126   (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm Avg Rank STEYX % off SMA_PO Status: Held
18-May-12 IYR US:REIT 59.82 41% 22% 18% 25% 1.0 1.4 -7.4% 3.1% HTD 18
18-May-12 IJH US:MCB 90.42 36% -12% -26% 27% 4.5 3.1 -10.5% -1.2% Sell
18-May-12 IVV US:LCB 130.22 34% -7% -27% 20% 4.5 3.6 -8.8% -1.0% Sell
18-May-12 DVY US:Div'd 53.98 19% 0% -4% 15% 5.0 0.9 -5.1% 0.2% HTD
18-May-12 IJR US:SCB 69.78 31% -14% -31% 28% 6.0 2.6 -9.4% -2.0% Sell
18-May-12 EMB GL:FIEM 110.33 12% -1% 2% 8% 7.0 1.1 -3.5% 0.5% Sell
18-May-12 LQD US:FIIG 115.47 9% 0% 10% 6% 7.0 1.2 -1.6% 0.8% Sell
18-May-12 SCZ GL:SC 35.21 31% -23% -39% 24% 7.0 1.5 -12.2% -3.7% Sell
18-May-12 HYG US:FIHY 87.59 10% -6% -5% 11% 8.0 1.4 -4.4% -0.6% Sell
18-May-12 EFA GL:DM 48.11 19% -30% -43% 23% 9.0 2.0 -11.4% -4.7% Sell
18-May-12 EEM GL:EM 37.29 23% -37% -47% 30% 9.0 2.1 -13.8% -6.2% Sell
18-May-12 IDV GL:Div'd 28.62 15% -30% -42% 22% 10.0 1.1 -10.9% -4.5% Sell


Shortables Trends and Ranks: RRS
BUY: to Cover IF( Avg Rank <= 5 ), SELL: Short IF( Avg Rank >= 6 & Price < LR63 )
COUNTIF( Sell ) 4 of 10 or 40% , COUNTIF( Held ) 0 of 10 or 0%

ST Holdings: - , Sell: - , Buy: -
                                                              (R3,R2,R1)  LR63   LR63   (5,50)           Days
EndD ETF's Class: Price RRS63 RRS42 RRS21 GSDm Avg Rank STEYX % off SMA_PO Status: Held
18-May-12 GSG GL:COM 31.59 -37% -49% -73% 20% 9.3 0.6 -3.3% -7.5% SELL
18-May-12 EEM GL:EM 37.29 -37% -47% -78% 30% 9.3 0.9 -6.9% -9.2% SELL
18-May-12 EFA GL:DM 48.11 -30% -43% -73% 23% 8.3 1.1 -6.1% -7.8% SELL
18-May-12 IWM US:SCB 74.69 -19% -36% -56% 30% 6.3 1.6 -5.3% -5.3% SELL
18-May-12 QQQ US:LCB 60.81 -3% -37% -59% 21% 5.7 1.7 -7.1% -5.4% HTD
18-May-12 IJH US:MCB 90.42 -12% -26% -54% 27% 5.0 1.7 -6.0% -4.6% Buy
18-May-12 IVV US:LCB 130.22 -7% -27% -53% 20% 4.7 2.5 -5.1% -4.4% Buy
18-May-12 DIA US:LCB 123.31 -5% -17% -47% 18% 3.3 1.9 -4.4% -3.5% Buy
18-May-12 AGG US:T 111.00 3% 9% 7% 3% 1.7 0.5 0.4% 0.8% Buy
18-May-12 IYR US:REIT 59.82 22% 18% -25% 25% 1.3 1.0 -5.7% -1.0% Buy


Notes: Last modified 5/11/2012.
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) Standard Error (STEYX) included as a tie breaker. The larger the error the less reliable the trend.
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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