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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 2013Q2 Date: 5/31/2013 5:08 PM
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Recommendations: 3
SOLD:
SPDR DJ Wilshire Int'l REIT (RWX)
BOUGHT:
*-

Taxable_Acct. - BroadMarket_Asset_Allocation: PO
SELL: IF( SMA40 < SMA150 & SMA20 < SMA150 ), BUY: IF( SMA20 > SMA150 & SMA10 > SMA150 )
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   LastPri  LastPri  LastPri           Days
Ticker Index Price 40/150 20/150 10/150 NTR %GL LR189 LR126 LR63 Status: Held
FUSVX
SP500 58.80 6.7% 9.2% 10.0% 28.4% 26.2% 57.34 58.64 58.70 B&H 300
FSIVX EAFE 37.21 5.2% 7.1% 6.7% 32.3% 29.3% 37.53 37.66 38.01 B&H 288
FSEVX DJ M/S 46.82 6.3% 9.0% 9.7% 31.2% 26.4% 45.93 46.79 46.51 B&H 267
FSITX USAB 11.69 -0.1% -0.6% -1.0% 1.5% -1.9% 11.77 11.79 11.81 SELL
FSRRX SRR 9.64 0.4% 0.4% 0.0% 5.6% 3.9% 9.76 9.80 9.78 B&H


Taxable_Acct. - Tactical_Asset_Rotation: RRS & PO
SELL: IF( AvgRank >= 4.0 or SMA30 < SMA100 ), BUY: IF( AvgRank < 3.5 & RRS63 > 0 )
COUNTIF( Buy ) 3 of 6 or 50% , COUNTIF( Held ) 3 of 6 or 50%

LT Hold: Three ( 3 ), Holdings: PRF,VNQ,PXF , Sell: - , 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
VNQ
US:RE 70.78 39% 45% 14% 1.5 74.09 75.95 -7.3% 5.1% BUY 117
PRF US:LC 73.43 46% 40% 12% 1.5 72.93 74.33 -0.9% 4.8% BUY 245
PXF GL:DM 38.52 20% 38% 16% 3.0 39.46 39.27 -3.1% 3.3% BUY 9
TLT US:FIT 114.45 -6% 2% 15% 5.0 117.24 117.64 -4.0% 0.6% Sell
PGX US:PF 14.69 3% 3% 4% 4.0 14.91 14.97 -1.8% 0.4% Sell
DBC GL:Com 25.86 -15% -19% 19% 6.0 26.27 26.08 0.1% -3.4% 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 ) 2 of 11 or 18%

ST Hold: Three ( 3 ), Holdings: RWR,IWR , Sell: RWX , Buy: IWL
                 Last     6m      3m     1m   TTM   LastPri  LastPri  % Off  LastPri           Days
ETF's Class: Price RRS126 RRS63 RRS21 GSDm LR189 LR126 LR63 LR21 Status: Held
RWR
US:REIT 77.95 37% 45% -49% 15% 81.48 83.56 -7.6% 81.30 HTD 39
IWL US:LC 37.11 34% 37% 34% 12% 36.50 37.38 -1.1% 37.84 BUY
IWR US:MC 131.75 44% 36% 27% 13% 131.80 134.03 -1.2% 134.40 BUY 11
IWC US:MSC 61.30 42% 29% 83% 20% 59.89 61.15 1.2% 62.11 HTD
IWM US:SC 97.80 39% 27% 62% 18% 96.60 98.21 0.6% 99.44 Sell
RWX GL:REIT 41.12 22% 25% -76% 14% 44.83 45.02 -9.6% 42.48 Sell
SCZ GL:SC 43.71 31% 24% -46% 12% 45.77 45.94 -4.4% 44.50 Sell
ACWX GL:LCB 43.00 15% 20% -30% 13% 44.64 44.35 -3.5% 44.06 Sell
TLH US:FIT 130.66 -2% 1% -40% 9% 133.08 133.36 -2.8% 130.55 Sell
AGG US:FI 109.11 -2% -1% -20% 3% 110.10 110.30 -1.2% 109.28 Sell
DGL GL:Gold 46.95 -38% -52% -58% 23% 49.20 47.73 1.5% 46.26 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 ) 1 of 12 or 8% , COUNTIF( Held ) 3 of 12 or 25%

ST Hold: Three ( 3 ), Holdings: DVY,IYR,EFA , Sell: EFA , 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
IVV
US:LCB 164.30 37% 37% 35% 12% 162.44 166.01 -1.2% 167.69 BUY
DVY US:Div'd 64.63 38% 34% -6% 10% 65.09 66.60 -3.0% 65.93 HTD 60
IYR US:REIT 68.69 34% 33% -52% 13% 72.33 73.97 -7.3% 71.54 HTD 39
IJH US:MCB 118.33 42% 32% 28% 13% 118.52 120.06 -0.7% 120.35 HTD
EFA GL:DM 60.07 24% 32% -31% 13% 62.23 62.21 -4.1% 61.62 Sell 10
IJR US:SCB 90.68 39% 31% 63% 17% 89.43 90.92 0.4% 92.36 Sell
SCZ GL:SC 43.71 31% 24% -46% 12% 45.77 45.94 -4.4% 44.50 Sell
IDV GL:EPAC 33.60 12% 9% -56% 14% 35.72 35.53 -5.1% 34.36 Sell
HYG US:FIHY 92.92 4% 5% -28% 6% 95.18 95.17 -2.6% 94.10 Sell
ILTB US:FILB 60.15 -5% 5% -49% 12% 61.58 61.68 -4.0% 60.34 Sell
LQD US:FIIG 117.85 -2% 1% -30% 6% 119.99 119.97 -2.3% 118.33 Sell
EEM GL:EM 41.19 -7% 0% -47% 16% 43.60 42.49 -3.5% 42.11 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 13.46 -50% -46% -57% 23% 10.0 13.26 1.1% 13.26 HTD
LQD US:FIIG 117.85 1% -13% -30% 6% 7.7 120.61 -1.4% 118.33 SELL
EEM GL:EM 41.19 0% 17% -47% 16% 7.7 42.67 -4.7% 42.11 Buy
HYG US:FIHY 92.92 5% 1% -28% 6% 6.7 95.38 -2.4% 94.10 Buy
IYR US:REIT 68.69 33% 11% -52% 13% 6.3 74.11 -6.5% 71.54 Buy
EFA GL:DM 60.07 32% 41% -31% 13% 5.7 62.65 -4.7% 61.62 Buy
IJH US:MCB 118.33 32% 64% 28% 13% 3.0 119.20 -2.1% 120.35 Buy
IVV US:LCB 164.30 37% 59% 35% 12% 2.7 166.24 -2.2% 167.69 Buy
IVW US:LCG 85.99 40% 61% 26% 12% 2.7 87.26 -2.4% 87.74 Buy
IWM US:SCB 97.80 27% 76% 62% 18% 2.7 97.20 -1.4% 99.44 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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