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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 33138  
Subject: Re: ETF Trends & Ranks 2013Q2 Date: 4/12/2013 4:54 PM
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Recommendations: 2
SOLD:
PowerShares FTSE RAFI Dev Mkts ex-US (PXF)

BOUGHT:
*-

Taxable_Acct. - BroadMarket_Asset_Allocation: PO
SELL: IF( SMA40 < SMA200 & SMA15 < SMA150 ), BUY: IF( SMA15 > SMA150 & SMA5 > 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
Ticker Index Price 40/200 15/150 5/100 NTR %GL LastChg H52w L52w Status: Held
FSEVX
DJ M/S 45.18 8.2% 7.4% 5.8% 18.1% 13.5% 33 0 44 B&H 218
FSIVX EAFE 36.74 6.5% 4.4% 3.4% 16.9% 14.2% 35 0 45 B&H 239
FUSVX SP500 56.47 6.9% 6.6% 5.7% 16.7% 14.8% 67 0 45 B&H 252
FSRRX SRR 9.82 0.6% 0.5% 0.8% 6.9% 4.4% 39 30 45 B&H
FSITX USAB 11.86 -0.9% -0.4% 0.2% 3.5% 0.6% 14 37 53 SELL


Taxable_Acct. - Tactical_Asset_Rotation: RRS & PO
SELL: IF( AvgRank >= 4.0 or SMA30 < SMA100 ), BUY: IF( AvgRank < 3.5 & RRS63 > 0 )
COUNTIF( Buy ) 2 of 6 or 33% , COUNTIF( Held ) 2 of 6 or 33%

LT Hold: Three ( 3 ), Holdings: PRF,VNQ , Sell: PXF , Buy: -
                Last     6m      3m   TTM    R6,R3   LastPri  LastPri  % Off    PO`            Days
ETF's Class: Price RRS126 RRS63 GSDm AvgRank LR189 LR126 LR63 30/100 Status: Held
PRF
US:LC 70.91 41% 41% 16% 1.0 69.34 70.57 0.0% 5.7% BUY 196
VNQ US:RE 73.90 30% 30% 15% 2.0 69.60 71.73 2.6% 4.1% BUY 68
PXF GL:DM 37.98 27% -5% 24% 4.0 38.52 38.39 2.1% 1.6% Sell
PGX US:PF 14.90 1% 1% 5% 4.0 14.85 14.85 0.2% 0.4% Sell
TLT US:FIT 121.93 -12% 3% 16% 4.5 116.60 116.55 2.9% -1.4% Sell
DBC GL:Com 26.42 -6% -21% 23% 5.5 27.44 27.24 -1.2% -2.1% 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 11 or 18% , COUNTIF( Held ) 3 of 11 or 27%

ST Hold: Three ( 3 ), Holdings: IWR,IWM,IWC , Sell: IWM , Buy: RWX
                 Last     6m      3m     1m   TTM   LastPri  LastPri  % Off  LastPri           Days
ETF's Class: Price RRS126 RRS63 RRS21 GSDm LR189 LR126 LR63 LR21 Status: Held
IWR
US:MC 127.96 44% 36% 8% 16% 125.54 128.09 0.0% 126.61 BUY 99
IWC US:MSC 58.32 44% 36% -19% 22% 57.32 58.80 -0.8% 57.62 HTD 68
RWX GL:REIT 45.25 17% 33% 126% 16% 43.29 43.06 3.9% 44.52 BUY
IWL US:LC 36.05 23% 31% 23% 14% 35.04 35.53 0.4% 35.82 HTD
IWM US:SC 93.64 46% 30% -21% 20% 92.74 95.02 -0.9% 92.51 Sell 87
RWR US:REIT 81.49 28% 26% 133% 15% 76.48 78.80 3.3% 80.80 Sell
SCZ GL:SC 44.43 37% 22% 17% 22% 44.31 44.52 0.8% 43.97 Sell
TLH US:FIT 136.01 -6% 5% 48% 9% 132.48 132.30 1.7% 135.93 Sell
AGG US:FI 111.20 -4% 1% 11% 3% 110.31 110.03 0.6% 111.08 Sell
ACWX GL:LCB 43.26 23% 0% -1% 20% 43.91 43.82 1.0% 42.74 Sell
DGL GL:Gold 50.65 -23% -31% -50% 18% 55.59 53.38 -4.1% 52.78 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 ) 2 of 12 or 17% , COUNTIF( Held ) 3 of 12 or 25%

ST Hold: Three ( 3 ), Holdings: IJR,IJH,DVY , Sell: IJR , Buy: IVV
                  Last     6m      3m     1m   TTM   LastPri  LastPri  % Off  LastPri           Days
ETF's Class: Price RRS126 RRS63 RRS21 GSDm LR189 LR126 LR63 LR21 Status: Held
DVY
US:Div'd 64.56 28% 42% 40% 11% 61.77 63.09 0.8% 64.07 BUY 11
IJH US:MCB 114.67 47% 33% -2% 17% 113.29 115.68 -0.3% 113.58 HTD 74
IVV US:LCB 159.58 30% 32% 20% 15% 155.36 157.99 0.4% 158.20 BUY
IJR US:SCB 86.40 45% 29% -19% 18% 85.73 87.82 -1.0% 85.56 HTD 79
IYR US:REIT 72.60 28% 27% 94% 14% 68.55 70.40 2.9% 71.73 Sell
SCZ GL:SC 44.43 37% 22% 17% 22% 44.31 44.52 0.8% 43.97 Sell
EFA GL:DM 60.41 30% 9% 14% 20% 60.35 60.45 1.8% 59.41 Sell
HYG US:FIHY 94.75 5% 1% 2% 8% 94.52 94.58 0.7% 94.34 Sell
LQD US:FIIG 121.43 -5% 0% 25% 6% 120.32 119.13 1.3% 121.00 Sell
ILTB US:FILB 63.03 -13% -2% 67% 11% 61.56 60.92 2.4% 63.16 Sell
IDV GL:EPAC 35.24 22% -2% 4% 21% 35.29 35.28 2.2% 34.46 Sell
EEM GL:EM 41.88 8% -24% -14% 23% 44.29 43.67 0.0% 41.97 Sell


Shortables Trends and Ranks: RRS
BUY to Cover: IF( AvgRank < 4.5 or RRS42 > 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  LastPri  % Off  LastPri           Days
ETF's Class: Price RRS63 RRS42 RRS21 GSDm AvgRank LR63 LR42 LR21 Status: Held
IAU
US:LCB 14.47 -29% -20% -49% 18% 9.7 15.08 -5.0% 15.06 SELL
EEM GL:EM 41.88 -24% -27% -14% 23% 9.0 41.89 0.2% 41.97 HTD
HYG US:FIHY 94.75 1% 7% 2% 8% 6.7 94.14 0.2% 94.34 Buy
LQD US:FIIG 121.43 0% 6% 25% 6% 6.0 119.83 0.9% 121.00 Buy
EFA GL:DM 60.41 9% 15% 14% 20% 5.7 59.35 1.5% 59.41 Buy
IWM US:SCB 93.64 30% 21% -21% 20% 5.7 94.48 -0.4% 92.51 Buy
IJH US:MCB 114.67 33% 27% -2% 17% 4.0 115.00 0.0% 113.58 Buy
IVV US:LCB 159.58 32% 32% 20% 15% 3.0 158.89 0.4% 158.20 Buy
IVW US:LCG 83.59 29% 32% 25% 14% 3.0 82.94 0.6% 82.82 Buy
IYR US:REIT 72.60 27% 38% 94% 14% 2.3 70.54 2.4% 71.73 Buy


Notes: Last modified 15-Mar-13
Universe: Selected ETF's 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) RRSx Ranks, where R6, R3, R2 or R1 are rankings of 6,3,2,1 monthly lookback periods.
5) LRxx is the last price on Linear Regression Trend line - TREND(). Final 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 exported from Fidelity ATP Charts.
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