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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 33183  
Subject: Re: ETF Trends & Ranks 2012Q4 Date: 12/21/2012 5:59 PM
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Recommendations: 2
SOLD:
JPM Emerging Markets Bond Fund (EMB)
BOUGHT:
MSCI EAFE (EFA)

Taxable_Acct. - BroadMarket_Asset_Allocation: SMA_PO
SELL: IF( SMA15 < SMA200 & SMA10 < SMA100 ), BUY: IF( SMA5 > SMA50 & SMA10 > SMA100 )
COUNTIF( Buy ) 0 of 5 or 0% , COUNTIF( Held ) 3 of 5 or 60%

LT Hold: Three ( 3 ), Holdings: FUSVX,FSIVX,FSEVX , Sell: - , Buy: -
                            Last   15/200   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
20-Dec-12 FSIVX EAFE 34.11 6.8% 3.6% 1.9% 22.2% 15.7% 19 1 29 B&H 128
20-Dec-12 FUSVX SP500 50.61 2.4% 0.6% 1.3% 17.2% 14.1% 20 14 51 B&H 141
20-Dec-12 FSEVX DJ M/S 39.86 2.6% 0.9% 0.2% 17.0% 12.2% 18 14 51 B&H 107
20-Dec-12 FFNOX AA 29.86 4.3% 2.2% 2.5% 15.0% 12.7% 20 0 51 B&H
20-Dec-12 FSITX USGB 11.89 0.0% -0.5% -0.5% 4.1% 1.3% 20 21 39 SELL


Taxable_Acct. - Tactical_Asset_Rotation: RRS
SELL: IF( AvgRank >= 4.0 or SMA25 < 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: PRF,PXF , Sell: - , Buy: -
                           Last     6m      3m   25/100  TTM    R6,R3   % off  % off  5/50            Days
EndD ETF's Class: Price RRS126 RRS63 PO GSDm AvgRank LR126 LR63 PO Status: Held
21-Dec-12 PXF GL:DM 36.24 34% 21% 3.2% 28% 1.0 1.0% 2.4% 5.1% BUY 63
21-Dec-12 PRF US:LC 62.53 17% 0% 0.8% 16% 2.5 -0.6% 1.5% 2.5% HTD 85
21-Dec-12 TLT US:FIT 122.25 -8% 3% 0.1% 16% 4.0 0.0% -1.4% -1.8% Sell
21-Dec-12 VNQ US:RE 66.32 -5% -2% -1.2% 17% 4.5 2.7% 2.8% 2.0% Sell
21-Dec-12 PGX US:PF 14.61 1% -5% -0.5% 6% 4.5 -1.2% -0.4% -0.9% Sell
21-Dec-12 DBC GL:Com 27.52 10% -14% -1.2% 24% 4.5 -3.1% 0.4% -0.8% 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 14 or 21% , COUNTIF( Held ) 2 of 14 or 14%

ST Hold: Three ( 3 ), Holdings: SCZ,ACWX , Sell: - , Buy: IWR
                             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
21-Dec-12 ACWX GL:LCB 41.64 28% 18% 72% 23% 1.5 0.6% 1.7% -0.8% BUY 23
21-Dec-12 SCZ GL:SC 40.24 31% 12% 50% 25% 1.5 -0.4% 1.3% -0.6% BUY 58
21-Dec-12 IWR US:MC 113.29 16% 4% 49% 17% 3.5 0.1% 1.6% -0.6% BUY
21-Dec-12 TLH US:FIT 135.41 -3% 3% -23% 10% 8.0 -0.2% -1.0% 0.3% Sell
21-Dec-12 AGG US:FI 111.12 0% -3% -13% 3% 8.0 -0.6% -0.3% 0.2% Sell
21-Dec-12 IYR US:REIT 64.62 -3% -5% 34% 16% 9.5 1.0% 1.7% -0.3% Sell
21-Dec-12 DVY US:DIV 57.62 4% -6% 24% 10% 8.5 -0.4% 0.9% -0.9% Sell
21-Dec-12 IWM US:SC 84.19 9% -6% 72% 21% 7.5 1.3% 3.4% -0.3% Sell
21-Dec-12 DBB GLC:BM 19.12 16% -7% 47% 31% 7.0 -0.3% 2.3% -1.6% Sell
21-Dec-12 IWL US:LC 32.61 9% -12% 10% 15% 9.0 -2.1% 0.7% -1.1% Sell
21-Dec-12 DBA GLC:AG 28.18 -6% -13% -28% 20% 12.5 -2.1% -0.6% -0.2% Sell
21-Dec-12 DBE GLC:ENE 27.61 15% -13% -26% 32% 9.0 -3.0% 1.0% 1.3% Sell
21-Dec-12 IWC US:Micro 51.95 5% -17% 63% 24% 11.0 0.9% 3.8% -0.4% Sell
21-Dec-12 DBP GLC:PM 56.46 26% -22% -55% 25% 8.5 -7.6% -2.4% -0.7% 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 13 or 23% , COUNTIF( Held ) 3 of 13 or 23%

ST Hold: Three ( 3 ), Holdings: SCZ,EEM,EFA , Sell: EMB,SCZ , Buy: EFA,IDV
                             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
21-Dec-12 EFA GL:DM 56.51 31% 20% 69% 23% 1.5 0.7% 1.8% -0.5% BUY 4
21-Dec-12 EEM GL:EM 43.26 26% 17% 101% 27% 2.5 0.6% 1.5% -1.4% BUY 18
21-Dec-12 IDV GL:Div'd 33.48 25% 16% 57% 23% 3.5 0.1% 1.4% -0.6% BUY
21-Dec-12 SCZ GL:SC 40.24 31% 12% 50% 25% 2.5 -0.4% 1.3% -0.6% HTD 77
21-Dec-12 IJH US:MCB 102.03 17% 10% 51% 18% 5.0 0.6% 1.6% -0.4% Sell
21-Dec-12 HYG US:FIHY 93.63 5% 4% 19% 8% 8.0 0.4% 0.6% -0.3% Sell
21-Dec-12 EMB GL:FIEM 122.86 14% 4% 7% 8% 6.5 -0.7% 0.3% 0.1% Sell
21-Dec-12 LQD US:FIIG 121.24 6% -2% -13% 6% 8.5 -1.1% -0.3% 0.3% Sell
21-Dec-12 IJR US:SCB 78.06 11% -3% 60% 20% 8.0 1.1% 3.1% -0.1% Sell
21-Dec-12 IYR US:REIT 64.62 -3% -5% 34% 16% 11.5 1.0% 1.7% -0.3% Sell
21-Dec-12 DVY US:Div'd 57.62 4% -6% 24% 10% 11.5 -0.4% 0.9% -0.9% Sell
21-Dec-12 IVV US:LCB 143.51 11% -9% 29% 16% 10.0 -1.0% 1.6% -0.7% Sell
21-Dec-12 ONEQ US:LCB 118.70 4% -16% 24% 21% 12.0 -0.9% 2.2% -0.7% 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 ) 0 of 10 or 0% , 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
21-Dec-12 IVW US:LCG 75.87 -14% 10% 8% 15% 8.7 1.3% -0.3% -0.6% Buy
21-Dec-12 QQQ US:LCB 65.20 -22% 11% 9% 23% 8.3 2.0% -0.4% -0.8% Buy
21-Dec-12 LQD US:FIIG 121.24 -2% -6% -13% 6% 8.3 -0.3% 0.1% 0.3% HTD
21-Dec-12 IYR US:REIT 64.62 -5% 9% 34% 16% 6.7 1.7% 0.8% -0.3% Buy
21-Dec-12 IVV US:LCB 143.51 -9% 15% 29% 16% 6.3 1.6% 0.1% -0.7% Buy
21-Dec-12 HYG US:FIHY 93.63 4% 12% 19% 8% 5.7 0.6% 0.2% -0.3% Buy
21-Dec-12 IWM US:SCB 84.19 -6% 30% 72% 21% 4.3 3.4% 1.2% -0.3% Buy
21-Dec-12 IJH US:MCB 102.03 10% 35% 51% 18% 3.3 1.6% 0.3% -0.4% Buy
21-Dec-12 EEM GL:EM 43.26 17% 45% 101% 27% 1.7 1.5% 0.1% -1.4% Buy
21-Dec-12 EFA GL:DM 56.51 20% 51% 69% 23% 1.7 1.8% 0.4% -0.5% 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(). 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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