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URL:  https://boards.fool.com/quant-asset-rotation-amp-allocation-universe--34369646.aspx

Subject:  Re: ETF Trends & Ranks 2019Q4 Date:  12/20/2019  5:16 PM
Author:  MapG Number:  33757 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- ETF's/ WWL

   Market Trends          PO's              MAC(10M)             DBE(99d,26w)            CountIF  %Bullish    Risk
20-Dec-2019 Status: Inter Status: TP,210 Status: #MktD Bullish Eq-Wt Gauges
SP600 (IJR) Daily | Bullish 2.8% | Bullish 7.2% | Bullish 0 | 3 20.0% Risk On
SP400 (MDY) Daily | Bullish 3.0% | Bullish 6.7% | Bullish 0 | 3 20.0% Risk On
SP500EW (RSP) Daily | Bullish 4.0% | Bullish 7.9% | Bullish 0 | 3 20.0% Risk On
SP3200 (ITOT) Daily | Bullish 5.0% | Bullish 8.5% | Bullish 0 | 3 20.0% Risk On
SP500 (.SPx) Daily | Bullish 151.38 | Bullish 9.3% | Bullish 0 | 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) 120% 248 1 - - - - 9.2% 10.0% 12%
2- RS(3,4),RS(4,5) 107% 196 3 - - - - 6.5% 10.0% 12%
3- RS(4),RS(3,4,5),PO(42/126) 49% 18 1 - IEFA FUTY QQEW 4.9% 10.1% 8%
4- RS(4),RS(4,5,6),PO(42/126) 92% 146 2 - - USMV ACWV 6.1% 10.1% 8%
5- RS(4),RS(4,5,6),PO(40/120) 94% 297 2 - - - - 10.2% 13.2% 16%
6- RS(4),RS(3,4,5),PO(30/120) 51% 34 7 - XBI USRT XSD 7.5% 7.2% 8%
Cash Allocation 0% 46 0 --- --- --- --- --- --- ---
Portfolio Totals = 85% 114 19 - - - - 7.4% 11.4% 12%
BenchMark = N/A B&H 11 - - - - - 20.2% 19%

1-QTAA      BM       12m     6m      5m      4m   (4,5)  (5,6)  PO(s)   PO(4)   PO(f)   Criteria   HeldD    ROI   Vested
Symbol Index RRS252 RRS126 RRS105 RRS84 RS2 *RS1* 40/120 30/120 24/120 Status: HTD(61) (Pos) (Adj)
FSPSX
MSCI:EAFE 11% 13% 23% 27% 25% 1 3.5% 3.7% 3.7% BUY 0%
FXAIX SP:500 17% 14% 21% 27% 24% 2 3.3% 4.0% 4.4% HTD 0%
FFNOX AA:GL 14% 13% 20% 25% 22% 3 3.1% 3.6% 3.9% HTD 248 9.2% 120%
FSMAX DJ:CTSM 10% 9% 15% 24% 19% 4 2.6% 3.3% 3.6% HTD 0%
FUAMX BB:ITT 8% 1% -2% -6% -4% 5 -0.3% -0.4% -0.3% Sell 0%

2-QTAA  Asset     12m     5m      4m     3m   (3,4)  (4,5)  PO(s)   PO(4)   PO(f)   Criteria   HeldD    ROI   Vested
Symbol Geo:CL RRS252 RRS105 RRS84 RRS63 RS2 *RS1* 40/120 30/120 24/120 Status: HTD(31) (Pos) (Adj)
AOA
GL:Agr 11% 19% 22% 28% 25% 1 2.8% 3.2% 3.5% BUY 51 4.8% 32%
AOR GL:Gro 10% 14% 16% 20% 18% 2 2.1% 2.4% 2.6% BUY 267 8.0% 38%
COMT GL:Com -1% 10% 14% 16% 15% 3 1.3% 1.4% 1.3% BUY 0%
AOM GL:Mod 9% 9% 9% 13% 11% 4 1.4% 1.6% 1.8% HTD 270 6.6% 37%
IYLD GL:Inc 5% 6% 8% 10% 9% 5 0.8% 0.9% 1.1% Sell 0%
AOK GL:Con 9% 6% 6% 9% 8% 6 1.0% 1.2% 1.3% 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)
QQEW
GL:EW 72.20 24% 32% 45% 1 1 1.7% 3.7% 4.5% HTD 18 4.9% 49%
IEFA DM:BMC 65.47 27% 30% 32% 2 2 2.2% 3.8% 4.2% BUY 0%
EUSA US:EW 63.17 21% 27% 35% 3 3 1.5% 3.2% 3.9% HTD 0%
FUTY US:Ut 41.50 10% -1% -9% 4 4 1.6% 1.1% 0.7% Sell 0%
FREL US:RE 27.60 6% -3% -9% 5 5 1.3% 1.0% 0.5% Sell 0%
TLT US:LTT 136.79 -5% -16% -16% 6 6 0.5% -0.4% -0.5% 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 99.57 16% 25% 31% 1 1 1.9% 3.8% 4.7% BUY 0%
FDLO US:LV 38.17 12% 14% 17% 2 2 1.3% 2.3% 2.9% BUY 263 13.2% 44%
EFAV DM:MV 75.69 10% 15% 14% 3 3 1.4% 2.2% 2.2% HTD 0%
ACWV GL:MV 95.89 8% 10% 7% 6 4 1.1% 1.4% 1.4% HTD 29 0.3% 48%
MTUM US:Mo 123.03 4% 7% 12% 4 5 0.1% 1.1% 1.9% Sell 0%
USMV US:MV 64.60 7% 7% 5% 7 6 0.7% 1.0% 1.3% Sell 0%
EEMV EM:MV 58.44 1% 8% 7% 5 7 0.3% 0.8% 0.5% Sell 0%
FBND US:TB 51.59 2% 0% -1% 8 8 0.2% 0.1% 0.1% 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)
IEUR
EUR:BMC 49.20 15% 27% 32% 1 1 3.3% 3.9% 4.2% BUY 0%
IPAC PAC:BMC 59.88 17% 26% 28% 2 2 3.2% 3.8% 4.1% BUY 0%
ITOT USA:BMC 71.64 14% 21% 27% 3 3 2.5% 3.4% 3.8% HTD 275 12.8% 48%
ILF LA:LCV 33.32 -4% 13% 23% 4 4 1.0% 1.3% 0.9% HTD 0%
AOK GL:Con 36.15 5% 6% 6% 5 5 0.8% 1.0% 1.1% HTD 318 7.7% 46%
SHY US:STT 84.62 0% -1% -1% 6 6 0.0% -0.1% -0.1% NA 0%

6-QAR    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)
XBI
US:Bio 92.70 31% 62% 111% 2 1 5.7% 8.4% 10.5% BUY 0 0%
SMH US:SC 139.38 55% 64% 73% 1 2 9.1% 10.1% 10.4% BUY 58 18.6% 9%
XSD US:SC 101.34 34% 45% 63% 4 3 6.3% 7.3% 7.3% HTD 18 9.5% 7%
SPGP US:GARP 62.91 36% 46% 56% 3 4 5.8% 6.6% 6.8% BUY 37 4.6% 6%
IXN GL:Tec 205.94 37% 45% 55% 5 5 5.9% 6.9% 7.3% HTD 18 5.1% 6%
MOAT US:Mo 55.46 37% 44% 52% 6 6 6.1% 6.8% 7.2% HTD 9 2.4% 6%
XLK US:Tec 89.32 33% 42% 55% 7 7 5.5% 6.5% 6.9% BUY 0%
QTEC GL:Tec 96.99 32% 40% 53% 8 8 5.1% 6.0% 6.4% BUY 0%
QQQ GL:LCB 207.75 28% 36% 49% 9 9 4.5% 5.3% 5.7% BUY 0%
RYT US:Tec 194.61 26% 34% 48% 11 10 4.2% 5.1% 5.4% BUY 0 0%
ITB US:HB 46.19 43% 35% 21% 10 11 6.3% 6.5% 6.7% BUY 108 10.4% 8%
IWY US:LCG 94.21 24% 30% 43% 13 12 3.8% 4.7% 5.1% BUY 0%
MGK US:LCG 142.09 22% 27% 40% 14 13 3.6% 4.4% 4.8% BUY 0%
XHB US:HB 46.69 33% 31% 24% 12 14 4.8% 4.8% 4.8% BUY 59 0.6% 8%
IGV NA:TS 228.04 14% 25% 45% 15 15 2.3% 3.6% 4.2% BUY 0%
IHI US:MD 258.25 15% 20% 38% 16 16 2.7% 3.7% 4.4% HTD 0%
XAR US:A&D 109.88 12% 11% 27% 18 17 2.3% 3.2% 3.1% HTD 0%
XMMO US:Mo 60.25 8% 14% 22% 17 18 1.3% 1.7% 2.2% HTD 0%
LGLV US:LCLV 113.01 8% 9% 14% 19 19 1.2% 1.6% 1.9% HTD 0%
ICLN GL:CE 11.03 6% 3% 13% 20 20 0.2% 0.9% 1.7% HTD 0%

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