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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 33106  
Subject: Re: ETF Trends & Ranks 2012Q3 Date: 9/21/2012 4:49 PM
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Recommendations: 2
SOLD:
PowerShares DB Agriculture Fund (DBA)
JPM Emerging Markets Bond Fund (EMB)

BOUGHT:
PowerShares DB Commodity Index (DBC)

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%

Hold: Three ( 3 ), LT 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) Last chg 52w Hi 52w Lo Status: Held
20-Sep-12 FUSEX SP500 51.98 5.9% 6.1% 4.4% 31.4% 29.4% 7 1 50 BUY 51
20-Sep-12 FSEMX DJ M/S 40.92 4.6% 6.7% 5.3% 30.4% 27.1% 5 1 50 BUY 17
20-Sep-12 FFNOX AA 29.69 5.1% 6.0% 4.3% 24.0% 21.7% 7 1 50 BUY
20-Sep-12 FSIIX EAFE 33.59 4.6% 8.2% 6.1% 20.6% 16.9% 6 47 16 BUY 38
20-Sep-12 FBIDX USGB 11.99 1.0% 0.2% -0.2% 4.3% 0.8% 7 8 47 SELL


Taxable_Acct. - Tactical_Asset_Rotation: RRS
SELL: IF( AvgRank >= 4.0 or RRS126 < 0 ), BUY: IF( AvgRank < 3.5 & SMA10 > SMA100 )
COUNTIF( Buy ) 2 of 6 or 33% , COUNTIF( Held ) 2 of 6 or 33%

Hold: Three ( 3 ), LT Holdings: VNQ,DBC , Sell: - , Buy: DBC
                           Last     6m      3m     2m   TTM   (R6,R3)  % off  % off  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm AvgRank LR126 LR63 SMA_PO Status: Held
21-Sep-12 DBC GL:Com 28.63 6% 76% 50% 18% 3.0 3.6% -3.0% 7.4% BUY 4
21-Sep-12 VNQ US:RE 66.54 16% 17% 18% 17% 3.0 -1.1% -1.6% 3.6% BUY 45
21-Sep-12 PRF US:LC 62.38 8% 47% 58% 14% 3.5 4.2% 0.2% 6.8% HTD
21-Sep-12 TLT US:FIT 121.55 20% -21% -32% 13% 3.5 -5.4% -0.7% -3.0% HTD
21-Sep-12 PXF GL:DM 34.89 -5% 72% 104% 24% 4.0 8.8% 1.0% 9.1% Sell
21-Sep-12 PGX US:PF 14.75 9% 7% 4% 6% 4.0 -0.5% -0.5% 1.7% Sell


Taxable_Acct. - DowJones Sectors(Rated>7): RRS
SELL: IF( AvgRank >= 5.0 or RRS126 < 0 ), BUY: IF( AvgRank < 4.0 & SMA10 > SMA100 )
COUNTIF( Buy ) 1 of 20 or 5% , COUNTIF( Held ) 1 of 20 or 5%

Hold: Three ( 3 ), ST Holdings: ITB , Sell: - , Buy: -
                           Last     6m      3m     2m   TTM   (R6,R3,R2)  % off  % off  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm AvgRank LR126 LR63 SMA_PO Status: Held
21-Sep-12 ITB US:HB 20.57 80% 126% 288% 27% 1.3 10.3% 6.6% 18.3% BUY 51
21-Sep-12 IEZ US:OES 54.38 6% 129% 58% 32% 6.7 6.7% -2.5% 10.6% Sell
21-Sep-12 IEO US:OGEP 65.32 4% 89% 79% 32% 7.0 7.4% -0.5% 10.3% Sell
21-Sep-12 IYE US:EN 43.05 12% 79% 57% 22% 7.0 5.5% -0.5% 9.0% Sell
21-Sep-12 IAK US:INS 32.60 2% 54% 86% 20% 8.0 5.4% 0.2% 6.9% Sell
21-Sep-12 IHF US:HCP 68.80 7% 32% 87% 18% 8.0 5.0% 1.9% 5.9% Sell
21-Sep-12 IYC US:CS 87.74 16% 44% 64% 11% 8.0 3.9% 1.1% 6.7% Sell
21-Sep-12 IYW US:TECH 77.97 0% 70% 84% 19% 8.7 6.3% -0.2% 7.0% Sell
21-Sep-12 IYF US:FIN 59.39 4% 49% 75% 20% 9.3 5.3% 0.5% 7.6% Sell
21-Sep-12 IYY US:TM 73.37 8% 47% 54% 14% 9.3 4.3% 0.4% 6.4% Sell
21-Sep-12 IYH US:HC 85.28 20% 32% 44% 10% 9.3 3.5% 1.9% 6.0% Sell
21-Sep-12 IYM US:BM 69.73 -6% 53% 86% 24% 10.0 7.3% 1.0% 7.4% Sell
21-Sep-12 IHE US:PH 91.20 23% 17% 35% 11% 11.3 2.2% 2.2% 5.6% Sell
21-Sep-12 IYJ US:IND 71.73 2% 44% 45% 17% 12.0 4.0% -0.3% 5.5% Sell
21-Sep-12 IYR US:RE 65.80 18% 21% 22% 16% 12.3 -0.5% -1.2% 4.3% Sell
21-Sep-12 IYK US:CG 75.85 5% 29% 27% 9% 13.7 2.8% 0.2% 3.6% Sell
21-Sep-12 IDU US:UT 89.45 14% -5% -22% 8% 15.3 -2.5% -0.5% -0.2% Sell
21-Sep-12 ITA US:AD 66.17 -3% 26% 39% 15% 15.7 3.9% 0.4% 3.8% Sell
21-Sep-12 SHY US:FIT 84.44 0% 0% 0% 0% 18.0 0.0% 0.0% 0.0% Sell
21-Sep-12 IYT US:TA 87.68 -6% -5% 3% 17% 19.0 -2.7% -3.1% 0.1% Sell


IRA_Acct. - FIDO_Balanced Trends and Ranks: RRS
SELL: IF( AvgRank >= 5 or RRS126 < 0 ), BUY: IF( AvgRank < 4 & SMA10 > SMA100 )
COUNTIF( Buy ) 0 of 15 or 0% , COUNTIF( Held ) 0 of 15 or 0%

Hold: Three ( 3 ), ST Holdings: - , Sell: DBA , Buy: -
                            Last     6m      3m     2m   TTM   (R6,R3)  % off  % off  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm AvgRank LR126 LR63 SMA_PO Status: Held
21-Sep-12 IWD US:LCV 73.42 12% 48% 55% 14% 4.0 4.1% 0.4% 6.9% HTD
21-Sep-12 DBP GLC:PM 61.67 4% 79% 146% 21% 5.5 9.0% 2.5% 9.9% Sell
21-Sep-12 IWN US:SCV 75.93 8% 44% 91% 18% 6.0 5.6% 1.7% 7.7% Sell
21-Sep-12 DBA GLC:AG 29.78 33% 27% 5% 17% 6.0 -1.8% -2.6% 5.6% Sell
21-Sep-12 IWF US:LCG 68.04 5% 46% 52% 14% 6.5 4.4% 0.3% 5.7% Sell
21-Sep-12 IYR US:REIT 65.80 18% 21% 22% 16% 7.0 -0.5% -1.2% 4.3% Sell
21-Sep-12 ACWX GL:LCB 40.41 -4% 55% 66% 20% 7.5 7.3% 1.1% 7.2% Sell
21-Sep-12 DBE GLC:ENE 28.20 -9% 103% 56% 24% 7.5 4.9% -4.9% 6.6% Sell
21-Sep-12 SCZ GL:SC 39.25 -8% 56% 86% 21% 8.0 8.4% 1.4% 7.2% Sell
21-Sep-12 IWO US:SCG 97.86 6% 40% 87% 20% 8.0 5.5% 1.6% 7.2% Sell
21-Sep-12 DVY US:DIV 58.60 11% 20% 15% 9% 8.5 1.4% 0.2% 3.3% Sell
21-Sep-12 EEM GL:EM 41.78 -8% 41% 41% 24% 10.0 7.0% 1.2% 5.7% Sell
21-Sep-12 AGG US:FIT 111.95 4% 0% -3% 2% 11.5 -0.4% 0.1% 0.2% Sell
21-Sep-12 DBB GLC:BM 19.91 -16% 40% 126% 21% 12.0 11.7% 5.1% 7.9% Sell
21-Sep-12 SHY US:FIT 84.44 0% 0% 0% 0% 12.0 0.0% 0.0% 0.0% Sell


IRA_Acct. - S&P Equal Weight Sector ETF's: RRS
SELL: IF(AvgRank >= 3.0 or RRS126 < 0 ), BUY: IF( AvgRank < 2.0 & SMA10 > SMA100 )
COUNTIF( Buy ) 0 of 11 or 0% , COUNTIF( Held ) 0 of 11 or 0%

Hold: One ( 1 ), ST Holdings: - , Sell: - , Buy: -
                           Last     6m      3m     2m   TTM   (R6,R3,R2)  % off  % off  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm AvgRank LR126 LR63 SMA_PO Status: Held
21-Sep-12 RYE US:SE 66.11 10% 104% 80% 29% 2.3 6.7% -1.0% 10.8% HTD
21-Sep-12 RYF US:SF 28.75 4% 55% 85% 21% 4.0 5.6% 0.4% 8.2% Sell
21-Sep-12 RCD US:SD 56.92 3% 53% 100% 17% 4.3 6.4% 1.5% 7.5% Sell
21-Sep-12 RSP US:LC 53.06 6% 50% 62% 16% 5.0 4.5% 0.0% 6.7% Sell
21-Sep-12 RYT US:ST 56.33 -5% 73% 71% 23% 5.7 5.8% -1.5% 6.6% Sell
21-Sep-12 RYU US:SU 59.99 31% 27% 2% 9% 6.7 -1.2% -1.1% 4.2% Sell
21-Sep-12 RYH US:SH 78.09 5% 26% 54% 12% 7.0 4.7% 2.3% 4.9% Sell
21-Sep-12 RHS US:SS 69.22 11% 18% 29% 7% 7.0 0.9% 0.0% 3.2% Sell
21-Sep-12 RTM US:SM 62.77 -4% 42% 63% 21% 7.3 6.5% 1.3% 6.8% Sell
21-Sep-12 RGI US:SI 56.94 0% 48% 43% 17% 7.7 3.5% -1.3% 5.4% Sell
21-Sep-12 TIP US:FIT 121.50 5% 3% 3% 4% 9.0 0.0% 0.4% 0.8% Sell


FIDO_Free Trends and Ranks: RRS
SELL: IF( AvgRank >= 5 or RRS126 < 0 ), BUY: IF( AvgRank < 4 & SMA10 > SMA100 )
COUNTIF( Buy ) 0 of 12 or 0% , COUNTIF( Held ) 0 of 12 or 0%

Hold: Three ( 3 ), ST Holdings: - , Sell: EMB , Buy: -
                             Last     6m      3m     2m   TTM   (R6,R3)  % off  % off  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm AvgRank LR126 LR63 SMA_PO Status: Held
21-Sep-12 IDV GL:Div'd 32.91 6% 67% 72% 20% 4.5 5.9% -0.1% 8.5% HTD
21-Sep-12 EMB GL:FIEM 120.98 18% 23% 17% 7% 4.5 0.7% -0.2% 4.1% HTD
21-Sep-12 IJR US:SCB 78.91 8% 48% 87% 18% 5.5 5.0% 0.7% 7.5% Sell
21-Sep-12 IVV US:LCB 147.17 10% 47% 51% 13% 5.5 4.1% 0.3% 6.4% Sell
21-Sep-12 IYR US:REIT 65.80 18% 21% 22% 16% 5.5 -0.5% -1.2% 4.3% Sell
21-Sep-12 EFA GL:DM 54.55 -1% 62% 76% 20% 6.0 7.1% 0.7% 7.7% Sell
21-Sep-12 IJH US:MCB 100.75 2% 49% 75% 17% 6.5 4.6% -0.1% 6.5% Sell
21-Sep-12 DVY US:Div'd 58.60 11% 20% 15% 9% 6.5 1.4% 0.2% 3.3% Sell
21-Sep-12 SCZ GL:SC 39.25 -8% 56% 86% 21% 7.5 8.4% 1.4% 7.2% Sell
21-Sep-12 LQD US:FIIG 120.80 11% 7% -1% 6% 8.0 -0.1% 0.2% 1.5% Sell
21-Sep-12 EEM GL:EM 41.78 -8% 41% 41% 24% 9.0 7.0% 1.2% 5.7% Sell
21-Sep-12 HYG US:FIHY 93.15 7% 13% 17% 9% 9.0 0.9% 0.1% 2.9% Sell


Shortables Trends and Ranks: RRS
BUY to Cover: IF( AvgRank < 4 or RRS21 > 0 ), SELL Short: IF( AvgRank >= 5 & SMA5 < SMA50 )
COUNTIF( Sell ) 0 of 10 or 0% , COUNTIF( Held ) 0 of 10 or 0%

ST Holdings: - , Sell: - , Buy: -
                            Last     3m     2m     1m   TTM   (R3,R2,R1)  % off  % off  (5,50)           Days
EndD ETF's Class: Price RRS63 RRS42 RRS21 GSDm AvgRank LR63 LR42 SMA_PO Status: Held
21-Sep-12 LQD US:FIIG 120.80 7% -1% 6% 6% 10.0 0.2% 0.7% 0.4% Buy
21-Sep-12 HYG US:FIHY 93.15 13% 17% 34% 9% 9.0 0.1% -0.2% 1.7% Buy
21-Sep-12 IYR US:REIT 65.80 21% 22% 44% 16% 8.0 -1.2% -1.2% 1.6% Buy
21-Sep-12 IVW US:LCG 79.28 45% 47% 78% 12% 5.7 0.3% 0.2% 4.0% Buy
21-Sep-12 EEM GL:EM 41.78 41% 41% 160% 24% 5.0 1.2% 1.2% 4.9% Buy
21-Sep-12 IVV US:LCB 147.17 47% 51% 93% 13% 4.7 0.3% 0.1% 4.2% Buy
21-Sep-12 QQQ US:LCB 70.15 64% 75% 61% 17% 3.7 -0.2% -0.7% 4.9% Buy
21-Sep-12 IJH US:MCB 100.75 49% 75% 108% 17% 3.7 -0.1% -1.1% 4.5% Buy
21-Sep-12 IWM US:SCB 85.50 42% 89% 158% 19% 3.0 1.6% -0.2% 5.6% Buy
21-Sep-12 EFA GL:DM 54.55 62% 76% 147% 20% 2.3 0.7% 0.1% 5.9% Buy


Notes: Last modified 6/1/2012.
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). 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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