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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