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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 33108  
Subject: Re: ETF Trends & Ranks 2012Q3 Date: 6/29/2012 5:07 PM
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Recommendations: 3
SOLD:
iShares DowJones US HOME CONSTRUCTION (ITB)
BOUGHT:
iShares DowJones US PHARMACEUTICALS (IHE)
S&P 500 (IVV)



Taxable_Acct. - Tactical_Asset_Allocation: RRS
SELL: IF( Rank >= 4.0 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Rank < 3.0 & Price > LR126 )
COUNTIF( Buy ) 3 of 6 or 50% , COUNTIF( Held ) 1 of 6 or 17%

Hold: Two ( 2 ), LT Holdings: TLT , Sell: - , Buy: PGX
                                                              (R6,R3)  LR126  LR126  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm AvgRank STEYX % off SMA_PO Status: Held
29-Jun-12 TLT US:FIT 125.20 16% 67% 57% 18% 1.0 3.8 1.5% 6.1% BUY 23
29-Jun-12 VNQ US:RE 65.43 15% -3% -14% 26% 2.5 1.5 1.2% 1.2% BUY
29-Jun-12 PGX US:PF 14.52 3% 1% 7% 8% 2.5 0.1 0.9% 0.7% BUY
29-Jun-12 PRF US:LC 58.17 -2% -24% -13% 22% 4.0 1.7 0.9% -2.3% Sell
29-Jun-12 DBC GL:Com 25.75 -24% -53% -51% 19% 5.5 1.1 0.1% -9.8% Sell
29-Jun-12 PXF GL:DM 31.79 -25% -50% -36% 28% 5.5 1.7 1.6% -8.4% Sell


Taxable_Acct. - DowJones Sectors(Rated>7): RRS
SELL: IF( AvgRank >= 5 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Rank < 4 & Price > LR126 )
COUNTIF( Buy ) 3 of 20 or 15% , COUNTIF( Held ) 1 of 20 or 5%

Hold: Three ( 3 ), ST Holdings: IHE , Sell: ITB , Buy: IHE
                                                              (R6,R3,R2)  LR126  LR126  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm AvgRank STEYX % off SMA_PO Status: Held
29-Jun-12 IHE US:PH 86.61 17% 8% 19% 18% 2.7 1.3 3.2% 3.5% BUY 4
29-Jun-12 ITB US:HB 16.81 43% 30% -7% 46% 3.0 0.6 6.9% 5.7% BUY
29-Jun-12 IDU US:UT 90.05 7% 24% 23% 11% 3.0 1.0 2.1% 2.6% BUY
29-Jun-12 IYH US:HC 79.50 11% -2% 8% 18% 4.7 1.2 2.1% 2.0% HTD
29-Jun-12 IYC US:CS 81.21 18% -8% -3% 20% 5.0 1.9 -0.3% 0.9% Sell
29-Jun-12 IYR US:RE 63.94 13% -3% -13% 25% 6.3 1.4 1.3% 0.9% Sell
29-Jun-12 SHY US:FIT 84.37 0% 0% -1% 1% 7.0 0.1 0.0% 0.0% Sell
29-Jun-12 IHF US:HCP 65.05 2% -25% 18% 30% 8.0 2.0 2.1% -0.1% Sell
29-Jun-12 IYK US:CG 71.80 6% -19% -18% 14% 9.3 1.6 -1.3% -1.9% Sell
29-Jun-12 IYT US:TA 93.33 -6% -15% -8% 28% 10.0 1.8 2.3% -0.7% Sell
29-Jun-12 IYY US:TM 68.16 2% -24% -16% 21% 10.3 2.0 0.0% -2.1% Sell
29-Jun-12 IYF US:FIN 55.28 6% -34% -24% 29% 12.7 2.4 -0.5% -2.6% Sell
29-Jun-12 IYW US:TECH 71.23 6% -40% -26% 23% 13.0 3.6 -2.8% -4.2% Sell
29-Jun-12 IYJ US:IND 67.94 -7% -29% -23% 28% 13.3 2.2 0.6% -3.7% Sell
29-Jun-12 ITA US:AD 64.00 -9% -30% -22% 26% 13.7 2.0 1.0% -3.7% Sell
29-Jun-12 IAK US:INS 30.36 -3% -33% -29% 28% 14.3 1.1 -0.3% -3.9% Sell
29-Jun-12 IYE US:EN 38.34 -25% -39% -32% 29% 17.0 1.5 2.5% -7.3% Sell
29-Jun-12 IYM US:BM 64.72 -23% -42% -32% 35% 17.7 2.5 1.3% -6.3% Sell
29-Jun-12 IEO US:OGEP 57.96 -36% -53% -46% 39% 19.0 3.5 3.1% -11.5% Sell
29-Jun-12 IEZ US:OES 46.24 -39% -57% -59% 42% 20.0 2.6 0.0% -13.4% Sell


IRA_Acct. - FIDO_Balanced Trends and Ranks: RRS
SELL: IF( Rank >= 5 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Rank < 4 & Price > LR126 )
COUNTIF( Buy ) 2 of 14 or 14% , COUNTIF( Held ) 0 of 14 or 0%

Hold: Three ( 3 ), ST Holdings: - , Sell: - , Buy: AGG
                                                               (R3)  LR126  LR126  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm Rank STEYX % off SMA_PO Status: Held
29-Jun-12 AGG US:FIT 111.30 2% 6% 4% 3% 1.0 0.5 0.3% 0.7% BUY
29-Jun-12 SHY US:FIT 84.37 0% 0% -1% 1% 2.0 0.1 0.0% 0.0% Sell
29-Jun-12 IYR US:REIT 63.94 13% -3% -13% 25% 3.0 1.4 1.3% 0.9% BUY
29-Jun-12 DBA GLC:AG 28.22 -21% -16% 6% 15% 4.0 0.5 7.6% -1.7% Sell
29-Jun-12 IWD US:LCV 68.22 -1% -20% -9% 22% 5.0 1.8 1.3% -1.5% Sell
29-Jun-12 IWN US:SCV 70.39 -6% -24% -14% 28% 6.0 2.2 2.0% -2.6% Sell
29-Jun-12 IWF US:LCG 63.23 6% -26% -19% 21% 7.0 2.1 -1.3% -2.3% Sell
29-Jun-12 DBP GLC:PM 54.38 -19% -26% -11% 28% 8.0 1.9 0.0% -5.3% Sell
29-Jun-12 IWO US:SCG 91.47 -6% -27% -15% 31% 9.0 3.4 2.0% -2.9% Sell
29-Jun-12 DBB GLC:BM 18.30 -25% -42% -47% 26% 10.0 0.8 0.0% -9.1% Sell
29-Jun-12 ACWX GL:LCB 37.19 -16% -44% -34% 25% 11.0 1.7 0.2% -6.5% Sell
29-Jun-12 EEM GL:EM 39.14 -20% -47% -34% 31% 12.0 2.0 0.5% -7.2% Sell
29-Jun-12 SCZ GL:SC 36.14 -12% -47% -43% 26% 13.0 1.9 -1.2% -6.9% Sell
29-Jun-12 DBE GLC:ENE 25.24 -30% -67% -72% 24% 14.0 1.7 -3.4% -15.1% Sell


IRA_Acct. - S&P Equal Weight Sector ETF's: RRS
SELL: IF(AvgRank >= 3.0 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( AvgRank < 2.5 & Price > LR126 )
COUNTIF( Buy ) 2 of 12 or 17% , COUNTIF( Held ) 0 of 12 or 0%

Hold: One ( 1 ), ST Holdings: - , Sell: - , Buy: RYU
                                                                (R6,R3,R2)  LR126  LR126  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm AvgRank STEYX % off SMA_PO Status: Held
29-Jun-12 RYU US:SU 56.92 6% 23% 31% 13% 2.0 0.7 2.6% 2.8% BUY
29-Jun-12 RHS US:SS 67.85 10% -2% 1% 13% 2.3 0.7 1.8% 1.1% BUY
29-Jun-12 TIP US:FIT 119.70 5% 8% 3% 5% 3.0 0.7 -0.6% 0.8% Sell
29-Jun-12 RYH US:SH 74.10 9% -14% -4% 21% 3.7 1.7 0.6% 0.0% Sell
29-Jun-12 SDY US:Div'd 55.65 -1% -12% -7% 16% 5.3 0.9 0.6% -1.2% Sell
29-Jun-12 RCD US:SD 52.14 7% -28% -28% 27% 5.7 1.9 -1.8% -2.8% Sell
29-Jun-12 RSP US:LC 49.52 -3% -28% -21% 24% 7.0 1.6 0.4% -3.2% Sell
29-Jun-12 RYF US:SF 26.55 0% -36% -28% 31% 8.0 1.2 -0.4% -3.7% Sell
29-Jun-12 RGI US:SI 54.00 -11% -33% -27% 29% 8.0 1.7 0.3% -4.8% Sell
29-Jun-12 RYT US:ST 52.44 -11% -45% -32% 28% 10.3 2.7 -1.2% -6.2% Sell
29-Jun-12 RTM US:SM 58.18 -15% -41% -32% 32% 10.7 2.2 0.2% -5.4% Sell
29-Jun-12 RYE US:SE 57.61 -32% -49% -47% 37% 12.0 2.8 2.0% -10.0% Sell


FIDO_Free Trends and Ranks: RRS
SELL: IF( Rank >= 5 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Rank < 4 & Price > LR126 )
COUNTIF( Buy ) 3 of 12 or 25% , COUNTIF( Held ) 0 of 12 or 0%

Hold: Three ( 3 ), ST Holdings: - , Sell: - , Buy: LQD
                                                                (R3)  LR126  LR126  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm Rank STEYX % off SMA_PO Status: Held
29-Jun-12 LQD US:FIIG 117.59 3% 5% 5% 6% 1.0 0.9 0.6% 0.8% BUY
29-Jun-12 EMB GL:FIEM 114.72 6% -1% 6% 9% 2.0 1.5 0.9% 1.2% BUY
29-Jun-12 IYR US:REIT 63.94 13% -3% -13% 25% 3.0 1.4 1.3% 0.9% BUY
29-Jun-12 HYG US:FIHY 91.29 -3% -6% -3% 12% 4.0 1.1 2.1% 0.1% Sell
29-Jun-12 DVY US:Div'd 56.19 4% -6% -5% 15% 5.0 0.8 0.8% -0.3% Sell
29-Jun-12 IVV US:LCB 136.75 3% -22% -12% 20% 6.0 3.9 0.2% -1.8% Sell
29-Jun-12 IJR US:SCB 73.27 -6% -27% -22% 28% 7.0 2.4 1.5% -3.3% Sell
29-Jun-12 IJH US:MCB 94.17 -2% -31% -31% 27% 8.0 3.4 -0.6% -4.3% Sell
29-Jun-12 IDV GL:Div'd 30.07 -17% -40% -32% 24% 9.0 1.3 1.9% -5.6% Sell
29-Jun-12 EFA GL:DM 49.96 -16% -42% -34% 24% 10.0 2.2 0.4% -6.3% Sell
29-Jun-12 EEM GL:EM 39.14 -20% -47% -34% 31% 11.0 2.0 0.5% -7.2% Sell
29-Jun-12 SCZ GL:SC 36.14 -12% -47% -43% 26% 12.0 1.9 -1.2% -6.9% Sell


Shortables Trends and Ranks: RRS
BUY to Cover: IF( Avg Rank < 4 or SMA5 > SMA50 ), SELL Short: IF( Avg Rank >= 5 & Price < LR63 )
COUNTIF( Sell ) 0 of 10 or 0% , COUNTIF( Held ) 0 of 10 or 0%

ST Holdings: - , Sell: - , Buy: IVV
                                                              (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
29-Jun-12 EEM GL:EM 39.14 -47% -34% 33% 31% 9.3 1.2 6.6% -3.5% HTD
29-Jun-12 EFA GL:DM 49.96 -42% -34% 37% 24% 8.3 1.3 5.9% -3.3% HTD
29-Jun-12 IJH US:MCB 94.17 -31% -31% 22% 27% 8.3 1.8 4.2% -2.7% HTD
29-Jun-12 QQQ US:LCB 64.16 -30% -16% 52% 22% 6.3 1.3 4.6% -1.1% HTD
29-Jun-12 IVW US:LCG 73.51 -20% -12% 46% 19% 4.3 1.2 3.5% -0.9% HTD
29-Jun-12 IWM US:SCB 79.56 -26% -15% 79% 29% 4.3 1.7 5.5% -0.5% HTD
29-Jun-12 IVV US:LCB 136.75 -22% -12% 54% 20% 4.3 2.4 4.0% -0.8% HTD
29-Jun-12 LQD US:FIIG 117.59 5% 5% 14% 6% 4.0 0.5 0.5% 0.8% Buy
29-Jun-12 IYR US:REIT 63.94 -3% -13% 62% 25% 3.3 1.3 3.3% 0.0% Buy
29-Jun-12 HYG US:FIHY 91.29 -6% -3% 77% 12% 2.3 1.2 2.7% 1.0% 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) 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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