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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 33165  
Subject: Re: ETF Trends & Ranks 2013Q2 Date: 6/21/2013 4:58 PM
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Recommendations: 3
SOLD:
Vanguard REIT Index ETF (VNQ)

BOUGHT:
*-

Taxable_Acct. - BroadMarket_Asset_Allocation: PO
SELL: IF( SMA4 < SMA32 & SMA2 < x*SMA16 ), BUY: IF( SMA2 > SMA16 & Pri > SMA8 )
COUNTIF( B&H ) 3 of 5 or 60% , COUNTIF( Held ) 3 of 5 or 60%

LT Hold: Three ( 3 ), Holdings: FUSVX,FSIVX,FSEVX , Sell: - , Buy: -
                 EndD   SlowPO  IntPO  FastPO   TTM   LastPO  LastPri  % Off  LastPri           Days
Ticker Index Price 4/32w 2/16w 1/8w NTR Signal LR32w LR16w LR8w Status: Held
FFNOX
FNO 31.48 3.9% -0.2% -3.0% 17.9% 48 32.84 -3.4% 31.97 B&H NA
FUSVX SP500 56.51 6.3% 0.7% -2.5% 21.1% 53 59.04 -3.3% 57.62 B&H 321
FSIVX EAFE 35.27 1.7% -1.9% -4.6% 21.1% 43 37.43 -4.4% 35.69 B&H 308
FSEVX DJ M/S 45.01 6.1% 0.5% -2.5% 25.8% 42 47.17 -2.9% 45.90 B&H 287
FSITX USAB 11.49 -1.8% -1.7% -1.9% 0.1% 7 11.70 -1.4% 11.54 SELL
FSRRX SRR 9.36 -2.0% -2.8% -3.1% 2.4% 0 9.70 -2.3% 9.44 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,PXF , Sell: VNQ , 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 71.28 39% 31% 12% 1.0 74.27 74.87 -4.2% 4.3% BUY 265
PXF GL:DM 36.68 12% 19% 18% 2.5 39.52 38.95 -6.5% 2.2% BUY 29
VNQ US:RE 66.61 21% -14% 19% 3.0 74.07 74.06 -6.8% 1.0% HTD
DBC GL:Com 25.43 -17% -12% 17% 4.5 26.08 25.75 -1.7% -2.6% Sell
PGX US:PF 14.07 -2% -16% 6% 4.5 14.75 14.71 -2.8% -1.1% Sell
TLT US:FIT 108.40 -7% -30% 16% 5.5 115.40 115.99 -3.9% -2.5% 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 ) 0 of 11 or 0% , COUNTIF( Held ) 0 of 11 or 0%

ST Hold: Three ( 3 ), Holdings: - , Sell: - , Buy: -
                 Last     6m      3m     1m   TTM   LastPri  LastPri  % Off  LastPri           Days
ETF's Class: Price RRS126 RRS63 RRS21 GSDm LR189 LR126 LR63 LR21 Status: Held
IWC
US:MSC 60.85 37% 46% 0% 19% 61.47 62.05 -2.5% 61.74 HTD
IWM US:SC 95.98 32% 37% -16% 18% 98.72 98.95 -3.2% 97.36 HTD
IWL US:LC 36.35 32% 28% -25% 12% 37.16 37.79 -3.6% 36.83 HTD
IWR US:MC 127.69 34% 25% -31% 13% 133.95 134.36 -4.2% 129.59 HTD
ACWX GL:LCB 40.84 5% -1% -55% 16% 44.35 43.66 -5.9% 41.57 Sell
SCZ GL:SC 42.57 18% -2% -34% 15% 45.71 45.29 -4.1% 43.04 Sell
AGG US:FI 106.61 -3% -12% -24% 4% 109.40 109.52 -1.7% 107.64 Sell
RWR US:REIT 72.73 20% -15% -70% 20% 81.56 81.60 -8.0% 74.08 Sell
TLH US:FIT 125.63 -3% -21% -35% 9% 131.78 132.17 -3.1% 128.07 Sell
RWX GL:REIT 38.41 10% -33% -68% 22% 44.01 43.79 -7.9% 39.45 Sell
DGL GL:Gold 43.78 -41% -48% -55% 24% 47.00 45.80 -2.7% 45.50 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 ) 0 of 12 or 0% , COUNTIF( Held ) 0 of 12 or 0%

ST Hold: Three ( 3 ), Holdings: - , Sell: - , Buy: -
                  Last     6m      3m     1m   TTM   LastPri  LastPri  % Off  LastPri           Days
ETF's Class: Price RRS126 RRS63 RRS21 GSDm LR189 LR126 LR63 LR21 Status: Held
IJR
US:SCB 89.44 33% 41% -13% 17% 91.51 91.78 -3.0% 90.50 HTD
IVV US:LCB 160.70 33% 29% -27% 13% 165.38 167.39 -3.8% 162.78 HTD
IJH US:MCB 113.77 31% 22% -34% 14% 120.35 120.11 -4.5% 115.86 HTD
DVY US:Div'd 63.41 32% 11% -28% 11% 65.91 66.73 -3.4% 64.00 HTD
EFA GL:DM 57.94 15% 8% -42% 16% 62.27 61.65 -5.5% 59.01 Sell
SCZ GL:SC 42.57 18% -2% -34% 15% 45.71 45.29 -4.1% 43.04 Sell
HYG US:FIHY 90.15 -1% -12% -36% 7% 94.54 93.96 -3.0% 91.05 Sell
IDV GL:EPAC 32.36 1% -12% -48% 17% 35.38 34.73 -5.4% 33.00 Sell
LQD US:FIIG 112.21 -5% -19% -45% 8% 118.40 118.34 -3.7% 114.15 Sell
IYR US:REIT 64.42 16% -20% -69% 19% 72.08 71.94 -7.1% 65.19 Sell
EEM GL:EM 37.41 -18% -25% -79% 20% 42.36 40.84 -7.8% 37.95 Sell
ILTB US:FILB 56.01 -9% -30% -60% 13% 60.42 60.59 -5.3% 57.29 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 ) 5 of 10 or 50% , 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
EEM
GL:EM 37.41 -25% -56% -79% 20% 9.7 40.56 -4.6% 37.95 SELL
IYR US:REIT 64.42 -20% -56% -69% 19% 8.7 69.32 -3.2% 65.19 SELL
IAU US:LCB 12.58 -47% -44% -53% 23% 8.7 12.91 -3.7% 13.06 SELL
LQD US:FIIG 112.21 -19% -36% -45% 8% 7.0 116.53 -2.1% 114.15 SELL
HYG US:FIHY 90.15 -12% -30% -36% 7% 5.7 92.90 -1.5% 91.05 SELL
EFA GL:DM 57.94 8% -29% -42% 16% 5.3 61.31 -2.9% 59.01 HTD
IJH US:MCB 113.77 22% 3% -34% 14% 4.0 119.16 -3.7% 115.86 Buy
IVW US:LCG 83.85 27% 6% -30% 13% 3.0 87.35 -3.0% 84.91 Buy
IVV US:LCB 160.70 29% 11% -27% 13% 2.0 166.98 -3.0% 162.78 Buy
IWM US:SCB 95.98 37% 30% -16% 18% 1.0 99.18 -3.2% 97.36 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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