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URL:  https://boards.fool.com/quant-asset-rotation-amp-allocation-universe--34359877.aspx

Subject:  Re: ETF Trends & Ranks 2019Q4 Date:  12/6/2019  5:04 PM
Author:  MapG Number:  33755 of 33771

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
6-Dec-2019 Status: Inter Status: TP,210 Status: #MktD Bullish Eq-Wt Gauges
SP600 (IJR) Daily | Bullish 2.6% | Bullish 5.7% | Bullish 0 | 3 20.0% Risk On
SP400 (MDY) Daily | Bullish 3.0% | Bullish 5.2% | Bullish 6 | 3 20.0% Risk On
SP500EW (RSP) Daily | Bullish 3.5% | Bullish 6.0% | Bullish 6 | 3 20.0% Risk On
SP3200 (ITOT) Daily | Bullish 4.0% | Bullish 7.2% | Bullish 6 | 3 20.0% Risk On
SP500 (.SPx) Daily | Bullish 132.86 | Bullish 7.4% | Bullish 6 | 3 20.0% Risk On
--- --- --- --- --- --- --- --- --- ---
IF(Bullish) = 5 5 5 15 100.0% Risk On

    Summary (Buy,HTD,Sell)     Vested  HeldD  Held#  Sell  Buy   Sold*  Bot   ROI    YTD   TR1y
1- RS(4,5),RS(5,6) 118% 234 1 - - - - 6.7% 7.9% 4%
2- RS(3,4),RS(4,5) 106% 182 3 - - - - 5.0% 7.9% 4%
3- RS(4),RS(3,4,5),PO(42/126) 48% 4 1 - IEFA FUTY QQEW 1.2% 7.6% 1%
4- RS(4),RS(4,5,6),PO(42/126) 93% 132 2 - - USMV ACWV 5.6% 7.6% 1%
5- RS(4),RS(4,5,6),PO(40/120) 94% 283 2 - - - - 8.8% 11.3% 15%
6- RS(4),RS(3,4,5),PO(30/120) 50% 31 7 - XLK XLU IXN 4.2% 4.0% 3%
Cash Allocation 0% 32 0 --- --- --- --- --- --- ---
Portfolio Totals = 84% 109 19 - - - - 5.0% 9.1% 5%
BenchMark = N/A B&H 11 - - - - - 18.4% 11%

1-QTAA      BM       12m     6m      5m      4m   (4,5)  (5,6)  PO(s)   PO(5)   PO(f)   Criteria   HeldD    ROI   Vested
Symbol Index RRS252 RRS126 RRS105 RRS84 RS2 *RS1* 52/210 42/210 35/210 Status: HTD(61) (Pos) (Adj)
FSPSX
MSCI:EAFE 12% 11% 17% 31% 24% 1 3.2% 4.0% 4.7% BUY 0%
FXAIX SP:500 17% 12% 14% 25% 19% 2 3.8% 4.4% 5.2% HTD 0%
FFNOX AA:GL 14% 11% 14% 23% 18% 3 3.4% 4.1% 4.7% HTD 234 6.7% 118%
FSMAX DJ:CTSM 10% 6% 9% 22% 15% 4 1.3% 2.0% 2.8% HTD 0%
FUAMX BB:ITT 9% 3% 1% -5% -2% 5 2.0% 1.8% 1.7% Sell 0%
FNBGX BB:LTT 21%
FSRNX DJ:RE 15%
FXNAX BB:AB 8%

2-QTAA  Asset     12m     5m      4m     3m   (3,4)  (4,5)  PO(s)   PO(5)   PO(f)   Criteria   HeldD    ROI   Vested
Symbol Geo:CL RRS252 RRS105 RRS84 RRS63 RS2 *RS1* 52/210 42/210 35/210 Status: HTD(31) (Pos) (Adj)
AOA
GL:Agr 11% 13% 21% 20% 20% 1 2.5% 3.2% 3.7% BUY 37 2.7% 32%
AOR GL:Gro 10% 10% 15% 14% 14% 2 2.3% 2.8% 3.1% BUY 253 6.4% 38%
COMT GL:Com -3% 3% 15% 8% 11% 3 -1.0% -0.6% -0.2% BUY 0%
AOM GL:Mod 9% 7% 9% 9% 9% 4 2.1% 2.3% 2.5% HTD 256 5.7% 37%
AOK GL:Con 9% 5% 6% 6% 6% 5 2.0% 2.2% 2.3% Sell 0%
IYLD GL:Inc 5% 2% 6% 5% 5% 6 0.8% 1.0% 1.2% Sell 0%

3-QAR   Asset   LastPri    5m      4m     3m   (4)  (3,4,5)  PO(s)   PO(3)   PO(f)   Criteria   HeldD    ROI   Vested
Symbol Geo:CL LR84 RRS105 RRS84 RRS63 RS2 *RS1* 63/126 42/126 31/126 Status: HTD(31) (Pos) (Adj)
IEFA
DM:BMC 64.92 20% 33% 29% 1 1 1.8% 3.1% 4.0% BUY 0%
QQEW GL:EW 70.84 14% 27% 30% 2 2 1.4% 2.7% 3.8% HTD 4 1.2% 48%
EUSA US:EW 62.43 13% 26% 23% 3 3 1.4% 2.2% 3.3% HTD 0%
FREL US:RE 27.90 12% 4% -2% 4 4 1.7% 1.7% 1.4% Sell 0%
FUTY US:Ut 41.67 12% 4% -10% 5 5 2.0% 1.5% 1.1% Sell 0%
TLT US:LTT 137.54 6% -16% -10% 6 6 1.1% 0.4% 0.1% Sell 0%

4-QAR   Asset   LastPri    6m      5m      4m   (4)  (4,5,6)  PO(s)   PO(3)   PO(f)   Criteria   HeldD    ROI   Vested
Symbol Geo:CL LR84 RRS126 RRS105 RRS84 RS2 *RS1* 63/126 42/126 31/126 Status: HTD(31) (Pos) (Adj)
QUAL
US:Qua 97.81 13% 16% 28% 1 1 1.6% 2.8% 3.9% BUY 0%
EFAV DM:MV 75.80 9% 13% 18% 2 2 1.3% 2.1% 2.5% BUY 0%
FDLO US:LV 37.75 10% 10% 14% 3 3 1.2% 1.8% 2.4% HTD 249 11.6% 44%
ACWV GL:MV 95.99 8% 9% 10% 5 4 1.2% 1.5% 1.6% HTD 15 0.7% 49%
USMV US:MV 64.34 7% 5% 5% 7 5 0.9% 0.9% 1.0% Sell 0%
EEMV EM:MV 58.59 -1% 3% 11% 4 6 0.2% 0.7% 0.9% Sell 0%
MTUM US:Mo 121.58 2% 1% 7% 6 7 0.0% 0.4% 1.1% Sell 0%
FBND US:TB 51.56 3% 2% -2% 8 8 0.3% 0.2% 0.2% Sell 0%

5-QAR    Asset   LastPri    6m      5m      4m   (4)  (4,5,6)  PO(s)   PO(3)   PO(f)   Criteria   HeldD    ROI   Vested
Symbol Geo:CL LR84 RRS126 RRS105 RRS84 RS2 *RS1* 50/120 40/120 30/120 Status: HTD(31) (Pos) (N)
IPAC
PAC:BMC 59.71 15% 21% 33% 1 1 2.6% 3.5% 4.0% BUY 0%
IEUR EUR:BMC 48.60 9% 18% 32% 2 2 2.0% 3.2% 3.6% BUY 0%
ITOT USA:BMC 70.62 11% 14% 25% 3 3 1.5% 2.5% 3.0% HTD 261 10.9% 48%
AOK GL:Con 36.01 5% 5% 6% 5 4 0.6% 0.8% 0.9% HTD 304 6.8% 46%
ILF LA:LCV 32.85 -11% -3% 21% 4 5 -0.4% 0.3% 0.6% Sell 0%
SHY US:STT 84.67 0% 0% -1% 6 NR 0.0% 0.0% 0.0% NR 0%

6-QTAA   Asset   LastPri    5m      4m     3m   (4)  (3,4,5)  PO(s)   PO(4)   PO(f)   Criteria   HeldD    ROI   Vested
Symbol Geo:CL LR84 RRS105 RRS84 RRS63 RS2 *RS1* 40/120 30/120 24/120 Status: HTD(31) (Pos) (Adj)
SMH
US:TSC 135.19 44% 61% 57% 1 1 8.1% 9.9% 10.6% BUY 44 10.7% 9%
ITB US:HB 46.35 48% 47% 33% 2 2 7.5% 7.7% 7.7% BUY 94 11.8% 8%
IXN GL:Tec 201.38 27% 42% 46% 4 3 4.8% 6.1% 6.9% HTD 4 1.5% 6%
SPGP US:GARP 61.75 25% 45% 43% 3 4 4.7% 6.1% 6.6% HTD 23 1.4% 6%
XLK US:Tec 87.27 23% 37% 44% 6 5 4.3% 5.7% 6.4% BUY 0%
XHB US:HB 46.68 31% 39% 29% 5 6 5.3% 5.6% 5.6% BUY 45 1.1% 8%
XSD US:TSC 98.25 25% 37% 37% 7 7 5.0% 6.8% 7.8% HTD 4 1.8% 6%
QQQ GL:LCB 203.53 18% 32% 37% 8 8 3.5% 4.6% 5.2% BUY 0%
RYT US:Tec 191.10 15% 31% 34% 9 9 3.0% 4.3% 5.0% BUY 0 0%
IWY US:LCG 92.45 16% 25% 32% 10 10 2.9% 3.9% 4.4% BUY 0%
IGV NA:TS 223.50 2% 18% 32% 11 11 0.7% 2.0% 2.9% BUY 0%
IHI US:MD 253.47 10% 13% 21% 12 12 1.6% 2.5% 3.1% BUY 0%
XAR US:A&D 109.59 12% 12% 11% 13 13 1.6% 2.7% 3.5% BUY 0%
XMMO US:MCG 59.63 2% 10% 14% 14 14 0.5% 1.1% 1.3% BUY 0%
USRT US:RE 55.79 14% 8% -1% 15 15 2.0% 1.6% 1.2% BUY 31 -0.7% 6%
LGLV US:LCLV 112.23 6% 7% 7% 16 16 1.0% 1.2% 1.4% HTD 0%
SPLV US:LCLV 57.58 8% 6% -1% 17 17 1.0% 0.9% 0.9% HTD 0%
REZ US:RE 77.91 9% -5% -15% 19 18 1.2% 0.1% -0.7% HTD 0%
ICLN GL:CE 10.82 1% -5% -12% 18 19 -0.3% -0.6% -0.6% Sell 0%
EDV US:FI 133.90 8% -23% -14% 20 20 0.0% -0.3% -0.3% Sell 0%

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