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URL:  https://boards.fool.com/quant-asset-rotation-amp-allocation-universe--34322674.aspx

Subject:  Re: ETF Trends & Ranks 2019Q4 Date:  10/18/2019  4:37 PM
Author:  MapG Number:  33742 of 33782

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- ETF's/ WWL

  Trends          PO's   PO's   MAC(10M)  MAC(10M)  DBE(99d,26w)  Last_99H     CountIF  %Bullish    Risk
10/18/19 Status: Inter Status: SMAR Status: #MktD Bullish Eq-Wt Level
SP600 |
BEARish -0.3% Bullish 1.6% BEARish 288 | 1 6.7% -
SP400 | BEARish -0.8% Bullish 2.5% Bullish 55 | 2 13.3% -
SP500EW | Bullish 0.7% Bullish 3.4% Bullish 24 | 3 20.0% -
SP3200 | Bullish 1.9% Bullish 4.2% Bullish 58 | 3 20.0% -
SP500 | Bullish 3.61 Bullish 4.4% Bullish 19 | 3 20.0% -
--- --- --- --- --- --- --- --- --- ---
IF(Bullish) 3 5 4 12 80.0% Moderate

    Summary (Buy,HTD,Sell)     Vested  HeldD  Held#  Sell  Buy  Sold*  Bot  ROI    YTD   TR1y
1- RS(3,6),RS(6,9),PO(42/210) 136% 185 1 - - - - 3.3% 5.0% -3%
2- RS(3,4),RS(4,5) 86% 206 2 - AOK - - 3.7% 5.0% -3%
3- RS(3,4),RS(4,5),PO(42/126) 38% 113 1 - TLT - - 7.2% 6.2% 2%
4- RS(4,5),RS(5,6) 113% 161 2 - - - - 5.5% 6.2% 2%
5- RS(3,4),RS(4,5),PO(40/120) 94% 234 2 - - - - 5.2% 7.7% 8%
6- RS(3,4),RS(4,5),PO(30/120) 54% 35 5 ITA SMH IHI XLU 2.6% 5.1% 2%
Cash Allocation 20% 2 --- --- --- --- --- --- --- ---
Portfolio Totals = 90% 122 16 - - - - 4.2% 7.2% 2%
BenchMark = N/A B&H 11 - - - - - 14.5% 4%

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 10% 11% 12% 5% 8% 1 3.6% 3.6% 3.5% BUY 0%
FXAIX SP:500 6% 12% 7% 4% 5% 2 3.5% 3.9% 4.3% HTD 0%
FFNOX AA:GL 5% 10% 7% 5% 6% 3 2.8% 3.2% 3.6% HTD 185 3.3% 136%
FSPSX MSCI:EAFE 3% 5% 1% 9% 5% 4 1.2% 1.7% 2.3% HTD 0%
FSMAX DJ:CTSM -5% 2% -1% -8% -4% 5 0.8% 1.0% 1.3% 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% 3% 4% 4% 1 2.5% 2.7% 2.8% BUY 0%
AOM GL:Mod 6% 6% 2% 5% 3% 2 2.4% 2.6% 2.8% BUY 207 3.7% 43%
AOR GL:Gro 6% 5% 1% 6% 3% 3 2.1% 2.4% 2.7% BUY 204 3.6% 44%
AOA GL:Agr 5% 4% -2% 6% 2% 4 1.8% 2.2% 2.6% HTD 0%
IYLD GL:Inc 3% 2% -3% 0% -2% 5 0.8% 0.9% 1.1% Sell 0%
COMT GL:Com -18% -6% -13% -2% -8% 6 -2.5% -2.2% -1.8% 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 22% 30% 30% 18% 24% 1 4.6% 5.7% 4.8% BUY 0%
FUTY US:Ut 18% 21% 24% 33% 29% 2 2.4% 4.0% 4.6% BUY 113 7.2% 38%
FREL US:RE 22% 18% 21% 24% 22% 3 2.1% 3.3% 3.5% Sell 0%
QQEW GL:EW 11% 9% -4% -1% -2% 4 0.6% 0.7% 1.1% Sell 0%
EUSA US:EW 6% 5% -4% 2% -1% 5 0.3% 0.4% 1.1% Sell 0%
IEFA DM:BMC 3% -1% -2% 13% 6% 6 -0.8% -0.3% 0.6% 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% 17% 14% 8% 11% 1 2.0% 2.5% 2.6% BUY 122 3.8% 62%
FDLO US:LV 12% 14% 13% 5% 9% 2 1.7% 2.1% 2.3% HTD 200 7.6% 50%
ACWV GL:MV 12% 12% 10% 8% 9% 3 1.3% 2.0% 2.3% BUY 0%
FBND US:TB 7% 9% 7% 6% 6% 4 1.1% 1.3% 1.2% HTD 0%
FQAL US:Qal 5% 5% 6% -2% 2% 5 0.5% 0.6% 0.9% Sell 0%
EFAV DM:MV 6% 4% 3% 3% 3% 6 0.2% 0.7% 1.2% Sell 0%
FDMO US:Mo 4% 3% -1% -11% -6% 7 0.2% -0.1% -0.4% Sell 0%
EEMV EM:MV 4% -5% -4% -9% -6% 8 -0.9% -0.8% -0.4% 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% 3% 4% 4% 1 0.9% 1.0% 1.1% HTD 255 5.6% 47%
IPAC PAC:BMC 2% 5% 3% 18% 10% 2 0.0% 0.8% 1.5% BUY 0%
ITOT USA:BMC 5% 7% -2% 2% 0% 3 0.4% 0.8% 1.1% HTD 212 4.9% 47%
IEUR EUR:BMC 3% -5% -6% 9% 2% 5 -1.3% -0.7% -0.2% Sell 0%
ILF LA:LCV -6% -20% -32% -10% -21% 6 -3.4% -3.0% -2.1% Sell 0%
SHY US:STT 2% 1% 1% 0% 1% NR 0.3% 0.2% 0.2% 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:HB 42% 40% 50% 62% 56% 1 6.4% 7.9% 8.5% BUY 45 11.7% 10%
SMH US:SC 23% 44% 29% 27% 28% 2 5.2% 6.7% 6.5% BUY 0 0%
SOXX US:SC 25% 40% 25% 21% 23% 3 4.6% 5.9% 5.6% BUY 0%
REZ US:RRE 32% 28% 31% 32% 31% 4 4.8% 4.9% 5.3% BUY 31 2.7% 10%
XLU US:Ut 19% 22% 25% 34% 30% 5 4.0% 4.5% 4.9% HTD 4 -0.1% 11%
IDU US:Ut 18% 21% 24% 33% 28% 6 3.8% 4.3% 4.7% BUY 0%
XHB US:HB 30% 23% 21% 36% 28% 7 3.4% 4.6% 4.8% BUY 0%
RYU US:Ut 17% 20% 23% 30% 26% 8 3.7% 4.2% 4.6% BUY 0%
USRT US:RE 20% 17% 22% 27% 25% 9 3.0% 3.4% 3.7% BUY 0%
IYR US:RE 23% 18% 20% 22% 21% 10 3.1% 3.2% 3.4% HTD 0%
VNQ US:RE 22% 17% 20% 24% 22% 11 3.1% 3.3% 3.4% Sell 0%
ITA US:A&D 5% 21% 17% 20% 18% 12 3.5% 4.0% 3.7% Sell 107 1.1% 12%
ICF US:RE 25% 17% 20% 22% 21% 13 3.0% 3.0% 3.3% Sell 0%
ICLN GL:CE 30% 20% 11% 12% 12% 14 3.2% 3.4% 3.5% HTD 21 -0.5% 10%
XAR US:A&D 10% 19% 9% 5% 7% 15 3.3% 3.4% 2.8% Sell 0%
SPLV US:LV 19% 15% 12% 17% 15% 16 2.6% 2.9% 3.0% Sell 0%
XLP US:St 13% 15% 12% 11% 11% 17 2.5% 2.5% 2.4% Sell 0%
XLK US:Tec 13% 18% 5% 6% 6% 18 2.2% 2.6% 2.5% Sell 0%
IHI US:MD 14% 18% 4% -3% 0% 19 2.7% 2.6% 2.3% Sell 0%
FTEC US:Tec 12% 16% 2% 3% 3% 20 1.7% 2.1% 2.0% Sell 0%

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