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URL:  https://boards.fool.com/quant-asset-rotation-amp-allocation-universe--34373476.aspx

Subject:  Re: ETF Trends & Ranks 2019Q4 Date:  12/27/2019  5:01 PM
Author:  MapG Number:  33758 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
27-Dec-2019 Status: Inter Status: TP,210 Status: #MktD Bullish Eq-Wt Gauges
SP600 (IJR) Daily | Bullish 2.7% | Bullish 6.9% | Bullish 5 | 3 20.0% Risk On
SP400 (MDY) Daily | Bullish 3.4% | Bullish 6.5% | Bullish 0 | 3 20.0% Risk On
SP500EW (RSP) Daily | Bullish 4.2% | Bullish 7.6% | Bullish 0 | 3 20.0% Risk On
SP3200 (ITOT) Daily | Bullish 5.3% | Bullish 8.9% | Bullish 0 | 3 20.0% Risk On
SP500 (.SPx) Daily | Bullish 161.94 | Bullish 9.7% | 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% 255 1 - - - - 10.1% 9.8% 11%
2- RS(3,4),RS(4,5) 106% 203 3 - - - - 6.2% 9.8% 11%
3- RS(4),RS(3,4,5),PO(42/126) 49% 25 1 - IEFA FUTY QQEW 5.1% 10.6% 11%
4- RS(4),RS(4,5,6),PO(42/126) 92% 102 2 ACWV - - - 6.5% 10.6% 11%
5- RS(4),RS(4,5,6),PO(40/120) 94% 304 2 - - - - 10.5% 13.4% 16%
6- RS(4),RS(3,4,5),PO(30/120) 51% 40 7 XHB XBI USRT XSD 7.2% 7.0% 7%
Cash Allocation 0% 53 0 --- --- --- --- --- --- ---
Portfolio Totals = 86% 114 19 - - - - 7.4% 11.5% 13%
BenchMark = N/A B&H 11 - - - - - 20.7% 20%

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) (%) (Adj)
FXAIX
SP:500 16% 16% 25% 27% 25.7% 1 3.7% 4.3% 4.6% BUY 0%
FSPSX MSCI:EAFE 11% 14% 25% 24% 24.5% 2 3.5% 3.6% 3.6% HTD 0%
FFNOX AA:GL 14% 15% 23% 25% 23.9% 3 3.4% 3.9% 4.2% HTD 255 10.1% 120%
FSMAX DJ:CTSM 9% 9% 19% 23% 20.8% 4 2.9% 3.4% 3.6% HTD 0%
FUAMX BB:ITT 8% 0% -4% -6% -4.7% 5 -0.4% -0.4% -0.5% 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) (%) (Adj)
AOA
GL:Agr 11% 21% 22% 30% 25.5% 1 3.0% 3.4% 3.7% BUY 58 4.5% 32%
AOR GL:Gro 10% 15% 15% 22% 18.5% 2 2.3% 2.6% 2.8% BUY 274 7.6% 38%
COMT GL:Com -2% 13% 13% 19% 15.8% 3 1.5% 1.5% 1.7% BUY 0%
AOM GL:Mod 9% 9% 9% 14% 11.6% 4 1.5% 1.7% 1.8% HTD 277 6.2% 36%
IYLD GL:Inc 4% 7% 8% 12% 10.3% 5 0.9% 1.1% 1.4% Sell 0%
AOK GL:Con 8% 7% 7% 9% 8.0% 6 1.1% 1.2% 1.3% Sell 0%

3-QAR   Asset     12m     5m      4m     3m   (4)  (3,4,5)  PO(s)   PO(3)   PO(f)   Criteria   HeldD   ROI   Vested
Symbol Geo:CL RRS252 RRS105 RRS84 RRS63 RS2 *RS1* 63/126 42/126 31/126 Status: HTD(31) (%) (Adj)
QQEW
GL:EW 18% 29% 33% 48% 1 1 2.0% 4.1% 4.9% HTD 25 5.1% 49%
IEFA DM:BMC 9% 29% 28% 32% 2 2 2.4% 4.0% 4.2% BUY 0%
EUSA US:EW 14% 25% 25% 38% 3 3 1.7% 3.5% 4.1% HTD 0%
FUTY US:Ut 18% 8% -2% -5% 4 4 1.3% 0.8% 1.0% Sell 0%
FREL US:RE 16% 4% -5% -10% 5 5 1.1% 0.6% 0.4% Sell 0%
TLT US:LTT 20% -10% -15% -15% 6 6 0.2% -0.6% -0.4% Sell 0%

4-QAR   Asset     12m     6m      5m      4m   (4)  (4,5,6)  PO(s)   PO(3)   PO(f)   Criteria   HeldD    ROI   Vested
Symbol Geo:CL RRS252 RRS126 RRS105 RRS84 RS2 *RS1* 63/126 42/126 31/126 Status: HTD(31) (%) (Adj)
QUAL
US:Qua 18% 18% 29% 32% 1 1 2.2% 4.2% 5.1% BUY 0 0%
FDLO US:LV 20% 12% 17% 17% 2 2 1.3% 2.5% 3.2% BUY 270 13.5% 44%
EFAV DM:MV 8% 10% 14% 12% 4 3 1.4% 2.1% 2.0% HTD 0%
MTUM US:Mo 17% 4% 10% 13% 3 4 0.3% 1.5% 2.2% Sell 0%
ACWV GL:MV 14% 8% 10% 6% 5 5 1.0% 1.3% 1.4% Sell 36 0.7% 48%
USMV US:MV 19% 7% 8% 6% 6 6 0.7% 1.1% 1.5% Sell 0%
EEMV EM:MV -1% 2% 9% 6% 7 7 0.4% 0.8% 0.4% Sell 0%
FBND US:TB 7% 2% 0% -1% 8 8 0.2% 0.1% 0.2% Sell 0%

5-QAR    Asset     12m     6m      5m      4m   (4)  (4,5,6)  PO(s)   PO(3)   PO(f)   Criteria   HeldD    ROI   Vested
Symbol Geo:CL RRS252 RRS126 RRS105 RRS84 RS2 *RS1* 50/120 40/120 30/120 Status: HTD(31) (%) (N)
IEUR
EUR:BMC 8% 18% 30% 31% 1 1 3.7% 4.2% 4.4% BUY 0%
IPAC PAC:BMC 9% 17% 27% 24% 3 2 3.3% 3.8% 3.8% HTD 0%
ITOT USA:BMC 15% 15% 25% 27% 2 3 2.9% 3.7% 4.1% BUY 282 13.5% 48%
ILF LA:LCV -6% -1% 19% 20% 4 4 1.6% 1.5% 1.1% HTD 0%
AOK GL:Con 8% 6% 7% 7% 5 5 0.9% 1.1% 1.1% HTD 325 7.6% 46%
SHY US:STT 2% 0% -1% -1% 6 6 -0.1% -0.1% -0.1% NA 0%

6-QAR    Asset     12m     5m      4m     3m   (4)  (3,4,5)  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) (%) (Adj)
XBI
US:Bio 3% 41% 70% 119% 1 1 7.1% 10.1% 12.1% BUY 0 0%
SMH US:SC 36% 61% 62% 75% 2 2 9.3% 10.2% 10.8% BUY 65 17.6% 9%
XSD US:SC 36% 41% 48% 72% 3 3 7.0% 7.6% 8.1% HTD 25 10.3% 7%
RDVY US:Div 19% 44% 47% 60% 4 4 6.7% 7.3% 7.8% BUY 0%
IXN GL:Tec 28% 42% 46% 57% 5 5 6.3% 7.2% 7.7% HTD 25 6.1% 6%
SPGP US:GARP 22% 42% 44% 57% 6 6 6.1% 6.7% 7.1% BUY 44 4.2% 6%
XLK US:Tec 29% 38% 44% 58% 7 7 5.9% 6.9% 7.3% BUY 0%
QTEC GL:Tec 25% 38% 41% 58% 9 8 5.6% 6.5% 7.0% BUY 0%
MOAT US:Qua 21% 40% 42% 52% 8 9 6.2% 6.8% 7.2% HTD 16 1.7% 6%
QQQ GL:LCB 22% 33% 38% 51% 10 10 5.0% 5.7% 6.2% BUY 0%
RYT US:Tec 22% 32% 35% 52% 11 11 4.7% 5.5% 5.7% BUY 0 0%
IWY US:LCG 21% 28% 32% 47% 12 12 4.3% 5.1% 5.6% BUY 0%
IGV NA:TS 16% 20% 29% 49% 13 13 3.1% 4.3% 4.6% BUY 0%
MGK US:LCG 22% 26% 29% 44% 14 14 4.0% 4.8% 5.2% BUY 0%
IHI US:MD 22% 18% 23% 43% 17 15 3.1% 4.3% 4.8% HTD 0%
ITB US:HB 35% 40% 28% 15% 15 16 5.7% 6.0% 6.0% Sell 115 9.6% 8%
XHB US:HB 26% 33% 26% 19% 16 17 4.5% 4.6% 4.6% Sell 66 0.2% 8%
XAR US:A&D 27% 13% 9% 30% 19 18 2.5% 3.0% 2.6% Sell 0%
XMMO US:Mo 17% 11% 15% 25% 18 19 1.6% 2.2% 2.5% Sell 0%
ICLN GL:CE 23% 9% 8% 25% 20 20 0.8% 2.0% 3.2% Sell 0%

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