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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 33148  
Subject: Re: ETF Trends & Ranks 2012Q3 Date: 9/14/2012 5:18 PM
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Recommendations: 1
SOLD:
S&P Small Cap 600 (IJR)

BOUGHT:
*-

Taxable_Acct. - BroadMarket_Asset_Allocation: SMA_PO
SELL: IF( SMA20 < SMA200 & SMA10 < SMA100 ), BUY: IF( SMA5 > SMA50 & SMA10 > SMA100 )
COUNTIF( Buy ) 4 of 5 or 80% , COUNTIF( Held ) 3 of 5 or 60%

Hold: Three ( 3 ), LT Holdings: FUSEX,FSIIX,FSEMX , Sell: - , Buy: -
                            Last   (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
13-Sep-12 FUSEX SP500 51.96 5.5% 4.6% 3.9% 22.6% 20.9% 6 0 49 BUY 44
13-Sep-12 FSEMX DJ M/S 41.17 3.8% 5.1% 5.0% 16.9% 15.9% 4 0 49 BUY 10
13-Sep-12 FFNOX AA 29.72 4.5% 4.5% 3.8% 16.6% 14.6% 6 0 49 BUY
13-Sep-12 FSIIX EAFE 33.67 3.6% 5.6% 5.3% 11.1% 8.2% 5 46 15 BUY 31
13-Sep-12 FBIDX USGB 11.98 1.0% 0.5% -0.1% 4.1% 1.8% 6 7 46 SELL


Taxable_Acct. - Tactical_Asset_Rotation: RRS
SELL: IF( AvgRank >= 4.0 or RRS126 < 0 ), BUY: IF( AvgRank < 3.5 & SMA10 > SMA100 )
COUNTIF( Buy ) 2 of 6 or 33% , COUNTIF( Held ) 1 of 6 or 17%

Hold: Two ( 3 ), LT Holdings: VNQ , Sell: - , Buy: DBC
                           Last     6m      3m     2m   TTM   (R6,R3)  % off  % off  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm AvgRank LR126 LR63 SMA_PO Status: Held
14-Sep-12 DBC GL:Com 29.73 0% 100% 63% 18% 3.0 9.0% 0.4% 7.8% BUY
14-Sep-12 VNQ US:RE 68.76 15% 20% 16% 17% 3.0 2.6% 1.8% 3.6% BUY 38
14-Sep-12 PRF US:LC 63.13 3% 41% 54% 14% 3.5 6.9% 2.7% 5.3% HTD
14-Sep-12 TLT US:FIT 118.30 26% -14% -32% 13% 3.5 -8.8% -4.6% -0.7% HTD
14-Sep-12 PXF GL:DM 35.48 -13% 59% 103% 24% 4.0 13.0% 4.7% 6.2% Sell
14-Sep-12 PGX US:PF 14.79 9% 10% 6% 6% 4.0 -0.1% -0.5% 2.0% Sell


Taxable_Acct. - DowJones Sectors(Rated>7): RRS
SELL: IF( AvgRank >= 5.0 or RRS126 < 0 ), BUY: IF( AvgRank < 4.0 & SMA10 > SMA100 )
COUNTIF( Buy ) 1 of 20 or 5% , COUNTIF( Held ) 1 of 20 or 5%

Hold: Three ( 3 ), ST Holdings: ITB , Sell: - , Buy: -
                           Last     6m      3m     2m   TTM   (R6,R3,R2)  % off  % off  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm AvgRank LR126 LR63 SMA_PO Status: Held
14-Sep-12 ITB US:HB 20.19 68% 112% 189% 27% 1.3 11.4% 7.8% 15.2% BUY 44
14-Sep-12 IYE US:EN 43.91 4% 78% 56% 22% 6.7 9.7% 2.7% 6.9% Sell
14-Sep-12 IEZ US:OES 56.51 -3% 131% 71% 32% 7.0 13.5% 2.7% 7.7% Sell
14-Sep-12 IAK US:INS 33.19 -3% 45% 85% 20% 7.7 8.7% 3.6% 5.3% Sell
14-Sep-12 IYW US:TECH 78.30 -5% 58% 89% 19% 7.7 8.3% 1.8% 5.7% Sell
14-Sep-12 IEO US:OGEP 67.78 -6% 90% 73% 32% 8.0 14.1% 4.6% 7.6% Sell
14-Sep-12 IYY US:TM 73.84 4% 41% 51% 14% 8.7 6.2% 2.2% 5.0% Sell
14-Sep-12 IYF US:FIN 60.83 -2% 40% 65% 20% 9.0 9.5% 4.5% 5.8% Sell
14-Sep-12 IYC US:CS 87.72 12% 36% 55% 11% 9.0 5.0% 2.4% 5.6% Sell
14-Sep-12 IYH US:HC 83.66 17% 28% 31% 10% 9.7 2.4% 1.0% 5.0% Sell
14-Sep-12 IHF US:HCP 67.97 4% 25% 58% 18% 10.7 4.8% 2.0% 5.4% Sell
14-Sep-12 IYJ US:IND 72.67 -2% 38% 47% 17% 11.3 6.6% 2.1% 4.0% Sell
14-Sep-12 IYR US:RE 67.80 16% 25% 20% 16% 11.3 3.1% 1.9% 4.2% Sell
14-Sep-12 IYM US:BM 71.77 -12% 38% 68% 24% 12.0 12.2% 6.1% 4.3% Sell
14-Sep-12 IHE US:PH 89.92 21% 16% 14% 11% 12.0 1.6% 1.5% 4.8% Sell
14-Sep-12 IYK US:CG 75.51 2% 27% 26% 9% 12.7 3.1% 0.4% 2.9% Sell
14-Sep-12 IDU US:UT 89.64 16% 0% -20% 8% 14.7 -2.4% -1.0% 0.1% Sell
14-Sep-12 ITA US:AD 66.60 -6% 22% 34% 15% 15.7 5.5% 1.9% 2.8% Sell
14-Sep-12 SHY US:FIT 84.44 0% 0% 0% 0% 16.0 0.0% 0.0% 0.0% Sell
14-Sep-12 IYT US:TA 93.25 -7% -6% 7% 17% 19.0 3.4% 2.9% -0.3% Sell


IRA_Acct. - FIDO_Balanced Trends and Ranks: RRS
SELL: IF( AvgRank >= 5 or RRS126 < 0 ), BUY: IF( AvgRank < 4 & SMA10 > SMA100 )
COUNTIF( Buy ) 1 of 15 or 7% , COUNTIF( Held ) 1 of 15 or 7%

Hold: Three ( 3 ), ST Holdings: DBA , Sell: - , Buy: -
                            Last     6m      3m     2m   TTM   (R6,R3)  % off  % off  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm AvgRank LR126 LR63 SMA_PO Status: Held
14-Sep-12 DBA GLC:AG 30.76 29% 54% 11% 17% 2.0 2.2% -0.7% 7.0% BUY 36
14-Sep-12 IWD US:LCV 74.12 7% 41% 51% 14% 5.0 6.5% 2.7% 5.4% Sell
14-Sep-12 DBP GLC:PM 61.70 -2% 54% 118% 22% 6.0 11.1% 5.4% 8.1% Sell
14-Sep-12 IYR US:REIT 67.80 16% 25% 20% 16% 6.5 3.1% 1.9% 4.2% Sell
14-Sep-12 IWN US:SCV 76.87 2% 35% 69% 18% 7.0 8.5% 4.6% 5.9% Sell
14-Sep-12 IWF US:LCG 68.14 1% 38% 49% 14% 7.0 5.8% 1.8% 4.5% Sell
14-Sep-12 DBE GLC:ENE 29.53 -14% 135% 89% 24% 7.5 11.3% -0.9% 7.4% Sell
14-Sep-12 ACWX GL:LCB 40.98 -10% 43% 61% 20% 7.5 10.7% 4.3% 4.3% Sell
14-Sep-12 DVY US:DIV 58.54 9% 21% 11% 9% 7.5 1.8% 0.4% 2.7% Sell
14-Sep-12 IWO US:SCG 98.63 0% 32% 66% 20% 8.5 7.8% 3.8% 5.9% Sell
14-Sep-12 SCZ GL:SC 39.64 -14% 42% 77% 21% 9.0 11.2% 4.4% 4.4% Sell
14-Sep-12 AGG US:FIT 111.37 5% 1% -4% 2% 9.5 -0.9% -0.6% 0.4% Sell
14-Sep-12 EEM GL:EM 42.37 -13% 30% 38% 24% 11.0 10.1% 4.3% 2.7% Sell
14-Sep-12 SHY US:FIT 84.44 0% 0% 0% 0% 12.0 0.0% 0.0% 0.0% Sell
14-Sep-12 DBB GLC:BM 20.25 -22% 18% 58% 20% 14.0 15.9% 10.1% 3.4% 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 ) 0 of 11 or 0% , COUNTIF( Held ) 0 of 11 or 0%

Hold: One ( 1 ), ST Holdings: - , Sell: - , Buy: -
                           Last     6m      3m     2m   TTM   (R6,R3,R2)  % off  % off  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm AvgRank LR126 LR63 SMA_PO Status: Held
14-Sep-12 RYE US:SE 68.31 1% 103% 86% 29% 3.0 12.7% 3.6% 8.1% Sell
14-Sep-12 RYT US:ST 57.49 -11% 61% 97% 23% 4.7 9.6% 2.0% 5.3% Sell
14-Sep-12 RSP US:LC 53.87 1% 43% 59% 16% 4.7 7.5% 2.9% 5.1% Sell
14-Sep-12 RYF US:SF 29.49 -2% 46% 73% 21% 5.0 10.1% 4.6% 6.1% Sell
14-Sep-12 RCD US:SD 57.45 -2% 39% 75% 17% 5.3 9.0% 4.4% 5.4% Sell
14-Sep-12 RYU US:SU 60.13 30% 32% 10% 9% 6.3 -0.4% -0.9% 4.2% Sell
14-Sep-12 RGI US:SI 58.06 -4% 42% 46% 17% 6.7 6.7% 1.8% 3.8% Sell
14-Sep-12 RHS US:SS 68.78 10% 18% 31% 7% 6.7 0.7% -0.2% 3.2% Sell
14-Sep-12 RYH US:SH 77.13 2% 17% 37% 12% 7.3 4.4% 2.5% 3.5% Sell
14-Sep-12 RTM US:SM 64.29 -9% 32% 44% 21% 8.0 10.6% 5.4% 3.6% Sell
14-Sep-12 TIP US:FIT 121.93 5% 2% -2% 4% 8.3 0.4% 0.9% 0.6% Sell


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

Hold: Three ( 3 ), ST Holdings: EMB , Sell: IYR , Buy: -
                             Last     6m      3m     2m   TTM   (R6,R3)  % off  % off  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm AvgRank LR126 LR63 SMA_PO Status: Held
14-Sep-12 IDV GL:Div'd 33.47 -1% 61% 75% 21% 4.5 9.6% 3.0% 6.6% Sell
14-Sep-12 EMB GL:FIEM 120.74 17% 25% 16% 8% 4.5 1.1% -0.1% 3.9% HTD 49
14-Sep-12 IJR US:SCB 80.14 2% 43% 72% 18% 5.5 8.1% 3.7% 6.2% Sell
14-Sep-12 IYR US:REIT 67.80 16% 25% 20% 16% 5.5 3.1% 1.9% 4.2% Sell
14-Sep-12 EFA GL:DM 55.15 -8% 50% 74% 20% 6.0 10.2% 3.6% 5.1% Sell
14-Sep-12 IJH US:MCB 102.92 -2% 43% 69% 17% 6.0 8.2% 3.3% 5.4% Sell
14-Sep-12 IVV US:LCB 147.88 5% 41% 47% 13% 6.0 5.9% 2.0% 5.0% Sell
14-Sep-12 DVY US:Div'd 58.54 9% 21% 11% 9% 7.0 1.8% 0.4% 2.7% Sell
14-Sep-12 LQD US:FIIG 119.70 11% 10% -4% 6% 7.5 -0.8% -0.8% 1.6% Sell
14-Sep-12 HYG US:FIHY 93.88 6% 12% 12% 9% 8.0 2.2% 1.2% 2.3% Sell
14-Sep-12 SCZ GL:SC 39.64 -14% 42% 77% 21% 8.5 11.2% 4.4% 4.4% Sell
14-Sep-12 EEM GL:EM 42.37 -13% 30% 38% 24% 9.0 10.1% 4.3% 2.7% Sell


Shortables Trends and Ranks: RRS
BUY to Cover: IF( AvgRank < 4 or RRS21 > 0 ), SELL Short: IF( AvgRank >= 5 & SMA5 < SMA50 )
COUNTIF( Sell ) 0 of 10 or 0% , COUNTIF( Held ) 0 of 10 or 0%

ST Holdings: - , Sell: - , Buy: -
                            Last     3m     2m     1m   TTM   (R3,R2,R1)  % off  % off  (5,50)           Days
EndD ETF's Class: Price RRS63 RRS42 RRS21 GSDm AvgRank LR63 LR42 SMA_PO Status: Held
14-Sep-12 LQD US:FIIG 119.70 10% -4% 15% 6% 10.0 -0.8% 0.1% 0.1% Buy
14-Sep-12 HYG US:FIHY 93.88 12% 12% 30% 9% 8.3 1.2% 1.2% 1.7% Buy
14-Sep-12 EEM GL:EM 42.37 30% 38% 27% 24% 7.3 4.3% 3.9% 4.1% Buy
14-Sep-12 IYR US:REIT 67.80 25% 20% 62% 16% 6.3 1.9% 2.3% 2.5% Buy
14-Sep-12 IVW US:LCG 79.33 40% 43% 34% 12% 5.7 1.5% 1.3% 3.5% Buy
14-Sep-12 IVV US:LCB 147.88 41% 47% 44% 13% 4.7 2.0% 1.7% 4.0% Buy
14-Sep-12 QQQ US:LCB 70.18 56% 77% 25% 17% 3.7 1.2% 0.3% 4.2% Buy
14-Sep-12 IWM US:SCB 86.40 34% 68% 104% 19% 3.7 4.2% 2.8% 5.5% Buy
14-Sep-12 IJH US:MCB 102.92 43% 69% 87% 17% 2.7 3.3% 2.3% 5.3% Buy
14-Sep-12 EFA GL:DM 55.15 50% 74% 56% 20% 2.7 3.6% 2.7% 5.7% 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). 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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