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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 33142  
Subject: Re: ETF Trends & Ranks 2012Q2 Date: 4/20/2012 4:45 PM
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SOLD:
PowerShares FTSE RAFI Dev Mkts ex-US (PXF)
BOUGHT:
*-

Taxable_Acct. - Tactical_Asset_Rotation(TAR): RRS
SELL: IF( Avg Rank > 3 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Avg Rank < 2.5 & Price > LR126 )
COUNTIF( Buy ) 0 of 5 or 0% , COUNTIF( Held ) 1 of 5 or 20%

Hold: Two ( 2 ), LT Holdings: PRF , Sell: PXF , 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
20-Apr-12 PRF US:LC 59.00 36% 19% 1% 22% 1.5 1.3 -3.1% 2.5% HTD 97
20-Apr-12 VNQ US:RE 64.00 38% 11% 23% 26% 1.5 1.6 -0.4% 3.8% HTD
20-Apr-12 DBC GL:Com 28.04 15% 5% -27% 18% 3.5 0.7 -3.4% 0.1% Sell
20-Apr-12 PXF GL:DM 34.19 20% -4% -34% 26% 3.5 1.4 -4.2% -0.7% Sell
20-Apr-12 TLT US:FILB 117.07 -6% -14% -8% 17% 5.0 2.6 1.7% -0.5% Sell

Average = 21% 3% -9% 22% 1.5 -1.9% 1.0% 97


Taxable_Acct. - DowJones Sectors(Rated>7): RRS
SELL: IF( Avg Rank > 5 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Avg Rank < 4 & Price > LR126 )
COUNTIF( Buy ) 0 of 20 or 0% , COUNTIF( Held ) 3 of 20 or 15%

Hold: Three ( 3 ), ST Holdings: ITB,IYF,IYW , 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
20-Apr-12 IYF US:FIN 56.83 61% 49% 36% 29% 1.7 1.8 -3.1% 6.3% HTD 34
20-Apr-12 IYW US:TECH 74.68 59% 63% 31% 23% 2.0 2.3 -3.9% 7.4% HTD 22
20-Apr-12 ITB US:HC 14.42 118% 37% 30% 45% 3.0 0.5 -5.9% 6.3% HTD 84
20-Apr-12 IYC US:CS 80.89 45% 41% 31% 20% 4.0 1.4 -0.8% 5.6% HTD
20-Apr-12 IHF US:HCP 66.95 46% 36% 27% 28% 4.7 1.2 -0.1% 5.5% HTD
20-Apr-12 IHE US:PH 81.49 46% 25% 13% 18% 7.0 1.4 -3.0% 2.8% Sell
20-Apr-12 IYK US:CG 73.75 28% 30% 17% 14% 8.7 1.0 -0.7% 3.5% Sell
20-Apr-12 IYH US:HC 77.51 37% 20% 21% 18% 8.7 1.2 -1.3% 3.4% Sell
20-Apr-12 IYY US:TM 69.27 39% 25% 7% 21% 9.0 1.5 -2.8% 3.6% Sell
20-Apr-12 IAK US:INS 31.33 39% 18% 3% 27% 10.3 0.9 -3.2% 3.3% Sell
20-Apr-12 IYR US:RE 62.52 37% 10% 16% 25% 10.3 1.5 -0.7% 3.5% Sell
20-Apr-12 IYJ US:IND 70.15 44% 8% -6% 28% 11.0 1.8 -3.6% 2.3% Sell
20-Apr-12 ITA US:AD 66.24 37% 7% -10% 25% 12.7 1.5 -3.2% 1.7% Sell
20-Apr-12 IYT US:T 93.36 23% -4% 13% 29% 13.3 2.2 -2.2% 1.1% Sell
20-Apr-12 BND US:FIT 83.73 0% -2% -2% 3% 16.0 0.3 0.4% 0.1% Sell
20-Apr-12 IDU US:UT 85.88 2% -2% -10% 11% 16.3 1.1 -0.3% -1.2% Sell
20-Apr-12 IYM US:BM 69.58 22% -17% -21% 34% 16.7 2.6 -3.0% -0.3% Sell
20-Apr-12 IYE US:EN 39.87 15% -15% -47% 30% 17.0 1.4 -5.7% -3.2% Sell
20-Apr-12 IEO US:OGEP 60.81 13% -23% -62% 39% 18.7 3.1 -9.2% -5.4% Sell
20-Apr-12 IEZ US:OES 51.95 8% -34% -61% 44% 19.0 2.5 -6.2% -5.2% Sell


IRA_Acct. - FIDO_Balanced Trends and Ranks: RRS
SELL: IF( Avg Rank > 5 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Avg Rank < 4 & Price > LR126 )
COUNTIF( Buy ) 0 of 14 or 0% , COUNTIF( Held ) 2 of 14 or 14%

Hold: Three ( 3 ), ST Holdings: IWO,IWF , 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
20-Apr-12 IWF US:LCG 65.06 43% 34% 16% 21% 1.0 1.4 -2.2% 4.9% HTD 22
20-Apr-12 IWD US:LCV 68.51 36% 18% 0% 22% 4.0 1.5 -3.1% 2.4% HTD
20-Apr-12 IWO US:SCG 91.97 41% 5% -12% 31% 4.0 2.9 -4.8% 1.5% HTD 79
20-Apr-12 IYR US:REIT 62.52 37% 10% 16% 25% 4.5 1.5 -0.7% 3.5% HTD
20-Apr-12 DBE GLC:ENE 29.54 24% 20% -28% 21% 5.0 0.8 -3.6% 1.0% HTD
20-Apr-12 SCZ GL:SC 39.54 29% 15% -10% 24% 5.5 1.5 -0.8% 3.3% Sell
20-Apr-12 IWN US:SCV 70.89 39% 2% -5% 29% 5.5 2.0 -4.2% 1.3% Sell
20-Apr-12 ACWX GL:LCB 39.88 23% 5% -21% 24% 8.0 1.4 -2.5% 1.1% Sell
20-Apr-12 EEM GL:EM 42.33 30% -5% -28% 30% 8.5 1.7 -3.5% 1.3% Sell
20-Apr-12 SHY US:FI 84.44 -1% -1% 0% 1% 10.5 0.1 0.1% 0.0% Sell
20-Apr-12 AGG US:FI 110.48 1% -3% -2% 3% 10.5 0.5 0.2% 0.2% Sell
20-Apr-12 DBB GLC:BM 19.70 16% -27% -42% 27% 12.0 0.8 -4.6% -2.4% Sell
20-Apr-12 DBA GLC:AG 27.26 -13% -23% -35% 15% 13.0 0.6 -2.1% -3.7% Sell
20-Apr-12 DBP GLC:PM 57.23 -5% -25% -39% 29% 13.0 2.3 -1.7% -1.8% 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 ) 0 of 12 or 0% , 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
20-Apr-12 RCD US:SD 54.19 49% 39% 18% 27% 1.7 1.4 -1.8% 5.3% HTD
20-Apr-12 RYF US:SF 27.38 60% 35% 14% 31% 2.3 0.9 -4.2% 5.0% HTD 57
20-Apr-12 RYH US:SH 74.18 41% 24% 23% 21% 2.7 1.6 -1.5% 4.4% HTD
20-Apr-12 RYT US:ST 56.22 44% 19% 1% 27% 4.3 1.9 -4.3% 3.8% Sell
20-Apr-12 RHS US:SS 66.56 21% 23% 18% 13% 5.0 0.7 0.3% 2.8% Sell
20-Apr-12 RSP US:LC 50.80 37% 16% -1% 24% 6.3 1.3 -2.9% 2.8% Sell
20-Apr-12 RGI US:SI 56.54 39% 2% -13% 29% 7.3 1.5 -3.8% 1.6% Sell
20-Apr-12 RTM US:SM 62.53 38% -1% -3% 31% 7.7 1.9 -2.7% 2.4% Sell
20-Apr-12 HYG US:HY 90.32 10% -3% -11% 12% 9.3 1.4 -1.2% 0.1% Sell
20-Apr-12 RYU US:SU 54.09 2% -1% -16% 13% 10.0 0.7 -0.7% -1.3% Sell
20-Apr-12 IEF US:TB 105.33 0% -6% -2% 7% 10.0 1.0 0.7% 0.4% Sell
20-Apr-12 RYE US:SE 61.20 6% -24% -56% 37% 11.3 2.6 -6.2% -4.4% Sell


FIDO_Free Trends and Ranks: RRS
SELL: IF( Avg Rank > 5 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Avg Rank < 4 & Price > LR126 )
COUNTIF( Buy ) 0 of 12 or 0% , COUNTIF( Held ) 1 of 12 or 8%

Hold: Three ( 3 ), ST Holdings: IJH , 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
20-Apr-12 IJH US:MCB 97.47 42% 16% -4% 27% 2.0 2.6 -3.1% 2.9% HTD 58
20-Apr-12 IVV US:LCB 138.40 38% 27% 9% 20% 2.0 2.8 -2.6% 3.6% HTD
20-Apr-12 IJR US:SCB 74.17 43% 5% -4% 28% 4.0 2.1 -4.4% 1.8% HTD
20-Apr-12 SCZ GL:SC 39.54 29% 15% -10% 24% 4.5 1.5 -0.8% 3.3% HTD
20-Apr-12 IYR US:REIT 62.52 37% 10% 16% 25% 5.0 1.5 -0.7% 3.5% HTD
20-Apr-12 DVY US:SD 55.94 22% 11% 0% 16% 5.5 0.8 -1.1% 1.4% Sell
20-Apr-12 EMB GL:FI 113.62 10% 10% -3% 8% 7.5 1.2 0.3% 1.6% Sell
20-Apr-12 EFA GL:DM 53.45 21% 5% -20% 23% 8.0 1.8 -2.0% 0.8% Sell
20-Apr-12 EEM GL:EM 42.33 30% -5% -28% 30% 8.5 1.7 -3.5% 1.3% Sell
20-Apr-12 IDV GL:SD 31.39 16% 1% -26% 22% 9.0 1.1 -2.7% -0.2% Sell
20-Apr-12 TIP US:FI 119.11 4% 0% -1% 5% 11.0 0.7 0.3% 0.9% Sell
20-Apr-12 LQD US:FI 116.18 7% -2% -7% 6% 11.0 1.4 -0.3% 0.9% Sell


Shortables Trends and Ranks: RRS
BUY: to Cover IF( Avg Rank <= 5 ), SELL: Short IF( Avg Rank >= 6 & Price < LR63 )
COUNTIF( Sell ) 4 of 10 or 40% , 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
20-Apr-12 IWM US:SCB 80.21 3% -9% -50% 30% 8.3 1.6 -2.0% 1.4% SELL
20-Apr-12 GSG GL:COM 34.34 8% -29% -43% 20% 8.0 0.8 -2.7% 0.1% SELL
20-Apr-12 EFA GL:DM 53.45 5% -20% -45% 23% 8.0 1.1 -1.5% 0.8% SELL
20-Apr-12 EEM GL:EM 42.33 -5% -28% -30% 30% 7.7 0.8 -1.3% 1.3% SELL
20-Apr-12 IJH US:MCB 97.47 16% -4% -34% 27% 5.3 1.6 -1.8% 2.9% HTD
20-Apr-12 AGG US:T 110.48 -3% -2% 13% 3% 5.0 0.5 0.6% 0.2% Buy
20-Apr-12 DIA US:LCB 129.98 12% 2% -20% 18% 3.7 1.3 -0.9% 2.1% Buy
20-Apr-12 IVV US:LCB 138.40 27% 9% -30% 20% 3.3 1.9 -2.2% -2.6% Buy
20-Apr-12 IYR US:REIT 62.52 10% 16% -4% 25% 3.0 0.7 1.0% 3.5% Buy
20-Apr-12 QQQ US:LCB 65.68 62% 36% -32% 22% 2.7 1.1 -4.1% 7.5% 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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