SOLD:
MSCI EAFE (EFA)
PowerShares DB Commodity Index (DBC)

BOUGHT:
*-

Taxable_Acct. - BroadMarket_Asset_Allocation: SMA_PO
SELL: IF( SMA20 < SMA200 & SMA10 < SMA100 ), BUY: IF( SMA5 > SMA50 & SMA10 > SMA100 )
COUNTIF( Buy ) 4 of 5 or 80% , COUNTIF( Held ) 3 of 5 or 60%
LT Hold: Three ( 3 ), Holdings: FUSEX,FSIIX,FSEMX , Sell: - , Buy: -

                            Last   20/200   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
15-Nov-12  FUSEX    SP500   48.09     1.0%   -2.1%    -4.9%  13.4%      11.4%       15      9     51      BUY   106
15-Nov-12  FFNOX    AA      28.14     2.0%   -0.6%    -3.4%  10.6%       8.3%       15      9     51      BUY  
15-Nov-12  FSEMX    DJ M/S  37.90     0.4%   -1.4%    -4.8%  10.4%       7.2%       13      9     51      BUY    72
15-Nov-12  FSIIX    EAFE    32.22     3.3%    1.1%    -2.6%   9.4%       5.7%       14      9     24      BUY    93
15-Nov-12  FBIDX    USGB    11.96     0.3%   -0.2%    -0.1%   4.6%       1.8%       15     16     34     SELL  

Taxable_Acct. - Tactical_Asset_Rotation: RRS
SELL: IF( AvgRank >= 4.0 or SMA30 < SMA100 ), BUY: IF( AvgRank < 3.5 & Pri > LR126 )
COUNTIF( Buy ) 0 of 6 or 0% , COUNTIF( Held ) 2 of 6 or 33%
LT Hold: Three ( 3 ), Holdings: PRF,PXF , Sell: DBC , Buy: -

                           Last     6m      3m   30/100  TTM    R6,R3   % off  % off  % off           Days
  EndD     ETF's  Class:  Price   RRS126  RRS63    PO    GSDm  AvgRank  LR126  LR63   LR21   Status:  Held
16-Nov-12   PXF   GL:DM    32.93     37%     7%    3.1%   20%      1.0  -6.0%  -3.9%  -0.4%      HTD    28
16-Nov-12   PGX   US:PF    14.64      9%     2%    0.5%    5%      3.0  -2.2%  -1.2%  -0.4%      HTD  
16-Nov-12   PRF   US:LC    59.09     26%     0%    1.9%   12%      3.0  -5.9%  -3.7%  -0.1%      HTD    50
16-Nov-12   DBC   GL:Com   27.51     30%   -19%    0.4%   18%      3.5  -5.2%  -0.2%   0.9%      HTD  
16-Nov-12   TLT   US:FIT  126.37     -7%     0%   -1.4%   12%      5.0   2.8%   2.4%  -0.3%     Sell  
16-Nov-12   VNQ   US:RE    62.44      6%   -22%   -1.8%   14%      5.5  -5.4%  -1.9%  -0.6%     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 ) 0 of 15 or 0% , COUNTIF( Held ) 2 of 15 or 13%
ST Hold: Three ( 3 ), Holdings: DBP,SCZ , 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
16-Nov-12   EEM   GL:EM      40.41     27%    15%   -35%   20%      3.0  -4.1%  -3.2%  -0.5%      HTD  
16-Nov-12   SCZ   GL:SC      37.67     31%    15%   -47%   18%      2.0  -4.7%  -3.8%  -0.3%      HTD    23
16-Nov-12   DBP   GLC:PM     58.93     34%    12%    -5%   20%      2.0  -3.5%  -2.4%  -0.1%      HTD    41
16-Nov-12  ACWX   GL:LCB     38.59     30%     8%   -42%   17%      4.0  -4.7%  -3.1%  -0.3%      HTD  
16-Nov-12   TLH   US:FIT    138.19     -3%     2%    56%    7%     10.0   1.8%   1.4%  -0.2%     Sell  
16-Nov-12   AGG   US:FI     112.21      2%     1%     4%    2%     10.0  -0.1%   0.0%   0.0%     Sell  
16-Nov-12   IWR   US:MC     107.01     21%    -5%   -43%   13%      6.5  -4.9%  -2.6%  -0.1%     Sell  
16-Nov-12   DBB   GLC:BM     18.10      9%    -5%   -22%   23%     10.5  -3.5%  -2.6%   0.7%     Sell  
16-Nov-12   DVY   US:DIV     55.45     11%    -8%   -55%    8%     10.0  -5.0%  -2.9%   0.3%     Sell  
16-Nov-12   IWL   US:LC      31.46     20%   -10%   -55%   12%      9.0  -6.6%  -3.7%  -0.3%     Sell  
16-Nov-12   IWC   US:Micro   47.62     19%   -12%   -65%   18%     10.5  -9.0%  -6.0%  -1.1%     Sell  
16-Nov-12   IWM   US:SC      77.48     19%   -14%   -59%   16%     10.5  -7.4%  -4.2%  -0.5%     Sell  
16-Nov-12   IYR   US:REIT    61.89      9%   -19%   -45%   13%     12.5  -5.3%  -1.9%  -0.3%     Sell  
16-Nov-12   DBE   GLC:ENE    27.72     31%   -20%   -28%   24%      8.5  -4.1%   0.9%   1.9%     Sell  
16-Nov-12   DBA   GLC:AG     28.29     21%   -24%   -33%   15%     11.0  -6.1%  -0.6%  -0.3%     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 ) 0 of 13 or 0% , COUNTIF( Held ) 1 of 13 or 8%
ST Hold: Three ( 3 ), Holdings: SCZ , Sell: EFA , 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
16-Nov-12   EEM   GL:EM      40.41     27%    15%   -35%   20%      2.5  -4.1%  -3.2%  -0.5%      HTD  
16-Nov-12   SCZ   GL:SC      37.67     31%    15%   -47%   18%      2.5  -4.7%  -3.8%  -0.3%      HTD    42
16-Nov-12   LQD   US:FIIG   121.66     12%    12%   -13%    4%      6.5  -1.2%  -1.0%   0.1%      HTD  
16-Nov-12   EMB   GL:FIEM   120.75     23%    12%   -17%    6%      4.5  -2.6%  -1.5%  -0.1%      HTD  
16-Nov-12   EFA   GL:DM      52.09     32%     7%   -45%   17%      3.5  -5.0%  -3.1%  -0.1%     Sell  
16-Nov-12   IDV   GL:Div'd   31.20     35%     1%   -46%   17%      3.5  -5.8%  -3.0%  -0.3%     Sell  
16-Nov-12   HYG   US:FIHY    90.93     10%    -2%   -30%    7%      9.5  -2.7%  -1.3%   0.1%     Sell  
16-Nov-12   IJH   US:MCB     95.37     20%    -5%   -38%   14%      7.5  -4.9%  -2.7%  -0.7%     Sell  
16-Nov-12   DVY   US:Div'd   55.45     11%    -8%   -55%    8%     10.0  -5.0%  -2.9%   0.3%     Sell  
16-Nov-12   IVV   US:LCB    136.84     21%   -10%   -54%   12%      8.0  -6.4%  -3.4%   0.0%     Sell  
16-Nov-12   IJR   US:SCB     72.12     20%   -15%   -51%   15%      9.5  -6.9%  -3.6%  -0.8%     Sell  
16-Nov-12   IYR   US:REIT    61.89      9%   -19%   -45%   13%     12.5  -5.3%  -1.9%  -0.3%     Sell  
16-Nov-12  ONEQ   US:LCB    112.46     17%   -24%   -57%   16%     11.0  -7.8%  -3.4%  -0.3%     Sell  

Shortables Trends and Ranks: RRS
BUY to Cover: IF( AvgRank < 4.5 or RRS21 > 0 ), SELL Short: IF( AvgRank >= 5.5 & Pri < LR63 )
COUNTIF( Sell ) 5 of 10 or 50% , 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
16-Nov-12   QQQ   US:LCB    62.30   -30%   -51%   -61%   17%      10.0  -3.2%  -0.8%   0.0%     SELL  
16-Nov-12   IWM   US:SCB    77.48   -14%   -40%   -59%   16%       8.3  -4.2%  -1.7%  -0.5%     SELL  
16-Nov-12   IVW   US:LCG    73.18   -15%   -38%   -54%   11%       7.7  -3.0%  -0.9%   0.2%     SELL  
16-Nov-12   IVV   US:LCB   136.84   -10%   -33%   -54%   12%       7.0  -3.4%  -1.4%   0.0%     SELL  
16-Nov-12   IYR   US:REIT   61.89   -19%   -25%   -45%   13%       7.0  -1.9%  -1.2%  -0.3%     SELL  
16-Nov-12   IJH   US:MCB    95.37    -5%   -20%   -38%   14%       4.7  -2.7%  -1.5%  -0.7%      HTD  
16-Nov-12   EFA   GL:DM     52.09     7%   -16%   -45%   17%       4.0  -3.1%  -1.5%  -0.1%      Buy  
16-Nov-12   HYG   US:FIHY   90.93    -2%    -9%   -30%    7%       2.7  -1.3%  -0.8%   0.1%      Buy  
16-Nov-12   EEM   GL:EM     40.41    15%   -11%   -35%   20%       2.3  -3.2%  -1.5%  -0.5%      Buy  
16-Nov-12   LQD   US:FIIG  121.66    12%     5%   -13%    4%       1.3  -1.0%  -0.6%   0.1%      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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