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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 33136  
Subject: Re: ETF Trends & Ranks 2012Q2 Date: 6/1/2012 4:41 PM
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Recommendations: 3
SOLD:
Vanguard REIT Index ETF (VNQ)
Dow Jones US Real Estate (IYR)
DJ US Real Estate (IYR)
Short:PowerShares QQQ (QQQ)

BOUGHT:
*-

Taxable_Acct. - Tactical_Asset_Allocation: RRS
SELL: IF( Avg Rank >= 3.5 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Avg Rank < 3.0 & Price > LR126 )
COUNTIF( Buy ) 1 of 6 or 17% , COUNTIF( Held ) 0 of 6 or 0%

Hold: Two ( 2 ), LT Holdings: - , Sell: VNQ , Buy: TLT
                                                             (R6,R3)   LR126  LR126   (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm Avg Rank STEYX % off SMA_PO Status: Held
1-Jun-12 VNQ US:RE 60.99 32% 10% -2% 26% 1.5 1.6 -6.9% -0.4% Sell
1-Jun-12 TLT US:FIT 130.36 1% 55% 92% 18% 2.5 3.5 10.3% 6.3% BUY
1-Jun-12 PGX US:PF 14.15 9% -7% -8% 8% 3.0 0.2 -2.2% -1.0% Sell
1-Jun-12 PRF US:LC 54.65 16% -26% -37% 22% 3.0 1.9 -8.4% -4.3% Sell
1-Jun-12 DBC GL:Com 24.72 -2% -45% -55% 19% 5.0 1.1 -11.0% -8.0% Sell
1-Jun-12 PXF GL:DM 29.27 -2% -55% -63% 28% 6.0 1.9 -13.2% -11.5% 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 ) 0 of 20 or 0% , COUNTIF( Held ) 1 of 20 or 5%

Hold: Three ( 3 ), ST Holdings: ITB , 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
1-Jun-12 ITB US:HB 14.32 82% 35% 70% 45% 1.0 0.6 -10.1% 4.8% HTD 125
1-Jun-12 IYR US:RE 59.67 30% 6% -2% 25% 3.7 1.5 -6.8% -0.5% Sell
1-Jun-12 IHE US:PH 79.50 24% 3% -4% 18% 5.0 1.4 -5.2% 0.5% Sell
1-Jun-12 IYC US:CS 76.61 34% -4% -17% 20% 6.0 1.9 -7.1% -0.2% Sell
1-Jun-12 IYH US:HC 73.96 23% -1% -14% 18% 6.3 1.5 -5.9% -0.5% Sell
1-Jun-12 IDU US:UT 87.05 2% 6% 19% 11% 6.7 0.9 0.5% 0.9% Sell
1-Jun-12 SHY US:FIT 84.46 0% 1% 1% 1% 8.0 0.1 0.1% 0.0% Sell
1-Jun-12 IYK US:CG 69.76 19% -9% -22% 14% 9.0 1.4 -6.0% -1.1% Sell
1-Jun-12 IYY US:TM 64.29 21% -22% -35% 21% 9.3 2.2 -8.6% -3.4% Sell
1-Jun-12 IYF US:FIN 51.11 36% -27% -48% 29% 10.3 2.4 -12.0% -4.7% Sell
1-Jun-12 IYT US:T 88.34 6% -12% -23% 28% 10.7 2.3 -5.5% -3.0% Sell
1-Jun-12 IAK US:INS 28.50 20% -26% -42% 27% 11.0 1.1 -10.5% -5.3% Sell
1-Jun-12 IYJ US:IND 64.11 17% -27% -37% 28% 12.0 2.6 -9.4% -4.7% Sell
1-Jun-12 IYW US:TECH 67.70 37% -33% -54% 24% 12.0 3.5 -11.8% -4.7% Sell
1-Jun-12 IHF US:HCP 59.64 19% -26% -51% 29% 12.7 2.3 -8.6% -4.3% Sell
1-Jun-12 ITA US:AD 60.17 12% -30% -41% 26% 13.3 2.4 -9.2% -5.7% Sell
1-Jun-12 IYE US:EN 35.81 -8% -47% -48% 30% 17.0 1.8 -10.1% -8.8% Sell
1-Jun-12 IYM US:BM 61.36 -2% -38% -53% 35% 17.0 3.2 -10.0% -9.1% Sell
1-Jun-12 IEZ US:OES 45.10 -17% -54% -56% 44% 19.3 3.0 -11.9% -11.8% Sell
1-Jun-12 IEO US:OGEP 53.09 -14% -61% -62% 41% 19.7 4.1 -13.9% -12.8% 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 ) 0 of 14 or 0% , COUNTIF( Held ) 0 of 14 or 0%

Hold: Three ( 3 ), ST Holdings: - , Sell: IYR , Buy: -
                                                              (R6,R3)   LR126  LR126   (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm Avg Rank STEYX % off SMA_PO Status: Held
1-Jun-12 IYR US:REIT 59.67 30% 6% -2% 25% 1.0 1.5 -6.8% -0.5% Sell
1-Jun-12 IWF US:LCG 60.13 27% -19% -36% 21% 3.0 2.1 -9.1% -2.8% Sell
1-Jun-12 IWD US:LCV 63.72 16% -24% -33% 22% 4.0 2.1 -8.1% -3.8% Sell
1-Jun-12 AGG US:FIT 111.60 2% 6% 8% 3% 5.5 0.5 0.8% 0.6% Sell
1-Jun-12 IWN US:SCV 65.69 13% -26% -35% 29% 6.0 2.6 -8.5% -4.9% Sell
1-Jun-12 IWO US:SCG 84.12 15% -31% -40% 31% 6.0 3.9 -10.1% -5.5% Sell
1-Jun-12 SHY US:FIT 84.46 0% 1% 1% 1% 7.0 0.1 0.1% 0.0% Sell
1-Jun-12 SCZ GL:SC 34.04 16% -39% -56% 26% 7.0 1.9 -12.8% -8.1% Sell
1-Jun-12 ACWX GL:LCB 34.80 5% -44% -57% 25% 10.0 1.8 -11.5% -8.9% Sell
1-Jun-12 EEM GL:EM 36.69 5% -48% -62% 31% 10.0 2.4 -12.1% -10.5% Sell
1-Jun-12 DBA GLC:AG 25.80 -16% -33% -32% 14% 11.0 0.6 -4.3% -5.9% Sell
1-Jun-12 DBP GLC:PM 55.43 -10% -35% -42% 29% 11.0 2.4 -1.4% -6.9% Sell
1-Jun-12 DBB GLC:BM 18.15 -3% -39% -40% 27% 11.5 0.9 -7.8% -7.9% Sell
1-Jun-12 DBE GLC:ENE 24.75 1% -51% -63% 22% 12.0 1.4 -14.9% -9.6% Sell


IRA_Acct. - S&P Equal Weight Sector ETF's: RRS
SELL: IF( Avg Rank >= 3.0 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Avg Rank < 2.5 & Price > LR126 )
COUNTIF( Buy ) 0 of 12 or 0% , COUNTIF( Held ) 0 of 12 or 0%

Hold: One ( 1 ), ST Holdings: - , 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
1-Jun-12 RHS US:SS 63.91 15% 2% -6% 13% 3.7 0.7 -4.2% 0.3% Sell
1-Jun-12 TIP US:FIT 121.01 6% 12% 16% 5% 4.0 0.7 0.9% 1.6% Sell
1-Jun-12 RYH US:SH 69.65 28% -8% -25% 21% 4.0 2.0 -7.5% -1.6% Sell
1-Jun-12 RCD US:SD 49.70 33% -20% -33% 27% 4.3 1.9 -9.9% -2.8% Sell
1-Jun-12 RYU US:SU 54.61 1% 0% 11% 13% 5.3 0.6 0.1% 0.2% Sell
1-Jun-12 SDY US:Div'd 53.49 8% -14% -20% 16% 6.0 1.0 -5.0% -2.4% Sell
1-Jun-12 RSP US:LC 46.55 18% -26% -38% 24% 6.0 1.8 -9.3% -4.5% Sell
1-Jun-12 RYF US:SF 24.73 32% -30% -46% 31% 6.7 1.2 -11.9% -5.4% Sell
1-Jun-12 RGI US:SI 51.90 11% -30% -40% 29% 7.7 2.2 -8.4% -5.6% Sell
1-Jun-12 RTM US:SM 55.12 10% -33% -52% 32% 9.3 2.8 -10.8% -7.7% Sell
1-Jun-12 RYT US:ST 49.17 17% -43% -59% 27% 9.3 2.9 -13.0% -8.2% Sell
1-Jun-12 RYE US:SE 54.29 -13% -52% -53% 38% 11.7 3.2 -11.3% -10.8% 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 ) 0 of 12 or 0% , COUNTIF( Held ) 0 of 12 or 0%

Hold: Three ( 3 ), ST Holdings: - , Sell: IYR , Buy: -
                                                               (R6,R3)   LR126  LR126   (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm Avg Rank STEYX % off SMA_PO Status: Held
1-Jun-12 IYR US:REIT 59.67 30% 6% -2% 25% 1.0 1.5 -6.8% -0.5% Sell
1-Jun-12 DVY US:Div'd 53.83 12% -7% -11% 15% 4.5 0.8 -4.5% -1.1% Sell
1-Jun-12 IJH US:MCB 89.71 22% -24% -33% 27% 4.5 3.5 -9.6% -4.0% Sell
1-Jun-12 IVV US:LCB 128.76 21% -21% -34% 20% 4.5 4.1 -8.3% -3.2% Sell
1-Jun-12 LQD US:FIIG 117.29 7% 4% 5% 6% 5.0 1.1 0.2% 0.1% Sell
1-Jun-12 EMB GL:FIEM 108.50 8% -8% -14% 8% 5.5 1.4 -4.5% -1.4% Sell
1-Jun-12 IJR US:SCB 68.57 16% -24% -34% 28% 6.0 2.7 -9.0% -4.6% Sell
1-Jun-12 SCZ GL:SC 34.04 16% -39% -56% 26% 7.0 1.9 -12.8% -8.1% Sell
1-Jun-12 HYG US:FIHY 86.47 3% -9% -13% 12% 8.0 1.3 -4.5% -2.3% Sell
1-Jun-12 EFA GL:DM 46.55 5% -43% -54% 24% 10.0 2.4 -11.6% -8.6% Sell
1-Jun-12 EEM GL:EM 36.69 5% -48% -62% 31% 10.5 2.4 -12.1% -10.5% Sell
1-Jun-12 IDV GL:Div'd 27.71 2% -44% -53% 23% 11.5 1.4 -11.0% -8.9% Sell


Shortables Trends and Ranks: RRS
BUY: to Cover IF( Avg Rank < 4 or RRS63 > 0 ), SELL: Short IF( Avg Rank >= 5 & Price < LR63 )
COUNTIF( Sell ) 6 of 10 or 60% , COUNTIF( Held ) 1 of 10 or 10%

ST Holdings: QQQ , Sell: QQQ , Buy: -
                                                             (R3,R2,R1)  LR63   LR63   (5,50)           Days
EndD ETF's Class: Price RRS63 RRS42 RRS21 GSDm Avg Rank STEYX % off SMA_PO Status: Held
1-Jun-12 EEM GL:EM 36.69 -48% -62% -79% 31% 10.0 1.0 -3.9% -8.5% SELL
1-Jun-12 EFA GL:DM 46.55 -43% -54% -76% 24% 9.0 1.3 -5.0% -8.2% SELL
1-Jun-12 QQQ US:LCB 60.41 -25% -45% -54% 22% 7.0 1.6 -4.3% -5.1% SELL 1
1-Jun-12 IWM US:SCB 73.82 -29% -37% -52% 30% 6.3 1.7 -3.9% -4.5% SELL
1-Jun-12 IJH US:MCB 89.71 -24% -33% -54% 27% 5.3 1.9 -4.4% -4.1% SELL
1-Jun-12 DIA US:LCB 121.01 -18% -29% -54% 18% 5.0 2.1 -4.0% -3.9% SELL
1-Jun-12 IVV US:LCB 128.76 -21% -34% -50% 20% 4.7 2.5 -3.7% -4.0% HTD
1-Jun-12 IYR US:REIT 59.67 6% -2% -55% 25% 3.7 1.2 -4.6% -1.8% Buy
1-Jun-12 HYG US:FIHY 86.47 -9% -13% -42% 12% 2.7 0.9 -2.8% -2.1% Buy
1-Jun-12 LQD US:FIIG 117.29 4% 5% -5% 6% 1.3 0.7 0.8% 0.4% Buy


Notes: Last modified 5/11/2012.
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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