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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 33140  
Subject: Re: ETF Trends & Ranks 2012Q2 Date: 4/27/2012 5:02 PM
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Recommendations: 2
SOLD:
Russell 2000 Growth Index (IWO)
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 ) 1 of 5 or 20% , COUNTIF( Held ) 1 of 5 or 20%

Hold: Two ( 2 ), LT Holdings: PRF , Sell: - , Buy: VNQ
                                                               (R6,R3)   LR126  LR126  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm Avg Rank STEYX % off SMA_PO Status: Held
27-Apr-12 VNQ US:RE 65.64 39% 14% 29% 26% 1.0 1.5 1.4% 5.2% BUY
27-Apr-12 PRF US:LC 60.03 35% 12% -5% 22% 2.0 1.3 -1.7% 2.6% HTD 104
27-Apr-12 DBC GL:Com 28.30 14% -5% -29% 18% 3.5 0.7 -2.4% -0.5% Sell
27-Apr-12 PXF GL:DM 34.79 20% -15% -37% 26% 4.0 1.4 -2.6% -0.6% Sell
27-Apr-12 TLT US:FILB 117.29 -7% -10% 12% 17% 4.5 2.5 2.1% 0.1% Sell


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 ) 2 of 20 or 10% , COUNTIF( Held ) 3 of 20 or 15%

Hold: Three ( 3 ), ST Holdings: ITB,IYF,IYW , Sell: IYW , 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
27-Apr-12 ITB US:HB 15.73 113% 34% 20% 45% 3.0 0.6 1.8% 7.5% BUY 91
27-Apr-12 IYF US:FIN 58.08 62% 39% 19% 29% 3.0 1.7 -1.7% 6.0% HTD 41
27-Apr-12 IYC US:CS 82.62 46% 35% 20% 20% 3.3 1.4 0.6% 5.6% BUY
27-Apr-12 IHF US:HCP 65.06 44% 30% 25% 28% 3.7 1.2 -3.3% 5.2% HTD
27-Apr-12 IYW US:TECH 76.41 60% 42% 10% 23% 4.3 2.3 -2.3% 5.7% HTD 29
27-Apr-12 IHE US:PH 84.05 43% 22% 11% 18% 7.0 1.4 -0.2% 3.2% Sell
27-Apr-12 IYR US:RE 64.00 37% 12% 21% 25% 7.7 1.5 1.0% 4.7% Sell
27-Apr-12 IYH US:HC 78.21 37% 19% 19% 18% 8.3 1.2 -0.9% 3.7% Sell
27-Apr-12 IYK US:CG 74.31 29% 25% 11% 14% 8.7 1.0 -0.4% 3.6% Sell
27-Apr-12 IAK US:INS 32.21 40% 13% 2% 27% 10.0 0.8 -0.9% 3.6% Sell
27-Apr-12 IYY US:TM 70.63 39% 18% 2% 21% 10.3 1.5 -1.3% 3.5% Sell
27-Apr-12 IYJ US:IND 71.42 41% 3% -5% 28% 11.0 1.9 -2.0% 2.6% Sell
27-Apr-12 IYT US:T 93.84 21% -3% 8% 29% 13.3 2.2 -1.7% 1.4% Sell
27-Apr-12 ITA US:AD 67.42 36% 1% -8% 25% 13.7 1.6 -1.6% 2.2% Sell
27-Apr-12 BND US:FIT 83.87 0% -2% 3% 3% 15.3 0.3 0.5% 0.3% Sell
27-Apr-12 IDU US:UT 87.43 2% -1% -6% 11% 16.0 1.1 1.5% -0.2% Sell
27-Apr-12 IYM US:BM 70.56 19% -19% -11% 34% 16.3 2.6 -1.4% 0.6% Sell
27-Apr-12 IYE US:EN 40.88 13% -22% -43% 29% 17.3 1.4 -2.9% -2.5% Sell
27-Apr-12 IEO US:OGEP 64.15 8% -36% -59% 39% 18.7 3.2 -3.3% -5.2% Sell
27-Apr-12 IEZ US:OES 53.22 4% -40% -52% 43% 19.0 2.5 -3.1% -4.2% 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 ) 1 of 14 or 7% , COUNTIF( Held ) 1 of 14 or 7%

Hold: Three ( 3 ), ST Holdings: IWF , Sell: IWO , Buy: IYR
                                                               (R6,R3)   LR126  LR126  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm Avg Rank STEYX % off SMA_PO Status: Held
27-Apr-12 IWF US:LCG 66.29 43% 25% 9% 21% 1.0 1.4 -0.9% 4.6% HTD 29
27-Apr-12 IYR US:REIT 64.00 37% 12% 21% 25% 2.5 1.5 1.0% 4.7% BUY
27-Apr-12 IWD US:LCV 69.70 35% 12% -4% 22% 4.0 1.5 -1.6% 2.5% HTD
27-Apr-12 SCZ GL:SC 39.90 32% 6% -7% 24% 5.0 1.4 -0.6% 3.7% HTD
27-Apr-12 IWO US:SCG 94.74 39% -5% -12% 31% 5.5 3.0 -1.9% 1.6% Sell
27-Apr-12 IWN US:SCV 72.70 37% -4% -4% 29% 6.0 2.1 -1.8% 1.5% Sell
27-Apr-12 DBE GLC:ENE 29.77 22% 5% -30% 20% 7.0 0.8 -2.8% 0.6% Sell
27-Apr-12 SHY US:FI 84.44 -1% 0% 1% 1% 9.0 0.1 0.1% 0.0% Sell
27-Apr-12 AGG US:FI 110.64 1% -2% 2% 3% 9.0 0.5 0.3% 0.4% Sell
27-Apr-12 ACWX GL:LCB 40.29 23% -5% -22% 24% 9.0 1.3 -1.7% 1.3% Sell
27-Apr-12 EEM GL:EM 42.31 28% -14% -29% 30% 9.0 1.8 -3.4% 0.9% Sell
27-Apr-12 DBB GLC:BM 20.02 13% -27% -40% 27% 11.5 0.8 -2.6% -2.1% Sell
27-Apr-12 DBA GLC:AG 27.21 -13% -26% -36% 14% 13.0 0.6 -1.9% -4.4% Sell
27-Apr-12 DBP GLC:PM 57.69 -7% -29% -26% 29% 13.5 2.2 -0.4% -2.0% 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 <= 2.0 & 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
27-Apr-12 RCD US:SD 55.45 49% 29% 6% 27% 2.3 1.3 -0.2% 5.1% HTD
27-Apr-12 RYF US:SF 28.09 59% 24% 3% 31% 2.7 0.9 -2.2% 4.6% HTD 64
27-Apr-12 RYH US:SH 74.57 42% 20% 18% 21% 3.0 1.6 -1.5% 4.3% HTD
27-Apr-12 RHS US:SS 66.67 22% 21% 15% 13% 4.3 0.7 0.1% 3.0% Sell
27-Apr-12 RSP US:LC 51.63 36% 9% -4% 24% 6.0 1.3 -1.6% 2.8% Sell
27-Apr-12 RYT US:ST 57.02 43% 7% -8% 27% 6.0 1.9 -3.1% 2.9% Sell
27-Apr-12 RTM US:SM 63.12 36% -4% 2% 31% 7.7 2.0 -1.9% 2.6% Sell
27-Apr-12 RGI US:SI 57.40 36% -3% -11% 29% 8.0 1.6 -2.3% 1.8% Sell
27-Apr-12 HYG US:HY 91.02 11% -3% -6% 12% 8.3 1.4 -0.6% 0.6% Sell
27-Apr-12 IEF US:TB 105.60 0% -4% 8% 7% 8.7 0.9 1.0% 0.6% Sell
27-Apr-12 RYU US:SU 54.92 2% -2% -12% 13% 9.7 0.7 0.8% -0.4% Sell
27-Apr-12 RYE US:SE 63.05 3% -33% -51% 37% 11.3 2.7 -2.6% -3.9% 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 ) 1 of 12 or 8% , COUNTIF( Held ) 1 of 12 or 8%

Hold: Three ( 3 ), ST Holdings: IJH , Sell: - , Buy: IYR
                                                               (R6,R3)   LR126  LR126  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm Avg Rank STEYX % off SMA_PO Status: Held
27-Apr-12 IVV US:LCB 140.91 38% 20% 3% 20% 2.0 2.9 -1.2% 3.5% HTD
27-Apr-12 IYR US:REIT 64.00 37% 12% 21% 25% 3.0 1.5 1.0% 4.7% BUY
27-Apr-12 IJH US:MCB 99.79 41% 8% -5% 27% 3.0 2.7 -1.1% 3.3% HTD 65
27-Apr-12 IJR US:SCB 76.07 40% -2% -4% 28% 5.0 2.1 -1.9% 1.8% HTD
27-Apr-12 DVY US:SD 56.88 21% 10% 3% 16% 5.5 0.8 0.2% 2.2% Sell
27-Apr-12 SCZ GL:SC 39.90 32% 6% -7% 24% 5.5 1.4 -0.6% 3.7% Sell
27-Apr-12 EMB GL:FI 113.95 10% 8% -2% 8% 7.0 1.2 0.3% 1.9% Sell
27-Apr-12 EFA GL:DM 54.06 22% -3% -20% 23% 8.0 1.8 -1.2% 1.3% Sell
27-Apr-12 EEM GL:EM 42.31 28% -14% -29% 30% 9.0 1.8 -3.4% 0.9% Sell
27-Apr-12 TIP US:FI 119.55 4% 0% 7% 5% 9.5 0.7 0.6% 1.1% Sell
27-Apr-12 IDV GL:SD 32.01 17% -8% -27% 22% 10.0 1.0 -1.0% 0.3% Sell
27-Apr-12 LQD US:FI 116.55 7% -3% -2% 6% 10.5 1.3 -0.1% 1.0% Sell


Shortables Trends and Ranks: RRS
BUY: to Cover IF( Avg Rank <= 5 ), SELL: Short IF( Avg Rank >= 6 & Price < LR63 )
COUNTIF( Sell ) 2 of 10 or 20% , 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
27-Apr-12 EEM GL:EM 42.31 -14% -29% -26% 30% 9.0 0.7 0.0% 0.9% SELL
27-Apr-12 IWM US:SCB 82.38 -4% -8% -28% 30% 8.3 1.5 1.5% 1.5% HTD
27-Apr-12 GSG GL:COM 34.58 -1% -30% -25% 19% 7.7 0.8 -1.0% -0.2% SELL
27-Apr-12 EFA GL:DM 54.06 -3% -20% -20% 23% 7.3 1.0 0.5% 1.3% HTD
27-Apr-12 IJH US:MCB 99.79 8% -5% -10% 27% 5.0 1.5 1.1% 3.3% Buy
27-Apr-12 AGG US:T 110.64 -2% 2% 14% 3% 4.3 0.5 0.7% 0.4% Buy
27-Apr-12 QQQ US:LCB 67.24 45% 16% -32% 22% 4.3 1.2 -1.3% 6.2% Buy
27-Apr-12 DIA US:LCB 132.00 10% 1% -3% 18% 4.0 1.3 0.7% 2.5% Buy
27-Apr-12 IVV US:LCB 140.91 20% 3% -15% 20% 3.3 1.9 -0.2% -1.2% Buy
27-Apr-12 IYR US:REIT 64.00 12% 21% 39% 25% 1.7 0.8 2.7% 4.7% 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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