SOLD:
MSCI EAFE Small Cap (SCZ)
BOUGHT:
S&P Small Cap 600 (IJR)

Taxable_Acct. - BroadMarket_Asset_Allocation: SMA_PO
SELL: IF( SMA40 < SMA200 & SMA20 < SMA100 ), BUY: IF( SMA10 > SMA50 & SMA20 > 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  20/100  10/50    NTR    %GL   LastChg  H52w   L52w   Status:  Held
24-Jan-13  FSIVX    EAFE    35.35    7.1%    3.6%    2.9%  18.0%  11.5%       24      0     34      B&H   162
24-Jan-13  FSEVX    DJ M/S  42.52    3.9%    2.7%    4.1%  16.3%  11.5%       62      0     33      B&H   141
24-Jan-13  FUSVX    SP500   52.97    3.3%    2.1%    3.5%  15.5%  13.4%       64      0     34      B&H   175
24-Jan-13  FSRRX    SRR      9.76    0.9%   -0.5%    0.3%   6.2%   3.0%       28     19     34      B&H  
24-Jan-13  FSITX    USAB    11.85   -0.3%   -0.7%   -0.4%   3.8%   0.3%        2     26     44     SELL  

Taxable_Acct. - Tactical_Asset_Rotation: RRS
SELL: IF( AvgRank >= 4.0 or SMA30 < SMA100 ), BUY: IF( AvgRank < 3.5 & SMA15 > SMA50 )
COUNTIF( Buy ) 2 of 6 or 33% , COUNTIF( Held ) 2 of 6 or 33%
LT Hold: Three ( 3 ), Holdings: PRF,PXF , 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   15/50   Status:  Held
25-Jan-13   PXF   GL:DM    38.09     34%    69%   26%      1.0   2.8%   0.6%    5.1%     4.2%      BUY    97
25-Jan-13   PRF   US:LC    66.34     17%    43%   16%      2.0   3.6%   1.8%    2.8%     3.7%      BUY   119
25-Jan-13   VNQ   US:RE    68.95     -1%    35%   15%      3.5   5.0%   1.7%    1.6%     3.2%      HTD  
25-Jan-13   PGX   US:PF    14.85      0%     1%    5%      4.0   0.5%   0.5%   -0.1%     0.8%     Sell  
25-Jan-13   DBC   GL:Com   28.01     -4%     4%   23%      4.5   1.1%   0.6%   -1.2%     0.2%     Sell  
25-Jan-13   TLT   US:FIT  118.03     -9%   -18%   17%      6.0  -2.0%  -1.2%   -1.8%    -2.4%     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 ) 4 of 13 or 31%
ST Hold: Three ( 3 ), Holdings: SCZ,ACWX,IWR,IWM , Sell: IWR , 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
25-Jan-13   IWM   US:SC      89.94     15%    61%   138%   20%      2.5   5.0%   1.8%  -0.3%      BUY    10
25-Jan-13   IWC   US:Micro   54.91     13%    56%   104%   22%      4.0   3.5%   0.7%  -1.1%      BUY  
25-Jan-13  ACWX   GL:LCB     43.18     27%    53%    51%   21%      2.5   1.8%   0.0%   0.0%      BUY    57
25-Jan-13   SCZ   GL:SC      42.67     31%    52%    88%   22%      2.5   2.6%   1.3%   0.0%      HTD    92
25-Jan-13   IWR   US:MC     121.16     17%    49%   141%   16%      4.0   4.6%   2.3%   0.0%     Sell    22
25-Jan-13   IYR   US:REIT    68.09      1%    33%    98%   15%      7.5   4.8%   1.8%  -0.3%     Sell  
25-Jan-13   DBB   GLC:BM     18.98     13%    32%   -20%   27%      6.0  -1.5%  -2.3%   0.4%     Sell  
25-Jan-13   IWL   US:LC      34.14      3%    20%    93%   15%      8.0   2.8%   1.6%  -0.4%     Sell  
25-Jan-13   DBE   GLC:ENE    28.80      0%    18%    50%   32%      9.5   2.9%   1.6%   0.2%     Sell  
25-Jan-13   AGG   US:FI     110.57     -2%    -6%    -3%    3%     10.5  -0.5%  -0.1%  -0.2%     Sell  
25-Jan-13   TLH   US:FIT    132.82     -4%   -10%   -12%   10%     11.5  -1.4%  -0.8%  -0.3%     Sell  
25-Jan-13   DBP   GLC:PM     56.93      5%   -17%    24%   22%      9.5  -3.5%   0.0%  -1.3%     Sell  
25-Jan-13   DBA   GLC:AG     27.58    -17%   -18%   -15%   20%     13.0  -0.5%  -0.3%  -0.1%     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: EEM,EFA,IJR , Sell: SCZ , Buy: IJR

                             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
25-Jan-13   IJR   US:SCB     83.41     15%    59%   138%   19%      3.5   5.1%   2.0%  -0.1%      BUY     2
25-Jan-13   EFA   GL:DM      59.03     29%    57%    63%   21%      2.0   2.5%   0.6%   0.3%      BUY    38
25-Jan-13   IJH   US:MCB    109.53     21%    57%   151%   17%      4.0   4.9%   2.3%   0.0%      BUY  
25-Jan-13   EEM   GL:EM      44.16     27%    53%    11%   23%      3.5  -0.2%  -2.0%  -1.0%      HTD    52
25-Jan-13   SCZ   GL:SC      42.67     31%    52%    88%   22%      3.0   2.6%   1.3%   0.0%     Sell  
25-Jan-13   IDV   GL:Div'd   35.03     22%    47%    82%   22%      5.0   2.8%   1.0%   0.0%     Sell  
25-Jan-13   IYR   US:REIT    68.09      1%    33%    98%   15%     10.0   4.8%   1.8%  -0.3%     Sell  
25-Jan-13   IVV   US:LCB    150.92      7%    32%   100%   15%      8.0   3.4%   1.6%  -0.3%     Sell  
25-Jan-13  ONEQ   US:LCB    123.78      1%    32%    80%   19%     10.5   3.1%   0.7%  -0.7%     Sell  
25-Jan-13   DVY   US:Div'd   59.89      3%    20%    76%   10%     10.0   3.1%   1.6%  -0.1%     Sell  
25-Jan-13   HYG   US:FIHY    94.85      6%    15%    25%    8%     10.0   0.9%   0.1%  -0.2%     Sell  
25-Jan-13   EMB   GL:FIEM   121.56      8%     3%   -11%    8%      9.5  -1.4%  -0.7%   0.0%     Sell  
25-Jan-13   LQD   US:FIIG   120.10      2%    -6%    -8%    6%     12.0  -1.3%  -0.3%  -0.2%     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 ) 1 of 10 or 10% , 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
25-Jan-13   LQD   US:FIIG  120.10    -6%    -8%    -8%    6%      10.0  -0.3%  -0.2%  -0.2%     SELL  
25-Jan-13   HYG   US:FIHY   94.85    15%    15%    25%    8%       8.7   0.1%   0.1%  -0.2%      Buy  
25-Jan-13   QQQ   US:LCB    67.00    21%    22%    54%   20%       7.7   0.1%  -0.2%  -1.0%      Buy  
25-Jan-13   IVW   US:LCG    79.10    23%    30%    78%   14%       6.3   1.2%   0.7%  -0.5%      Buy  
25-Jan-13   EEM   GL:EM     44.16    53%    57%    11%   23%       5.3  -2.0%  -2.3%  -1.0%      Buy  
25-Jan-13   IVV   US:LCB   150.92    32%    44%   100%   15%       5.0   1.6%   0.9%  -0.3%      Buy  
25-Jan-13   EFA   GL:DM     59.03    57%    56%    63%   21%       4.3   0.6%   0.5%   0.3%      Buy  
25-Jan-13   IYR   US:REIT   68.09    33%    56%    98%   15%       4.3   1.8%   0.6%  -0.3%      Buy  
25-Jan-13   IJH   US:MCB   109.53    57%    76%   151%   17%       2.0   2.3%   1.3%   0.0%      Buy  
25-Jan-13   IWM   US:SCB    89.94    61%    89%   138%   20%       1.3   1.8%   0.5%  -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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