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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 33134  
Subject: Re: ETF Trends & Ranks 2013Q2 Date: 3/22/2013 5:06 PM
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Recommendations: 4
SOLD:
MSCI EAFE Small-Cap Index (SCZ)

BOUGHT:
Core S&P 500 (IVV)*

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
Ticker Index Price 40/200 15/150 5/100 NTR %GL LastChg H52w L52w Status: Held
FSEVX
DJ M/S 44.57 8.3% 8.0% 7.6% 15.9% 11.1% 30 1 41 B&H 198
FUSVX SP500 54.98 6.6% 6.5% 6.2% 13.1% 11.0% 64 1 42 B&H 232
FSIVX EAFE 35.84 7.6% 5.3% 4.0% 11.8% 8.9% 32 1 42 B&H 219
FSRRX SRR 9.78 0.8% 0.2% 0.6% 5.7% 3.2% 36 27 42 B&H
FSITX USAB 11.80 -1.1% -0.9% -0.6% 4.3% 0.8% 11 34 52 SELL


Taxable_Acct. - Tactical_Asset_Rotation: RRS & PO
SELL: IF( AvgRank >= 4.0 or SMA30 < SMA100 ), BUY: IF( AvgRank < 3.5 & RRS126 > 0 )
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   LastPri  % Off  LastPri    PO`            Days
ETF's Class: Price RRS126 RRS63 GSDm AvgRank LR189 LR126 LR63 30/100 Status: Held
PRF
US:LC 69.61 32% 56% 16% 1.0 68.04 1.4% 70.20 5.8% BUY 176
VNQ US:RE 69.55 21% 29% 15% 2.5 68.34 -0.4% 70.62 3.9% BUY 48
PXF GL:DM 37.44 30% 9% 25% 2.5 38.42 -2.1% 37.73 3.1% BUY 154
PGX US:PF 14.84 1% 3% 5% 4.0 14.85 0.2% 14.87 0.3% Sell
DBC GL:Com 27.16 -5% -9% 23% 5.0 28.05 -1.1% 27.39 -0.7% Sell
TLT US:FIT 117.33 -14% -16% 16% 6.0 116.68 0.9% 115.54 -2.9% 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 11 or 27% , COUNTIF( Held ) 3 of 11 or 27%

ST Hold: Three ( 3 ), Holdings: IWR,IWM,IWC , Sell: - , Buy: -
                 Last     6m      3m     1m   TTM   LastPri  LastPri  % Off  LastPri           Days
ETF's Class: Price RRS126 RRS63 RRS21 GSDm LR189 LR126 LR63 LR21 Status: Held
IWR
US:MC 126.33 37% 58% 79% 16% 123.22 124.83 -0.9% 127.68 BUY 79
IWC US:MSC 58.66 31% 57% 120% 22% 56.18 57.00 0.0% 59.30 BUY 48
IWM US:SC 94.16 36% 57% 99% 20% 91.08 92.53 -0.6% 95.30 BUY 67
IWL US:LC 35.42 14% 41% 59% 15% 34.65 34.66 -0.5% 35.70 HTD
SCZ GL:SC 43.94 34% 36% 35% 22% 43.69 43.73 -0.2% 43.84 Sell
RWR US:REIT 76.59 19% 23% 8% 15% 75.23 76.85 -1.2% 76.87 Sell
RWX GL:REIT 42.54 14% 12% 33% 16% 42.93 42.41 0.7% 42.64 Sell
ACWX GL:LCB 42.88 24% 10% 20% 21% 43.78 43.61 -0.7% 43.22 Sell
AGG US:FI 110.41 -4% -3% -4% 3% 110.50 109.99 0.3% 110.15 Sell
TLH US:FIT 132.94 -8% -8% -9% 9% 132.42 132.00 1.0% 131.84 Sell
DGL GL:Gold 54.87 -22% -24% 19% 18% 57.00 54.21 1.6% 54.67 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: IJR,IJH,IVV , Sell: SCZ , Buy: IVV
                  Last     6m      3m     1m   TTM   LastPri  LastPri  % Off  LastPri           Days
ETF's Class: Price RRS126 RRS63 RRS21 GSDm LR189 LR126 LR63 LR21 Status: Held
IJH
US:MCB 114.06 41% 56% 88% 17% 111.16 112.87 -0.6% 115.06 BUY 54
IJR US:SCB 86.90 36% 54% 92% 19% 84.32 85.61 -0.6% 87.85 BUY 59
DVY US:Div'd 63.17 19% 46% 74% 11% 60.74 61.38 0.3% 63.30 BUY
IVV US:LCB 157.08 21% 44% 64% 15% 153.30 154.01 -0.4% 158.16 HTD 4
SCZ GL:SC 43.94 34% 36% 35% 22% 43.69 43.73 -0.2% 43.84 Sell
ONEQ US:LCB 127.35 14% 31% 49% 18% 125.02 125.32 -0.6% 128.46 Sell
IYR US:REIT 69.17 20% 29% 27% 14% 67.52 68.68 -0.6% 69.32 Sell
EFA GL:DM 59.36 29% 18% 42% 21% 59.91 59.82 -0.2% 59.73 Sell
IDV GL:EPAC 34.63 24% 13% 25% 21% 35.29 35.18 -1.0% 34.97 Sell
HYG US:FIHY 94.31 5% 1% 10% 8% 94.42 94.33 0.3% 94.44 Sell
LQD US:FIIG 119.47 -5% -6% -10% 5% 120.83 119.28 0.4% 119.05 Sell
EEM GL:EM 41.96 14% -16% -32% 22% 44.67 44.21 -2.2% 42.41 Sell
EMB GL:FIEM 117.55 -6% -18% -15% 9% 121.61 119.21 0.3% 117.62 Sell


Shortables Trends and Ranks: RRS
BUY to Cover: IF( AvgRank < 4.5 or RRS42 > 0 ), SELL Short: IF( AvgRank >= 5.5 & Pri < LR42 )
COUNTIF( Sell ) 1 of 10 or 10% , COUNTIF( Held ) 0 of 10 or 0%

Holdings: - , Sell: - , Buy: -
                 Last     3m     2m     1m   TTM   R3,R2,R1  LastPri  % Off  LastPri           Days
ETF's Class: Price RRS63 RRS42 RRS21 GSDm AvgRank LR63 LR42 LR21 Status: Held
EEM
GL:EM 41.96 -16% -25% -32% 22% 10.0 42.89 -1.4% 42.41 SELL
LQD US:FIIG 119.47 -6% -2% -10% 5% 9.0 119.00 0.1% 119.05 HTD
HYG US:FIHY 94.31 1% 3% 10% 8% 8.0 94.00 0.3% 94.44 Buy
EFA GL:DM 59.36 18% 7% 42% 21% 6.3 59.49 0.5% 59.73 Buy
IYR US:REIT 69.17 29% 15% 27% 14% 6.0 69.59 0.2% 69.32 Buy
QQQ US:LCB 68.59 20% 16% 38% 18% 5.7 68.72 0.0% 69.01 Buy
IVW US:LCG 82.07 36% 30% 58% 14% 4.0 82.16 0.2% 82.55 Buy
IVV US:LCB 157.08 44% 32% 64% 15% 3.0 157.73 0.1% 158.16 Buy
IJH US:MCB 114.06 56% 34% 88% 17% 2.0 114.79 0.3% 115.06 Buy
IWM US:SCB 94.16 57% 42% 99% 20% 1.0 94.70 0.0% 95.30 Buy


Notes: Last modified 22-Feb-13
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) RRSx Ranks, where R6, R3, R2 or R1 are rankings of 6,3,2,1 monthly lookback periods.
5) LRxx is the last price on Linear Regression Trend line - TREND(). Final 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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