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URL:  https://boards.fool.com/quant-asset-rotation-amp-allocation-universe--34333120.aspx

Subject:  Re: ETF Trends & Ranks 2019Q4 Date:  11/1/2019  4:55 PM
Author:  MapG Number:  33747 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

   Market Trends          PO's             MAC(10M)             DBE(99d,26w)            CountIF  %Bullish    Risk
1-Nov-2019 Status: Inter Status: TP,210 Status: #MktD Bullish Eq-Wt Level
SP600 (IJR) Daily | Bullish 2.5% | Bullish 3.8% | BEARish 298 | 2 13.3% -
SP400 (MDY) Daily | Bullish 1.5% | Bullish 4.0% | Bullish 64 | 3 20.0% -
SP500EW (RSP) Daily | Bullish 0.9% | Bullish 5.0% | Bullish 0 | 3 20.0% -
SP3200 (ITOT) Daily | Bullish 1.9% | Bullish 5.9% | Bullish 0 | 3 20.0% -
SP500 (.SPX) Daily | Bullish 47.88 | Bullish 6.5% | Bullish 0 | 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) 123% 199 1 - - - - 4.6% 6.5% 2%
2- RS(3,4),RS(4,5) 112% 147 3 - - - AOA 3.9% 6.5% 2%
3- RS(3,4),RS(4,5),PO(42/126) 35% 127 1 - - - - 7.6% 6.5% 4%
4- RS(4,5),RS(5,6) 102% 175 2 - - - - 5.9% 6.5% 4%
5- RS(3,4),RS(4,5),PO(40/120) 94% 248 2 ITOT - - - 7.2% 9.6% 11%
6- RS(3,4),RS(4,5),PO(30/120) 46% 24 5 - SOXX ICLN SMH 4.1% 6.4% 5%
Cash Allocation 7% 7 1 --- --- --- --- --- --- ---
Portfolio Totals = 86% 117 17 - - - - 5.2% 8.1% 4%
BenchMark = N/A B&H 11 - - - - - 16.7% 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)
FXAIX
SP:500 14% 10% 10% 18% 14% 1 3.3% 3.9% 3.9% HTD 0%
FUAMX BB:ITT 10% 11% 9% -4% 3% 2 3.1% 2.9% 2.9% HTD 0%
FFNOX AA:GL 11% 9% 9% 18% 14% 3 2.9% 3.4% 3.5% HTD 199 4.6% 123%
FSPSX MSCI:EAFE 8% 5% 6% 30% 18% 4 1.7% 2.6% 2.8% BUY 0%
FSMAX DJ:CTSM 6% 0% 2% 10% 6% 5 0.5% 0.9% 0.9% Sell 0%

2-QTAA  Asset    6m     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 4% 5% 4% 5% 5% 1 2.4% 2.5% 2.5% HTD 0%
AOR GL:Gro 3% 3% 5% 12% 9% 2 2.1% 2.5% 2.5% BUY 218 5.2% 40%
AOM GL:Mod 3% 4% 5% 7% 6% 3 2.3% 2.4% 2.4% BUY 221 5.0% 39%
AOA GL:Agr 3% 3% 5% 18% 11% 4 1.9% 2.5% 2.5% HTD 2 1.1% 33%
IYLD GL:Inc 2% 0% 0% 6% 3% 5 0.8% 1.0% 1.0% Sell 0%
COMT GL:Com -1% -6% -6% 15% 5% 6 -2.1% -1.5% -1.5% Sell 0%

3-QAR   Asset    6m     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)
FUTY
US:Ut 10% 20% 24% 23% 24% 1 2.7% 3.9% 4.2% BUY 127 7.6% 35%
TLT US:LTT 13% 23% 19% -14% 3% 2 4.3% 3.5% 3.6% HTD 0%
FREL US:RE 8% 18% 21% 18% 20% 3 2.4% 3.2% 3.4% Sell 0%
IEFA DM:BMC 3% 3% 10% 32% 21% 4 -0.3% 1.2% 1.5% Sell 0%
QQEW GL:EW 3% 5% 0% 18% 9% 5 0.6% 1.6% 1.3% Sell 0%
EUSA US:EW 3% 3% 2% 18% 10% 6 0.3% 1.4% 1.0% Sell 0%

4-QAR   Asset    6m     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 7% 15% 9% 5% 7% 1 1.7% 2.1% 1.9% HTD 136 3.6% 56%
FDLO US:LV 7% 14% 8% 5% 6% 2 1.5% 2.0% 1.8% HTD 214 8.7% 46%
ACWV GL:MV 7% 12% 9% 10% 9% 3 1.3% 2.0% 2.2% BUY 0%
FBND US:TB 4% 7% 5% 4% 5% 4 1.0% 0.9% 1.0% HTD 0%
FQAL US:Qal 3% 8% 3% 1% 2% 6 0.5% 1.2% 1.0% Sell 0%
EFAV DM:MV 5% 6% 5% 10% 7% 5 0.5% 1.3% 1.7% Sell 0%
EEMV EM:MV 0% 0% -4% 0% -2% 7 -0.6% 0.2% 0.2% Sell 0%
FDMO US:Mo 1% 1% -7% -13% -10% 8 -0.2% -0.4% -0.9% Sell 0%

5-QAR    Asset    6m     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 5% 7% 13% 35% 24% 1 1.2% 2.1% 2.3% BUY 0%
AOK GL:Con 4% 5% 4% 5% 5% 2 0.9% 0.9% 0.9% HTD 269 6.6% 47%
IEUR EUR:BMC 1% -1% 7% 30% 19% 3 0.0% 0.7% 0.8% HTD 0%
ITOT USA:BMC 4% 4% 2% 16% 9% 4 0.9% 1.3% 1.2% Sell 226 7.8% 47%
ILF LA:LCV 3% -17% -14% 31% 9% 6 -2.0% -0.9% -0.8% Sell 0%
SHY US:STT 1% 1% 1% -1% 0% NR 0.2% 0.1% 0.1% NR 0%

6-QTAA   Asset    6m     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 18% 45% 56% 64% 60% 1 7.7% 8.8% 9.5% BUY 59 12.2% 9%
SMH US:SC 13% 39% 32% 56% 44% 2 6.9% 7.2% 7.8% HTD 9 7.5% 9%
SOXX US:SC 9% 34% 27% 47% 37% 3 6.2% 6.1% 6.5% BUY 0%
EDV US:FI 18% 32% 27% -21% 3% 4 4.0% 4.2% 3.8% HTD 0%
XHB US:HB 12% 24% 30% 49% 40% 5 4.8% 5.4% 5.9% HTD 10 1.3% 9%
REZ US:RE 13% 26% 27% 19% 23% 6 4.0% 4.5% 4.8% BUY 45 1.1% 9%
XLU US:Ut 11% 21% 25% 24% 24% 7 3.7% 4.1% 3.9% HTD 18 0.3% 10%
IDU US:Ut 10% 20% 24% 23% 23% 8 3.6% 3.9% 3.7% BUY 0%
USRT US:RE 8% 19% 23% 24% 24% 9 3.2% 3.5% 3.7% BUY 0 0%
VNQ US:RE 8% 17% 21% 18% 20% 10 2.9% 3.2% 3.3% BUY 0%
IYR US:RE 8% 17% 20% 16% 18% 11 2.9% 3.1% 3.2% BUY 0%
ICF US:RE 7% 15% 18% 14% 16% 12 2.6% 2.8% 2.9% BUY 0%
IXN GL:Tec 9% 14% 12% 31% 22% 13 3.0% 3.2% 3.6% BUY 0%
SPLV US:LCLV 8% 11% 11% 13% 12% 14 2.3% 2.4% 2.2% BUY 0%
XLK US:Tec 8% 12% 8% 23% 16% 15 2.6% 2.7% 2.9% BUY 0%
ICLN GL:CE 6% 11% 6% 1% 3% 16 2.4% 1.9% 1.5% HTD 0%
FTEC US:Tec 7% 10% 5% 21% 13% 17 2.2% 2.2% 2.4% BUY 0%
XAR US:A&D 9% 10% 3% -3% 0% 18 2.2% 1.1% 0.4% HTD 0%
LGLV US:LCLV 7% 7% 3% 5% 4% 19 1.5% 1.4% 1.3% HTD 0%
IHI US:MD 9% 8% 1% -1% 0% 20 1.8% 1.3% 1.0% HTD 0%

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