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URL:  https://boards.fool.com/quant-asset-rotation-amp-allocation-universe--34327855.aspx

Subject:  Re: ETF Trends & Ranks 2019Q4 Date:  10/25/2019  4:58 PM
Author:  MapG Number:  33743 of 33779

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
10/25/19 Status: Inter Status: SMAR Status: #MktD Bullish Eq-Wt Level
SP600 |
Bullish 1.4% Bullish 3.0% BEARish 293 | 2 13.3% -
SP400 | Bullish 0.1% Bullish 3.2% Bullish 59 | 3 20.0% -
SP500EW | Bullish 0.6% Bullish 4.4% Bullish 29 | 3 20.0% -
SP3200 | Bullish 2.0% Bullish 4.8% Bullish 63 | 3 20.0% -
SP500 | Bullish 4.11 Bullish 5.0% Bullish 24 | 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) 117% 192 1 - - - - 3.8% 5.4% 2%
2- RS(3,4),RS(4,5) 74% 213 2 - AOA - - 4.2% 5.4% 2%
3- RS(3,4),RS(4,5),PO(42/126) 33% 120 1 - - - - 7.6% 5.9% 4%
4- RS(4,5),RS(5,6) 96% 168 2 - - - - 5.0% 5.9% 4%
5- RS(3,4),RS(4,5),PO(40/120) 94% 241 2 - - - - 6.0% 8.5% 11%
6- RS(3,4),RS(4,5),PO(30/120) 52% 22 6 - EDV ITA SMH 2.7% 5.0% 5%
Cash Allocation 7% 0 --- --- --- --- --- --- --- ---
Portfolio Totals = 83% 121 17 - - - - 4.3% 7.3% 4%
BenchMark = N/A B&H 11 - - - - - 15.6% 9%

1-QTAA      BM       12m     9m      6m      3m   (3,6)  (6,9)  PO(s)   PO(5)   PO(f)   Criteria   HeldD    ROI   Vested
Symbol Index RRS252 RRS189 RRS126 RRS63 RS2 *RS1* 52/210 42/210 35/210 Status: HTD(61) (Pos) (Adj)
FUAMX
BB:ITT 10% 11% 11% 0% 6% 1 3.4% 3.3% 3.1% HTD 0%
FXAIX SP:500 14% 11% 8% 11% 9% 2 3.3% 3.8% 4.2% HTD 0%
FFNOX AA:GL 11% 9% 8% 12% 10% 3 2.8% 3.3% 3.6% HTD 192 3.8% 117%
FSPSX MSCI:EAFE 8% 5% 3% 21% 12% 4 1.4% 2.1% 2.7% BUY 0%
FSMAX DJ:CTSM 5% 1% 0% 0% 0% 5 0.5% 0.8% 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 9% 5% 4% 5% 4% 1 2.4% 2.6% 2.6% HTD 0%
AOM GL:Mod 9% 5% 3% 6% 5% 2 2.3% 2.5% 2.6% BUY 214 4.2% 37%
AOR GL:Gro 10% 4% 2% 10% 6% 3 2.1% 2.5% 2.6% BUY 211 4.2% 37%
AOA GL:Agr 11% 3% 1% 13% 7% 4 1.8% 2.3% 2.6% BUY 0%
IYLD GL:Inc 5% 1% -1% 4% 1% 5 0.8% 1.0% 1.1% Sell 0%
COMT GL:Com -13% -5% -10% 8% -1% 6 -2.4% -1.8% -1.5% 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 21% 26% 25% 0% 12% 1 4.6% 4.7% 4.0% HTD 0%
FUTY US:Ut 16% 21% 25% 30% 28% 2 2.5% 4.1% 4.5% BUY 120 7.6% 33%
FREL US:RE 21% 18% 22% 22% 22% 3 2.2% 3.3% 3.5% Sell 0%
IEFA DM:BMC 9% 1% 3% 25% 14% 4 -0.7% 0.5% 1.0% Sell 0%
QQEW GL:EW 22% 7% -4% 10% 3% 5 0.4% 1.1% 1.1% Sell 0%
EUSA US:EW 13% 4% -2% 11% 4% 6 0.1% 0.9% 1.1% 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 17% 16% 11% 6% 9% 1 1.8% 2.4% 2.3% BUY 129 2.8% 53%
FDLO US:LV 17% 14% 10% 4% 7% 2 1.5% 2.0% 2.0% HTD 207 7.8% 43%
ACWV GL:MV 14% 12% 10% 9% 9% 3 1.2% 2.0% 2.2% BUY 0%
FBND US:TB 7% 8% 6% 5% 6% 4 1.1% 1.1% 1.0% HTD 0%
FQAL US:Qal 12% 6% 5% -1% 2% 5 0.4% 0.9% 0.9% Sell 0%
EFAV DM:MV 10% 5% 4% 6% 5% 6 0.3% 1.0% 1.4% Sell 0%
FDMO US:Mo 10% 2% -4% -13% -9% 7 -0.1% -0.2% -0.7% Sell 0%
EEMV EM:MV 9% -2% -4% -5% -5% 8 -0.9% -0.3% -0.1% 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)
IPAC
PAC:BMC 9% 6% 7% 28% 17% 1 0.7% 1.6% 2.0% BUY 0%
AOK GL:Con 9% 5% 4% 5% 4% 2 0.9% 1.0% 1.0% HTD 262 5.9% 47%
ITOT USA:BMC 13% 6% -1% 10% 4% 3 0.7% 1.2% 1.3% HTD 219 6.2% 47%
IEUR EUR:BMC 10% -3% 0% 22% 11% 5 -0.6% 0.1% 0.4% Sell 0%
ILF LA:LCV 4% -20% -24% 13% -5% 6 -2.8% -1.7% -1.3% Sell 0%
SHY US:STT 2% 1% 1% 0% 0% NR 0.2% 0.2% 0.1% 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 54% 43% 53% 65% 59% 1 7.3% 8.5% 9.2% BUY 52 12.4% 8%
EDV US:FI 28% 36% 35% -1% 17% 2 5.5% 5.0% 5.2% BUY 0%
SMH US:SC 43% 41% 27% 44% 36% 3 6.3% 6.8% 6.8% HTD 2 5.0% 8%
SOXX US:SC 44% 36% 23% 37% 30% 4 5.6% 5.9% 5.6% BUY 0%
REZ US:RE 28% 28% 29% 28% 29% 5 4.6% 4.9% 5.2% BUY 38 0.9% 8%
XHB US:HB 41% 24% 25% 45% 35% 6 4.3% 5.0% 5.5% HTD 3 1.2% 8%
XLU US:Ut 16% 22% 26% 31% 29% 7 4.0% 4.5% 4.6% HTD 11 0.4% 10%
IDU US:Ut 16% 21% 25% 30% 27% 8 3.9% 4.3% 4.4% BUY 0%
USRT US:RE 19% 19% 23% 27% 25% 9 3.3% 3.6% 3.8% BUY 0%
VNQ US:RE 21% 18% 22% 22% 22% 10 3.2% 3.4% 3.4% BUY 0%
IYR US:RE 21% 18% 21% 20% 21% 11 3.1% 3.3% 3.4% BUY 0%
ICF US:RE 22% 17% 20% 20% 20% 12 3.0% 3.2% 3.3% BUY 0%
SPLV US:LCLV 20% 13% 12% 17% 14% 13 2.6% 2.7% 2.7% BUY 0%
IXN GL:Tec 23% 16% 8% 24% 16% 14 2.8% 3.0% 3.1% BUY 0%
XLP US:St 12% 14% 10% 12% 11% 15 2.3% 2.2% 2.2% BUY 0%
ICLN GL:CE 35% 16% 8% 9% 9% 16 3.0% 3.0% 2.4% HTD 28 -1.5% 9%
XLK US:Tec 23% 15% 4% 16% 10% 17 2.5% 2.5% 2.5% HTD 0%
XAR US:A&D 19% 14% 5% 1% 3% 18 2.8% 2.3% 1.2% HTD 0%
LGLV US:LCLV 21% 10% 4% 6% 5% 19 1.9% 1.8% 1.6% HTD 0%
IHI US:MD 20% 12% 0% -3% -1% 20 2.3% 1.9% 1.4% HTD 0%

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