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URL:  https://boards.fool.com/quant-asset-rotation-amp-allocation-universe--34315462.aspx

Subject:  Re: ETF Trends & Ranks 2019Q4 Date:  10/11/2019  5:20 PM
Author:  MapG Number:  33741 of 33781

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
10/11/19 Status: Inter Status: SMAR Status: #MktD Bullish Eq-Wt Level
SP600 |
BEARish -1.0% Bullish 0.3% BEARish 283 | 1 6.7% -
SP400 | Bullish -0.7% Bullish 1.9% Bullish 50 | 3 20.0% -
SP500EW | Bullish 1.0% Bullish 3.1% Bullish 19 | 3 20.0% -
SP3200 | Bullish 1.7% Bullish 4.1% Bullish 53 | 3 20.0% -
SP500 | Bullish 3.54 Bullish 3.7% Bullish 14 | 3 20.0% -
--- --- --- --- --- --- --- --- --- ---
IF(Bullish) 4 5 4 13 86.7% 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) 122% 178 1 - - - - 1.2% 4.1% -1%
2- RS(3,4),RS(4,5) 79% 199 2 - AOK - - 3.2% 4.1% -1%
3- RS(3,4),RS(4,5),PO(42/126) 35% 106 1 - TLT - - 7.3% 5.8% 5%
4- RS(4,5),RS(5,6) 103% 154 2 - - - - 4.9% 5.8% 5%
5- RS(3,4),RS(4,5),PO(40/120) 94% 227 2 - - - - 4.8% 7.2% 8%
6- RS(3,4),RS(4,5),PO(30/120) 39% 29 4 - EDV IHI REZ 3.1% 4.2% 4%
Cash Allocation 13% 1 --- --- --- --- --- --- --- ---
Portfolio Totals = 85% 116 15 - - - - 3.9% 6.7% 2%
BenchMark = N/A B&H 11 - - - - - 13.4% 3%
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% 9% 11% 1 3.7% 3.9% 3.8% BUY 0%
FXAIX SP:500 1% 13% 7% -1% 3% 2 3.6% 3.8% 4.2% HTD 0%
FFNOX AA:GL 1% 11% 6% 0% 3% 3 2.9% 3.0% 3.3% HTD 178 1.2% 122%
FSPSX MSCI:EAFE -2% 6% 0% 0% 0% 4 1.1% 1.3% 1.8% HTD 0%
FSMAX DJ:CTSM -8% 4% -1% -12% -7% 5 1.1% 0.9% 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 7% 7% 4% 4% 4% 1 2.6% 2.8% 2.9% BUY 0%
AOM GL:Mod 6% 7% 2% 4% 3% 2 2.5% 2.7% 2.8% BUY 200 3.4% 39%
AOR GL:Gro 6% 5% 0% 3% 2% 3 2.2% 2.4% 2.6% BUY 197 3.0% 40%
AOA GL:Agr 5% 4% -3% 1% -1% 4 1.8% 2.0% 2.4% HTD 0%
IYLD GL:Inc 3% 3% -3% -2% -3% 5 0.9% 0.9% 1.0% Sell 0%
COMT GL:Com -18% -7% -13% -8% -11% 6 -2.6% -2.7% -2.3% 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 24% 35% 35% 32% 34% 1 4.6% 6.8% 6.2% BUY 0%
FUTY US:Ut 18% 22% 24% 35% 29% 2 2.4% 4.0% 4.9% BUY 106 7.3% 35%
FREL US:RE 19% 17% 18% 26% 22% 3 2.0% 3.2% 3.8% Sell 0%
QQEW GL:EW 14% 9% -4% -8% -6% 4 0.8% 0.3% 0.9% Sell 0%
EUSA US:EW 5% 5% -3% -3% -3% 5 0.4% 0.0% 0.9% Sell 0%
IEFA DM:BMC 1% -3% -5% 3% -1% 6 -0.9% -1.1% -0.1% 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 15% 18% 16% 9% 13% 1 2.2% 2.6% 3.0% BUY 115 3.3% 57%
FDLO US:LV 11% 15% 14% 6% 10% 2 1.9% 2.1% 2.5% BUY 193 7.1% 46%
ACWV GL:MV 12% 13% 11% 8% 10% 3 1.4% 1.9% 2.3% HTD 0%
FBND US:TB 7% 9% 8% 7% 7% 4 1.2% 1.5% 1.4% HTD 0%
FQAL US:Qal 6% 4% 7% -2% 3% 5 0.6% 0.4% 0.8% Sell 0%
FDMO US:Mo 6% 4% 2% -10% -4% 7 0.6% 0.0% 0.0% Sell 0%
EFAV DM:MV 6% 3% 3% 2% 2% 6 0.2% 0.4% 0.9% Sell 0%
EEMV EM:MV 4% -7% -3% -11% -7% 8 -0.9% -1.3% -0.8% 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 7% 7% 4% 4% 4% 1 0.9% 1.1% 1.1% HTD 248 5.3% 47%
ITOT USA:BMC 6% 7% -1% -3% -2% 2 0.2% 0.5% 0.8% HTD 205 4.3% 47%
IPAC PAC:BMC 1% 4% 1% 9% 5% 3 -0.4% 0.2% 0.7% BUY 0%
IEUR EUR:BMC 1% -8% -10% -2% -6% 5 -1.9% -1.5% -1.1% Sell 0%
ILF LA:LCV -3% -16% -35% -29% -32% 6 -3.6% -3.8% -3.3% Sell 0%
SHY US:STT 2% 2% 1% 1% 1% NR 0.3% 0.3% 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)
EDV
US:EDT 33% 48% 49% 47% 48% 1 8.6% 7.9% 7.0% BUY 0%
ITB US:HC 32% 35% 43% 56% 50% 2 5.8% 7.2% 8.0% BUY 38 6.6% 8%
SMH US:SC 27% 42% 32% 19% 25% 3 4.4% 5.9% 6.4% BUY 0 0%
SOXX US:SC 28% 38% 29% 15% 22% 4 3.9% 5.3% 5.7% BUY 0%
REZ US:RRE 30% 28% 30% 34% 32% 5 5.1% 5.4% 5.2% HTD 24 1.3% 9%
XLU US:Ut 18% 23% 24% 36% 30% 6 4.1% 4.8% 5.1% BUY 0 0%
IDU US:Ut 17% 21% 23% 34% 29% 7 3.8% 4.6% 4.9% BUY 0%
TLH US:LTB 17% 22% 21% 19% 20% 8 4.0% 3.5% 3.2% HTD 0%
ITA US:A&D 8% 22% 19% 22% 20% 9 3.5% 4.3% 4.5% HTD 100 4.2% 12%
ICLN GL:CE 34% 24% 14% 14% 14% 10 3.5% 3.9% 4.0% HTD 14 0.4% 9%
IYR US:RE 20% 18% 18% 24% 21% 11 3.1% 3.5% 3.4% Sell 0%
USRT US:RE 18% 16% 19% 28% 23% 12 3.0% 3.6% 3.7% Sell 0%
VNQ US:RE 19% 17% 18% 26% 22% 13 3.1% 3.5% 3.5% Sell 0%
ICF US:RE 22% 17% 17% 24% 21% 14 3.1% 3.4% 3.3% Sell 0%
IHI US:MD 16% 23% 7% -1% 3% 15 3.2% 3.3% 3.1% Sell 0%
XLP US:CSt 14% 16% 13% 12% 12% 16 2.7% 2.9% 2.8% Sell 0%
SPLV US:LV 18% 16% 12% 17% 14% 17 2.7% 3.2% 3.2% Sell 0%
IXN GL:Tec 16% 18% 7% 5% 6% 18 1.8% 2.6% 2.8% Sell 0%
FTEC US:IT 17% 16% 3% -3% 0% 19 1.5% 2.0% 2.0% Sell 0%
XMMO US:MCM 20% 2% -9% -9% -9% 20 -0.2% -0.1% -0.2% Sell 0%

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