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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 33185  
Subject: Re: ETF Trends & Ranks 2013Q1 Date: 2/15/2013 5:23 PM
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Recommendations: 2
SOLD:
MSCI EAFE (EFA)

BOUGHT:
*-

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
14-Feb-13 FSIVX EAFE 35.46 7.9% 6.9% 4.3% 15.1% 8.6% 27 2 37 B&H 182
14-Feb-13 FUSVX SP500 54.00 4.9% 5.6% 5.2% 14.2% 12.1% 59 0 37 B&H 195
14-Feb-13 FSEVX DJ M/S 43.65 5.8% 7.4% 6.9% 13.4% 8.6% 25 0 36 B&H 161
14-Feb-13 FSRRX SRR 9.75 0.8% 0.5% 0.2% 5.7% 2.5% 30 22 37 B&H
14-Feb-13 FSITX USAB 11.79 -0.8% -1.3% -1.1% 3.3% -0.2% 5 29 47 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: -
                           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
15-Feb-13 PRF US:LC 67.63 21% 66% 16% 1.5 3.1% -0.4% 4.8% 7.2% BUY 139
15-Feb-13 PXF GL:DM 37.43 32% 62% 26% 1.5 -0.7% -3.0% 5.5% 5.7% BUY 117
15-Feb-13 VNQ US:RE 69.24 6% 50% 15% 3.0 3.2% -0.9% 3.7% 5.2% BUY 11
15-Feb-13 DBC GL:Com 28.35 -5% 11% 23% 4.5 2.1% 0.2% 0.5% 1.7% Sell
15-Feb-13 PGX US:PF 14.78 0% 5% 5% 4.5 -0.1% -0.5% 0.3% 0.2% Sell
15-Feb-13 TLT US:FIT 116.50 -10% -29% 17% 6.0 -2.0% 0.8% -3.0% -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: - , 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
15-Feb-13 IWM US:SC 91.74 20% 87% 51% 20% 2.5 4.3% -0.6% 0.1% BUY 30
15-Feb-13 IWC US:Micro 56.53 16% 85% 51% 22% 3.5 4.1% -0.9% 0.0% BUY 11
15-Feb-13 IWR US:MC 123.31 23% 73% 58% 17% 3.0 3.6% -0.3% -0.4% BUY 42
15-Feb-13 SCZ GL:SC 42.85 31% 62% 30% 22% 2.5 1.0% -1.3% -0.4% HTD
15-Feb-13 IYR US:REIT 68.21 7% 49% 13% 15% 6.0 2.9% -0.9% 0.1% Sell
15-Feb-13 ACWX GL:LCB 42.86 27% 45% -1% 21% 4.0 -0.4% -2.0% -0.2% Sell
15-Feb-13 DBE GLC:ENE 29.80 2% 39% 89% 31% 8.0 4.7% 1.1% -1.0% Sell
15-Feb-13 IWL US:LC 34.52 5% 36% 31% 15% 8.0 2.7% -0.1% -0.3% Sell
15-Feb-13 DBB GLC:BM 19.73 10% 21% 76% 27% 7.5 1.8% 0.7% -0.6% Sell
15-Feb-13 AGG US:FI 110.25 -3% -7% -8% 3% 10.0 -0.3% 0.2% 0.2% Sell
15-Feb-13 TLH US:FIT 131.93 -5% -19% -19% 10% 11.0 -1.2% 0.6% 0.5% Sell
15-Feb-13 DBP GLC:PM 54.95 -9% -22% -38% 22% 12.0 -4.0% -2.0% -1.8% Sell
15-Feb-13 DBA GLC:AG 26.49 -20% -25% -47% 20% 13.0 -2.5% -1.9% -0.6% 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 ) 2 of 13 or 15%

ST Hold: Three ( 3 ), Holdings: 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
15-Feb-13 IJR US:SCB 84.79 19% 82% 48% 19% 3.5 4.1% -0.6% 0.0% BUY 22
15-Feb-13 IJH US:MCB 111.47 26% 80% 60% 17% 2.5 3.6% -0.4% -0.3% BUY 17
15-Feb-13 SCZ GL:SC 42.85 31% 62% 30% 22% 2.0 1.0% -1.3% -0.4% BUY
15-Feb-13 EFA GL:DM 58.43 29% 51% 3% 21% 3.0 -0.3% -2.2% -0.5% HTD
15-Feb-13 IVV US:LCB 152.95 10% 49% 37% 15% 6.0 3.0% -0.4% -0.3% Sell
15-Feb-13 IYR US:REIT 68.21 7% 49% 13% 15% 7.5 2.9% -0.9% 0.1% Sell
15-Feb-13 IDV GL:Div'd 34.83 22% 48% -2% 22% 6.0 0.7% -1.5% 0.2% Sell
15-Feb-13 ONEQ US:LCB 125.35 2% 44% 28% 19% 10.0 3.3% -0.7% -0.2% Sell
15-Feb-13 DVY US:Div'd 60.88 8% 38% 39% 11% 8.5 2.9% 0.1% -0.2% Sell
15-Feb-13 EEM GL:EM 43.99 26% 36% -17% 23% 7.0 -1.5% -2.4% 0.4% Sell
15-Feb-13 HYG US:FIHY 93.42 4% 7% -22% 8% 10.5 -0.6% -0.9% 0.6% Sell
15-Feb-13 EMB GL:FIEM 119.16 2% -9% -28% 9% 11.5 -2.2% -0.8% 0.5% Sell
15-Feb-13 LQD US:FIIG 119.33 -1% -10% -15% 6% 13.0 -1.2% 0.1% 0.4% 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
15-Feb-13 HYG US:FIHY 93.42 7% -2% -22% 8% 9.3 -0.9% -0.3% 0.6% SELL
15-Feb-13 LQD US:FIIG 119.33 -10% -11% -15% 6% 9.3 0.1% 0.2% 0.4% HTD
15-Feb-13 EEM GL:EM 43.99 36% 3% -17% 23% 7.7 -2.4% -0.6% 0.4% SELL
15-Feb-13 QQQ US:LCB 67.75 27% 26% 18% 20% 6.7 -0.5% -0.4% -0.1% Buy
15-Feb-13 EFA GL:DM 58.43 51% 34% 3% 21% 5.3 -2.2% -1.4% -0.5% Buy
15-Feb-13 IVW US:LCG 80.02 34% 42% 27% 14% 5.3 -0.1% -0.4% 0.0% Buy
15-Feb-13 IYR US:REIT 68.21 49% 48% 13% 15% 5.0 -0.9% -0.9% 0.1% Buy
15-Feb-13 IVV US:LCB 152.95 49% 56% 37% 15% 3.3 -0.4% -0.7% -0.3% Buy
15-Feb-13 IWM US:SCB 91.74 87% 81% 51% 20% 1.7 -0.6% -0.5% 0.1% Buy
15-Feb-13 IJH US:MCB 111.47 80% 89% 60% 17% 1.3 -0.4% -0.8% -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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