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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 33177  
Subject: Re: ETF Trends & Ranks 2012Q1 Date: 3/30/2012 5:00 PM
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Recommendations: 1
SOLD:
MSCI Emerging Markets Index (EEM)
S&P Small Cap 600 (IJR)

BOUGHT:
iShares DowJones US Technology (IYW)
Russell 1000 Growth Index (IWF)

Taxable_Acct. - Tactical_Asset_Rotation(TAR): RRS
SELL: IF( Avg Rank > 3 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Avg Rank < 3 & Price > LR126 )
COUNTIF( Buy ) 0 of 5 or 0% , COUNTIF( Held ) 2 of 5 or 40%

Hold: TWO(2), LT Holdings: PRF,PXF , Sell: - , Buy: -
                                                               (R6,R3)   LR126  LR126  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm Avg Rank STEYX % off SMA_PO Status: Held
30-Mar-12 PRF US:LC 60.50 44% 47% 35% 22% 2.0 1.2 -0.4% 7.0% HTD 77
30-Mar-12 PXF GL:DM 35.83 25% 63% 13% 26% 2.0 1.4 -0.1% 6.0% HTD 33
30-Mar-12 VNQ US:RE 63.65 51% 37% 9% 26% 2.0 1.7 -0.8% 6.5% HTD
30-Mar-12 DBC GL:Com 28.80 20% 37% 18% 19% 4.0 0.7 -1.2% 3.5% Sell
30-Mar-12 TLT US:FILB 112.20 -5% -23% -29% 17% 5.0 2.8 -3.0% -4.4% Sell


Taxable_Acct. - DowJones Sectors(Rated>7): RRS
SELL: IF( Avg Rank >= 6 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Avg Rank < 4 & Price > LR126 )
COUNTIF( Buy ) 2 of 20 or 10% , COUNTIF( Held ) 3 of 20 or 15%

Hold: THREE(3), ST Holdings: ITB,IYF,IYW , Sell: - , Buy: IYW
                                                              (R6,R3,R2)  LR126  LR126  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm Avg Rank STEYX % off SMA_PO Status: Held
30-Mar-12 ITB US:HC 14.72 166% 103% 71% 45% 2.0 0.5 -3.7% 15.3% HTD 64
30-Mar-12 IYF US:FIN 58.52 66% 88% 75% 28% 2.3 1.7 1.6% 12.4% BUY 14
30-Mar-12 IYW US:TECH 77.81 57% 121% 89% 23% 2.3 2.4 2.7% 12.4% BUY 2
30-Mar-12 IYC US:CS 80.99 48% 64% 58% 21% 6.0 1.5 0.9% 8.7% Sell
30-Mar-12 IHF US:HCP 66.88 57% 44% 33% 29% 7.0 1.4 0.8% 6.6% Sell
30-Mar-12 IAK US:INS 32.05 52% 53% 24% 27% 7.3 0.9 -0.8% 7.3% Sell
30-Mar-12 IYY US:TM 70.73 47% 56% 40% 21% 7.3 1.5 0.0% 7.7% Sell
30-Mar-12 IYJ US:IND 71.38 59% 44% 17% 28% 7.3 1.7 -2.1% 7.0% Sell
30-Mar-12 IHE US:PH 83.06 55% 35% 37% 19% 8.7 1.1 -0.4% 6.8% Sell
30-Mar-12 ITA US:AD 67.13 50% 40% 10% 25% 10.3 1.4 -2.1% 5.6% Sell
30-Mar-12 IYK US:CG 74.12 30% 40% 40% 14% 11.0 1.1 0.9% 5.8% Sell
30-Mar-12 IYR US:RE 62.30 49% 37% 10% 25% 11.3 1.5 -0.9% 6.3% Sell
30-Mar-12 IEO US:OGEP 65.79 44% 46% -6% 38% 12.0 3.2 -5.8% 2.7% Sell
30-Mar-12 IYH US:HC 78.20 42% 29% 24% 19% 12.3 1.2 0.5% 6.0% Sell
30-Mar-12 IYE US:EN 41.52 37% 26% 0% 29% 15.3 1.4 -4.5% 2.5% Sell
30-Mar-12 IYT US:T 93.69 38% 6% -4% 29% 16.3 2.7 -2.8% 3.5% Sell
30-Mar-12 IYM US:BM 70.36 39% 16% -22% 34% 16.7 2.7 -3.4% 3.1% Sell
30-Mar-12 IDU US:UT 86.16 9% 1% 3% 12% 17.3 1.4 -1.1% 0.1% Sell
30-Mar-12 IEZ US:OES 53.50 35% 18% -34% 43% 17.7 2.7 -7.4% -0.3% Sell
30-Mar-12 BND US:FIT 83.28 0% -2% -6% 3% 19.3 0.3 -0.3% -0.6% Sell


IRA_Acct. - FIDO_Balanced Trends and Ranks: RRS
SELL: IF( Avg Rank >= 6 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Avg Rank < 4 & Price > LR126 )
COUNTIF( Buy ) 1 of 14 or 7% , COUNTIF( Held ) 2 of 14 or 14%

Hold: THREE(3), ST Holdings: IWO,IWF , Sell: EEM , Buy: IWF
                                                               (R6,R3)   LR126  LR126  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm Avg Rank STEYX % off SMA_PO Status: Held
30-Mar-12 IWO US:SCG 95.38 57% 58% 11% 31% 2.0 2.7 -1.7% 7.5% HTD 59
30-Mar-12 IWF US:LCG 66.08 47% 68% 47% 21% 3.0 1.5 0.6% 8.4% BUY 2
30-Mar-12 SCZ GL:SC 40.13 27% 71% 19% 24% 5.0 1.5 1.9% 6.9% HTD
30-Mar-12 EEM GL:EM 42.95 40% 57% -6% 30% 5.0 1.7 -2.4% 4.9% HTD
30-Mar-12 IWN US:SCV 72.97 54% 42% 6% 28% 5.0 1.9 -1.9% 6.9% HTD
30-Mar-12 IWD US:LCV 70.07 45% 43% 34% 22% 6.0 1.4 -0.7% 6.9% Sell
30-Mar-12 IYR US:REIT 62.30 49% 37% 10% 25% 6.0 1.5 -0.9% 6.3% Sell
30-Mar-12 DBE GLC:ENE 30.05 32% 54% 44% 22% 6.5 0.8 -2.3% 5.2% Sell
30-Mar-12 ACWX GL:LCB 40.83 28% 57% 14% 24% 6.5 1.4 -0.1% 5.6% Sell
30-Mar-12 DBB GLC:BM 20.09 23% 21% -17% 27% 10.0 0.7 -3.8% 1.9% Sell
30-Mar-12 DBP GLC:PM 58.33 1% 15% -33% 29% 11.5 2.3 -1.4% -1.6% Sell
30-Mar-12 AGG US:FI 109.85 1% -2% -7% 3% 12.0 0.5 -0.4% -0.4% Sell
30-Mar-12 SHY US:FI 84.32 0% -1% -2% 1% 12.5 0.1 -0.1% -0.2% Sell
30-Mar-12 DBA GLC:AG 28.10 -13% -8% -20% 15% 14.0 0.7 -0.3% -2.0% Sell


IRA_Acct. - S&P Equal Weight Sector ETF's: RRS
SELL: IF( Avg Rank >= 3 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Avg Rank < 2.5 & Price > LR126 )
COUNTIF( Buy ) 2 of 12 or 17% , COUNTIF( Held ) 1 of 12 or 8%

Hold: ONE(1), ST Holdings: RYF , Sell: - , Buy: -
                                                              (R6,R3,R2)  LR126  LR126  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm Avg Rank STEYX % off SMA_PO Status: Held
30-Mar-12 RYF US:SF 28.35 69% 82% 58% 30% 1.3 0.9 0.3% 11.5% BUY 37
30-Mar-12 RCD US:SD 54.80 57% 78% 60% 27% 2.0 1.4 0.3% 9.8% BUY
30-Mar-12 RYT US:ST 58.74 51% 78% 31% 27% 3.3 1.9 0.7% 9.0% Sell
30-Mar-12 RSP US:LC 51.87 46% 51% 27% 24% 5.3 1.2 -0.7% 7.1% Sell
30-Mar-12 RGI US:SI 57.50 55% 35% 7% 29% 5.3 1.4 -2.7% 5.7% Sell
30-Mar-12 RYH US:SH 75.41 45% 44% 27% 22% 5.7 1.5 1.4% 7.3% Sell
30-Mar-12 RHS US:SS 66.16 24% 23% 29% 14% 7.3 0.8 0.4% 4.0% Sell
30-Mar-12 RTM US:SM 62.75 53% 28% -5% 31% 7.3 2.0 -2.7% 5.5% Sell
30-Mar-12 RYE US:SE 64.03 32% 28% -17% 37% 9.0 3.0 -5.5% 1.0% Sell
30-Mar-12 HYG US:HY 90.72 17% 8% 1% 12% 9.7 1.5 -1.4% 1.8% Sell
30-Mar-12 RYU US:SU 54.57 8% 4% 5% 14% 10.0 0.8 -0.8% 0.2% Sell
30-Mar-12 IEF US:TB 103.28 1% -9% -16% 7% 11.7 1.0 -1.4% -1.6% Sell


FIDO_Free Trends and Ranks: RRS
SELL: IF( Avg Rank >= 6 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Avg Rank < 4 & Price > LR126 )
COUNTIF( Buy ) 0 of 12 or 0% , COUNTIF( Held ) 2 of 12 or 17%

Hold: THREE(3), ST Holdings: EEM,IJH , Sell: IJR , Buy: -
                                                               (R6,R3)   LR126  LR126  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm Avg Rank STEYX % off SMA_PO Status: Held
30-Mar-12 IJH US:MCB 99.22 53% 62% 24% 27% 2.0 2.6 -1.2% 7.6% HTD 38
30-Mar-12 SCZ GL:SC 40.13 27% 71% 19% 24% 4.0 1.5 1.9% 6.9% HTD
30-Mar-12 EEM GL:EM 42.95 40% 57% -6% 30% 4.0 1.7 -2.4% 4.9% HTD 47
30-Mar-12 IJR US:SCB 76.31 59% 46% 8% 28% 4.0 1.9 -1.9% 7.2% HTD
30-Mar-12 IVV US:LCB 141.21 45% 54% 43% 20% 4.5 2.9 0.1% 7.7% HTD
30-Mar-12 IYR US:REIT 62.30 49% 37% 10% 25% 5.5 1.5 -0.9% 6.3% HTD
30-Mar-12 EFA GL:DM 54.89 24% 55% 18% 23% 6.0 1.8 0.7% 5.9% Sell
30-Mar-12 IDV GL:SD 32.60 20% 50% 15% 22% 7.5 1.1 0.7% 5.2% Sell
30-Mar-12 DVY US:SD 55.96 29% 22% 18% 16% 8.0 0.8 -1.3% 3.7% Sell
30-Mar-12 EMB GL:FI 112.71 12% 23% 13% 8% 9.5 1.4 -0.4% 1.9% Sell
30-Mar-12 LQD US:FI 115.63 9% 6% -8% 6% 11.0 1.3 -0.7% 0.6% Sell
30-Mar-12 TIP US:FI 117.65 6% 2% -7% 5% 12.0 0.8 -1.1% 0.0% Sell


Shortables Trends and Ranks: RRS
BUY: to Cover IF( Avg Rank <= 5 ), SELL: Short IF( Avg Rank >= 6 & Price < LR63 )
COUNTIF( Sell ) 5 of 10 or 50% , COUNTIF( Held ) 0 of 10 or 0%

ST Holdings: - , Sell: - , Buy: -
                                                              (R3,R2,R1)  LR63   LR63   (10,100)           Days
EndD ETF's Class: Price RRS63 RRS42 RRS21 GSDm Avg Rank STEYX % off SMA_PO Status: Held
30-Mar-12 AGG US:T 109.85 -2% -7% -9% 3% 9.3 0.4 0.0% -0.4% SELL
30-Mar-12 EEM GL:EM 42.95 57% -6% -23% 30% 7.3 1.2 -4.2% 4.9% SELL
30-Mar-12 GSG GL:COM 34.78 35% 29% -17% 21% 6.7 0.5 -3.6% 3.8% SELL
30-Mar-12 DIA US:LCB 131.80 30% 22% 34% 18% 6.7 0.9 -0.4% 5.1% SELL
30-Mar-12 IYR US:REIT 62.30 37% 10% 46% 25% 6.0 1.0 -0.5% 6.3% SELL
30-Mar-12 EFA GL:DM 54.89 55% 18% 26% 23% 5.7 0.9 -2.1% 5.9% HTD
30-Mar-12 IWM US:SCB 82.81 49% 9% 83% 30% 5.3 1.6 -1.8% 7.2% HTD
30-Mar-12 IJH US:MCB 99.22 62% 24% 45% 27% 3.7 1.5 -2.2% 7.6% Buy
30-Mar-12 IVV US:LCB 141.21 54% 43% 62% 20% 3.3 1.0 -0.9% 0.1% Buy
30-Mar-12 QQQ US:LCB 67.55 107% 87% 125% 22% 1.0 0.5 -1.1% 12.0% Buy


Notes: Last modified 3/1/2012.
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 Average of 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(days). Buy/Sell price target determined by LRxx
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) Standard Error (STEYX) included as a tie breaker. The larger the error the less reliable the trend.
This can be caused by the changes in the prevailing trend within the specified number of periods.
9) Historic prices are Non-dividend adjusted values.
---------------------------------------------------------------------------------------
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