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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 33165  
Subject: Re: ETF Trends & Ranks 2013Q1 Date: 1/25/2013 5:08 PM
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Recommendations: 1
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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