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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 33140  
Subject: Re: ETF Trends & Ranks 2013Q2 Date: 4/19/2013 5:06 PM
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Recommendations: 1
SOLD:
iShares Russell 2000 Index (IWM)
Core S&P Small-Cap (IJR)*

BOUGHT:
SPDR DJ Wilshire Int'l REIT (RWX)

Taxable_Acct. - BroadMarket_Asset_Allocation: PO
SELL: IF( SMA40 < SMA200 & SMA15 < SMA150 ), BUY: IF( SMA15 > SMA150 & SMA5 > SMA100 )
COUNTIF( B&H ) 4 of 5 or 80% , COUNTIF( Held ) 3 of 5 or 60%

LT Hold: Three ( 3 ), Holdings: FUSVX,FSIVX,FSEVX , Sell: - , Buy: -
                 Last   SlowPO  IntPO   FastPO   TTM    TTM    Weeks   Weeks  Weeks           Days
Ticker Index Price 40/200 15/150 5/100 NTR %GL LastChg H52w L52w Status: Held
FSEVX
DJ M/S 42.98 7.7% 5.9% 2.4% 14.4% 9.9% 34 1 45 B&H 225
FSIVX EAFE 35.61 6.1% 4.1% 2.4% 14.1% 11.3% 36 1 46 B&H 246
FUSVX SP500 54.64 6.8% 6.1% 4.0% 13.8% 11.9% 68 1 46 B&H 259
FSRRX SRR 9.74 0.5% 0.4% 0.1% 6.5% 3.9% 40 31 46 B&H
FSITX USAB 11.90 -0.7% -0.2% 0.4% 3.5% 0.6% 15 38 54 SELL


Taxable_Acct. - Tactical_Asset_Rotation: RRS & PO
SELL: IF( AvgRank >= 4.0 or SMA30 < SMA100 ), BUY: IF( AvgRank < 3.5 & RRS63 > 0 )
COUNTIF( Buy ) 2 of 6 or 33% , COUNTIF( Held ) 2 of 6 or 33%

LT Hold: Three ( 3 ), Holdings: PRF,VNQ , Sell: - , Buy: -
                Last     6m      3m   TTM    R6,R3   LastPri  LastPri  % Off    PO`            Days
ETF's Class: Price RRS126 RRS63 GSDm AvgRank LR189 LR126 LR63 30/100 Status: Held
VNQ
US:RE 73.80 32% 32% 15% 1.5 70.19 72.40 1.7% 4.1% BUY 75
PRF US:LC 69.41 42% 31% 15% 1.5 69.61 70.93 -1.8% 5.1% BUY 203
PXF GL:DM 37.14 25% -7% 24% 4.0 38.50 38.32 0.1% 1.0% Sell
PGX US:PF 14.87 2% 2% 5% 4.0 14.85 14.87 0.0% 0.4% Sell
TLT US:FIT 122.83 -10% 14% 16% 4.5 117.07 117.15 2.2% -0.6% Sell
DBC GL:Com 25.73 -8% -30% 23% 5.5 27.15 27.00 -1.8% -2.5% Sell


Taxable_Acct. - Balanced Trends and Ranks: RRS
SELL: IF( RRS63_Rank >= 5 or RRS126 < 0 ), BUY: IF( RRS63_Rank < 4 & RRS21 > 0 )
COUNTIF( Buy ) 3 of 11 or 27% , COUNTIF( Held ) 3 of 11 or 27%

ST Hold: Three ( 3 ), Holdings: IWR,IWC,RWX , Sell: IWM,IWR,IWC , Buy: RWX,RWR
                 Last     6m      3m     1m   TTM   LastPri  LastPri  % Off  LastPri           Days
ETF's Class: Price RRS126 RRS63 RRS21 GSDm LR189 LR126 LR63 LR21 Status: Held
RWX
GL:REIT 45.16 18% 41% 137% 16% 43.52 43.39 2.2% 45.24 BUY 4
RWR US:REIT 81.44 31% 29% 128% 15% 77.15 79.57 2.2% 81.80 BUY
IWL US:LC 35.38 25% 25% 5% 14% 35.13 35.73 -1.4% 35.62 BUY
IWR US:MC 124.96 44% 24% -10% 16% 126.03 128.64 -1.9% 125.47 HTD 106
IWC US:MSC 56.60 44% 22% -38% 22% 57.53 59.02 -2.9% 56.50 Sell 75
SCZ GL:SC 43.67 36% 17% 1% 21% 44.44 44.64 -0.8% 43.75 Sell
IWM US:SC 90.61 44% 16% -39% 20% 92.97 95.19 -3.1% 90.72 Sell
TLH US:FIT 136.54 -5% 11% 45% 9% 132.81 132.73 1.2% 136.90 Sell
AGG US:FI 111.24 -3% 2% 11% 3% 110.33 110.15 0.4% 111.34 Sell
ACWX GL:LCB 42.45 21% -4% -5% 20% 43.87 43.74 -0.5% 42.59 Sell
DGL GL:Gold 47.60 -27% -44% -89% 21% 54.39 52.14 -6.2% 47.75 Sell


IRA_Acct. - FIDO_Free Trends and Ranks: RRS
SELL: IF( RRS63_Rank >= 5 or RRS126 < 0 ), BUY: IF( RRS63_Rank < 4 & RRS21 > 0 )
COUNTIF( Buy ) 3 of 12 or 25% , COUNTIF( Held ) 2 of 12 or 17%

ST Hold: Three ( 3 ), Holdings: IJH,DVY , Sell: IJR,IJH , Buy: IVV,IYR
                  Last     6m      3m     1m   TTM   LastPri  LastPri  % Off  LastPri           Days
ETF's Class: Price RRS126 RRS63 RRS21 GSDm LR189 LR126 LR63 LR21 Status: Held
DVY
US:Div'd 63.86 30% 36% 21% 11% 62.13 63.57 -0.5% 63.92 BUY 18
IYR US:REIT 71.86 30% 27% 82% 14% 69.05 70.98 1.2% 72.24 BUY
IVV US:LCB 156.17 31% 24% 2% 15% 155.83 158.86 -1.5% 157.27 BUY
IJH US:MCB 111.82 45% 20% -24% 17% 113.68 115.95 -2.1% 111.92 HTD 81
SCZ GL:SC 43.67 36% 17% 1% 21% 44.44 44.64 -0.8% 43.75 Sell
IJR US:SCB 83.81 43% 15% -38% 19% 85.93 87.94 -2.9% 83.95 Sell
ILTB US:FILB 63.88 -11% 8% 79% 11% 61.67 61.15 2.4% 64.02 Sell
EFA GL:DM 59.10 28% 7% 15% 20% 60.44 60.51 -0.4% 59.53 Sell
LQD US:FIIG 121.71 -4% 4% 30% 6% 120.34 119.37 1.0% 121.76 Sell
HYG US:FIHY 94.45 5% 3% 6% 8% 94.57 94.65 0.1% 94.56 Sell
IDV GL:EPAC 34.27 20% -5% 10% 20% 35.27 35.25 -0.3% 34.54 Sell
EEM GL:EM 41.64 4% -26% -23% 22% 44.03 43.31 0.4% 41.45 Sell


Shortables Trends and Ranks: RRS
BUY to Cover: IF( AvgRank < 4.5 or RRS42 > 0 ), SELL Short: IF( AvgRank >= 5.5 & Pri < LR42 )
COUNTIF( Sell ) 1 of 10 or 10% , COUNTIF( Held ) 0 of 10 or 0%

Holdings: - , Sell: - , Buy: -
                 Last     3m     2m     1m   TTM   R3,R2,R1  LastPri  % Off  LastPri           Days
ETF's Class: Price RRS63 RRS42 RRS21 GSDm AvgRank LR63 LR42 LR21 Status: Held
IAU
US:LCB 13.61 -43% -47% -88% 21% 10.0 14.50 -5.9% 13.65 SELL
EEM GL:EM 41.64 -26% -27% -23% 22% 8.3 41.49 0.5% 41.45 HTD
IWM US:SCB 90.61 16% 4% -39% 20% 7.3 93.50 -2.4% 90.72 Buy
HYG US:FIHY 94.45 3% 6% 6% 8% 6.3 94.35 -0.1% 94.56 Buy
LQD US:FIIG 121.71 4% 9% 30% 6% 5.0 120.47 0.7% 121.76 Buy
EFA GL:DM 59.10 7% 13% 15% 20% 4.7 59.34 -0.8% 59.53 Buy
IJH US:MCB 111.82 20% 16% -24% 17% 5.3 114.18 -1.8% 111.92 Buy
IVV US:LCB 156.17 24% 23% 2% 15% 3.7 158.62 -1.5% 157.27 Buy
IVW US:LCG 81.90 24% 25% 6% 14% 3.3 82.94 -1.3% 82.42 Buy
IYR US:REIT 71.86 27% 44% 82% 14% 1.0 71.02 0.4% 72.24 Buy


Notes: Last modified 15-Mar-13
Universe: Selected ETF's 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) RRSx Ranks, where R6, R3, R2 or R1 are rankings of 6,3,2,1 monthly lookback periods.
5) LRxx is the last price on Linear Regression Trend line - TREND(). Final 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 exported from Fidelity ATP Charts.
---------------------------------------------------------------------------------------
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