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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 2012Q4 Date: 11/30/2012 5:00 PM
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Recommendations: 2
SOLD:
PowerShares DB Precious Metals Fund (DBP)
BOUGHT:
MSCI ACWI ex US Index (ACWX)

Taxable_Acct. - BroadMarket_Asset_Allocation: SMA_PO
SELL: IF( SMA15 < SMA200 & SMA10 < SMA100 ), BUY: IF( SMA5 > SMA50 & SMA10 > SMA100 )
COUNTIF( Buy ) 0 of 5 or 0% , COUNTIF( Held ) 3 of 5 or 60%

LT Hold: Three ( 3 ), Holdings: FUSEX,FSIIX,FSEMX , Sell: - , Buy: -
                            Last   15/200   10/100    5/50    TTM      TTM      Weeks   Weeks  Weeks           Days
EndD Ticker Index Price Slow_PO Int_PO Fast_PO NTR Gain(%GL) LastChg H52w L52w Status: Held
29-Nov-12 FUSEX SP500 50.36 0.5% -0.3% -0.5% 15.8% 13.9% 17 11 49 B&H 120
29-Nov-12 FSEMX DJ M/S 40.28 0.4% 0.7% 0.6% 14.9% 11.6% 15 11 49 B&H 86
29-Nov-12 FFNOX AA 29.35 1.8% 0.9% 0.3% 13.1% 10.8% 17 11 49 B&H
29-Nov-12 FSIIX EAFE 33.93 3.7% 3.1% 1.8% 12.3% 8.6% 16 11 26 B&H 107
29-Nov-12 FBIDX USGB 11.94 0.3% -0.4% -0.2% 4.9% 2.1% 17 18 36 SELL


Taxable_Acct. - Tactical_Asset_Rotation: RRS
SELL: IF( AvgRank >= 4.0 or SMA25 < SMA100 ), BUY: IF( AvgRank < 3.5 & Pri > LR126 )
COUNTIF( Buy ) 0 of 6 or 0% , COUNTIF( Held ) 2 of 6 or 33%

LT Hold: Three ( 3 ), Holdings: PRF,PXF , Sell: - , Buy: -
                           Last     6m      3m   25/100  TTM    R6,R3   % off  % off  10/50           Days
EndD ETF's Class: Price RRS126 RRS63 PO GSDm AvgRank LR126 LR63 PO Status: Held
30-Nov-12 PXF GL:DM 34.88 35% 2% 2.1% 28% 1.5 -1.0% 1.9% 0.1% HTD 42
30-Nov-12 TLT US:FIT 124.79 -7% 5% -0.3% 16% 3.5 1.7% 0.3% 1.2% Sell
30-Nov-12 PGX US:PF 14.78 6% -2% 0.0% 6% 3.5 -0.9% 0.1% -0.4% HTD
30-Nov-12 PRF US:LC 61.53 22% -8% 0.3% 16% 3.5 -1.8% 1.2% -1.1% HTD 64
30-Nov-12 DBC GL:Com 28.10 27% -19% -1.2% 24% 3.5 -3.2% 2.2% -0.3% Sell
30-Nov-12 VNQ US:RE 64.21 0% -24% -2.6% 18% 5.5 -1.5% 1.9% -1.3% 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 ) 2 of 15 or 13% , COUNTIF( Held ) 2 of 15 or 13%

ST Hold: Three ( 3 ), Holdings: SCZ,ACWX , Sell: DBP , Buy: ACWX,EEM
                             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
30-Nov-12 EEM GL:EM 41.78 24% 8% 3% 27% 3.0 -1.1% 0.3% 1.1% BUY
30-Nov-12 SCZ GL:SC 39.57 32% 7% 20% 25% 2.5 -0.7% 1.3% 1.5% BUY 37
30-Nov-12 TLH US:FIT 137.65 -3% 5% 14% 9% 9.0 1.3% 0.5% -0.2% Sell
30-Nov-12 ACWX GL:LCB 40.59 28% 5% 33% 23% 4.0 -0.4% 1.8% 1.2% HTD 2
30-Nov-12 AGG US:FI 112.25 1% 1% 3% 3% 9.5 0.0% 0.1% 0.0% Sell
30-Nov-12 DBP GLC:PM 59.45 32% -7% 41% 26% 4.0 -3.2% -0.2% -1.4% Sell
30-Nov-12 IWR US:MC 111.45 19% -9% 11% 17% 6.5 -1.1% 1.9% 1.3% Sell
30-Nov-12 DVY US:DIV 57.64 8% -12% 2% 10% 10.0 -0.7% 1.7% 1.6% Sell
30-Nov-12 DBE GLC:ENE 28.08 33% -16% 59% 33% 5.0 -3.5% 1.9% -0.6% Sell
30-Nov-12 IWL US:LC 32.86 16% -16% 7% 16% 8.5 -2.0% 1.7% 1.3% Sell
30-Nov-12 DBA GLC:AG 28.85 12% -22% 3% 20% 10.5 -3.0% 1.7% 0.3% Sell
30-Nov-12 DBB GLC:BM 19.23 11% -22% 100% 32% 11.5 2.0% 5.4% 1.9% Sell
30-Nov-12 IWM US:SC 82.08 15% -22% 8% 21% 10.5 -1.3% 3.0% 2.0% Sell
30-Nov-12 IYR US:REIT 63.63 3% -22% -11% 17% 13.5 -1.6% 2.0% 1.3% Sell
30-Nov-12 IWC US:Micro 51.11 12% -25% 1% 24% 12.0 -1.3% 3.1% 2.7% 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 ) 1 of 13 or 8%

ST Hold: Three ( 3 ), Holdings: SCZ , Sell: - , Buy: EEM,LQD
                             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
30-Nov-12 EEM GL:EM 41.78 24% 8% 3% 27% 2.5 -1.1% 0.3% 1.1% BUY
30-Nov-12 LQD US:FIIG 122.13 10% 7% 0% 6% 6.0 -0.8% -0.4% 0.2% BUY
30-Nov-12 SCZ GL:SC 39.57 32% 7% 20% 25% 2.0 -0.7% 1.3% 1.5% BUY 56
30-Nov-12 EMB GL:FIEM 122.70 19% 7% 12% 8% 5.0 -1.0% 0.3% 0.4% HTD
30-Nov-12 EFA GL:DM 55.07 31% 5% 42% 23% 3.5 -0.2% 2.1% 1.3% Sell
30-Nov-12 IDV GL:Div'd 32.74 30% -2% 26% 23% 4.5 -1.3% 1.9% 1.2% Sell
30-Nov-12 HYG US:FIHY 93.05 8% -3% 12% 8% 9.0 -0.3% 1.1% 0.6% Sell
30-Nov-12 IJH US:MCB 100.12 20% -8% 14% 18% 6.5 -0.5% 2.4% 1.4% Sell
30-Nov-12 DVY US:Div'd 57.64 8% -12% 2% 10% 10.5 -0.7% 1.7% 1.6% Sell
30-Nov-12 IVV US:LCB 142.71 17% -15% 8% 16% 8.5 -1.9% 1.7% 1.3% Sell
30-Nov-12 IJR US:SCB 76.30 16% -21% 10% 20% 9.5 -1.2% 3.1% 1.9% Sell
30-Nov-12 IYR US:REIT 63.63 3% -22% -11% 17% 12.5 -1.6% 2.0% 1.3% Sell
30-Nov-12 ONEQ US:LCB 119.15 12% -28% 15% 22% 11.0 -1.5% 3.6% 2.0% Sell


Shortables Trends and Ranks: RRS
BUY to Cover: IF( AvgRank < 4.5 or RRS21 > 0 ), SELL Short: IF( AvgRank >= 5.5 & Pri < LR63 )
COUNTIF( Sell ) 0 of 10 or 0% , 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
30-Nov-12 IYR US:REIT 63.63 -22% -17% -11% 17% 8.3 2.0% 1.5% 1.3% HTD
30-Nov-12 IWM US:SCB 82.08 -22% -27% 8% 21% 7.7 3.0% 3.5% 2.0% Buy
30-Nov-12 QQQ US:LCB 65.80 -33% -35% 17% 23% 7.3 3.6% 4.0% 1.6% Buy
30-Nov-12 IVV US:LCB 142.71 -15% -24% 8% 16% 6.7 1.7% 2.6% 1.3% Buy
30-Nov-12 IVW US:LCG 76.30 -19% -26% 15% 15% 6.0 2.1% 2.8% 1.1% Buy
30-Nov-12 EEM GL:EM 41.78 8% -7% 3% 27% 4.7 0.3% 1.5% 1.1% Buy
30-Nov-12 LQD US:FIIG 122.13 7% -2% 0% 6% 4.3 -0.4% 0.2% 0.2% Buy
30-Nov-12 IJH US:MCB 100.12 -8% -3% 14% 18% 4.3 2.4% 2.1% 1.4% Buy
30-Nov-12 HYG US:FIHY 93.05 -3% -2% 12% 8% 4.0 1.1% 1.0% 0.6% Buy
30-Nov-12 EFA GL:DM 55.07 5% 2% 42% 23% 1.7 2.1% 2.4% 1.3% 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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