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Recommendations: 2
SOLD:
PowerShares Preferred (PGX)
iBoxx $ Investment Grade Corporate (LQD)
BOUGHT:
Vanguard REIT Index ETF (VNQ)
PowerShares DB Agriculture Fund (DBA)
Taxable_Acct. - BroadMarket_Asset_Allocation: SMA_PO
SELL: IF( SMA20 < SMA200 & SMA10 < SMA100 ), BUY: IF( SMA5 > SMA50 & SMA10 > SMA100 )
COUNTIF( Buy ) 3 of 5 or 60% , COUNTIF( Held ) 1 of 5 or 20%
Hold: Three ( 3 ), LT Holdings: FUSEX , Sell: - , Buy: FSIIX
(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
9-Aug-12 FUSEX SP500 $ 49.80 3.5% 1.8% 3.6% 21.4% 19.7% 1 18 44 BUY 10
9-Aug-12 FSEMX DJ M/S $ 38.79 0.4% -0.8% 2.5% 13.7% 12.6% 10 19 44 SELL
9-Aug-12 FFNOX AA $ 28.53 2.0% 1.6% 3.6% 13.5% 11.4% 1 18 44 BUY
9-Aug-12 FBIDX USGB $ 11.98 1.7% 1.2% 0.3% 4.7% 2.2% 1 2 41 SELL
9-Aug-12 FSIIX EAFE $ 31.96 -1.1% 1.0% 5.4% 2.9% -0.2% 0 41 10 BUY
Taxable_Acct. - Tactical_Asset_Rotation: RRS
SELL: IF( AvgRank >= 4.0 or RRS126 < 0 ), BUY: IF( AvgRank < 3.0 & SMA10 > SMA100 )
COUNTIF( Buy ) 1 of 6 or 17% , COUNTIF( Held ) 2 of 6 or 33%
Hold: Two ( 2 ), LT Holdings: TLT,VNQ , Sell: PGX,TLT , Buy: VNQ
(R6,R3) 10m LR126 (10,100) Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm AvgRank T-Stat % off SMA_PO Status: Held
10-Aug-12 VNQ US:RE 65.70 15% 38% 37% 21% 2.0 13.1 -0.5% 3.3% BUY 4
10-Aug-12 DBC GL:Com 28.05 -23% 45% 144% 21% 3.0 -2.3 9.7% 2.8% Sell
10-Aug-12 PGX US:PF 14.80 5% 25% 21% 7% 3.5 10.4 1.4% 2.3% Sell
10-Aug-12 TLT US:FIT 125.70 35% 20% 13% 14% 3.5 5.6 -3.5% 3.9% Sell 64
10-Aug-12 PRF US:LC 59.97 -8% 28% 31% 15% 3.5 4.9 5.0% 1.8% Sell
10-Aug-12 PXF GL:DM 32.67 -33% 20% 30% 24% 5.5 -2.9 9.9% -0.6% Sell
Taxable_Acct. - DowJones Sectors(Rated>7): RRS
SELL: IF( AvgRank >= 5 or RRS126 < 0 ), BUY: IF( Rank < 4 & SMA10 > SMA100 )
COUNTIF( Buy ) 1 of 20 or 5% , COUNTIF( Held ) 2 of 20 or 10%
Hold: Three ( 3 ), ST Holdings: IHE,ITB , Sell: IHE , Buy: -
(R6,R3,R2) 10m LR126 (10,100) Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm AvgRank T-Stat % off SMA_PO Status: Held
10-Aug-12 ITB US:HB 17.13 46% 87% 90% 30% 2.0 18.9 2.6% 7.2% BUY 10
10-Aug-12 IHE US:PH 86.53 20% 47% 30% 11% 5.0 18.3 -0.3% 3.4% Sell 45
10-Aug-12 IYR US:RE 64.48 14% 39% 41% 20% 5.0 12.9 -0.1% 3.5% Sell
10-Aug-12 IYH US:HC 81.01 12% 38% 32% 11% 6.3 14.8 1.8% 3.4% Sell
10-Aug-12 IDU US:UT 91.84 17% 31% 26% 8% 7.0 8.6 0.5% 4.1% Sell
10-Aug-12 IYE US:EN 41.58 -22% 51% 99% 25% 7.3 -1.5 11.2% 4.1% Sell
10-Aug-12 IEZ US:OES 53.20 -36% 49% 185% 37% 8.0 -3.9 17.1% 4.6% Sell
10-Aug-12 IEO US:OGEP 62.65 -36% 51% 109% 35% 8.3 -3.2 14.7% 2.4% Sell
10-Aug-12 IYY US:TM 70.42 -6% 26% 32% 15% 9.3 1.5 4.5% 1.9% Sell
10-Aug-12 IYC US:CS 82.70 8% 27% 23% 12% 10.3 13.1 1.6% 2.3% Sell
10-Aug-12 IYK US:CG 73.74 -2% 14% 25% 10% 11.0 7.8 2.3% 1.3% Sell
10-Aug-12 IYF US:FIN 56.14 -8% 28% 25% 22% 11.0 6.0 3.5% 0.6% Sell
10-Aug-12 IYJ US:IND 69.90 -14% 18% 27% 18% 11.7 3.9 5.7% 1.0% Sell
10-Aug-12 IHF US:HCP 64.56 -5% 27% -1% 19% 12.7 6.4 2.5% -0.9% Sell
10-Aug-12 IYW US:TECH 74.40 -16% 14% 24% 19% 14.3 4.4 6.6% 0.1% Sell
10-Aug-12 SHY US:FIT 84.43 0% 0% 1% 0% 15.0 -2.5 0.0% 0.1% Sell
10-Aug-12 IAK US:INS 31.02 -15% 12% 15% 21% 15.3 3.6 5.1% -0.2% Sell
10-Aug-12 ITA US:AD 64.58 -16% 13% 12% 16% 16.3 2.8 4.6% -0.6% Sell
10-Aug-12 IYT US:TA 90.34 -7% 3% -14% 18% 16.7 3.3 -0.1% -1.6% Sell
10-Aug-12 IYM US:BM 66.64 -26% 10% 13% 28% 17.3 -1.4 8.0% -1.3% Sell
IRA_Acct. - FIDO_Balanced Trends and Ranks: RRS
SELL: IF( AvgRank >= 5 or RRS126 < 0 ), BUY: IF( AvgRank < 4 & SMA10 > SMA100 )
COUNTIF( Buy ) 3 of 15 or 20% , COUNTIF( Held ) 3 of 15 or 20%
Hold: Three ( 3 ), ST Holdings: IYR,DVY,DBA , Sell: - , Buy: DBA
(R6,R3) 10m LR126 (10,100) Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm AvgRank T-Stat % off SMA_PO Status: Held
10-Aug-12 IYR US:REIT 64.48 14% 39% 41% 20% 1.5 12.9 -0.1% 3.5% BUY 21
10-Aug-12 DBA GLC:AG 29.94 3% 107% 154% 20% 2.5 -3.1 5.7% 8.0% BUY 2
10-Aug-12 DVY US:DIV 57.58 4% 27% 32% 10% 3.5 10.2 2.0% 2.6% BUY 15
10-Aug-12 IWD US:LCV 70.52 -5% 33% 34% 15% 4.5 6.0 4.9% 2.6% Sell
10-Aug-12 AGG US:FIT 111.87 5% 6% 7% 2% 7.0 9.5 -0.2% 0.9% Sell
10-Aug-12 IWO US:SCG 91.61 -13% 24% 15% 21% 7.0 3.7 3.9% -0.3% Sell
10-Aug-12 IWN US:SCV 70.90 -10% 22% 15% 19% 7.5 4.1 3.7% 0.1% Sell
10-Aug-12 IWF US:LCG 65.17 -7% 19% 27% 15% 8.0 6.3 3.8% 1.2% Sell
10-Aug-12 EEM GL:EM 40.73 -29% 23% 27% 28% 9.5 -0.7 9.4% 0.0% Sell
10-Aug-12 ACWX GL:LCB 38.59 -25% 21% 29% 22% 9.5 -1.1 8.2% 0.2% Sell
10-Aug-12 SHY US:FIT 84.43 0% 0% 1% 0% 9.5 -2.5 0.0% 0.1% Sell
10-Aug-12 SCZ GL:SC 36.86 -27% 8% 17% 22% 11.5 -0.4 6.7% -1.8% Sell
10-Aug-12 DBP GLC:PM 55.10 -23% 2% 0% 24% 11.5 -6.2 4.8% -1.2% Sell
10-Aug-12 DBE GLC:ENE 28.04 -37% 18% 160% 25% 12.5 -2.8 13.1% 0.1% Sell
10-Aug-12 DBB GLC:BM 17.73 -33% -19% -9% 24% 14.5 -3.5 2.9% -5.3% 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 ) 1 of 11 or 9% , COUNTIF( Held ) 1 of 11 or 9%
Hold: One ( 1 ), ST Holdings: RYU , Sell: - , Buy: -
(R6,R3,R2) 10m LR126 (10,100) Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm AvgRank T-Stat % off SMA_PO Status: Held
10-Aug-12 RYU US:SU 60.40 20% 56% 60% 9% 1.3 7.3 3.6% 7.3% BUY 37
10-Aug-12 RYF US:SF 27.13 -13% 25% 30% 23% 4.7 5.0 4.5% 0.5% Sell
10-Aug-12 RYE US:SE 63.25 -30% 49% 125% 33% 4.7 -3.5 13.5% 4.0% Sell
10-Aug-12 RSP US:LC 51.08 -11% 22% 29% 17% 5.0 4.1 5.5% 1.2% Sell
10-Aug-12 RHS US:SS 67.64 8% 17% 11% 8% 5.7 15.2 0.7% 1.6% Sell
10-Aug-12 RGI US:SI 56.00 -17% 16% 31% 18% 6.0 2.5 6.5% 0.9% Sell
10-Aug-12 RTM US:SM 60.14 -20% 19% 25% 24% 6.7 1.5 6.2% -0.6% Sell
10-Aug-12 RYH US:SH 74.06 -1% 13% 4% 14% 7.7 8.6 1.7% 0.2% Sell
10-Aug-12 RCD US:SD 52.98 -10% 8% 11% 18% 7.7 5.8 3.0% -0.8% Sell
10-Aug-12 TIP US:FIT 120.56 6% 3% 7% 4% 8.0 14.8 -0.6% 1.0% Sell
10-Aug-12 RYT US:ST 55.21 -26% 10% 24% 22% 8.7 1.0 10.1% 0.0% Sell
FIDO_Free Trends and Ranks: RRS
SELL: IF( AvgRank >= 5 or RRS126 < 0 ), BUY: IF( AvgRank < 4 & SMA10 > SMA100 )
COUNTIF( Buy ) 2 of 12 or 17% , COUNTIF( Held ) 2 of 12 or 17%
Hold: Three ( 3 ), ST Holdings: IYR,EMB , Sell: LQD , Buy: -
(R6,R3) 10m LR126 (10,100) Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm AvgRank T-Stat % off SMA_PO Status: Held
10-Aug-12 EMB GL:FIEM 118.33 9% 43% 41% 9% 1.5 9.7 1.7% 4.1% BUY 15
10-Aug-12 IYR US:REIT 64.48 14% 39% 41% 20% 2.0 12.9 -0.1% 3.5% BUY 31
10-Aug-12 DVY US:Div'd 57.58 4% 27% 32% 10% 4.5 10.2 2.0% 2.6% HTD
10-Aug-12 LQD US:FIIG 120.00 8% 22% 28% 6% 5.0 10.4 0.6% 2.7% Sell
10-Aug-12 IVV US:LCB 141.38 -4% 29% 34% 14% 5.0 6.6 4.4% 2.3% Sell
10-Aug-12 IDV GL:Div'd 31.45 -20% 40% 55% 22% 5.5 -1.4 8.5% 2.3% Sell
10-Aug-12 HYG US:FIHY 91.45 0% 22% 17% 10% 7.0 4.5 1.3% 1.6% Sell
10-Aug-12 IJR US:SCB 74.39 -11% 22% 26% 19% 7.5 4.5 4.2% 0.4% Sell
10-Aug-12 EEM GL:EM 40.73 -29% 23% 27% 28% 9.0 -0.7 9.4% 0.0% Sell
10-Aug-12 IJH US:MCB 96.17 -14% 12% 24% 19% 9.5 4.1 4.4% -0.2% Sell
10-Aug-12 EFA GL:DM 51.87 -24% 21% 30% 21% 10.0 -1.2 8.1% 0.4% Sell
10-Aug-12 SCZ GL:SC 36.86 -27% 8% 17% 22% 11.5 -0.4 6.7% -1.8% Sell
Shortables Trends and Ranks: RRS
BUY to Cover: IF( Avg Rank < 4 or SMA5 > SMA50 ), SELL Short: IF( Avg Rank >= 5 & Price < LR63 )
COUNTIF( Sell ) 0 of 10 or 0% , COUNTIF( Held ) 0 of 10 or 0%
ST Holdings: - , Sell: - , Buy: -
(R3,R2,R1) 10m LR63 (5,50) Days
EndD ETF's Class: Price RRS63 RRS42 RRS21 GSDm AvgRank T-Stat % off SMA_PO Status: Held
10-Aug-12 IWM US:SCB 79.92 23% 15% 1% 20% 8.3 3.9 0.3% 2.2% Buy
10-Aug-12 IJH US:MCB 96.17 12% 24% 31% 19% 8.0 4.1 1.9% 2.9% Buy
10-Aug-12 HYG US:FIHY 91.45 22% 17% 8% 10% 8.0 4.5 -0.7% 1.3% Buy
10-Aug-12 LQD US:FIIG 120.00 22% 28% 2% 6% 7.0 10.4 -0.8% 1.3% Buy
10-Aug-12 EFA GL:DM 51.87 21% 30% 106% 21% 5.3 -1.2 3.1% 4.9% Buy
10-Aug-12 EEM GL:EM 40.73 23% 27% 112% 28% 4.3 -0.7 3.3% 4.7% Buy
10-Aug-12 IYR US:REIT 64.48 39% 41% -6% 20% 4.0 12.9 -1.9% 1.9% Buy
10-Aug-12 QQQ US:LCB 66.86 27% 34% 98% 17% 3.7 6.8 2.5% 4.6% Buy
10-Aug-12 IVW US:LCG 76.14 29% 36% 56% 13% 3.3 8.1 1.3% 3.7% Buy
10-Aug-12 IVV US:LCB 141.38 29% 34% 62% 14% 3.0 6.6 1.5% 3.9% 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). 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) Arezi's T-Stat (Slope/StdErr) included as a tie breaker. The critical value is 0.6 based on SP500 weekly periods.
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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