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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 33159  
Subject: Re: ETF Trends & Ranks 2012Q4 Date: 11/16/2012 5:22 PM
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Recommendations: 2
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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