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URL:  https://boards.fool.com/etf-trends-ranks-2019q4-34310356.aspx

Subject:  ETF Trends & Ranks 2019Q4 Date:  10/4/2019  4:54 PM
Author:  MapG Number:  33740 of 33780

Quant Asset Rotation & Allocation
Universe : Exchange Traded Funds and Index MF's. Inverse/Leveraged/ETN's are excluded.
Selection : 1- Asset Allocation(MF's), 2- Multi-Asset, 3- Passively Managed, 4- Enhanced Strategy, 5- Regional, 6- Comm-Free/WWL

  Trends          PO's   PO's   MAC(10M)  MAC(10M)  DBE(99d,26w)  Last_99H     CountIF  %Bullish    Risk
10/04/19 Status: Inter Status: SMAR Status: #MktD Bullish Eq-Wt Level
SP600 |
Bullish 0.4% Bullish -0.8% BEARish 278 | 2 13.3% -
SP400 | Bullish 0.5% Bullish 0.8% Bullish 45 | 3 20.0% -
SP500EW | Bullish 1.1% Bullish 2.1% Bullish 14 | 3 20.0% -
SP3200 | Bullish 1.9% Bullish 3.1% Bullish 48 | 3 20.0% -
SP500 | Bullish 3.69 Bullish 3.3% Bullish 10 | 3 20.0% -
--- --- --- --- --- --- --- --- --- ---
IF(Bullish) 5 5 4 14 93.3% Optimist

    Summary (Buy,HTD,Sell)     Vested  HeldD  Held#  Sell  Buy   Sold*  Bot  ROI    YTD   TR1y
1- RS(3,6),RS(6,9),PO(42/210) 113% 171 1 - - - - 0.5% 3.5% -13%
2- RS(3,4),RS(4,5) 73% 192 2 - AOK - - 2.9% 3.5% -13%
3- RS(3,4),RS(4,5),PO(42/126) 33% 99 1 - TLT - - 8.7% 6.3% -2%
4- RS(4,5),RS(5,6) 96% 147 2 - - - - 5.1% 6.3% -2%
5- RS(3,4),RS(4,5),PO(40/120) 94% 220 2 - - - - 4.6% 6.9% 2%
6- RS(3,4),RS(4,5),PO(30/120) 47% 33 5 - SOXX FTEC - 2.8% 3.9% -4%
Cash Allocation 7% 14 --- --- --- --- --- --- --- ---
Portfolio Totals = 82% 108 16 - - - - 3.8% 6.5% -5%
BenchMark = N/A B&H 11 - - - - - 12.6% -1%

1-QTAA      BM     12m     9m      6m      3m   (3,6)  (6,9)  PO(s)   PO(5)   PO(f)   Criteria   HeldD    ROI   Vested
Symbol Index %G/L RRS189 RRS126 RRS63 RS2 *RS1* 52/210 42/210 35/210 Status: HTD(61) (Pos) (Adj)
FUAMX
BB:ITT 11% 11% 13% 10% 12% 1 3.6% 4.0% 4.1% BUY 0%
FXAIX SP:500 -1% 15% 7% -1% 3% 2 4.2% 3.8% 4.1% HTD 0%
FFNOX AA:GL -2% 12% 6% -1% 3% 3 3.2% 3.0% 3.2% HTD 171 0.5% 113%
FSPSX MSCI:EAFE -6% 7% 0% -3% -2% 4 1.5% 1.1% 1.4% HTD 0%
FSMAX DJ:CTSM -11% 6% -1% -12% -6% 5 1.6% 1.0% 1.1% Sell 0%

2-QTAA  Asset   12m     5m      4m     3m   (3,4)  (4,5)  PO(s)   PO(5)   PO(f)   Criteria   HeldD   %G/L  Vested
Symbol Geo:CL %G/L RRS105 RRS84 RRS63 RS2 *RS1* 52/210 42/210 35/210 Status: HTD(31) ROI (Adj)
AOK
GL:Con 5% 8% 5% 5% 5% 1 2.8% 2.9% 3.0% BUY 0%
AOM GL:Mod 4% 8% 3% 5% 4% 2 2.7% 2.8% 2.9% BUY 193 3.3% 36%
AOR GL:Gro 2% 6% 1% 3% 2% 3 2.4% 2.4% 2.7% BUY 190 2.5% 37%
AOA GL:Agr 0% 5% -1% 0% -1% 4 2.2% 2.1% 2.4% HTD 0%
IYLD GL:Inc 1% 4% -1% -3% -2% 5 1.2% 1.0% 1.1% Sell 0%
COMT GL:Com -22% -7% -10% -14% -12% 6 -2.5% -3.0% -2.8% Sell 0%

3-QAR   Asset   12m     5m      4m     3m   (3,4)  (4,5)  PO(s)   PO(3)   PO(f)   Criteria   HeldD    ROI   Vested
Symbol Geo:CL %G/L RRS105 RRS84 RRS63 RS2 *RS1* 63/126 42/126 31/126 Status: HTD(31) (Pos) (Adj)
TLT
US:LTT 27% 37% 36% 41% 39% 1 4.5% 7.2% 7.1% BUY 0%
FUTY US:Ut 22% 22% 23% 32% 27% 2 2.4% 3.8% 4.8% BUY 99 8.7% 33%
FREL US:RE 18% 18% 17% 25% 21% 3 1.9% 3.2% 3.7% Sell 0%
QQEW GL:EW 4% 11% 1% -10% -4% 4 1.0% 0.2% 0.7% Sell 0%
EUSA US:EW 0% 7% 0% -4% -2% 5 0.6% 0.0% 0.5% Sell 0%
IEFA DM:BMC -5% -3% -7% -2% -4% 6 -0.9% -1.5% -0.7% Sell 0%

4-QAR   Asset   12m     6m      5m      4m   (4,5)  (5,6)  PO(s)   PO(3)   PO(f)   Criteria   HeldD    ROI   Vested
Symbol Geo:CL %G/L RRS126 RRS105 RRS84 RS2 *RS1* 63/126 42/126 31/126 Status: HTD(31) (Pos) (Adj)
USMV
US:MV 13% 19% 19% 11% 15% 1 2.5% 2.8% 3.2% BUY 108 3.7% 53%
FDLO US:LV 8% 16% 17% 9% 13% 2 2.1% 2.2% 2.6% BUY 186 7.0% 43%
ACWV GL:MV 9% 13% 13% 8% 10% 3 1.5% 1.9% 2.3% HTD 0%
FBND US:TB 7% 9% 9% 7% 8% 4 1.2% 1.6% 1.6% HTD 0%
FQAL US:Qal 0% 4% 8% 1% 4% 5 0.8% 0.4% 0.7% Sell 0%
FDMO US:Mo -1% 6% 5% -7% -1% 6 1.0% 0.2% 0.3% Sell 0%
EFAV DM:MV 1% 3% 3% 0% 2% 7 0.3% 0.3% 0.7% Sell 0%
EEMV EM:MV -2% -8% -2% -11% -6% 8 -0.9% -1.7% -1.2% Sell 0%

5-QAR    Asset   12m     5m      4m     3m   (3,4)  (4,5)  PO(s)   PO(3)   PO(f)   Criteria   HeldD    ROI   Vested
Symbol Geo:CL %G/L RRS105 RRS84 RRS63 RS2 *RS1* 50/120 40/120 30/120 Status: HTD(31) (Pos) (N)
AOK
GL:Con 5% 8% 5% 5% 5% 1 1.0% 1.1% 1.2% BUY 241 5.5% 47%
ITOT USA:BMC 0% 9% 2% -4% -1% 2 0.5% 0.4% 0.7% HTD 198 3.6% 46%
IPAC PAC:BMC -4% 3% 0% 4% 2% 4 -0.5% -0.4% 0.1% Sell 0%
IEUR EUR:BMC -6% -8% -12% -6% -9% 5 -2.0% -2.0% -1.6% Sell 0%
ILF LA:LCV -3% -13% -35% -42% -38% 6 -3.3% -4.2% -4.1% Sell 0%
SHY US:STT 3% 2% 1% 1% 1% NR 0.3% 0.4% 0.3% NR 0%

6-QTAR  Asset   12m     5m      4m     3m   (3,4)  (4,5)  PO(s)   PO(4)   PO(f)   Criteria   HeldD    ROI   Vested
Symbol Geo:CL %G/L RRS105 RRS84 RRS63 RS2 *RS1* 40/120 30/120 24/120 Status: HTD(31) (Pos) (Adj)
ITB
US:HC 25% 32% 38% 52% 45% 1 5.0% 6.5% 7.5% BUY 31 7.3% 8%
SOXX US:SC 15% 36% 33% 18% 26% 2 3.1% 4.3% 5.6% BUY 0%
REZ US:RRE 31% 29% 28% 31% 30% 3 5.3% 5.7% 5.8% HTD 17 1.8% 8%
TLH US:LTB 20% 24% 22% 24% 23% 4 4.4% 4.3% 3.8% BUY 0 0%
ITA US:A&D 1% 23% 22% 24% 23% 5 3.3% 4.4% 5.0% BUY 93 3.2% 11%
IDU US:Ut 22% 22% 22% 32% 27% 6 3.6% 4.5% 5.1% BUY 0 0%
ICLN GL:CE 28% 27% 17% 14% 15% 7 3.7% 4.0% 4.4% HTD 7 0.5% 9%
IHI US:MD 10% 29% 13% 6% 9% 8 3.8% 4.0% 4.2% HTD 81 1.8% 11%
IYR US:RE 19% 18% 18% 23% 20% 9 3.2% 3.6% 3.9% BUY 0%
ICF US:RE 23% 18% 16% 22% 19% 10 3.2% 3.6% 3.8% BUY 0%
USRT US:RE 18% 16% 17% 25% 21% 11 2.9% 3.4% 3.9% Sell 0%
JXI GL:Ut 18% 15% 15% 27% 21% 12 2.6% 3.4% 3.9% Sell 0%
FSTA US:CSt 13% 17% 13% 11% 12% 13 2.4% 2.8% 3.0% Sell 0%
IYW US:Tec 5% 18% 10% -3% 3% 14 1.2% 1.7% 2.3% Sell 0%
IXN GL:Tec 5% 18% 9% 1% 5% 15 1.4% 2.1% 2.7% Sell 0%
FTEC US:IT 6% 18% 7% -5% 1% 16 1.3% 1.7% 2.2% Sell 0%
XMLV US:LV 9% 8% 5% 6% 6% 17 1.0% 1.4% 1.7% Sell 0%
FCOM US:Com 4% 5% 1% -12% -5% 18 -0.2% 0.1% 0.6% Sell 0%
IGF GL:Inf 10% 3% -4% 0% -2% 19 0.1% 0.6% 1.0% Sell 0%
XMMO US:MCM 9% 4% -7% -11% -9% 20 -0.2% -0.2% 0.0% Sell 0%

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