SOLD:
iShares DowJones US Home Construction (ITB)
iShares DowJones US Telecommunications (IYZ)
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 ) 3 of 5 or 60%
LT Hold: Three ( 3 ), Holdings: FUSEX,FSIIX,FSEMX , Sell: - , Buy: -

                            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)  LastChg  H52w   L52w   Status:  Held
11-Oct-12  FUSEX    SP500   50.80      6.1%      4.4%     0.8%  21.1%      19.2%       10      4     46      BUY    72
11-Oct-12  FSEMX    DJ M/S  40.06      4.5%      4.2%     0.9%  19.6%      16.3%        8      4     46      BUY    38
11-Oct-12  FFNOX    AA      29.23      5.5%      4.4%     1.1%  14.9%      12.6%       10      4     46      BUY  
11-Oct-12  FSIIX    EAFE    32.93      5.5%      5.7%     1.3%   7.4%       3.7%        9     50     19      BUY    59
11-Oct-12  FBIDX    USGB    12.03      1.0%      0.5%     0.2%   5.5%       2.7%       10     11     50     SELL  

Taxable_Acct. - Tactical_Asset_Rotation: RRS
SELL: IF( AvgRank >= 4.0 or SMA30 < SMA100 ), BUY: IF( AvgRank < 3.5 & Pri > LR126 )
COUNTIF( Buy ) 1 of 6 or 17% , COUNTIF( Held ) 2 of 6 or 33%
LT Hold: Three ( 3 ), Holdings: DBC,PRF , Sell: - , Buy: PXF

                           Last     6m      3m     1m   TTM    R6,R3   % off  % off    PO             Days
  EndD     ETF's  Class:  Price   RRS126  RRS63  RRS21  GSDm  AvgRank  LR126  LR63   30/100  Status:  Held
12-Oct-12   PXF   GL:DM    33.91     15%    64%   -39%   22%      2.0   1.2%  -3.4%    6.1%      BUY  
12-Oct-12   DBC   GL:Com   28.55     22%    27%    -9%   18%      2.0  -0.1%  -1.8%    5.6%      HTD    25
12-Oct-12   PRF   US:LC    61.43     20%    40%   -16%   13%      2.0  -0.2%  -2.4%    4.7%      HTD    16
12-Oct-12   PGX   US:PF    14.93     11%     5%    17%    5%      4.0   0.0%   0.5%    1.2%     Sell  
12-Oct-12   VNQ   US:RE    64.77     10%    -5%   -48%   15%      5.0  -3.0%  -1.6%    1.3%     Sell  
12-Oct-12   TLT   US:FIT  123.97      7%   -22%    39%   13%      6.0  -1.7%   2.3%   -1.9%     Sell  

Taxable_Acct. - DowJones Sectors: RRS To Be REPLACED BY Balanced
SELL: IF( AvgRank >= 5.0 or RRS126 < 0 ), BUY: IF( AvgRank < 4.0 & RRS21 > 0 )
COUNTIF( Buy ) 0 of 24 or 0% , COUNTIF( Held ) 0 of 24 or 0%
ST Hold: Three ( 3 ), Holdings: - , Sell: ITB,IYZ , Buy: -

                          Last     6m      3m     1m   TTM   R6,R3,R2  % off  % off  % off           Days
  EndD     ETF's  Class:  Price  RRS126  RRS63  RRS21  GSDm  AvgRank   LR126  LR63   LR21   Status:  Held
12-Oct-12   ITB   US:HB   19.35     96%   163%   -19%   25%       1.0  -1.8%  -5.3%  -1.7%      HTD  
12-Oct-12   IYZ   US:TEL  25.16     56%    64%   -15%   13%       3.0  -2.0%  -3.1%  -0.9%      HTD  

Taxable_Acct. - Balanced Trends and Ranks: RRS Swap From IRA_Acct. to replace DJ Sector screen
SELL: IF( RRS63_Rank >= 5 or RRS126 < 0 ), BUY: IF( RRS63_Rank < 4 & RRS21 > 0 )
COUNTIF( Buy ) 0 of 15 or 0% , COUNTIF( Held ) 1 of 15 or 7%
ST Hold: Three ( 3 ), Holdings: DBP , Sell: - , Buy: -

                            Last     6m      3m     1m   TTM    R6,R3   % off  % off  % off           Days
  EndD     ETF's  Class:   Price   RRS126  RRS63  RRS21  GSDm  AvgRank  LR126  LR63   LR21   Status:  Held
12-Oct-12   DBP   GLC:PM    60.72     23%   104%    -4%   21%      1.5   2.1%  -3.5%  -1.1%      HTD     7
12-Oct-12   DBB   GLC:BM    18.73     -1%    76%   -48%   22%      8.5   0.8%  -5.6%  -2.3%     Sell  
12-Oct-12   SCZ   GL:SC     38.56      8%    61%   -22%   20%      7.0   2.4%  -2.7%  -0.1%      HTD  
12-Oct-12  ACWX   GL:LCB    39.33     12%    47%   -36%   19%      6.5   0.8%  -2.9%   0.1%      HTD  
12-Oct-12   IWC   US:SMC    51.95     21%    47%   -27%   17%      4.0  -0.8%  -3.0%  -0.8%     Sell  
12-Oct-12   IWM   US:SC     82.10     18%    43%   -41%   16%      5.5  -1.4%  -3.7%  -0.3%     Sell  
12-Oct-12   EEM   GL:EM     41.27      8%    39%   -17%   22%      9.5   2.0%  -1.6%  -0.1%     Sell  
12-Oct-12   IWR   US:MC    110.17     13%    36%   -29%   14%      7.5  -0.3%  -2.8%  -0.1%     Sell  
12-Oct-12   IWL   US:LC     33.12     19%    33%   -23%   12%      6.5  -0.9%  -2.6%  -0.5%     Sell  
12-Oct-12   DBE   GLC:ENE   28.88     10%    32%    19%   24%     10.0   3.3%  -0.5%   1.1%     Sell  
12-Oct-12   DVY   US:DIV    57.58     13%     9%   -10%    8%      9.5  -1.3%  -1.3%  -0.6%     Sell  
12-Oct-12   IYR   US:REIT   63.95     13%     0%   -46%   14%      9.0  -3.0%  -1.9%   0.8%     Sell  
12-Oct-12   AGG   US:FI    112.32      3%    -1%     6%    2%     13.5  -0.1%   0.4%   0.0%     Sell  
12-Oct-12   DBA   GLC:AG    28.91     35%    -9%   -36%   17%      7.5  -5.6%  -2.0%   0.0%     Sell  
12-Oct-12   TLH   US:FIT   136.43      4%   -10%    25%    7%     14.0  -0.8%   1.2%  -0.2%     Sell  

IRA_Acct. - FIDO_Free Trends and Ranks: RRS Swap From FIDO_screen to replace IRA screens
SELL: IF( RRS63_Rank >= 5 or RRS126 < 0 ), BUY: IF( RRS63_Rank < 4 & RRS21 > 0 )
COUNTIF( Buy ) 0 of 13 or 0% , COUNTIF( Held ) 3 of 13 or 23%
ST Hold: Three ( 3 ), Holdings: SCZ,EFA,IDV , Sell: - , Buy: -

                             Last     6m      3m     1m   TTM    R6,R3   % off  % off  % off           Days
  EndD     ETF's   Class:   Price   RRS126  RRS63  RRS21  GSDm  AvgRank  LR126  LR63   LR21   Status:  Held
12-Oct-12   SCZ   GL:SC      38.56      8%    61%   -22%   20%      6.5   2.4%  -2.7%  -0.1%      HTD     8
12-Oct-12   EFA   GL:DM      53.17     14%    50%   -35%   19%      4.0   0.8%  -2.9%   0.3%      HTD     8
12-Oct-12   IDV   GL:Div'd   32.00     20%    40%   -37%   19%      2.5  -0.1%  -2.6%   0.8%      HTD     8
12-Oct-12   IJR   US:SCB     75.49     18%    39%   -46%   15%      4.0  -2.0%  -4.2%  -0.4%      HTD  
12-Oct-12   EEM   GL:EM      41.27      8%    39%   -17%   22%      9.0   2.0%  -1.6%  -0.1%     Sell  
12-Oct-12  ONEQ   US:LCB    119.77     18%    38%   -42%   15%      5.5  -2.0%  -4.2%  -0.6%     Sell  
12-Oct-12   IJH   US:MCB     97.49     11%    35%   -40%   15%      8.5  -0.9%  -3.5%   0.0%     Sell  
12-Oct-12   IVV   US:LCB    143.41     19%    33%   -24%   12%      5.5  -1.0%  -2.7%  -0.5%     Sell  
12-Oct-12   EMB   GL:FIEM   122.54     21%    16%    15%    7%      5.0   0.5%   0.6%   0.6%     Sell  
12-Oct-12   DVY   US:Div'd   57.58     13%     9%   -10%    8%      9.0  -1.3%  -1.3%  -0.6%     Sell  
12-Oct-12   HYG   US:FIHY    92.51      9%     7%   -21%    8%     11.0  -0.4%  -0.4%   0.8%     Sell  
12-Oct-12   LQD   US:FIIG   122.75     12%     6%    28%    5%     10.5   0.7%   1.2%   0.1%     Sell  
12-Oct-12   IYR   US:REIT    63.95     13%     0%   -46%   14%     10.0  -3.0%  -1.9%   0.8%     Sell  

Shortables Trends and Ranks: RRS
BUY to Cover: IF( AvgRank < 4.5 or RRS21 > 0 ), SELL Short: IF( AvgRank >= 5.5 & Pri < LR63 )
COUNTIF( Sell ) 5 of 10 or 50% , COUNTIF( Held ) 0 of 10 or 0%
Holdings: - , Sell: - , Buy: -

                            Last     3m     2m     1m   TTM   R3,R2,R1  % off  % off  % off           Days
  EndD     ETF's  Class:   Price   RRS63  RRS42  RRS21  GSDm  AvgRank   LR63   LR42   LR21   Status:  Held
12-Oct-12   IYR   US:REIT   63.95     0%   -10%   -46%   14%       9.7  -1.9%  -1.3%   0.8%     SELL  
12-Oct-12   QQQ   US:LCB    66.68    37%     1%   -47%   16%       7.7  -4.8%  -2.9%  -0.7%     SELL  
12-Oct-12   IJH   US:MCB    97.49    35%    12%   -40%   15%       6.3  -3.5%  -2.4%   0.0%     SELL  
12-Oct-12   HYG   US:FIHY   92.51     7%     5%   -21%    8%       6.3  -0.4%  -0.3%   0.8%     SELL  
12-Oct-12   IVW   US:LCG    76.93    29%    15%   -29%   11%       6.0  -2.8%  -2.1%  -0.5%     SELL  
12-Oct-12   LQD   US:FIIG  122.75     6%    20%    28%    5%       5.0   1.2%   0.4%   0.1%      Buy  
12-Oct-12   IVV   US:LCB   143.41    33%    20%   -24%   12%       4.7  -2.7%  -2.1%  -0.5%      HTD  
12-Oct-12   IWM   US:SCB    82.10    43%    26%   -41%   16%       4.3  -3.7%  -3.0%  -0.3%      Buy  
12-Oct-12   EFA   GL:DM     53.17    50%    29%   -35%   19%       3.0  -2.9%  -1.9%   0.3%      Buy  
12-Oct-12   EEM   GL:EM     41.27    39%    38%   -17%   22%       2.0  -1.6%  -1.5%  -0.1%      Buy  

Notes: Last modified 9/28/2012.
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 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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