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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 2013Q1 Date: 2/8/2013 5:00 PM
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Recommendations: 2
SOLD:
MSCI ACWI ex US Index (ACWX)
BOUGHT:
iShares Russell Microap Index (IWC)
Vanguard REIT Index ETF (VNQ)

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
EndD Ticker Index Price 40/200 15/150 5/100 NTR %GL LastChg H52w L52w Status: Held
7-Feb-13 FSIVX EAFE 35.20 7.6% 7.1% 4.5% 14.2% 7.7% 26 1 36 B&H 175
7-Feb-13 FUSVX SP500 53.54 4.3% 5.3% 4.6% 13.8% 11.7% 58 1 36 B&H 188
7-Feb-13 FSEVX DJ M/S 43.04 5.0% 6.8% 5.9% 12.9% 8.1% 24 0 35 B&H 154
7-Feb-13 FSRRX SRR 9.75 0.8% 0.5% 0.3% 5.6% 2.4% 29 21 36 B&H
7-Feb-13 FSITX USAB 11.80 -0.6% -1.1% -1.1% 3.5% 0.0% 4 28 46 SELL


Taxable_Acct. - Tactical_Asset_Rotation: RRS + PO
SELL: IF( AvgRank >= 4.0 or SMA30 < SMA100 ), BUY: IF( AvgRank < 3.5 & SMA5 > SMA100 )
COUNTIF( Buy ) 3 of 6 or 50% , COUNTIF( Held ) 3 of 6 or 50%

LT Hold: Three ( 3 ), Holdings: PRF,PXF,VNQ , Sell: - , Buy: VNQ
                          Last     6m      3m   TTM    R6,R3   % off  % off  SlowPO  FastPO`           Days
EndD ETF's Class: Price RRS126 RRS63 GSDm AvgRank LR126 LR63 30/100 5/100 Status: Held
8-Feb-13 PXF GL:DM 37.63 32% 76% 26% 1.0 0.4% -2.5% 5.4% 5.9% BUY 110
8-Feb-13 PRF US:LC 67.26 18% 66% 16% 2.0 3.5% 0.1% 3.9% 6.6% BUY 132
8-Feb-13 VNQ US:RE 68.92 4% 49% 15% 3.0 3.4% -0.6% 3.0% 4.3% BUY 4
8-Feb-13 DBC GL:Com 28.55 -5% 10% 23% 4.5 3.0% 1.3% 0.0% 1.9% Sell
8-Feb-13 PGX US:PF 14.83 0% 4% 5% 4.5 0.3% 0.0% 0.2% 0.2% Sell
8-Feb-13 TLT US:FIT 117.12 -9% -30% 17% 6.0 -2.0% 0.7% -2.6% -4.2% 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 13 or 23% , COUNTIF( Held ) 3 of 13 or 23%

ST Hold: Three ( 3 ), Holdings: IWR,IWM,IWC , Sell: ACWX , Buy: IWC
                            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
8-Feb-13 IWM US:SC 90.80 18% 88% 58% 20% 2.5 4.3% -0.6% -0.1% BUY 23
8-Feb-13 IWC US:Micro 55.75 15% 86% 47% 22% 3.5 3.5% -1.2% -0.4% BUY 4
8-Feb-13 IWR US:MC 122.79 20% 72% 85% 16% 3.0 4.2% 0.4% -0.3% BUY 35
8-Feb-13 SCZ GL:SC 42.84 31% 67% 34% 22% 2.5 1.7% -0.8% 0.0% HTD
8-Feb-13 ACWX GL:LCB 42.88 26% 55% 8% 21% 3.5 0.1% -2.0% -0.4% Sell
8-Feb-13 IYR US:REIT 67.96 5% 48% 23% 15% 6.5 3.2% -0.6% -0.1% Sell
8-Feb-13 IWL US:LC 34.49 4% 35% 43% 15% 7.5 3.1% 0.4% -0.1% Sell
8-Feb-13 DBE GLC:ENE 29.84 0% 32% 115% 31% 8.5 5.8% 2.5% -0.1% Sell
8-Feb-13 DBB GLC:BM 19.71 12% 26% 76% 27% 7.5 1.9% 0.8% 0.1% Sell
8-Feb-13 AGG US:FI 110.28 -3% -8% -10% 3% 10.0 -0.5% 0.1% 0.2% Sell
8-Feb-13 TLH US:FIT 132.19 -4% -19% -21% 10% 11.5 -1.4% 0.4% 0.5% Sell
8-Feb-13 DBP GLC:PM 57.25 -4% -19% -2% 22% 11.5 -1.3% 1.3% -0.2% Sell
8-Feb-13 DBA GLC:AG 27.00 -18% -19% -23% 20% 13.0 -1.6% -1.5% -1.3% 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: EFA,IJR,IJH , Sell: EFA , Buy: SCZ
                            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
8-Feb-13 IJR US:SCB 84.10 17% 83% 63% 19% 3.5 4.3% -0.4% -0.1% BUY 15
8-Feb-13 IJH US:MCB 110.74 24% 79% 82% 17% 3.0 4.1% 0.1% -0.3% BUY 10
8-Feb-13 SCZ GL:SC 42.84 31% 67% 34% 22% 2.0 1.7% -0.8% 0.0% BUY
8-Feb-13 EFA GL:DM 58.53 29% 62% 19% 21% 3.0 0.5% -2.0% -0.6% HTD 51
8-Feb-13 IDV GL:Div'd 34.50 21% 55% 11% 22% 5.0 0.3% -2.3% -1.0% Sell
8-Feb-13 IVV US:LCB 152.55 9% 50% 50% 15% 6.5 3.5% 0.1% -0.1% Sell
8-Feb-13 IYR US:REIT 67.96 5% 48% 23% 15% 8.5 3.2% -0.6% -0.1% Sell
8-Feb-13 EEM GL:EM 43.85 25% 47% -23% 23% 5.5 -1.4% -3.0% 0.1% Sell
8-Feb-13 ONEQ US:LCB 125.38 1% 46% 30% 19% 10.5 3.9% -0.1% 0.3% Sell
8-Feb-13 DVY US:Div'd 60.65 6% 38% 58% 11% 9.0 3.2% 0.4% -0.3% Sell
8-Feb-13 HYG US:FIHY 93.00 5% 12% -21% 8% 10.0 -1.0% -1.7% -0.2% Sell
8-Feb-13 EMB GL:FIEM 119.85 4% -6% -30% 9% 11.5 -2.0% -0.8% 0.7% Sell
8-Feb-13 LQD US:FIIG 119.51 1% -9% -20% 6% 13.0 -1.3% -0.1% 0.5% Sell


Shortables Trends and Ranks: RRS
BUY to Cover: IF( AvgRank < 4.5 or RRS21 > 0 ), SELL Short: IF( AvgRank >= 5.5 & Pri < LR42 )
COUNTIF( Sell ) 2 of 10 or 20% , 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
8-Feb-13 LQD US:FIIG 119.51 -9% -11% -20% 6% 9.3 -0.1% 0.1% 0.5% HTD
8-Feb-13 HYG US:FIHY 93.00 12% 2% -21% 8% 9.0 -1.7% -1.1% -0.2% SELL
8-Feb-13 EEM GL:EM 43.85 47% 12% -23% 23% 8.0 -3.0% -1.4% 0.1% SELL
8-Feb-13 QQQ US:LCB 67.99 31% 26% 10% 20% 7.3 0.1% 0.4% 0.8% Buy
8-Feb-13 IVW US:LCG 79.91 35% 39% 31% 14% 5.7 0.3% 0.1% 0.2% Buy
8-Feb-13 EFA GL:DM 58.53 62% 43% 19% 21% 4.7 -2.0% -1.2% -0.6% Buy
8-Feb-13 IYR US:REIT 67.96 48% 52% 23% 15% 4.7 -0.6% -0.8% -0.1% Buy
8-Feb-13 IVV US:LCB 152.55 50% 54% 50% 15% 3.3 0.1% -0.1% -0.1% Buy
8-Feb-13 IWM US:SCB 90.80 88% 86% 58% 20% 1.7 -0.6% -0.6% -0.1% Buy
8-Feb-13 IJH US:MCB 110.74 79% 88% 82% 17% 1.3 0.1% -0.3% -0.3% 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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