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No. of Recommendations: 0
There are no major changes this time just a few twicks. Unlike VL screens performance is not so good mostly because of the exceptional higher returns of 98-99 years for VL screens and poor returns 2000-2002. Hoping to improve that.

ETF'S Long only              
Date Account Action Description Investments Returns IRR

TOTAL 1/1/1999 - 12/31/1999 211,392.06 214,124.19 5.70%

TOTAL 1/1/2000 - 12/31/2000 560,861.20 532,097.57 -39.68%

TOTAL 1/1/2001 - 12/31/2001 213,871.51 193,275.73 -43.13%

TOTAL 1/1/2002 - 12/31/2002 124,300.63 115,076.83 -28.48%

TOTAL 1/1/2003 - 12/31/2003 60,423.75 66,612.69 22.58%

TOTAL 1/1/2004 - 12/31/2004 46,352.85 49,937.55 11.02%

TOTAL 1/1/2005 - 12/31/2005 210,540.53 217,477.40 10.80%

TOTAL 1/1/2006 - 12/31/2006 234,815.15 246,781.22 19.52%

TOTAL 1/1/2007 - 12/31/2007 429,573.65 434,837.05 5.77%

TOTAL 1/1/2008 - 12/31/2008 393,531.24 390,227.57 -3.84%

TOTAL 1/1/2009 - 12/31/2009 749,578.32 752,848.85 3.01%

TOTAL 1/1/2010 - 12/31/2010 922,541.12 941,667.78 11.87%

TOTAL 1/1/2011 - 12/31/2011 1,038,806.47 1,029,315.36 -6.97%




TOTAL 6/1/1998 - 1/3/2012 4,303,853.36 4,291,544.66 -0.96%


Notes:
Universe: Selected ETF's from Fidelity's List with at least 1-year of history and Average daily dollar volume (90d) > 1.0mil. Last modified 4/18/2011.
Strategy / Conditions: ---------------------------------------------------------------------------------------
1) Apply a mechanical trend analysis model for trading ETF's that outperforms a buy and hold strategy.
2) Each group Backtested with DAILY data. http://www.etfscreen.com
3) The Regression Relative Strength (RRSx) is the Log-price regression SLOPE of each ETF, then Annualized.
4) The final sort is the Average of RRSx Ranks, where R6, R3, R2 or R1 are rankings of monthly lookback periods.
5) LRxx is the last price on Linear Regression Trend line - TREND(days). Buy/Sell price target determined by LRxx
6) Buy, Sell and HTD criteria are as noted. Set Trailing Stops @ ATR when Ranking status is HTD condition.
7) Go to cash when the specified number to hold are not available.
8) Non-traditional ETFs/ETNs/Holders are excluded.
9) Historic prices are Non-dividend adjusted values.
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No. of Recommendations: 2
SOLD:
*-
BOUGHT:
iShares Dow Jones US Healthcare (IYH)
iShares Dow Jones US Utilities (IDU)
Rydex S&P Equal Weight Consumer Staples (RHS)
Rydex S&P Equal Weight Utilities (RYU)

Taxable_Acct. - Tactical_Asset_Rotation: RRS
Hold: TWO(2), SELL: IF( Avg Rank > 2.5 or RRS126 < 0 ), BUY: IF( Avg Rank <= 2.5 & Price > LR126 & RRS63 > 0 )
COUNTIF( Buy ) 0 of 5 or 0% , COUNTIF( Held ) 1 of 5 or 20%

LT Holdings: TLT Sell: - Buy: -
                                                              Avg Rank    Rank    %off            Days
EndD ETF's Class: Price RRS126 RRS63 RRS21 GSDd (R6,R3) (126,63) LR126 Status: Held
6-Jan-12 TLT US:FILB 118.73 54% 23% 1% 22% 1.5 1.0 -4.6% HTD 201
6-Jan-12 VNQ US:RE 57.84 -7% 34% 106% 33% 2.0 2.0 5.5% Sell
6-Jan-12 PRF US:LC 55.39 -2% 16% 60% 27% 2.5 3.0 4.9% Sell
6-Jan-12 DBC GL:Com 27.59 -22% -9% 33% 23% 4.0 4.0 4.5% Sell
6-Jan-12 PXF GL:DM 31.97 -29% -28% -3% 38% 5.0 5.0 3.2% Sell


Taxable_Acct. - DowJones Sectors: RRS
Hold: THREE(3), SELL: IF( Avg Rank > 5 or RRS126 < 0 ), BUY: IF( Avg Rank < 4 & Price > LR126 & RRS21 > 0 )
COUNTIF( Buy ) 1 of 17 or 6% , COUNTIF( Held ) 2 of 17 or 12%

ST Holdings: IYH,IDU Sell: - Buy: IYH,IDU
                                                              Avg Rank       Rank     %off            Days
EndD ETF's Class: Price RRS126 RRS63 RRS21 GSDd (R6,R3,R1) (126,63,21) LR126 Status: Held
6-Jan-12 IYH US:HC 72.41 3% 28% 110% 22% 3.3 1.0 5.4% BUY 0
6-Jan-12 IYT US:TA 90.31 0% 34% 70% 33% 4.7 3.0 5.9% Sell
6-Jan-12 IDU US:UT 86.03 18% 22% 49% 19% 5.0 5.0 -0.6% HTD 0
6-Jan-12 IYR US:RE 56.83 -11% 28% 92% 32% 5.3 2.0 5.7% Sell
6-Jan-12 IYJ US:IND 64.98 1% 27% 68% 32% 5.7 4.0 6.0% Sell
6-Jan-12 IYC US:CS 72.45 7% 15% 42% 25% 6.7 9.0 3.4% Sell
6-Jan-12 IYE US:EN 40.54 -8% 20% 67% 37% 8.0 6.0 5.9% Sell
6-Jan-12 IYK US:CG 68.66 4% 12% 39% 20% 8.0 11.0 2.4% Sell
6-Jan-12 IYF US:FIN 50.30 -14% 13% 77% 37% 8.7 8.0 7.9% Sell
6-Jan-12 EWRI US:LCEW 31.26 -5% 12% 50% 30% 9.0 10.0 4.9% Sell
6-Jan-12 IYG US:FS 47.09 -21% 7% 90% 43% 9.7 7.0 10.2% Sell
6-Jan-12 IYW US:TECH 65.67 7% -5% 6% 27% 10.7 13.0 2.1% Sell
6-Jan-12 BND US:FIT 83.34 3% 2% -6% 4% 11.3 15.0 -0.7% Sell
6-Jan-12 IYM US:BM 66.52 -27% 5% 34% 40% 13.7 12.0 8.2% Sell
6-Jan-12 IYZ US:TELC 20.88 -23% -4% 28% 26% 14.3 14.0 4.3% Sell
6-Jan-12 PFF US:PF 36.81 -13% -9% 10% 17% 14.3 16.0 3.9% Sell
6-Jan-12 IAU GL:Comm 15.76 -5% -23% -53% 23% 14.7 17.0 -3.6% Sell


IRA_Acct. - FIDO_Free_10 Trends and Ranks: RRS
Hold: TWO(2), SELL: IF( Avg Rank > 4 or RRS126 < 0 ), BUY: IF( Avg Rank < 3 & Price > LR126 & RRS63 > 0 )
COUNTIF( Buy ) 0 of 10 or 0% , COUNTIF( Held ) 0 of 10 or 0%

ST Holdings: - Sell: - Buy: -
                                                               Avg Rank       Rank     %off            Days
EndD ETF's Class: Price RRS126 RRS63 RRS21 GSDd (R6,R3,R1) (126,63,21) LR126 Status: Held
6-Jan-12 IWN US:SCV 66.71 -7% 29% 69% 37% 3.0 2.0 6.6% Sell
6-Jan-12 IWD US:LCV 64.61 -1% 20% 71% 28% 3.0 3.0 5.4% Sell
6-Jan-12 IYR US:REIT 56.83 -11% 28% 92% 32% 3.3 1.0 5.7% Sell
6-Jan-12 IWF US:LCG 58.81 0% 8% 32% 26% 4.0 5.0 3.5% Sell
6-Jan-12 AGG US:FI 110.12 3% 2% 9% 4% 4.3 6.0 -0.1% Sell
6-Jan-12 IWO US:SCG 85.19 -7% 19% 30% 39% 5.0 4.0 5.2% Sell
6-Jan-12 SHY US:FI 84.46 0% 0% -1% 1% 5.7 7.0 0.0% Sell
6-Jan-12 EEM GL:EM 38.23 -30% -16% 2% 38% 8.0 8.0 4.4% Sell
6-Jan-12 ACWX GL:LCB 36.57 -25% -19% -9% 34% 9.0 9.0 3.0% Sell
6-Jan-12 SCZ GL:SC 34.75 -30% -29% -5% 35% 9.7 10.0 2.9% Sell


IRA_Acct. - Sector & Commodity ETF's: RRS
Hold: THREE(3), SELL: IF( Avg Rank > 5 or RRS126 < 0 ), BUY: IF( Avg Rank < 4 & Price > LR126 & RRS21 > 0 )
COUNTIF( Buy ) 1 of 15 or 7% , COUNTIF( Held ) 2 of 15 or 13%

ST Holdings: RYU,RHS Sell: - Buy: RHS,RYU
                                                              Avg Rank       Rank     %off            Days
EndD ETF's Class: Price RRS126 RRS63 RRS21 GSDd (R6,R3,R1) (126,63,21) LR126 Status: Held
6-Jan-12 RGI US:SI 53.16 3% 28% 73% 30% 2.7 2.0 5.8% BUY
6-Jan-12 RHS US:SS 62.65 8% 21% 39% 18% 4.3 6.0 1.7% HTD 2
6-Jan-12 RYH US:SH 67.86 -8% 12% 103% 25% 5.0 1.0 6.1% Sell
6-Jan-12 RYF US:SF 24.68 -14% 14% 97% 35% 5.3 3.0 8.8% Sell
6-Jan-12 RYU US:SU 54.22 7% 14% 48% 19% 5.3 4.0 0.3% Sell 3
6-Jan-12 RTM US:SM 58.10 -16% 17% 66% 36% 6.3 5.0 8.4% Sell
6-Jan-12 HYG US:HY 88.90 -2% 10% 51% 14% 7.3 7.0 2.6% Sell
6-Jan-12 RCD US:SD 48.30 4% 11% 30% 31% 7.3 10.0 4.3% Sell
6-Jan-12 RSP US:LC 47.08 -3% 11% 51% 30% 7.7 8.0 4.6% Sell
6-Jan-12 DBE GLC:ENE 29.09 -12% 7% 56% 29% 8.3 9.0 6.4% Sell
6-Jan-12 RYT US:ST 50.82 0% -6% 10% 32% 10.0 12.0 2.4% Sell
6-Jan-12 RYE US:SE 63.08 -15% 7% 33% 43% 10.7 11.0 5.3% Sell
6-Jan-12 DBA GLC:AG 28.35 -31% -35% 54% 19% 11.7 13.0 0.8% Sell
6-Jan-12 DBB GLC:BM 18.78 -46% -19% -28% 30% 14.0 14.0 6.7% Sell
6-Jan-12 DBP GLC:PM 55.69 -19% -29% -60% 29% 14.0 15.0 -3.3% Sell


FIDO_Free_12 Trends and Ranks: RRS
Hold: THREE(3), SELL: IF( Avg Rank > 5 or RRS126 < 0 ), BUY: IF( Avg Rank < 4 & Price > LR126 & RRS63 > 0 )
COUNTIF( Buy ) 2 of 12 or 17% , COUNTIF( Held ) 1 of 12 or 8%

ST Holdings: DVY Sell: - Buy: IJR
                                                               Avg Rank       Rank     %off            Days
EndD ETF's Class: Price RRS126 RRS63 RRS21 GSDd (R6,R3,R1) (126,63,21) LR126 Status: Held
6-Jan-12 DVY US:SD 53.68 13% 26% 66% 22% 2.3 2.0 2.4% BUY 17
6-Jan-12 IJR US:SCB 69.18 0% 34% 68% 36% 2.7 3.0 5.6% BUY
6-Jan-12 IYR US:REIT 56.83 -11% 28% 92% 32% 3.7 1.0 5.7% Sell
6-Jan-12 IVV US:LCB 128.27 1% 14% 51% 26% 4.0 4.0 4.3% HTD
6-Jan-12 TIP US:FI 117.37 7% 9% 5% 7% 5.0 7.0 -0.1% HTD
6-Jan-12 IJH US:MCB 88.91 -8% 13% 39% 33% 5.7 5.0 5.0% Sell
6-Jan-12 LQD US:FI 113.71 2% 0% 24% 7% 5.7 6.0 0.6% Sell
6-Jan-12 EMB GL:FI 108.40 -2% 4% 0% 8% 7.3 8.0 -0.2% Sell
6-Jan-12 EEM GL:EM 38.23 -30% -16% 2% 38% 9.3 9.0 4.4% Sell
6-Jan-12 EFA GL:DM 49.15 -25% -22% -2% 36% 10.0 10.0 2.7% Sell
6-Jan-12 IDV GL:SD 29.46 -22% -24% -3% 35% 10.3 11.0 1.6% Sell
6-Jan-12 SCZ GL:SC 34.75 -30% -29% -5% 35% 12.0 12.0 2.9% Sell


Shortables Trends and Ranks: RRS
BUY: to Cover IF( Avg Rank <= 5 ), SELL: Short IF( Avg Rank >= 6 & Rank >= 6 )
COUNTIF( Sell ) 4 of 10 or 40% , COUNTIF( Held ) 0 of 10 or 0%

ST Holdings: - Sell: - Buy: -
                                                              Avg Rank      Rank     %off           Days
EndD ETF's Class: Price RRS63 RRS42 RRS21 GSDd (R3,R2,R1) (63,42,21) LR63 Status: Held
6-Jan-12 EFA GL:DM 49.15 -22% -13% -2% 36% 9.7 9.0 0.7% SELL
6-Jan-12 EEM GL:EM 38.23 -16% -27% 2% 38% 9.3 10.0 0.3% SELL
6-Jan-12 QQQ US:LCB 57.81 -10% -6% 28% 27% 7.3 8.0 3.7% SELL
6-Jan-12 AGG US:T 110.12 2% 2% 9% 4% 7.0 7.0 0.1% SELL
6-Jan-12 IJH US:MCB 88.91 13% 5% 39% 33% 5.3 6.0 1.1% HTD
6-Jan-12 GSG GL:COM 33.95 9% -12% 75% 27% 5.3 5.0 1.7% HTD
6-Jan-12 IVV US:LCB 128.27 14% 17% 51% 26% 4.0 4.0 1.7% Buy
6-Jan-12 IWM US:SCB 74.80 23% 20% 45% 38% 3.7 3.0 0.7% Buy
6-Jan-12 DIA US:LCB 123.53 26% 29% 55% 23% 2.3 2.0 1.1% Buy
6-Jan-12 IYR US:REIT 56.83 28% 29% 92% 32% 1.0 1.0 0.5% Buy
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No. of Recommendations: 2
SOLD:
*-
BOUGHT:
PowerShares FTSE RAFI US 1000 (PRF)
Russell 1000 Value Index (IWD)
Rydex S&P Equal Weight Industrials (RGI)
S&P Small Cap 600 (IJR)
S&P 500 (IVV)

Taxable_Acct. - Tactical_Asset_Rotation: RRS
Hold: TWO(2), SELL: IF( Avg Rank > 2.5 or RRS126 < 0 ), BUY: IF( Avg Rank <= 2.5 & Price > LR126 & RRS63 > 0 )
COUNTIF( Buy ) 1 of 5 or 20% , COUNTIF( Held ) 2 of 5 or 40%

LT Holdings: TLT,PRF Sell: - Buy: PRF
                                                               Avg Rank    Rank    %off            Days
EndD ETF's Class: Price RRS126 RRS63 RRS21 GSDd (R6,R3) (126,63) LR126 Status: Held
13-Jan-12 TLT US:FILB 120.88 47% 23% -23% 22% 1.5 1.0 -2.6% HTD 208
13-Jan-12 VNQ US:RE 58.39 -1% 24% 61% 33% 2.0 2.0 5.0% Sell
13-Jan-12 PRF US:LC 56.00 5% 16% 140% 27% 2.5 3.0 4.4% BUY 0
13-Jan-12 DBC GL:Com 27.29 -20% -10% 121% 23% 4.0 4.0 3.1% Sell
13-Jan-12 PXF GL:DM 32.18 -26% -29% 69% 38% 5.0 5.0 3.3% Sell


Taxable_Acct. - DowJones Sectors: RRS
Hold: THREE(3), SELL: IF( Avg Rank > 5 or RRS126 < 0 ), BUY: IF( Avg Rank < 4 & Price > LR126 & RRS21 > 0 )
COUNTIF( Buy ) 1 of 17 or 6% , COUNTIF( Held ) 2 of 17 or 12%

ST Holdings: IYH,IDU Sell: IDU Buy: IYJ
                                                               Avg Rank       Rank     %off            Days
EndD ETF's Class: Price RRS126 RRS63 RRS21 GSDd (R6,R3,R1) (126,63,21) LR126 Status: Held
13-Jan-12 IYJ US:IND 66.74 11% 28% 208% 32% 3.3 2.0 6.3% BUY
13-Jan-12 IYT US:TA 92.24 11% 31% 135% 33% 4.7 5.0 5.7% HTD
13-Jan-12 IYH US:HC 73.23 10% 34% 124% 22% 5.0 7.0 4.8% HTD 7
13-Jan-12 IYC US:CS 72.92 13% 14% 95% 25% 6.7 9.0 2.6% Sell
13-Jan-12 IYG US:FS 48.69 -12% 16% 384% 43% 7.0 1.0 11.2% Sell
13-Jan-12 IYF US:FIN 51.61 -6% 16% 226% 37% 7.0 4.0 8.4% Sell
13-Jan-12 EWRI US:LCEW 31.65 2% 8% 157% 30% 7.7 6.0 4.5% Sell
13-Jan-12 IDU US:UT 85.70 20% 15% 1% 19% 8.0 15.0 -1.4% Sell 7
13-Jan-12 IYE US:EN 40.01 -1% 8% 148% 37% 9.0 8.0 3.1% Sell
13-Jan-12 IYR US:RE 57.69 -4% 20% 71% 32% 9.0 11.0 5.8% Sell
13-Jan-12 IYW US:TECH 65.80 11% -6% 106% 27% 9.3 10.0 1.4% Sell
13-Jan-12 IYK US:CG 68.90 9% 13% 58% 20% 10.0 12.0 1.8% Sell
13-Jan-12 IYM US:BM 68.92 -20% 3% 255% 40% 10.3 3.0 9.9% Sell
13-Jan-12 BND US:FIT 83.70 2% 1% -7% 4% 13.0 17.0 -0.1% Sell
13-Jan-12 PFF US:PF 37.26 -10% -6% 94% 17% 13.3 13.0 4.4% Sell
13-Jan-12 IYZ US:TELC 21.34 -18% -4% 60% 26% 14.3 14.0 5.3% Sell
13-Jan-12 IAU GL:Comm 15.97 -10% -28% 54% 23% 15.3 16.0 -1.2% Sell


IRA_Acct. - FIDO_Free_10 Trends and Ranks: RRS
Hold: TWO(2), SELL: IF( Avg Rank > 4 or RRS126 < 0 ), BUY: IF( Avg Rank < 3 & Price > LR126 & RRS63 > 0 )
COUNTIF( Buy ) 2 of 10 or 20% , COUNTIF( Held ) 1 of 10 or 10%

ST Holdings: IWD Sell: - Buy: IWD,IWN
                                                                Avg Rank       Rank     %off            Days
EndD ETF's Class: Price RRS126 RRS63 RRS21 GSDd (R6,R3,R1) (126,63,21) LR126 Status: Held
13-Jan-12 IWD US:LCV 65.44 6% 20% 148% 28% 1.7 1.0 5.0% BUY 0
13-Jan-12 IWN US:SCV 67.85 2% 26% 128% 37% 2.7 2.0 6.2% BUY
13-Jan-12 IWO US:SCG 87.16 2% 15% 128% 39% 3.7 3.0 5.5% HTD
13-Jan-12 IWF US:LCG 59.34 5% 6% 105% 26% 4.0 4.0 3.1% HTD
13-Jan-12 IYR US:REIT 57.69 -4% 20% 71% 32% 5.3 5.0 5.8% Sell
13-Jan-12 AGG US:FI 110.55 3% 2% 5% 4% 6.0 9.0 0.3% Sell
13-Jan-12 EEM GL:EM 39.29 -25% -19% 122% 38% 7.0 6.0 6.2% Sell
13-Jan-12 SHY US:FI 84.53 0% 0% 0% 1% 7.7 10.0 0.0% Sell
13-Jan-12 ACWX GL:LCB 36.96 -22% -21% 61% 34% 8.3 8.0 3.4% Sell
13-Jan-12 SCZ GL:SC 35.58 -27% -30% 85% 34% 8.7 7.0 4.8% Sell


IRA_Acct. - Sector & Commodity ETF's: RRS
Hold: THREE(3), SELL: IF( Avg Rank > 5 or RRS126 < 0 ), BUY: IF( Avg Rank < 4 & Price > LR126 & RRS21 > 0 )
COUNTIF( Buy ) 1 of 15 or 7% , COUNTIF( Held ) 3 of 15 or 20%

ST Holdings: RYU,RHS,RGI Sell: RYU Buy: RGI
                                                               Avg Rank       Rank     %off            Days
EndD ETF's Class: Price RRS126 RRS63 RRS21 GSDd (R6,R3,R1) (126,63,21) LR126 Status: Held
13-Jan-12 RGI US:SI 54.64 13% 28% 228% 30% 1.7 3.0 6.2% BUY 4
13-Jan-12 RTM US:SM 60.06 -7% 19% 313% 36% 4.7 1.0 9.4% Sell
13-Jan-12 RYF US:SF 25.35 -5% 17% 274% 35% 5.0 2.0 9.1% Sell
13-Jan-12 RYH US:SH 68.60 -1% 16% 169% 25% 6.0 4.0 5.5% Sell
13-Jan-12 RCD US:SD 48.96 12% 9% 154% 31% 6.0 5.0 3.9% Sell
13-Jan-12 RHS US:SS 62.78 12% 20% 32% 18% 6.0 11.0 1.0% Sell 9
13-Jan-12 RSP US:LC 47.80 4% 9% 155% 30% 6.3 6.0 4.5% Sell
13-Jan-12 DBE GLC:ENE 28.33 -8% 3% 171% 29% 8.3 7.0 2.6% Sell
13-Jan-12 RYT US:ST 51.60 6% -6% 139% 32% 8.3 8.0 2.6% Sell
13-Jan-12 RYU US:SU 54.11 10% 9% 18% 19% 9.0 13.0 -0.5% Sell 10
13-Jan-12 HYG US:HY 89.02 1% 7% 33% 14% 9.7 12.0 2.0% Sell
13-Jan-12 RYE US:SE 61.52 -10% -10% 133% 43% 11.3 9.0 1.7% Sell
13-Jan-12 DBB GLC:BM 19.81 -43% -14% 158% 30% 11.3 10.0 12.1% Sell
13-Jan-12 DBA GLC:AG 28.62 -30% -33% 70% 19% 13.0 14.0 2.3% Sell
13-Jan-12 DBP GLC:PM 56.68 -23% -34% 44% 29% 13.3 15.0 -0.1% Sell


FIDO_Free_12 Trends and Ranks: RRS
Hold: THREE(3), SELL: IF( Avg Rank > 5 or RRS126 < 0 ), BUY: IF( Avg Rank < 4 & Price > LR126 & RRS63 > 0 )
COUNTIF( Buy ) 3 of 12 or 25% , COUNTIF( Held ) 3 of 12 or 25%

ST Holdings: DVY,IJR,IVV Sell: - Buy: IJR,IVV
                                                                Avg Rank       Rank     %off            Days
EndD ETF's Class: Price RRS126 RRS63 RRS21 GSDd (R6,R3,R1) (126,63,21) LR126 Status: Held
13-Jan-12 IJR US:SCB 70.48 10% 31% 126% 36% 1.7 1.0 5.4% BUY 4
13-Jan-12 IVV US:LCB 129.50 7% 14% 121% 26% 3.7 3.0 3.9% BUY 2
13-Jan-12 DVY US:SD 53.99 18% 24% 59% 22% 3.7 4.0 1.8% BUY 24
13-Jan-12 IJH US:MCB 90.57 0% 10% 141% 33% 4.0 2.0 5.1% HTD
13-Jan-12 IYR US:REIT 57.69 -4% 20% 71% 32% 5.7 5.0 5.8% Sell
13-Jan-12 TIP US:FI 117.58 7% 7% 4% 7% 7.0 9.0 0.1% Sell
13-Jan-12 LQD US:FI 114.51 2% 0% 18% 7% 7.3 8.0 1.2% Sell
13-Jan-12 EEM GL:EM 39.29 -25% -19% 122% 38% 7.7 6.0 6.2% Sell
13-Jan-12 EFA GL:DM 49.60 -21% -23% 59% 35% 9.0 10.0 3.1% Sell
13-Jan-12 EMB GL:FI 108.23 -2% -2% -13% 8% 9.0 12.0 -0.2% Sell
13-Jan-12 SCZ GL:SC 35.58 -27% -30% 85% 34% 9.7 7.0 4.8% Sell
13-Jan-12 IDV GL:SD 29.63 -19% -26% 46% 35% 9.7 11.0 1.9% Sell


Shortables Trends and Ranks: RRS
BUY: to Cover IF( Avg Rank <= 5 ), SELL: Short IF( Avg Rank >= 6 & Rank >= 6 )
COUNTIF( Sell ) 3 of 10 or 30% , COUNTIF( Held ) 0 of 10 or 0%

ST Holdings: - Sell: - Buy: -
                                                               Avg Rank      Rank     %off           Days
EndD ETF's Class: Price RRS63 RRS42 RRS21 GSDd (R3,R2,R1) (63,42,21) LR63 Status: Held
13-Jan-12 EFA GL:DM 49.60 -23% 4% 59% 35% 9.3 9.0 1.8% SELL
13-Jan-12 AGG US:T 110.55 2% 5% 5% 4% 8.3 10.0 0.5% SELL
13-Jan-12 EEM GL:EM 39.29 -19% 0% 122% 38% 8.0 8.0 3.3% SELL
13-Jan-12 QQQ US:LCB 58.18 -7% 23% 145% 27% 5.3 6.0 3.6% HTD
13-Jan-12 GSG GL:COM 33.48 5% 5% 165% 27% 4.7 4.0 0.3% Buy
13-Jan-12 IVV US:LCB 129.50 14% 45% 121% 26% 4.7 3.0 2.1% Buy
13-Jan-12 IJH US:MCB 90.57 10% 34% 141% 33% 4.3 2.0 2.5% Buy
13-Jan-12 IYR US:REIT 57.69 20% 61% 71% 32% 3.7 7.0 1.9% Buy
13-Jan-12 DIA US:LCB 124.16 25% 50% 99% 23% 3.7 5.0 1.0% Buy
13-Jan-12 IWM US:SCB 76.39 20% 51% 127% 38% 3.0 1.0 2.3% Buy


Notes:
Universe: Selected ETF's from Fidelity's List with at least 1-year of history and Average daily dollar volume (90d) > 1.0mil. Last modified 4/18/2011.
Strategy / Conditions: ---------------------------------------------------------------------------------------
1) Apply a mechanical trend analysis model for trading ETF's that outperforms a buy and hold strategy.
2) Each group Backtested with DAILY data. http://www.etfscreen.com
3) The Regression Relative Strength (RRSx) is the Log-price regression SLOPE of each ETF, then Annualized.
4) The final sort is the Average of RRSx Ranks, where R6, R3, R2 or R1 are rankings of monthly lookback periods.
5) LRxx is the last price on Linear Regression Trend line - TREND(days). Buy/Sell price target determined by LRxx
6) Buy, Sell and HTD criteria are as noted. Set Trailing Stops @ ATR when Ranking status is HTD condition.
7) Go to cash when the specified number to hold are not available.
8) Non-traditional ETFs/ETNs/Holders are excluded.
9) Historic prices are Non-dividend adjusted values.
---------------------------------------------------------------------------------------
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No. of Recommendations: 2
SOLD:
iShares Barclays 20+ Year Treas Bond (TLT)
iShares DowJones US Utilities (IDU)

BOUGHT:
Vanguard REIT Index ETF (VNQ)
Russell 2000 Value Index (IWN)

Taxable_Acct. - Tactical_Asset_Rotation: RRS
Hold: TWO(2), SELL: IF( Avg Rank > 2.5 or RRS126 < 0 ), BUY: IF( Avg Rank <= 2.5 & Price > LR126 & RRS63 > 0 )
COUNTIF( Buy ) 2 of 5 or 40% , COUNTIF( Held ) 2 of 5 or 40%

LT Holdings: PRF,VNQ Sell: TLT Buy: VNQ
                                                               Avg Rank    Rank    %off            Days
EndD ETF's Class: Price RRS126 RRS63 RRS21 GSDd (R6,R3) (126,63) LR126 Status: Held
20-Jan-12 TLT US:FILB 116.98 40% 19% -6% 22% 1.5 1.0 -5.4% HTD
20-Jan-12 VNQ US:RE 59.88 6% 21% 33% 33% 2.0 3.0 6.0% BUY 0
20-Jan-12 PRF US:LC 57.18 12% 19% 102% 27% 2.5 2.0 5.0% BUY 7
20-Jan-12 DBC GL:Com 27.41 -18% -9% 48% 23% 4.0 4.0 3.2% Sell
20-Jan-12 PXF GL:DM 33.98 -21% -24% 79% 38% 5.0 5.0 7.9% Sell


Taxable_Acct. - DowJones Sectors(Rated>7): RRS
Hold: FOUR(4), SELL: IF( Avg Rank > 6 or RRS126 < 0 ), BUY: IF( Avg Rank < 5 & Price > LR126 & RRS21 > 0 )
COUNTIF( Buy ) 2 of 20 or 10% , COUNTIF( Held ) 1 of 20 or 5%

ST Holdings: IYH Sell: IDU Buy: IYJ
                                                               Avg Rank       Rank     %off            Days
EndD ETF's Class: Price RRS126 RRS63 RRS21 GSDd (R6,R3,R1) (126,63,21) LR126 Status: Held
20-Jan-12 ITB US:HC 13.39 65% 142% 749% 43% 1.0 1.0 11.2% BUY
20-Jan-12 IYJ US:IND 68.26 22% 33% 192% 32% 4.0 3.0 6.5% BUY
20-Jan-12 ITA US:AD 64.53 26% 31% 107% 31% 6.0 6.0 4.6% HTD
20-Jan-12 IHF US:HCP 61.75 18% 37% 119% 30% 6.3 5.0 5.2% Sell
20-Jan-12 IYT US:T 94.08 20% 32% 100% 33% 7.0 8.0 5.7% Sell
20-Jan-12 IHE US:PH 77.85 35% 73% 41% 23% 7.0 9.0 2.7% Sell
20-Jan-12 IYH US:HC 74.12 17% 39% 84% 22% 8.7 11.0 4.5% Sell 14
20-Jan-12 IAK US:INS 30.50 17% 13% 133% 36% 9.0 7.0 6.8% Sell
20-Jan-12 IYC US:CS 74.69 20% 20% 86% 25% 9.3 13.0 3.7% Sell
20-Jan-12 IYF US:FIN 52.70 1% 20% 180% 37% 9.7 4.0 8.7% Sell
20-Jan-12 IYW US:TECH 68.10 16% 1% 130% 27% 11.3 10.0 3.7% Sell
20-Jan-12 IYY US:TM 65.99 12% 17% 98% 27% 11.3 12.0 4.7% Sell
20-Jan-12 IYM US:BM 70.08 -12% 6% 255% 40% 12.3 2.0 9.5% Sell
20-Jan-12 IDU US:UT 85.18 20% 10% -36% 19% 13.0 20.0 -2.3% Sell
20-Jan-12 IYR US:RE 59.01 2% 19% 50% 32% 13.7 14.0 6.6% Sell
20-Jan-12 IYK US:CG 69.61 12% 15% 28% 20% 14.0 17.0 2.0% Sell
20-Jan-12 IYE US:EN 41.09 6% 7% 56% 37% 14.7 15.0 4.3% Sell
20-Jan-12 IEZ US:OES 54.86 -16% -8% 91% 51% 16.7 16.0 8.2% Sell
20-Jan-12 IEO US:OGEP 63.14 0% -13% 62% 45% 17.3 18.0 2.5% Sell
20-Jan-12 BND US:FIT 83.37 1% 0% 0% 4% 17.7 19.0 -0.4% Sell


IRA_Acct. - FIDO_Free_10 Trends and Ranks: RRS
Hold: TWO(2), SELL: IF( Avg Rank > 4 or RRS126 < 0 ), BUY: IF( Avg Rank < 3 & Price > LR126 & RRS63 > 0 )
COUNTIF( Buy ) 1 of 10 or 10% , COUNTIF( Held ) 2 of 10 or 20%

ST Holdings: IWD,IWN Sell: - Buy: IWN
                                                                Avg Rank       Rank     %off            Days
EndD ETF's Class: Price RRS126 RRS63 RRS21 GSDd (R6,R3,R1) (126,63,21) LR126 Status: Held
20-Jan-12 IWD US:LCV 66.56 13% 24% 102% 28% 2.3 3.0 5.1% BUY 7
20-Jan-12 IWN US:SCV 69.45 11% 28% 90% 37% 3.3 4.0 6.6% HTD 3
20-Jan-12 IWO US:SCG 89.52 11% 18% 112% 39% 3.7 2.0 6.2% HTD
20-Jan-12 IWF US:LCG 60.64 11% 11% 93% 26% 4.0 5.0 4.1% HTD
20-Jan-12 IYR US:REIT 59.01 2% 19% 50% 32% 5.7 7.0 6.6% Sell
20-Jan-12 EEM GL:EM 41.38 -20% -14% 191% 39% 6.0 1.0 10.2% Sell
20-Jan-12 AGG US:FI 109.98 2% 2% 6% 4% 6.7 9.0 -0.2% Sell
20-Jan-12 SCZ GL:SC 37.13 -23% -24% 138% 35% 7.3 6.0 8.3% Sell
20-Jan-12 ACWX GL:LCB 38.59 -17% -17% 79% 34% 8.0 8.0 6.8% Sell
20-Jan-12 SHY US:FI 84.51 0% 0% 1% 1% 8.0 10.0 0.0% Sell


IRA_Acct. - S&P Sector & Commodity ETF's: RRS
Hold: THREE(3), SELL: IF( Avg Rank > 5 or RRS126 < 0 ), BUY: IF( Avg Rank < 4 & Price > LR126 & RRS21 > 0 )
COUNTIF( Buy ) 1 of 15 or 7% , COUNTIF( Held ) 3 of 15 or 20%

ST Holdings: RYU,RHS,RGI Sell: RYU Buy: -
                                                               Avg Rank       Rank     %off            Days
EndD ETF's Class: Price RRS126 RRS63 RRS21 GSDd (R6,R3,R1) (126,63,21) LR126 Status: Held
20-Jan-12 RGI US:SI 55.62 23% 33% 201% 30% 2.0 4.0 5.9% BUY 11
20-Jan-12 RTM US:SM 61.22 3% 26% 317% 36% 4.7 1.0 9.0% HTD
20-Jan-12 RYF US:SF 25.97 4% 23% 245% 35% 4.7 3.0 9.5% HTD
20-Jan-12 RCD US:SD 50.12 19% 12% 157% 31% 5.0 6.0 4.7% HTD
20-Jan-12 RYH US:SH 69.90 5% 21% 130% 25% 6.0 7.0 5.8% Sell
20-Jan-12 RYT US:ST 54.22 13% 0% 190% 32% 6.7 5.0 6.2% Sell
20-Jan-12 RSP US:LC 48.91 11% 13% 124% 30% 6.7 8.0 5.3% Sell
20-Jan-12 RHS US:SS 63.31 16% 21% 3% 18% 7.3 10.0 1.0% Sell 16
20-Jan-12 DBB GLC:BM 20.43 -39% -4% 325% 30% 9.3 2.0 14.0% Sell
20-Jan-12 RYU US:SU 53.94 12% 5% -24% 19% 9.7 14.0 -1.2% Sell 17
20-Jan-12 HYG US:HY 89.58 3% 8% 7% 14% 10.0 13.0 2.0% Sell
20-Jan-12 DBE GLC:ENE 27.99 -4% 3% 47% 29% 10.7 9.0 0.7% Sell
20-Jan-12 RYE US:SE 62.79 -4% -16% 39% 43% 11.7 12.0 2.5% Sell
20-Jan-12 DBP GLC:PM 58.35 -25% -36% 91% 29% 12.3 11.0 3.6% Sell
20-Jan-12 DBA GLC:AG 28.78 -30% -29% 12% 19% 13.3 15.0 3.3% Sell


FIDO_Free_12 Trends and Ranks: RRS
Hold: THREE(3), SELL: IF( Avg Rank > 5 or RRS126 < 0 ), BUY: IF( Avg Rank < 4 & Price > LR126 & RRS63 > 0 )
COUNTIF( Buy ) 2 of 12 or 17% , COUNTIF( Held ) 3 of 12 or 25%

ST Holdings: DVY,IJR,IVV Sell: - Buy: -
                                                                Avg Rank       Rank     %off            Days
EndD ETF's Class: Price RRS126 RRS63 RRS21 GSDd (R6,R3,R1) (126,63,21) LR126 Status: Held
20-Jan-12 IJR US:SCB 72.27 19% 34% 91% 36% 2.7 2.0 6.0% BUY 11
20-Jan-12 IVV US:LCB 131.91 13% 17% 91% 26% 3.7 4.0 4.4% BUY 9
20-Jan-12 IJH US:MCB 92.83 8% 13% 121% 33% 4.0 3.0 5.9% HTD
20-Jan-12 DVY US:SD 54.28 22% 24% 18% 22% 4.3 7.0 1.3% HTD 31
20-Jan-12 IYR US:REIT 59.01 2% 19% 50% 32% 6.0 6.0 6.6% Sell
20-Jan-12 EEM GL:EM 41.38 -20% -14% 191% 39% 7.0 1.0 10.2% Sell
20-Jan-12 LQD US:FI 114.31 2% 0% 19% 7% 7.3 9.0 0.9% Sell
20-Jan-12 TIP US:FI 116.94 6% 4% 6% 7% 7.3 10.0 -0.4% Sell
20-Jan-12 SCZ GL:SC 37.13 -23% -24% 138% 35% 8.7 5.0 8.3% Sell
20-Jan-12 EFA GL:DM 51.93 -17% -18% 75% 36% 8.7 8.0 6.9% Sell
20-Jan-12 IDV GL:SD 30.79 -16% -22% 53% 35% 9.0 11.0 5.2% Sell
20-Jan-12 EMB GL:FI 109.48 -2% -4% -13% 8% 9.3 12.0 0.9% Sell


Shortables Trends and Ranks: RRS
BUY: to Cover IF( Avg Rank <= 5 ), SELL: Short IF( Avg Rank >= 6 & Rank >= 6 )
COUNTIF( Sell ) 3 of 10 or 30% , COUNTIF( Held ) 0 of 10 or 0%

ST Holdings: - Sell: - Buy: -
                                                               Avg Rank      Rank     %off            Days
EndD ETF's Class: Price RRS63 RRS42 RRS21 GSDd (R3,R2,R1) (63,42,21) LR63 Status: Held
20-Jan-12 AGG US:T 109.98 2% 6% 6% 4% 9.0 10.0 -0.1% SELL
20-Jan-12 GSG GL:COM 33.38 3% 18% 46% 27% 8.0 9.0 0.0% SELL
20-Jan-12 EFA GL:DM 51.93 -18% 22% 75% 36% 8.0 8.0 5.8% SELL
20-Jan-12 EEM GL:EM 41.38 -14% 37% 191% 39% 5.7 2.0 7.5% HTD
20-Jan-12 QQQ US:LCB 59.77 2% 57% 169% 27% 5.3 1.0 5.0% HTD
20-Jan-12 IVV US:LCB 131.91 17% 69% 91% 26% 4.3 5.0 3.1% Buy
20-Jan-12 IJH US:MCB 92.83 13% 64% 121% 33% 4.3 4.0 4.1% Buy
20-Jan-12 IYR US:REIT 59.01 19% 88% 50% 32% 4.0 7.0 3.6% Buy
20-Jan-12 DIA US:LCB 126.96 27% 70% 69% 23% 3.7 6.0 2.5% Buy
20-Jan-12 IWM US:SCB 78.25 23% 82% 104% 38% 2.7 3.0 3.8% Buy
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No. of Recommendations: 2
SOLD:
Rydex S&P Equal Weight Utilities (RYU)

BOUGHT:
iShares DowJones US HOME CONSTRUCTION (ITB)
iShares DowJones US Industrial (IYJ)

Taxable_Acct. - Tactical_Asset_Rotation: RRS
Hold: TWO(2), SELL: IF( Avg Rank > 2.5 or RRS126 < 0 ), BUY: IF( Avg Rank <= 2.5 & Price > LR126 & RRS63 > 0 )
COUNTIF( Buy ) 2 of 5 or 40% , COUNTIF( Held ) 2 of 5 or 40%

LT Holdings: PRF,VNQ Sell: - Buy: -
                                                               Avg Rank    Rank    %off            Days
EndD ETF's Class: Price RRS126 RRS63 RRS21 GSDd (R6,R3) (126,63) LR126 Status: Held
27-Jan-12 PRF US:LC 57.10 22% 28% 96% 27% 2.0 1.0 2.8% BUY 14
27-Jan-12 VNQ US:RE 61.86 16% 32% 133% 33% 2.0 2.0 7.0% BUY 7
27-Jan-12 TLT US:FILB 118.08 29% 9% -28% 22% 2.0 3.0 -3.6% HTD
27-Jan-12 DBC GL:Com 28.19 -14% -5% 48% 23% 4.5 4.0 5.3% Sell
27-Jan-12 PXF GL:DM 34.53 -13% -10% 180% 38% 4.5 5.0 7.3% Sell


Taxable_Acct. - DowJones Sectors(Rated>7): RRS
Hold: THREE(3), SELL: IF( Avg Rank > 6 or RRS126 < 0 ), BUY: IF( Avg Rank < 4 & Price > LR126 & RRS21 > 0 )
COUNTIF( Buy ) 2 of 20 or 10% , COUNTIF( Held ) 3 of 20 or 15%

ST Holdings: IYH,IYJ,ITB Sell: - Buy: IYJ,ITB
                                                               Avg Rank       Rank     %off            Days
EndD ETF's Class: Price RRS126 RRS63 RRS21 GSDd (R6,R3,R1) (126,63,21) LR126 Status: Held
27-Jan-12 ITB US:HC 13.53 97% 170% 606% 43% 1.0 1.0 7.5% BUY 1
27-Jan-12 IYJ US:IND 68.83 35% 44% 209% 32% 3.7 3.0 4.6% BUY 4
27-Jan-12 IYT US:T 95.38 33% 41% 120% 33% 6.3 8.0 4.5% Sell
27-Jan-12 ITA US:AD 64.30 37% 38% 119% 31% 6.7 7.0 2.0% Sell
27-Jan-12 IHE US:PH 78.39 44% 71% 35% 23% 7.0 13.0 1.6% Sell
27-Jan-12 IHF US:HCP 61.78 31% 38% 93% 30% 8.3 11.0 2.7% Sell
27-Jan-12 IAK US:INS 29.94 28% 26% 144% 36% 8.7 6.0 2.6% Sell
27-Jan-12 IYH US:HC 74.43 25% 48% 74% 22% 9.0 14.0 3.1% Sell 21
27-Jan-12 IYF US:FIN 52.77 13% 36% 180% 37% 9.3 4.0 6.0% Sell
27-Jan-12 IYC US:CS 75.21 28% 30% 109% 25% 9.3 10.0 2.6% Sell
27-Jan-12 IYW US:TECH 68.91 25% 11% 181% 27% 10.0 5.0 3.1% Sell
27-Jan-12 IYR US:RE 60.78 12% 31% 142% 32% 10.7 9.0 7.3% Sell
27-Jan-12 IYM US:BM 71.86 0% 14% 316% 40% 11.7 2.0 9.2% Sell
27-Jan-12 IYY US:TM 66.30 21% 26% 107% 27% 11.7 12.0 3.2% Sell
27-Jan-12 IYE US:EN 41.08 17% 11% 53% 37% 14.7 16.0 2.0% Sell
27-Jan-12 IYK US:CG 69.42 17% 21% 30% 20% 15.0 18.0 0.6% Sell
27-Jan-12 IEZ US:OES 55.74 -3% -6% 132% 51% 15.7 15.0 6.8% Sell
27-Jan-12 IDU US:UT 85.47 22% 7% -32% 19% 16.0 20.0 -2.3% Sell
27-Jan-12 IEO US:OGEP 64.75 11% -12% 75% 46% 17.0 17.0 2.7% Sell
27-Jan-12 BND US:FIT 83.90 1% -1% 4% 4% 18.3 19.0 0.4% Sell


IRA_Acct. - FIDO_Free_10 Trends and Ranks: RRS
Hold: TWO(2), SELL: IF( Avg Rank > 4 or RRS126 < 0 ), BUY: IF( Avg Rank < 3 & Price > LR126 & RRS63 > 0 )
COUNTIF( Buy ) 1 of 10 or 10% , COUNTIF( Held ) 2 of 10 or 20%

ST Holdings: IWD,IWN Sell: - Buy: -
                                                                Avg Rank       Rank     %off            Days
EndD ETF's Class: Price RRS126 RRS63 RRS21 GSDd (R6,R3,R1) (126,63,21) LR126 Status: Held
27-Jan-12 IWN US:SCV 70.52 24% 38% 148% 37% 2.3 3.0 5.5% BUY 10
27-Jan-12 IWO US:SCG 91.39 23% 26% 194% 39% 3.0 2.0 5.7% HTD
27-Jan-12 IWD US:LCV 66.31 23% 33% 89% 28% 4.3 7.0 2.7% Sell 14
27-Jan-12 IYR US:REIT 60.78 12% 31% 142% 32% 4.7 5.0 7.3% Sell
27-Jan-12 IWF US:LCG 61.41 20% 19% 126% 26% 5.3 6.0 3.5% Sell
27-Jan-12 EEM GL:EM 42.36 -10% -2% 383% 38% 6.0 1.0 10.0% Sell
27-Jan-12 ACWX GL:LCB 39.31 -9% -6% 154% 34% 7.0 8.0 6.7% Sell
27-Jan-12 SCZ GL:SC 37.84 -15% -10% 215% 35% 7.3 4.0 8.2% Sell
27-Jan-12 AGG US:FI 110.54 1% 2% 2% 4% 7.3 9.0 0.4% Sell
27-Jan-12 SHY US:FI 84.60 0% 0% 2% 1% 7.7 10.0 0.2% Sell


IRA_Acct. - S&P Sector & Commodity ETF's: RRS
Hold: TWO(2), SELL: IF( Avg Rank > 5 or RRS126 < 0 ), BUY: IF( Avg Rank < 3 & Price > LR126 & RRS21 > 0 )
COUNTIF( Buy ) 1 of 15 or 7% , COUNTIF( Held ) 2 of 15 or 13%

ST Holdings: RHS,RGI Sell: RYU,RHS Buy: -
                                                               Avg Rank       Rank     %off            Days
EndD ETF's Class: Price RRS126 RRS63 RRS21 GSDd (R6,R3,R1) (126,63,21) LR126 Status: Held
27-Jan-12 RGI US:SI 56.12 37% 43% 191% 30% 2.7 4.0 4.1% BUY 18
27-Jan-12 RTM US:SM 62.20 16% 38% 308% 36% 4.3 2.0 7.6% HTD
27-Jan-12 RYF US:SF 25.74 17% 39% 211% 35% 4.3 5.0 5.5% HTD
27-Jan-12 RCD US:SD 50.69 31% 24% 167% 31% 4.7 7.0 3.5% HTD
27-Jan-12 RYT US:ST 54.57 23% 11% 281% 32% 5.3 3.0 4.6% Sell
27-Jan-12 RSP US:LC 49.20 21% 23% 141% 30% 6.7 9.0 3.7% Sell
27-Jan-12 RYH US:SH 70.98 14% 33% 143% 25% 7.0 8.0 5.4% Sell
27-Jan-12 RHS US:SS 63.21 21% 24% 5% 18% 8.0 11.0 -0.2% Sell 23
27-Jan-12 DBB GLC:BM 21.37 -31% 10% 726% 30% 8.7 1.0 16.1% Sell
27-Jan-12 HYG US:HY 90.80 8% 15% 23% 14% 9.7 12.0 2.4% Sell
27-Jan-12 DBP GLC:PM 61.02 -25% -34% 320% 29% 10.0 6.0 8.7% Sell
27-Jan-12 RYE US:SE 64.55 7% -15% 61% 43% 11.3 10.0 3.1% Sell
27-Jan-12 RYU US:SU 53.73 14% 4% -29% 19% 11.3 14.0 -2.0% Sell
27-Jan-12 DBE GLC:ENE 28.70 1% 1% 4% 29% 12.7 13.0 2.2% Sell
27-Jan-12 DBA GLC:AG 29.20 -30% -21% 17% 19% 13.3 15.0 5.0% Sell


FIDO_Free_12 Trends and Ranks: RRS
Hold: THREE(3), SELL: IF( Avg Rank > 5 or RRS126 < 0 ), BUY: IF( Avg Rank < 4 & Price > LR126 & RRS63 > 0 )
COUNTIF( Buy ) 1 of 12 or 8% , COUNTIF( Held ) 3 of 12 or 25%

ST Holdings: DVY,IJR,IVV Sell: DVY Buy: -
                                                                Avg Rank       Rank     %off            Days
EndD ETF's Class: Price RRS126 RRS63 RRS21 GSDd (R6,R3,R1) (126,63,21) LR126 Status: Held
27-Jan-12 IJR US:SCB 73.28 32% 42% 152% 36% 2.0 2.0 4.8% BUY 18
27-Jan-12 IJH US:MCB 94.10 19% 22% 173% 33% 4.0 3.0 4.9% HTD
27-Jan-12 IYR US:REIT 60.78 12% 31% 142% 32% 4.0 5.0 7.3% HTD
27-Jan-12 IVV US:LCB 132.25 22% 26% 97% 26% 5.0 6.0 2.7% HTD 16
27-Jan-12 DVY US:SD 54.08 28% 26% 15% 22% 5.0 9.0 -0.2% HTD 38
27-Jan-12 EEM GL:EM 42.36 -10% -2% 383% 38% 6.7 1.0 10.0% Sell
27-Jan-12 LQD US:FI 116.01 2% 4% 27% 7% 7.3 10.0 2.2% Sell
27-Jan-12 SCZ GL:SC 37.84 -15% -10% 215% 35% 8.3 4.0 8.2% Sell
27-Jan-12 EFA GL:DM 52.49 -9% -6% 136% 35% 8.3 7.0 6.1% Sell
27-Jan-12 TIP US:FI 118.40 5% 2% 11% 7% 8.3 11.0 0.8% Sell
27-Jan-12 EMB GL:FI 110.34 -1% -4% 11% 8% 9.3 12.0 1.5% Sell
27-Jan-12 IDV GL:SD 31.37 -10% -11% 107% 35% 9.7 8.0 5.7% Sell


Shortables Trends and Ranks: RRS
BUY: to Cover IF( Avg Rank <= 5 ), SELL: Short IF( Avg Rank >= 6 & Rank >= 6 )
COUNTIF( Sell ) 3 of 10 or 30% , COUNTIF( Held ) 0 of 10 or 0%

ST Holdings: - Sell: - Buy: -
                                                               Avg Rank      Rank     %off           Days
EndD ETF's Class: Price RRS63 RRS42 RRS21 GSDd (R3,R2,R1) (63,42,21) LR63 Status: Held
27-Jan-12 AGG US:T 110.54 2% 7% 2% 4% 9.3 10.0 0.3% SELL
27-Jan-12 GSG GL:COM 34.14 3% 22% 15% 27% 8.3 9.0 2.0% SELL
27-Jan-12 EFA GL:DM 52.49 -6% 26% 136% 35% 8.0 8.0 5.1% SELL
27-Jan-12 DIA US:LCB 126.45 32% 59% 71% 23% 5.3 7.0 1.0% HTD
27-Jan-12 IVV US:LCB 132.25 26% 61% 97% 26% 5.3 6.0 1.9% HTD
27-Jan-12 EEM GL:EM 42.36 -2% 59% 383% 38% 5.3 1.0 7.6% HTD
27-Jan-12 QQQ US:LCB 60.40 15% 65% 182% 27% 4.0 5.0 4.1% Buy
27-Jan-12 IJH US:MCB 94.10 22% 68% 173% 33% 4.0 4.0 3.9% Buy
27-Jan-12 IYR US:REIT 60.78 31% 94% 142% 32% 3.0 3.0 4.7% Buy
27-Jan-12 IWM US:SCB 79.72 32% 79% 176% 38% 2.3 2.0 4.0% Buy


Notes:
Universe: Selected ETF's from Fidelity's List with at least 1-year of history and Average daily dollar volume (90d) > 1.0mil. Last modified 4/18/2011.
Strategy / Conditions: ---------------------------------------------------------------------------------------
1) Apply a mechanical trend analysis model for trading ETF's that outperforms a buy and hold strategy.
2) Each group Backtested with DAILY data. http://www.etfscreen.com
3) The Regression Relative Strength (RRSx) is the Log-price regression SLOPE of each ETF, then Annualized.
4) The final sort is the Average of RRSx Ranks, where R6, R3, R2 or R1 are rankings of monthly lookback periods.
5) LRxx is the last price on Linear Regression Trend line - TREND(days). Buy/Sell price target determined by LRxx
6) Buy, Sell and HTD criteria are as noted. Set Trailing Stops @ ATR when Ranking status is HTD condition.
7) Go to cash when the specified number to hold are not available.
8) Non-traditional ETFs/ETNs/Holders are excluded.
9) Historic prices are Non-dividend adjusted values.
---------------------------------------------------------------------------------------
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No. of Recommendations: 1
SOLD:
iShares DowJones US Healthcare (IYH)
Rydex S&P Equal Weight Consumer Staples (RHS)
DJ Select Dividend (DVY)

BOUGHT:
Russell 2000 Growth Index (IWO)
DJ US Real Estate (IYR)

Taxable_Acct. - Tactical_Asset_Rotation(TAR): RRS
Hold: TWO(2), SELL: IF( Avg Rank > 2.5 or RRS126 < 0 ), BUY: IF( Avg Rank <= 2.5 & Price > LR126 & RRS63 > 0 )
COUNTIF( Buy ) 2 of 5 or 40% , COUNTIF( Held ) 2 of 5 or 40%

LT Holdings: PRF,VNQ Sell: - Buy: -
                                                              Avg Rank    Rank    %off            Days
EndD ETF's Class: Price RRS126 RRS63 RRS21 GSDd (R6,R3) (126,63) LR126 Status: Held
3-Feb-12 VNQ US:RE 63.32 25% 58% 221% 33% 1.5 1.0 7.2% BUY 13
3-Feb-12 PRF US:LC 58.39 29% 42% 63% 27% 1.5 2.0 3.5% BUY 20
3-Feb-12 TLT US:FILB 116.57 23% 3% -9% 22% 3.5 3.0 -4.3% Sell
3-Feb-12 PXF GL:DM 35.74 -5% 13% 272% 38% 3.5 4.0 9.0% Sell
3-Feb-12 DBC GL:Com 28.32 -11% 1% 35% 23% 5.0 5.0 5.0% Sell


Taxable_Acct. - DowJones Sectors(Rated>7): RRS
Hold: THREE(3), SELL: IF( Avg Rank > 6 or RRS126 < 0 ), BUY: IF( Avg Rank < 4 & Price > LR126 & RRS21 > 0 )
COUNTIF( Buy ) 1 of 20 or 5% , COUNTIF( Held ) 2 of 20 or 10%

ST Holdings: IYJ,ITB Sell: IYH Buy: -
                                                              Avg Rank       Rank     %off            Days
EndD ETF's Class: Price RRS126 RRS63 RRS21 GSDd (R6,R3,R1) (126,63,21) LR126 Status: Held
3-Feb-12 ITB US:HC 14.22 125% 192% 155% 43% 2.0 1.0 8.9% BUY 7
3-Feb-12 IYJ US:IND 70.50 46% 63% 129% 32% 4.3 4.0 4.9% HTD 10
3-Feb-12 IHE US:PH 79.41 50% 73% 32% 23% 6.7 11.0 1.5% Sell
3-Feb-12 IYT US:T 95.82 44% 56% 94% 33% 7.0 7.0 2.8% Sell
3-Feb-12 ITA US:AD 66.47 46% 49% 93% 31% 7.3 8.0 3.6% Sell
3-Feb-12 IYF US:FIN 54.99 24% 64% 120% 37% 7.7 6.0 7.9% Sell
3-Feb-12 IYR US:RE 62.02 21% 56% 203% 32% 8.0 2.0 7.3% Sell
3-Feb-12 IAK US:INS 31.26 38% 46% 101% 36% 8.3 9.0 5.0% Sell
3-Feb-12 IYW US:TECH 71.07 32% 28% 173% 27% 8.7 5.0 4.7% Sell
3-Feb-12 IYH US:HC 75.25 30% 59% 52% 22% 9.7 14.0 2.8% Sell
3-Feb-12 IHF US:HCP 62.85 39% 49% 43% 30% 9.7 15.0 2.6% Sell
3-Feb-12 IYC US:CS 76.50 34% 42% 87% 25% 10.0 10.0 3.0% Sell
3-Feb-12 IYM US:BM 73.61 11% 39% 207% 40% 10.7 3.0 9.0% Sell
3-Feb-12 IYY US:TM 67.81 28% 39% 80% 27% 11.7 12.0 3.9% Sell
3-Feb-12 IEZ US:OES 57.51 10% 6% 128% 51% 14.0 13.0 7.3% Sell
3-Feb-12 IYE US:EN 41.73 26% 18% 24% 36% 15.0 17.0 2.0% Sell
3-Feb-12 IEO US:OGEP 66.20 21% -4% 53% 46% 15.7 16.0 3.0% Sell
3-Feb-12 IYK US:CG 70.53 20% 26% 21% 20% 16.7 18.0 1.5% Sell
3-Feb-12 IDU US:UT 85.73 21% 6% -11% 19% 17.7 19.0 -2.1% Sell
3-Feb-12 BND US:FIT 83.80 0% 0% 9% 4% 19.3 20.0 0.3% Sell


IRA_Acct. - FIDO_Balanced Trends and Ranks: RRS
Hold: THREE(3), SELL: IF( Avg Rank > 6 or RRS126 < 0 ), BUY: IF( Avg Rank < 4 & Price > LR126 & RRS63 > 0 )
COUNTIF( Buy ) 2 of 14 or 14% , COUNTIF( Held ) 3 of 14 or 21%

ST Holdings: IWD,IWN,IWO Sell: - Buy: IWO
                                                               Avg Rank       Rank     %off            Days
EndD ETF's Class: Price RRS126 RRS63 RRS21 GSDd (R6,R3,R1) (126,63,21) LR126 Status: Held
3-Feb-12 IWO US:SCG 95.28 35% 49% 214% 39% 3.3 4.0 7.6% BUY 2
3-Feb-12 IWN US:SCV 73.34 36% 60% 164% 37% 3.3 6.0 7.1% BUY 16
3-Feb-12 IYR US:REIT 62.02 21% 56% 203% 32% 4.7 5.0 7.3% HTD
3-Feb-12 EEM GL:EM 43.88 0% 26% 385% 39% 5.7 1.0 11.1% Sell
3-Feb-12 IWD US:LCV 67.76 30% 46% 48% 28% 5.7 10.0 3.3% HTD 20
3-Feb-12 DBB GLC:BM 21.25 -23% 34% 388% 30% 6.0 2.0 12.8% Sell
3-Feb-12 IWF US:LCG 62.81 26% 34% 114% 26% 6.3 9.0 4.2% Sell
3-Feb-12 SCZ GL:SC 39.04 -8% 13% 298% 34% 7.7 3.0 9.5% Sell
3-Feb-12 ACWX GL:LCB 40.45 -2% 15% 212% 34% 8.0 8.0 7.9% Sell
3-Feb-12 AGG US:FI 110.56 1% 3% 7% 4% 9.7 11.0 0.4% Sell
3-Feb-12 DBP GLC:PM 60.61 -24% -23% 288% 29% 10.3 7.0 7.7% Sell
3-Feb-12 DBE GLC:ENE 28.85 4% 1% -18% 29% 10.3 13.0 0.0% Sell
3-Feb-12 SHY US:FI 84.52 0% 0% 1% 1% 11.3 12.0 0.1% Sell
3-Feb-12 DBA GLC:AG 29.19 -29% -12% 26% 19% 12.7 14.0 5.1% Sell


IRA_Acct. - S&P Equal Weight Sector ETF's: RRS
Hold: ONE(1), SELL: IF( Avg Rank > 4 or RRS126 < 0 ), BUY: IF( Avg Rank <= 2 & Price > LR126 & RRS21 > 0 )
COUNTIF( Buy ) 0 of 12 or 0% , COUNTIF( Held ) 1 of 12 or 8%

ST Holdings: RGI Sell: RHS Buy: -
                                                              Avg Rank       Rank     %off            Days
EndD ETF's Class: Price RRS126 RRS63 RRS21 GSDd (R6,R3,R1) (126,63,21) LR126 Status: Held
3-Feb-12 RYF US:SF 27.00 30% 68% 133% 36% 2.7 3.0 7.9% HTD
3-Feb-12 RTM US:SM 63.76 27% 63% 180% 36% 3.3 2.0 7.6% HTD
3-Feb-12 RGI US:SI 57.30 47% 61% 111% 30% 3.3 4.0 4.2% HTD 24
3-Feb-12 RYT US:ST 56.48 31% 33% 234% 32% 3.7 1.0 6.3% HTD
3-Feb-12 RCD US:SD 51.86 39% 42% 111% 31% 3.7 5.0 4.1% HTD
3-Feb-12 RYH US:SH 72.14 21% 52% 111% 25% 5.7 6.0 5.3% Sell
3-Feb-12 RSP US:LC 50.44 29% 39% 103% 30% 6.0 7.0 4.6% Sell
3-Feb-12 RHS US:SS 63.82 23% 25% 12% 18% 8.3 10.0 0.1% Sell
3-Feb-12 RYE US:SE 66.00 17% -6% 65% 43% 9.7 8.0 3.6% Sell
3-Feb-12 HYG US:HY 90.72 11% 24% 35% 14% 9.7 9.0 1.4% Sell
3-Feb-12 IEF US:TB 105.23 5% 6% 11% 8% 11.0 11.0 -0.1% Sell
3-Feb-12 RYU US:SU 54.14 14% 3% -15% 19% 11.0 12.0 -1.4% Sell


FIDO_Free Trends and Ranks: RRS
Hold: THREE(3), SELL: IF( Avg Rank > 6 or RRS126 < 0 ), BUY: IF( Avg Rank < 4 & Price > LR126 & RRS63 > 0 )
COUNTIF( Buy ) 2 of 12 or 17% , COUNTIF( Held ) 3 of 12 or 25%

ST Holdings: IJR,IVV,IYR Sell: DVY Buy: IYR
                                                               Avg Rank       Rank     %off            Days
EndD ETF's Class: Price RRS126 RRS63 RRS21 GSDd (R6,R3,R1) (126,63,21) LR126 Status: Held
3-Feb-12 IJR US:SCB 76.43 44% 63% 171% 36% 2.7 4.0 6.8% BUY 24
3-Feb-12 IYR US:REIT 62.02 21% 56% 203% 32% 3.3 3.0 7.3% BUY 3
3-Feb-12 IJH US:MCB 97.10 28% 41% 154% 33% 4.7 5.0 6.1% HTD
3-Feb-12 IVV US:LCB 135.04 28% 39% 67% 26% 5.0 8.0 3.4% HTD 22
3-Feb-12 EEM GL:EM 43.88 0% 26% 385% 39% 5.3 1.0 11.1% Sell
3-Feb-12 DVY US:SD 54.89 31% 30% 13% 22% 6.3 9.0 0.5% Sell
3-Feb-12 EFA GL:DM 53.91 -2% 15% 182% 35% 7.0 6.0 7.2% Sell
3-Feb-12 SCZ GL:SC 39.04 -8% 13% 298% 34% 7.3 2.0 9.5% Sell
3-Feb-12 IDV GL:SD 32.17 -4% 8% 175% 35% 8.7 7.0 6.9% Sell
3-Feb-12 LQD US:FI 116.34 4% 12% 41% 7% 8.7 10.0 2.0% Sell
3-Feb-12 TIP US:FI 118.29 5% 5% 23% 7% 9.3 12.0 0.5% Sell
3-Feb-12 EMB GL:FI 111.10 1% 1% 44% 8% 9.7 11.0 1.7% Sell


Shortables Trends and Ranks: RRS
BUY: to Cover IF( Avg Rank <= 5 ), SELL: Short IF( Avg Rank >= 6 & Rank >= 6 )
COUNTIF( Sell ) 5 of 10 or 50% , COUNTIF( Held ) 0 of 10 or 0%

ST Holdings: - Sell: - Buy: -
                                                              Avg Rank      Rank     %off           Days
EndD ETF's Class: Price RRS63 RRS42 RRS21 GSDd (R3,R2,R1) (63,42,21) LR63 Status: Held
3-Feb-12 AGG US:T 110.56 3% 7% 7% 4% 9.7 10.0 0.1% SELL
3-Feb-12 GSG GL:COM 34.01 5% 32% 0% 27% 9.3 9.0 1.2% SELL
3-Feb-12 EFA GL:DM 53.91 15% 51% 182% 35% 6.7 6.0 5.4% SELL
3-Feb-12 DIA US:LCB 128.37 41% 54% 50% 23% 6.3 8.0 1.3% SELL
3-Feb-12 IVV US:LCB 135.04 39% 64% 67% 26% 6.0 7.0 2.5% SELL
3-Feb-12 QQQ US:LCB 62.05 34% 90% 137% 27% 5.7 5.0 4.5% HTD
3-Feb-12 IJH US:MCB 97.10 41% 90% 154% 33% 4.0 4.0 4.8% Buy
3-Feb-12 EEM GL:EM 43.88 26% 117% 385% 39% 3.0 1.0 7.8% Buy
3-Feb-12 IWM US:SCB 82.95 54% 98% 187% 38% 2.7 3.0 5.5% Buy
3-Feb-12 IYR US:REIT 62.02 56% 106% 203% 32% 1.7 2.0 4.0% Buy
Print the post Back To Top
No. of Recommendations: 3
SOLD:
*-
BOUGHT:
*-

Taxable_Acct. - Tactical_Asset_Rotation(TAR): RRS
Hold: TWO(2), SELL: IF( Avg Rank > 2.5 or RRS126 < 0 ), BUY: IF( Avg Rank <= 2.5 & Price > LR126 & RRS63 > 0 )
COUNTIF( Buy ) 2 of 5 or 40% , COUNTIF( Held ) 2 of 5 or 40%

LT Holdings: PRF,VNQ Sell: - Buy: -
                                                               Avg Rank    Rank    %off            Days
EndD ETF's Class: Price RRS126 RRS63 RRS21 GSDd (R6,R3) (126,63) LR126 Status: Held
10-Feb-12 VNQ US:RE 62.03 28% 85% 175% 33% 1.5 1.0 3.7% BUY 20
10-Feb-12 PRF US:LC 58.24 31% 58% 66% 27% 1.5 2.0 2.2% BUY 27
10-Feb-12 PXF GL:DM 35.18 0% 41% 239% 38% 3.5 3.0 5.7% Sell
10-Feb-12 TLT US:FILB 116.99 18% -4% -28% 22% 4.0 4.0 -3.3% Sell
10-Feb-12 DBC GL:Com 28.45 -9% 14% 79% 23% 4.5 5.0 4.9% Sell


Taxable_Acct. - DowJones Sectors(Rated>7): RRS
Hold: THREE(3), SELL: IF( Avg Rank > 6 or RRS126 < 0 ), BUY: IF( Avg Rank < 4 & Price > LR126 & RRS21 > 0 )
COUNTIF( Buy ) 1 of 20 or 5% , COUNTIF( Held ) 2 of 20 or 10%

ST Holdings: IYJ,ITB Sell: - Buy: -
                                                               Avg Rank       Rank     %off            Days
EndD ETF's Class: Price RRS126 RRS63 RRS21 GSDd (R6,R3,R1) (126,63,21) LR126 Status: Held
10-Feb-12 ITB US:HC 14.14 141% 227% 135% 43% 2.3 1.0 5.0% BUY 14
10-Feb-12 IYJ US:IND 69.85 50% 85% 86% 32% 5.3 7.0 2.4% HTD 17
10-Feb-12 IYF US:FIN 54.46 31% 98% 128% 37% 6.3 4.0 5.0% Sell
10-Feb-12 IAK US:INS 30.90 43% 70% 94% 36% 7.0 8.0 2.2% Sell
10-Feb-12 ITA US:AD 66.51 48% 67% 90% 31% 7.0 9.0 2.4% Sell
10-Feb-12 IYR US:RE 60.75 24% 81% 145% 32% 7.7 5.0 3.7% Sell
10-Feb-12 IYW US:TECH 72.00 35% 55% 211% 27% 8.0 2.0 4.6% Sell
10-Feb-12 IHE US:PH 78.17 50% 72% 24% 23% 8.3 14.0 -0.9% Sell
10-Feb-12 IYT US:T 93.76 48% 65% 38% 33% 9.7 13.0 -0.5% Sell
10-Feb-12 IYM US:BM 71.81 16% 71% 114% 40% 10.3 10.0 4.7% Sell
10-Feb-12 IYY US:TM 67.68 31% 57% 84% 27% 10.7 11.0 2.6% Sell
10-Feb-12 IYC US:CS 76.51 35% 56% 78% 25% 11.3 12.0 2.1% Sell
10-Feb-12 IEO US:OGEP 67.74 26% 20% 190% 46% 11.7 6.0 4.0% Sell
10-Feb-12 IHF US:HCP 62.37 41% 57% 31% 30% 12.0 17.0 1.0% Sell
10-Feb-12 IEZ US:OES 57.00 16% 30% 221% 51% 12.3 3.0 4.6% Sell
10-Feb-12 IYH US:HC 74.58 31% 66% 31% 22% 12.3 16.0 1.2% Sell
10-Feb-12 IYE US:EN 41.86 28% 34% 71% 36% 13.7 15.0 1.3% Sell
10-Feb-12 IYK US:CG 70.60 20% 33% 36% 20% 15.7 18.0 1.1% Sell
10-Feb-12 IDU US:UT 85.73 17% 7% 4% 19% 18.7 19.0 -1.8% Sell
10-Feb-12 BND US:FIT 83.70 0% 1% 5% 4% 19.7 20.0 0.1% Sell


IRA_Acct. - FIDO_Balanced Trends and Ranks: RRS
Hold: THREE(3), SELL: IF( Avg Rank > 6 or RRS126 < 0 ), BUY: IF( Avg Rank < 4 & Price > LR126 & RRS63 > 0 )
COUNTIF( Buy ) 2 of 14 or 14% , COUNTIF( Held ) 3 of 14 or 21%

ST Holdings: IWD,IWN,IWO Sell: IWD Buy: -
                                                                Avg Rank       Rank     %off            Days
EndD ETF's Class: Price RRS126 RRS63 RRS21 GSDd (R6,R3,R1) (126,63,21) LR126 Status: Held
10-Feb-12 IWO US:SCG 93.44 40% 79% 205% 39% 2.7 1.0 3.8% BUY 9
10-Feb-12 IWN US:SCV 71.73 41% 85% 161% 37% 2.7 3.0 3.0% BUY 23
10-Feb-12 EEM GL:EM 42.92 6% 63% 239% 38% 4.0 2.0 6.7% HTD
10-Feb-12 IYR US:REIT 60.75 24% 81% 145% 32% 4.7 5.0 3.7% HTD
10-Feb-12 IWF US:LCG 62.88 29% 53% 115% 26% 6.3 7.0 3.2% Sell
10-Feb-12 IWD US:LCV 67.51 33% 61% 52% 28% 6.3 8.0 1.9% Sell 27
10-Feb-12 SCZ GL:SC 38.69 -4% 42% 229% 34% 7.0 4.0 7.2% Sell
10-Feb-12 ACWX GL:LCB 39.84 3% 39% 192% 34% 7.0 6.0 4.9% Sell
10-Feb-12 DBE GLC:ENE 29.47 6% 11% 69% 29% 8.7 11.0 0.0% Sell
10-Feb-12 DBB GLC:BM 20.86 -18% 57% 87% 31% 9.0 10.0 9.0% Sell
10-Feb-12 DBP GLC:PM 60.29 -23% -7% 163% 29% 10.7 9.0 6.7% Sell
10-Feb-12 AGG US:FI 110.41 1% 4% 3% 4% 11.0 12.0 0.2% Sell
10-Feb-12 SHY US:FI 84.46 0% 0% -1% 1% 12.0 13.0 0.0% Sell
10-Feb-12 DBA GLC:AG 28.61 -29% -2% 14% 19% 13.0 14.0 3.4% Sell


IRA_Acct. - S&P Equal Weight Sector ETF's: RRS
Hold: ONE(1), SELL: IF( Avg Rank > 4 or RRS126 < 0 ), BUY: IF( Avg Rank <= 2 & Price > LR126 & RRS21 > 0 )
COUNTIF( Buy ) 0 of 12 or 0% , COUNTIF( Held ) 1 of 12 or 8%

ST Holdings: RGI Sell: RGI Buy: -
                                                               Avg Rank       Rank     %off            Days
EndD ETF's Class: Price RRS126 RRS63 RRS21 GSDd (R6,R3,R1) (126,63,21) LR126 Status: Held
10-Feb-12 RYF US:SF 26.78 37% 105% 125% 35% 2.3 2.0 5.0% HTD
10-Feb-12 RYT US:ST 56.44 35% 65% 194% 32% 3.7 1.0 4.6% HTD
10-Feb-12 RCD US:SD 51.95 42% 65% 115% 31% 3.7 3.0 3.0% HTD
10-Feb-12 RGI US:SI 56.79 50% 79% 73% 30% 4.0 6.0 1.9% HTD 31
10-Feb-12 RTM US:SM 62.17 33% 91% 90% 36% 4.3 5.0 3.2% Sell
10-Feb-12 RSP US:LC 50.29 32% 60% 96% 30% 6.0 7.0 3.0% Sell
10-Feb-12 RYH US:SH 71.42 23% 70% 74% 25% 6.0 8.0 3.2% Sell
10-Feb-12 RYE US:SE 66.49 20% 16% 181% 43% 7.0 4.0 3.2% Sell
10-Feb-12 HYG US:HY 90.25 12% 32% 29% 14% 9.0 9.0 0.5% Sell
10-Feb-12 RHS US:SS 63.49 22% 25% 11% 18% 9.0 10.0 -0.6% Sell
10-Feb-12 RYU US:SU 54.10 11% 5% 1% 19% 11.0 11.0 -1.1% Sell
10-Feb-12 IEF US:TB 105.24 4% 5% 1% 8% 12.0 12.0 0.0% Sell


FIDO_Free Trends and Ranks: RRS
Hold: THREE(3), SELL: IF( Avg Rank > 6 or RRS126 < 0 ), BUY: IF( Avg Rank < 4 & Price > LR126 & RRS63 > 0 )
COUNTIF( Buy ) 2 of 12 or 17% , COUNTIF( Held ) 3 of 12 or 25%

ST Holdings: IJR,IVV,IYR Sell: IVV Buy: IJH
                                                                Avg Rank       Rank     %off            Days
EndD ETF's Class: Price RRS126 RRS63 RRS21 GSDd (R6,R3,R1) (126,63,21) LR126 Status: Held
10-Feb-12 IJR US:SCB 74.71 49% 88% 166% 36% 2.0 2.0 2.6% BUY 31
10-Feb-12 IJH US:MCB 96.31 32% 67% 147% 33% 3.7 5.0 3.8% BUY
10-Feb-12 EEM GL:EM 42.92 6% 63% 239% 38% 4.0 1.0 6.7% HTD
10-Feb-12 IYR US:REIT 60.75 24% 81% 145% 32% 4.7 4.0 3.7% HTD 10
10-Feb-12 IVV US:LCB 134.88 31% 55% 71% 26% 5.3 8.0 2.2% HTD 29
10-Feb-12 SCZ GL:SC 38.69 -4% 42% 229% 34% 6.7 3.0 7.2% Sell
10-Feb-12 EFA GL:DM 53.27 2% 38% 163% 36% 7.0 6.0 4.7% Sell
10-Feb-12 IDV GL:SD 31.81 -2% 31% 166% 35% 7.7 7.0 4.8% Sell
10-Feb-12 DVY US:SD 54.86 29% 35% 25% 22% 7.7 9.0 0.0% Sell
10-Feb-12 LQD US:FI 116.06 5% 20% 33% 6% 9.3 10.0 1.3% Sell
10-Feb-12 TIP US:FI 118.45 6% 7% 20% 7% 9.7 12.0 0.4% Sell
10-Feb-12 EMB GL:FI 110.98 2% 7% 46% 8% 10.3 11.0 1.3% Sell


Shortables Trends and Ranks: RRS
BUY: to Cover IF( Avg Rank <= 5 ), SELL: Short IF( Avg Rank >= 6 & Rank >= 6 )
COUNTIF( Sell ) 4 of 10 or 40% , COUNTIF( Held ) 0 of 10 or 0%

ST Holdings: - Sell: - Buy: -
                                                               Avg Rank      Rank     %off            Days
EndD ETF's Class: Price RRS63 RRS42 RRS21 GSDd (R3,R2,R1) (63,42,21) LR63 Status: Held
10-Feb-12 AGG US:T 110.41 4% 5% 3% 4% 10.0 10.0 -0.1% SELL
10-Feb-12 GSG GL:COM 34.26 13% 47% 37% 27% 9.0 9.0 0.9% SELL
10-Feb-12 DIA US:LCB 127.85 50% 66% 45% 23% 7.7 8.0 -0.5% SELL
10-Feb-12 IVV US:LCB 134.88 55% 87% 71% 26% 6.7 7.0 0.5% SELL
10-Feb-12 EFA GL:DM 53.27 38% 104% 163% 36% 5.7 6.0 1.5% HTD
10-Feb-12 QQQ US:LCB 62.48 60% 139% 146% 27% 4.3 5.0 2.4% Buy
10-Feb-12 IYR US:REIT 60.75 81% 119% 145% 32% 4.3 4.0 -0.5% Buy
10-Feb-12 IJH US:MCB 96.31 67% 138% 147% 33% 3.7 3.0 1.2% Buy
10-Feb-12 EEM GL:EM 42.92 63% 213% 239% 38% 2.0 1.0 1.8% Buy
10-Feb-12 IWM US:SCB 81.27 82% 145% 183% 38% 1.7 2.0 0.5% Buy
Print the post Back To Top
No. of Recommendations: 0
SOLD:
Russell 1000 Value Index (IWD)
Rydex S&P Equal Weight Industrials (RGI)
S&P 500 (IVV)

BOUGHT:
MSCI Emerging Markets (EEM)

Taxable_Acct. - Tactical_Asset_Rotation(TAR): RRS
Hold: TWO(2), SELL: IF( Avg Rank > 2.5 or RRS126 < 0 ), BUY: IF( Avg Rank <= 2.5 & Price > LR126 & RRS63 > 0 )
COUNTIF( Buy ) 2 of 5 or 40% , COUNTIF( Held ) 2 of 5 or 40%

LT Holdings: PRF,VNQ Sell: - Buy: -
                                                               Avg Rank    Rank    %off            Days
EndD ETF's Class: Price RRS126 RRS63 RRS21 GSDm (R6,R3) (126,63) LR126 Status: Held
17-Feb-12 VNQ US:RE 62.35 34% 100% 48% 26% 1.5 1.0 2.7% BUY 27
17-Feb-12 PRF US:LC 59.14 35% 72% 59% 21% 1.5 2.0 2.6% BUY 34
17-Feb-12 PXF GL:DM 35.98 6% 64% 95% 27% 3.5 3.0 6.5% Sell
17-Feb-12 TLT US:FILB 116.58 13% -10% -7% 16% 4.0 5.0 -3.1% Sell
17-Feb-12 DBC GL:Com 28.69 -6% 27% 65% 19% 4.5 4.0 4.9% Sell


Taxable_Acct. - DowJones Sectors(Rated>7): RRS
Hold: THREE(3), SELL: IF( Avg Rank > 6 or RRS126 < 0 ), BUY: IF( Avg Rank < 4 & Price > LR126 & RRS21 > 0 )
COUNTIF( Buy ) 1 of 20 or 5% , COUNTIF( Held ) 2 of 20 or 10%

ST Holdings: IYJ,ITB Sell: - Buy: -
                                                               Avg Rank       Rank     %off            Days
EndD ETF's Class: Price RRS126 RRS63 RRS21 GSDm (R6,R3,R1) (126,63,21) LR126 Status: Held
16-Feb-12 ITB US:HC 14.21 155% 252% 180% 44% 1.3 1.0 3.1% BUY 21
16-Feb-12 IYJ US:IND 70.29 54% 99% 55% 28% 5.0 7.0 1.8% HTD 24
16-Feb-12 IYF US:FIN 54.94 36% 117% 94% 27% 5.7 4.0 4.4% HTD
16-Feb-12 ITA US:AD 66.64 51% 81% 84% 25% 6.0 5.0 1.5% HTD
16-Feb-12 IYW US:TECH 73.44 39% 79% 174% 22% 6.3 3.0 5.3% Sell
16-Feb-12 IAK US:INS 31.51 48% 88% 76% 27% 6.3 6.0 2.9% Sell
16-Feb-12 IYR US:RE 61.03 29% 93% 55% 25% 10.0 9.0 3.0% Sell
16-Feb-12 IYY US:TM 68.65 34% 70% 70% 21% 10.0 10.0 3.0% Sell
16-Feb-12 IHF US:HCP 64.30 44% 71% 51% 29% 10.0 11.0 2.9% Sell
16-Feb-12 IEO US:OGEP 70.78 33% 47% 240% 37% 10.3 2.0 6.9% Sell
16-Feb-12 IHE US:PH 79.61 51% 68% 31% 20% 10.7 14.0 0.2% Sell
16-Feb-12 IEZ US:OES 57.74 23% 51% 111% 43% 11.7 8.0 4.3% Sell
16-Feb-12 IYC US:CS 77.09 37% 67% 54% 20% 11.7 12.0 2.0% Sell
16-Feb-12 IYT US:T 94.17 51% 70% 0% 29% 12.0 17.0 -0.9% Sell
16-Feb-12 IYE US:EN 42.89 33% 48% 62% 29% 12.3 15.0 2.7% Sell
16-Feb-12 IYM US:BM 72.20 22% 90% 40% 35% 12.7 13.0 4.0% Sell
16-Feb-12 IYH US:HC 75.81 33% 73% 29% 19% 13.3 16.0 2.1% Sell
16-Feb-12 IYK US:CG 71.78 22% 38% 48% 14% 16.3 18.0 2.1% Sell
16-Feb-12 IDU US:UT 86.32 16% 8% 11% 12% 18.7 19.0 -1.1% Sell
16-Feb-12 BND US:FIT 83.70 0% 1% 4% 3% 19.7 20.0 0.1% Sell


IRA_Acct. - FIDO_Balanced Trends and Ranks: RRS
Hold: THREE(3), SELL: IF( Avg Rank > 6 or RRS126 < 0 ), BUY: IF( Avg Rank < 4 & Price > LR126 & RRS63 > 0 )
COUNTIF( Buy ) 2 of 14 or 14% , COUNTIF( Held ) 2 of 14 or 14%

ST Holdings: IWN,IWO Sell: IWD Buy: -
                                                                Avg Rank       Rank     %off            Days
EndD ETF's Class: Price RRS126 RRS63 RRS21 GSDm (R6,R3,R1) (126,63,21) LR126 Status: Held
17-Feb-12 IWO US:SCG 95.05 46% 104% 131% 32% 1.7 1.0 3.8% BUY 16
17-Feb-12 IWN US:SCV 73.10 47% 103% 91% 28% 3.0 2.0 3.3% BUY 30
17-Feb-12 EEM GL:EM 43.93 13% 97% 99% 31% 4.3 3.0 7.2% HTD
17-Feb-12 IWD US:LCV 68.65 36% 74% 53% 21% 5.3 8.0 2.4% HTD
17-Feb-12 IWF US:LCG 63.72 32% 71% 90% 21% 5.7 4.0 3.3% HTD
17-Feb-12 DBE GLC:ENE 30.19 9% 25% 151% 22% 6.0 6.0 0.0% HTD
17-Feb-12 IYR US:REIT 61.13 30% 95% 41% 25% 6.0 7.0 2.9% HTD
17-Feb-12 SCZ GL:SC 39.43 2% 71% 114% 24% 6.3 5.0 7.5% Sell
17-Feb-12 ACWX GL:LCB 40.76 8% 60% 91% 24% 7.3 9.0 5.8% Sell
17-Feb-12 DBP GLC:PM 60.27 -20% 12% 33% 30% 11.3 10.0 6.0% Sell
17-Feb-12 DBB GLC:BM 19.91 -13% 65% -32% 27% 11.3 11.0 2.9% Sell
17-Feb-12 AGG US:FI 110.34 1% 5% 3% 3% 11.3 12.0 0.1% Sell
17-Feb-12 SHY US:FI 84.39 0% 0% -2% 1% 12.3 13.0 -0.1% Sell
17-Feb-12 DBA GLC:AG 28.99 -27% 6% -11% 15% 13.0 14.0 4.8% Sell


IRA_Acct. - S&P Equal Weight Sector ETF's: RRS
Hold: ONE(1), SELL: IF( Avg Rank > 4 or RRS126 < 0 ), BUY: IF( Avg Rank <= 2 & Price > LR126 & RRS21 > 0 )
COUNTIF( Buy ) 0 of 12 or 0% , COUNTIF( Held ) 0 of 12 or 0%

ST Holdings: - Sell: RGI Buy: -
                                                               Avg Rank       Rank     %off            Days
EndD ETF's Class: Price RRS126 RRS63 RRS21 GSDm (R6,R3,R1) (126,63,21) LR126 Status: Held
17-Feb-12 RYF US:SF 27.30 44% 131% 101% 30% 2.3 2.0 5.2% HTD
17-Feb-12 RYT US:ST 57.76 40% 101% 139% 27% 3.0 1.0 5.3% HTD
17-Feb-12 RGI US:SI 57.46 54% 95% 57% 29% 3.7 5.0 1.7% HTD
17-Feb-12 RCD US:SD 52.72 45% 86% 93% 27% 4.0 4.0 3.1% HTD
17-Feb-12 RTM US:SM 62.93 38% 110% 29% 31% 5.0 7.0 3.0% Sell
17-Feb-12 RYE US:SE 68.60 26% 43% 160% 37% 5.7 3.0 4.9% Sell
17-Feb-12 RSP US:LC 51.13 36% 80% 77% 24% 6.0 6.0 3.4% Sell
17-Feb-12 RYH US:SH 72.40 27% 88% 55% 22% 6.3 8.0 3.4% Sell
17-Feb-12 RHS US:SS 64.76 23% 28% 25% 14% 9.3 9.0 0.9% Sell
17-Feb-12 HYG US:HY 90.57 14% 34% 4% 12% 10.0 10.0 0.4% Sell
17-Feb-12 RYU US:SU 54.92 10% 8% 17% 14% 10.7 11.0 0.4% Sell
17-Feb-12 IEF US:TB 104.88 3% 4% 2% 7% 12.0 12.0 -0.4% Sell


FIDO_Free Trends and Ranks: RRS
Hold: THREE(3), SELL: IF( Avg Rank > 6 or RRS126 < 0 ), BUY: IF( Avg Rank < 4 & Price > LR126 & RRS63 > 0 )
COUNTIF( Buy ) 2 of 12 or 17% , COUNTIF( Held ) 3 of 12 or 25%

ST Holdings: IJR,IYR,EEM Sell: IVV Buy: EEM
                                                                Avg Rank       Rank     %off            Days
EndD ETF's Class: Price RRS126 RRS63 RRS21 GSDm (R6,R3,R1) (126,63,21) LR126 Status: Held
17-Feb-12 IJR US:SCB 76.14 54% 106% 100% 28% 1.7 1.0 3.0% BUY 38
17-Feb-12 IJH US:MCB 98.41 37% 90% 114% 27% 2.3 2.0 4.4% BUY
17-Feb-12 EEM GL:EM 43.93 13% 97% 99% 31% 4.0 3.0 7.2% HTD 4
17-Feb-12 IVV US:LCB 136.85 34% 69% 64% 20% 5.3 5.0 2.6% HTD
17-Feb-12 IYR US:REIT 61.13 30% 95% 41% 25% 5.3 6.0 2.9% HTD 17
17-Feb-12 SCZ GL:SC 39.43 2% 71% 114% 24% 6.3 4.0 7.5% Sell
17-Feb-12 EFA GL:DM 54.52 7% 57% 83% 23% 6.3 7.0 5.7% Sell
17-Feb-12 DVY US:SD 55.56 30% 40% 36% 16% 7.3 9.0 0.7% Sell
17-Feb-12 IDV GL:SD 32.28 3% 49% 79% 23% 8.3 8.0 5.2% Sell
17-Feb-12 LQD US:FI 116.01 6% 25% 21% 5% 10.0 10.0 0.9% Sell
17-Feb-12 EMB GL:FI 111.53 3% 13% 30% 8% 10.3 11.0 1.4% Sell
17-Feb-12 TIP US:FI 118.33 7% 8% 15% 4% 10.7 12.0 0.0% Sell


Shortables Trends and Ranks: RRS
BUY: to Cover IF( Avg Rank <= 5 ), SELL: Short IF( Avg Rank >= 6 & Rank >= 6 )
COUNTIF( Sell ) 4 of 10 or 40% , COUNTIF( Held ) 0 of 10 or 0%

ST Holdings: - Sell: - Buy: -
                                                               Avg Rank      Rank     %off            Days
EndD ETF's Class: Price RRS63 RRS42 RRS21 GSDm (R3,R2,R1) (63,42,21) LR63 Status: Held
17-Feb-12 AGG US:T 110.34 5% 4% 3% 3% 10.0 10.0 -0.3% SELL
17-Feb-12 GSG GL:COM 34.99 24% 38% 57% 21% 8.3 9.0 1.7% SELL
17-Feb-12 DIA US:LCB 129.23 59% 55% 30% 19% 8.0 8.0 -0.6% SELL
17-Feb-12 IVV US:LCB 136.85 69% 80% 64% 20% 6.3 7.0 0.3% SELL
17-Feb-12 EFA GL:DM 54.52 57% 112% 83% 23% 6.0 5.0 1.8% HTD
17-Feb-12 IYR US:REIT 61.13 95% 94% 41% 25% 5.7 6.0 -1.5% HTD
17-Feb-12 IJH US:MCB 98.41 90% 135% 114% 27% 3.3 4.0 1.1% Buy
17-Feb-12 QQQ US:LCB 63.43 88% 151% 136% 21% 2.7 2.0 1.3% Buy
17-Feb-12 IWM US:SCB 82.79 104% 137% 111% 30% 2.3 3.0 0.2% Buy
17-Feb-12 EEM GL:EM 43.93 97% 212% 99% 31% 2.3 1.0 1.3% Buy
Print the post Back To Top
No. of Recommendations: 1
Revision were made this week on the final sort and the sell filter. RRS21 was replaced on both sector watch lists with RRS42.
RRS21 was eliminated on the three asset Rotation watch lists.
A Crossover of SMA(10) and SMA(100) added to all Sell filters.

SOLD:
DJ US Real Estate (IYR)
BOUGHT:
Rydex S&P Equal Weight Financials (RYF)
S&P Mid Cap 400 (IJH)

Taxable_Acct. - Tactical_Asset_Rotation(TAR): RRS
Hold: TWO(2), SELL: IF( Avg Rank > 3.0 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Avg Rank < 3.0 & Price > LR126 )
COUNTIF( Buy ) 3 of 5 or 60% , COUNTIF( Held ) 2 of 5 or 40%

LT Holdings: PRF,VNQ Sell: - Buy: -
                                                               Avg Rank  % off   SMA_PO            Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm (R6,R3) LR126 (10,100) Status: Held
24-Feb-12 VNQ US:RE 61.70 36% 93% 76% 26% 1.0 0.9% 8.0% BUY 34
24-Feb-12 PXF GL:DM 36.36 10% 74% 140% 27% 2.5 6.4% 6.8% BUY
24-Feb-12 PRF US:LC 59.09 36% 72% 67% 21% 2.5 1.8% 7.5% BUY 41
24-Feb-12 DBC GL:Com 29.68 -2% 38% 62% 20% 4.5 7.3% 4.9% Sell
24-Feb-12 TLT US:FILB 117.50 10% -11% -16% 16% 4.5 -1.9% -0.9% Sell


Taxable_Acct. - DowJones Sectors(Rated>7): RRS
Hold: THREE(3), SELL: IF( Avg Rank >= 6 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Avg Rank < 4 & Price > LR126 )
COUNTIF( Buy ) 0 of 20 or 0% , COUNTIF( Held ) 2 of 20 or 10%

ST Holdings: IYJ,ITB Sell: - Buy: -
                                                               Avg Rank   % off   SMA_PO            Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm (R6,R3,R2) LR126 (10,100) Status: Held
24-Feb-12 ITB US:HC 13.66 156% 233% 209% 44% 1.0 -2.6% 18.9% HTD 28
24-Feb-12 IYJ US:IND 70.85 55% 102% 101% 28% 4.0 1.5% 9.7% HTD 31
24-Feb-12 IYW US:TECH 73.86 40% 99% 165% 22% 5.0 4.7% 10.4% HTD
24-Feb-12 IYF US:FIN 54.88 40% 118% 114% 27% 5.3 2.9% 10.1% HTD
24-Feb-12 IAK US:INS 31.43 51% 93% 99% 27% 5.7 1.4% 9.2% HTD
24-Feb-12 ITA US:AD 67.28 51% 85% 87% 25% 7.0 1.6% 9.1% Sell
24-Feb-12 IEO US:OGEP 71.53 38% 74% 145% 38% 7.7 6.2% 10.8% Sell
24-Feb-12 IYM US:BM 72.47 25% 96% 114% 35% 9.0 3.2% 7.8% Sell
24-Feb-12 IEZ US:OES 59.74 28% 74% 131% 43% 10.7 6.3% 8.9% Sell
24-Feb-12 IHF US:HCP 64.78 46% 74% 64% 29% 10.7 2.6% 9.0% Sell
24-Feb-12 IYY US:TM 68.92 36% 75% 79% 21% 10.7 2.4% 7.9% Sell
24-Feb-12 IYR US:RE 60.75 32% 90% 75% 25% 11.0 1.5% 7.7% Sell
24-Feb-12 IYC US:CS 77.25 37% 68% 72% 20% 12.0 1.4% 7.4% Sell
24-Feb-12 IYT US:T 91.65 48% 58% 30% 29% 13.0 -3.8% 5.1% Sell
24-Feb-12 IYE US:EN 43.85 36% 59% 64% 29% 13.3 3.7% 7.6% Sell
24-Feb-12 IHE US:PH 80.51 51% 54% 29% 20% 13.3 0.6% 7.1% Sell
24-Feb-12 IYH US:HC 75.37 33% 65% 40% 19% 14.3 0.8% 6.5% Sell
24-Feb-12 IYK US:CG 71.94 22% 39% 36% 14% 17.3 1.7% 5.1% Sell
24-Feb-12 IDU US:UT 86.51 14% 5% -11% 12% 19.3 -0.8% 1.0% Sell
24-Feb-12 BND US:FIT 83.84 0% 1% 4% 3% 19.7 0.2% 0.2% Sell


IRA_Acct. - FIDO_Balanced Trends and Ranks: RRS
Hold: THREE(3), SELL: IF( Avg Rank >= 6 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Avg Rank < 4 & Price > LR126 )
COUNTIF( Buy ) 2 of 14 or 14% , COUNTIF( Held ) 2 of 14 or 14%

ST Holdings: IWN,IWO Sell: - Buy: -
                                                               Avg Rank  % off   SMA_PO            Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm (R6,R3) LR126 (10,100) Status: Held
24-Feb-12 IWO US:SCG 95.50 48% 109% 141% 32% 1.5 3.3% 10.5% BUY 23
24-Feb-12 IWN US:SCV 72.52 49% 102% 104% 28% 2.0 1.6% 9.6% BUY 37
24-Feb-12 EEM GL:EM 44.19 18% 107% 188% 31% 4.0 6.4% 9.3% HTD
24-Feb-12 IYR US:REIT 60.75 32% 90% 75% 25% 4.5 1.5% 7.7% HTD
24-Feb-12 IWF US:LCG 64.24 33% 76% 98% 21% 5.0 3.4% 8.3% HTD
24-Feb-12 IWD US:LCV 68.57 38% 72% 60% 21% 5.0 1.5% 7.4% HTD
24-Feb-12 SCZ GL:SC 40.11 6% 86% 164% 25% 7.0 8.1% 7.6% Sell
24-Feb-12 DBE GLC:ENE 31.41 13% 40% 67% 22% 8.5 8.0% 7.1% Sell
24-Feb-12 ACWX GL:LCB 41.27 12% 68% 123% 24% 8.5 6.0% 6.7% Sell
24-Feb-12 DBB GLC:BM 21.09 -8% 69% 118% 27% 10.0 7.7% 4.8% Sell
24-Feb-12 AGG US:FI 110.60 1% 5% 3% 3% 11.5 0.3% 0.5% Sell
24-Feb-12 DBP GLC:PM 62.46 -15% 28% 139% 30% 12.0 8.5% 3.5% Sell
24-Feb-12 SHY US:FI 84.38 0% 0% 0% 1% 12.5 -0.1% -0.1% Sell
24-Feb-12 DBA GLC:AG 29.05 -25% 12% 6% 15% 13.0 4.6% -1.4% Sell


IRA_Acct. - S&P Equal Weight Sector ETF's: RRS
Hold: ONE(1), SELL: IF( Avg Rank >= 4 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Avg Rank <= 2 & Price > LR126 )
COUNTIF( Buy ) 1 of 12 or 8% , COUNTIF( Held ) 1 of 12 or 8%

ST Holdings: RYF Sell: - Buy: RYF
                                                               Avg Rank   % off   SMA_PO            Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm (R6,R3,R2) LR126 (10,100) Status: Held
24-Feb-12 RYF US:SF 27.31 47% 133% 130% 30% 1.7 4.0% 11.1% BUY 1
24-Feb-12 RYT US:ST 57.32 40% 112% 171% 27% 2.7 3.6% 10.4% HTD
24-Feb-12 RTM US:SM 63.51 41% 110% 110% 31% 3.3 2.9% 9.1% HTD
24-Feb-12 RGI US:SI 57.71 55% 95% 95% 29% 3.7 1.3% 9.5% HTD
24-Feb-12 RCD US:SD 52.56 45% 87% 108% 27% 4.3 2.1% 9.0% Sell
24-Feb-12 RYE US:SE 69.60 28% 57% 108% 37% 6.3 5.4% 8.2% Sell
24-Feb-12 RSP US:LC 51.11 37% 83% 92% 24% 6.7 2.6% 8.4% Sell
24-Feb-12 RYH US:SH 72.43 28% 86% 77% 22% 7.3 2.7% 7.9% Sell
24-Feb-12 HYG US:HY 91.81 14% 32% 17% 12% 9.3 1.3% 3.1% Sell
24-Feb-12 RHS US:SS 64.52 22% 24% 14% 14% 9.7 0.2% 3.7% Sell
24-Feb-12 RYU US:SU 55.22 9% 7% -6% 14% 11.3 0.9% 1.3% Sell
24-Feb-12 IEF US:TB 105.14 3% 3% 1% 7% 11.7 -0.1% 0.5% Sell


FIDO_Free Trends and Ranks: RRS
Hold: THREE(3), SELL: IF( Avg Rank >= 6 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Avg Rank < 4 & Price > LR126 )
COUNTIF( Buy ) 3 of 12 or 25% , COUNTIF( Held ) 3 of 12 or 25%

ST Holdings: IJR,EEM,IJH Sell: IYR Buy: IJH
                                                               Avg Rank  % off   SMA_PO            Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm (R6,R3) LR126 (10,100) Status: Held
24-Feb-12 IJR US:SCB 75.83 56% 106% 110% 28% 1.5 1.6% 10.2% BUY 45
24-Feb-12 IJH US:MCB 98.49 39% 96% 124% 27% 2.5 3.5% 9.8% BUY 2
24-Feb-12 EEM GL:EM 44.19 18% 107% 188% 31% 3.5 6.4% 9.3% BUY 11
24-Feb-12 IYR US:REIT 60.75 32% 90% 75% 25% 4.0 1.5% 7.7% HTD
24-Feb-12 IVV US:LCB 137.37 35% 70% 71% 20% 4.5 2.2% 7.5% HTD
24-Feb-12 EFA GL:DM 55.15 11% 64% 111% 23% 7.0 5.8% 6.2% Sell
24-Feb-12 DVY US:SD 55.66 30% 38% 23% 16% 7.0 0.5% 4.9% Sell
24-Feb-12 SCZ GL:SC 40.11 6% 86% 164% 25% 7.5 8.1% 7.6% Sell
24-Feb-12 IDV GL:SD 32.78 6% 56% 96% 23% 9.5 5.8% 5.2% Sell
24-Feb-12 LQD US:FI 116.79 7% 26% 24% 5% 9.5 1.3% 2.4% Sell
24-Feb-12 TIP US:FI 119.00 7% 9% 14% 4% 10.0 0.4% 1.5% Sell
24-Feb-12 EMB GL:FI 112.86 5% 16% 25% 8% 11.5 2.2% 2.4% Sell


Shortables Trends and Ranks: RRS
BUY: to Cover IF( Avg Rank <= 5 ), SELL: Short IF( Avg Rank >= 6 & Price < LR63 )
COUNTIF( Sell ) 4 of 10 or 40% , COUNTIF( Held ) 0 of 10 or 0%

ST Holdings: - Sell: - Buy: -
                                                               Avg Rank   % off   SMA_PO            Days
EndD ETF's Class: Price RRS63 RRS42 RRS21 GSDm (R3,R2,R1) LR63 (10,100) Status: Held
24-Feb-12 AGG US:T 110.60 5% 3% -3% 3% 9.7 -0.1% 0.5% SELL
24-Feb-12 DIA US:LCB 129.62 57% 46% 37% 19% 8.0 -0.8% 6.4% SELL
24-Feb-12 IYR US:REIT 60.75 90% 75% -8% 25% 7.0 -2.5% 7.7% SELL
24-Feb-12 GSG GL:COM 36.35 35% 42% 117% 21% 6.3 4.1% 5.4% HTD
24-Feb-12 IVV US:LCB 137.37 70% 71% 67% 20% 6.0 -0.2% 2.2% SELL
24-Feb-12 EFA GL:DM 55.15 64% 111% 82% 23% 5.3 1.7% 6.2% HTD
24-Feb-12 IWM US:SCB 82.64 106% 123% 59% 30% 4.3 -1.0% 10.1% Buy
24-Feb-12 IJH US:MCB 98.49 96% 124% 88% 27% 3.3 -0.1% 9.8% Buy
24-Feb-12 EEM GL:EM 44.19 107% 188% 65% 31% 2.7 0.4% 9.3% Buy
24-Feb-12 QQQ US:LCB 63.96 98% 140% 117% 21% 2.3 0.6% 9.4% Buy
Print the post Back To Top
No. of Recommendations: 1
SOLD:
*-
BOUGHT:
PowerShares FTSE RAFI Dev Mkts ex-US (PXF)
MSCI Emerging Markets Index (EEM)

Taxable_Acct. - Tactical_Asset_Rotation(TAR): RRS
SELL: IF( Avg Rank > 3 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Avg Rank < 3 & Price > LR126 )
COUNTIF( Buy ) 2 of 5 or 40% , COUNTIF( Held ) 3 of 5 or 60%

Hold: TWO(2), LT Holdings: PRF,VNQ,PXF , Sell: - , Buy: PXF
                                                              Avg Rank  % off   SMA_PO            Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm (R6,R3) LR126 (10,100) Status: Held
2-Mar-12 VNQ US:RE 61.27 40% 71% 55% 26% 1.5 -0.8% 6.2% HTD 42
2-Mar-12 PXF GL:DM 36.21 17% 81% 126% 27% 2.0 4.3% 7.4% BUY 5
2-Mar-12 PRF US:LC 59.26 40% 63% 57% 22% 2.5 0.9% 7.2% BUY 49
2-Mar-12 DBC GL:Com 29.48 5% 48% 63% 20% 4.5 5.0% 5.9% Sell
2-Mar-12 TLT US:FILB 117.15 6% -9% -12% 16% 4.5 -1.6% -0.7% Sell


Taxable_Acct. - DowJones Sectors(Rated>7): RRS
SELL: IF( Avg Rank >= 6 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Avg Rank < 4 & Price > LR126 )
COUNTIF( Buy ) 0 of 20 or 0% , COUNTIF( Held ) 2 of 20 or 10%

Hold: THREE(3), ST Holdings: IYJ,ITB , Sell: - , Buy: -
                                                              Avg Rank   % off   SMA_PO            Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm (R6,R3,R2) LR126 (10,100) Status: Held
2-Mar-12 ITB US:HC 13.66 164% 179% 98% 44% 2.0 -4.3% 14.6% HTD 36
2-Mar-12 IYW US:TECH 74.48 43% 105% 153% 22% 4.3 4.1% 10.5% HTD
2-Mar-12 IYJ US:IND 70.26 59% 88% 70% 28% 4.3 -0.6% 8.8% HTD 39
2-Mar-12 IYF US:FIN 55.41 47% 101% 89% 28% 5.3 2.2% 9.6% HTD
2-Mar-12 IAK US:INS 31.42 55% 80% 80% 27% 5.3 0.1% 8.5% HTD
2-Mar-12 IEO US:OGEP 69.18 45% 82% 135% 38% 5.7 1.1% 10.0% HTD
2-Mar-12 ITA US:AD 66.64 54% 76% 70% 25% 6.7 -0.5% 8.1% Sell
2-Mar-12 IEZ US:OES 57.81 35% 74% 108% 43% 9.3 1.2% 8.6% Sell
2-Mar-12 IHF US:HCP 64.37 51% 70% 59% 29% 10.0 0.5% 8.8% Sell
2-Mar-12 IYY US:TM 69.11 39% 68% 69% 21% 11.0 1.5% 7.7% Sell
2-Mar-12 IYM US:BM 71.38 32% 82% 62% 35% 11.3 0.2% 6.9% Sell
2-Mar-12 IYE US:EN 43.15 41% 56% 66% 29% 11.7 0.8% 7.7% Sell
2-Mar-12 IYC US:CS 78.12 39% 63% 65% 20% 12.3 1.5% 7.2% Sell
2-Mar-12 IHE US:PH 80.81 53% 45% 35% 20% 12.3 -0.1% 7.4% Sell
2-Mar-12 IYR US:RE 60.44 37% 71% 55% 25% 12.7 -0.1% 6.3% Sell
2-Mar-12 IYT US:T 92.16 49% 37% 8% 29% 14.0 -3.7% 3.3% Sell
2-Mar-12 IYH US:HC 75.54 36% 53% 30% 19% 15.7 0.1% 6.0% Sell
2-Mar-12 IYK US:CG 72.47 25% 35% 41% 14% 17.0 1.6% 5.3% Sell
2-Mar-12 BND US:FIT 83.74 0% 2% 3% 3% 19.3 0.1% 0.2% Sell
2-Mar-12 IDU US:UT 86.06 13% -1% 0% 12% 19.7 -1.3% 0.8% Sell


IRA_Acct. - FIDO_Balanced Trends and Ranks: RRS
SELL: IF( Avg Rank >= 6 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Avg Rank < 4 & Price > LR126 )
COUNTIF( Buy ) 1 of 14 or 7% , COUNTIF( Held ) 3 of 14 or 21%

Hold: THREE(3), ST Holdings: IWN,IWO,EEM , Sell: - , Buy: EEM
                                                              Avg Rank  % off   SMA_PO            Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm (R6,R3) LR126 (10,100) Status: Held
2-Mar-12 IWO US:SCG 92.83 53% 94% 108% 32% 2.5 -0.9% 9.2% HTD 31
2-Mar-12 IWN US:SCV 70.34 53% 80% 71% 28% 2.5 -2.6% 7.9% HTD 45
2-Mar-12 EEM GL:EM 44.64 27% 111% 148% 31% 3.5 5.4% 9.3% BUY 2
2-Mar-12 IWF US:LCG 64.43 37% 74% 89% 21% 5.0 2.4% 8.2% HTD
2-Mar-12 SCZ GL:SC 39.75 13% 96% 141% 25% 5.5 5.2% 8.1% HTD
2-Mar-12 IWD US:LCV 68.70 41% 61% 50% 21% 6.0 0.6% 7.1% Sell
2-Mar-12 IYR US:REIT 60.44 37% 71% 55% 25% 6.5 -0.1% 6.3% Sell
2-Mar-12 ACWX GL:LCB 41.19 19% 71% 112% 24% 7.5 4.1% 7.3% Sell
2-Mar-12 DBB GLC:BM 21.32 1% 76% 75% 27% 8.0 6.6% 5.9% Sell
2-Mar-12 DBE GLC:ENE 30.71 19% 53% 75% 23% 8.5 4.0% 8.0% Sell
2-Mar-12 AGG US:FI 110.50 2% 5% 3% 3% 11.5 0.1% 0.5% Sell
2-Mar-12 DBP GLC:PM 60.54 -10% 45% 96% 30% 12.0 4.0% 4.0% Sell
2-Mar-12 DBA GLC:AG 29.35 -21% 16% 9% 15% 13.0 4.8% -0.3% Sell
2-Mar-12 SHY US:FI 84.39 0% 0% -1% 1% 13.0 -0.1% -0.1% Sell


IRA_Acct. - S&P Equal Weight Sector ETF's: RRS
SELL: IF( Avg Rank > 3 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Avg Rank < 2.5 & Price > LR126 )
COUNTIF( Buy ) 1 of 12 or 8% , COUNTIF( Held ) 1 of 12 or 8%

Hold: ONE(1), ST Holdings: RYF , Sell: - , Buy: -
                                                              Avg Rank   % off   SMA_PO            Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm (R6,R3,R2) LR126 (10,100) Status: Held
2-Mar-12 RYF US:SF 27.29 54% 117% 100% 30% 2.0 2.1% 10.7% BUY 9
2-Mar-12 RYT US:ST 56.86 44% 108% 134% 27% 2.7 1.5% 9.5% HTD
2-Mar-12 RCD US:SD 53.32 49% 84% 91% 27% 3.7 2.3% 8.7% Sell
2-Mar-12 RGI US:SI 57.11 58% 83% 66% 29% 4.0 -1.0% 8.6% Sell
2-Mar-12 RTM US:SM 62.62 47% 94% 62% 31% 4.7 0.1% 8.4% Sell
2-Mar-12 RYE US:SE 67.78 34% 63% 102% 37% 5.7 1.2% 7.9% Sell
2-Mar-12 RSP US:LC 50.94 41% 75% 75% 24% 6.0 1.0% 7.9% Sell
2-Mar-12 RYH US:SH 72.30 32% 77% 58% 22% 7.3 1.3% 7.2% Sell
2-Mar-12 RHS US:SS 64.87 23% 19% 21% 14% 9.3 0.2% 3.7% Sell
2-Mar-12 HYG US:HY 91.37 16% 24% 20% 12% 9.7 0.3% 3.3% Sell
2-Mar-12 RYU US:SU 54.79 10% 3% 6% 14% 11.0 -0.2% 1.6% Sell
2-Mar-12 IEF US:TB 105.03 3% 3% 1% 7% 12.0 -0.2% 0.5% Sell


FIDO_Free Trends and Ranks: RRS
SELL: IF( Avg Rank >= 6 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Avg Rank < 4 & Price > LR126 )
COUNTIF( Buy ) 2 of 12 or 17% , COUNTIF( Held ) 3 of 12 or 25%

Hold: THREE(3), ST Holdings: IJR,EEM,IJH , Sell: - , Buy: -
                                                              Avg Rank  % off   SMA_PO            Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm (R6,R3) LR126 (10,100) Status: Held
2-Mar-12 IJH US:MCB 97.73 44% 89% 102% 27% 2.5 1.3% 9.0% BUY 10
2-Mar-12 IJR US:SCB 73.68 60% 85% 80% 28% 2.5 -2.4% 8.7% HTD 53
2-Mar-12 EEM GL:EM 44.64 27% 111% 148% 31% 3.5 5.4% 9.3% BUY 19
2-Mar-12 IYR US:REIT 60.44 37% 71% 55% 25% 4.5 -0.1% 6.3% HTD
2-Mar-12 SCZ GL:SC 39.75 13% 96% 141% 25% 5.0 5.2% 8.1% HTD
2-Mar-12 IVV US:LCB 137.85 38% 63% 63% 20% 5.0 1.4% 7.4% HTD
2-Mar-12 EFA GL:DM 54.77 16% 66% 101% 23% 6.5 3.6% 6.7% Sell
2-Mar-12 DVY US:SD 55.30 31% 29% 26% 16% 7.0 -0.8% 4.6% Sell
2-Mar-12 IDV GL:SD 32.72 12% 59% 93% 23% 8.5 4.1% 5.8% Sell
2-Mar-12 LQD US:FI 117.06 8% 24% 23% 5% 10.0 1.1% 2.6% Sell
2-Mar-12 EMB GL:FI 113.66 7% 17% 35% 8% 11.0 2.2% 2.8% Sell
2-Mar-12 TIP US:FI 118.39 7% 10% 12% 4% 12.0 -0.3% 1.4% Sell


Shortables Trends and Ranks: RRS
BUY: to Cover IF( Avg Rank <= 5 ), SELL: Short IF( Avg Rank >= 6 & Price < LR63 )
COUNTIF( Sell ) 4 of 10 or 40% , COUNTIF( Held ) 0 of 10 or 0%

ST Holdings: - , Sell: - , Buy: -
                                                              Avg Rank   % off   SMA_PO            Days
EndD ETF's Class: Price RRS63 RRS42 RRS21 GSDm (R3,R2,R1) LR63 (10,100) Status: Held
2-Mar-12 AGG US:T 110.50 5% 3% 1% 3% 9.3 -0.3% 0.5% SELL
2-Mar-12 DIA US:LCB 129.55 46% 38% 22% 19% 8.0 -0.9% 6.0% SELL
2-Mar-12 IYR US:REIT 60.44 71% 55% -27% 25% 7.3 -2.8% 6.3% SELL
2-Mar-12 IWM US:SCB 80.25 87% 89% -12% 30% 6.0 -4.0% 8.6% SELL
2-Mar-12 GSG GL:COM 35.84 45% 51% 149% 21% 6.0 1.0% 6.6% HTD
2-Mar-12 IVV US:LCB 137.85 63% 63% 43% 20% 5.7 -0.5% 1.4% HTD
2-Mar-12 EFA GL:DM 54.77 66% 101% 49% 23% 4.3 -0.2% 6.7% Buy
2-Mar-12 IJH US:MCB 97.73 89% 102% 28% 27% 4.0 -1.7% 9.0% Buy
2-Mar-12 EEM GL:EM 44.64 111% 148% 35% 31% 2.3 -0.1% 9.3% Buy
2-Mar-12 QQQ US:LCB 64.87 101% 125% 88% 21% 2.0 0.5% 9.7% Buy


Notes: Last modified 3/1/2012.
Universe: Selected ETF's from Fidelity's List with at least 1-year of history.
Strategy / Conditions: ---------------------------------------------------------------------------------------
1) Apply a mechanical trend analysis model for trading ETF's that outperforms a buy and hold strategy.
2) Each group Backtested with DAILY data. http://www.etfscreen.com
3) The Regression Relative Strength (RRSx) is the Log-price regression SLOPE of each ETF, then Annualized.
4) The final sort is the Average of RRSx Ranks, where R6, R3, R2 or R1 are rankings of monthly lookback periods.
5) LRxx is the last price on Linear Regression Trend line - TREND(days). Buy/Sell price target determined by LRxx
6) Buy, Sell and HTD criteria are as noted. Set Trailing Stops @ ATR when Ranking status is HTD condition.
7) Go to cash when the specified number to hold are not available.
8) Non-traditional ETFs/ETNs/Holders are excluded.
9) Historic prices are Non-dividend adjusted values.
---------------------------------------------------------------------------------------
Print the post Back To Top
No. of Recommendations: 1
SOLD:
iShares DowJones US Industrial (IYJ)
Russell 2000 Value Index (IWN)

BOUGHT:
*-

Taxable_Acct. - Tactical_Asset_Rotation(TAR): RRS
SELL: IF( Avg Rank > 3 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Avg Rank < 3 & Price > LR126 )
COUNTIF( Buy ) 2 of 5 or 40% , COUNTIF( Held ) 3 of 5 or 60%

Hold: TWO(2), LT Holdings: PRF,VNQ,PXF , Sell: - , Buy: -
                                                                (R6,R3)   LR126  LR126  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm Avg Rank STEYX % off SMA_PO Status: Held
9-Mar-12 PRF US:LC 59.48 42% 63% 42% 22% 2.0 1.3 0.4% 6.4% BUY 56
9-Mar-12 PXF GL:DM 35.79 21% 94% 88% 27% 2.0 1.4 2.0% 6.4% BUY 12
9-Mar-12 VNQ US:RE 61.38 45% 60% 27% 26% 2.0 2.0 -1.6% 5.2% HTD 49
9-Mar-12 DBC GL:Com 29.31 11% 58% 63% 20% 4.0 0.9 3.0% 5.3% Sell
9-Mar-12 TLT US:FILB 115.97 3% -13% -14% 16% 5.0 2.6 -2.1% -0.7% Sell

Average = 24% 52% 41% 22% 1.6 0.3% 4.5% 39


Taxable_Acct. - DowJones Sectors(Rated>7): RRS
SELL: IF( Avg Rank >= 6 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Avg Rank < 4 & Price > LR126 )
COUNTIF( Buy ) 0 of 20 or 0% , COUNTIF( Held ) 1 of 20 or 5%

Hold: THREE(3), ST Holdings: ITB , Sell: IYJ , Buy: -
                                                               (R6,R3,R2)  LR126  LR126  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm Avg Rank STEYX % off SMA_PO Status: Held
9-Mar-12 ITB US:HC 14.57 167% 164% 42% 44% 4.0 0.5 0.5% 12.7% HTD 43
9-Mar-12 IYW US:TECH 74.56 45% 119% 123% 22% 4.3 2.2 3.1% 9.9% HTD
9-Mar-12 IEO US:OGEP 69.45 50% 101% 116% 38% 4.3 3.3 0.3% 7.1% HTD
9-Mar-12 IYF US:FIN 55.63 52% 100% 59% 28% 5.0 1.8 1.3% 8.7% HTD
9-Mar-12 IAK US:INS 31.33 57% 80% 49% 27% 6.0 1.0 -1.0% 7.0% Sell
9-Mar-12 IYJ US:IND 70.30 60% 82% 35% 28% 7.0 1.8 -1.3% 7.1% Sell
9-Mar-12 IEZ US:OES 57.13 41% 87% 66% 43% 7.7 2.8 -1.0% 5.5% Sell
9-Mar-12 IHF US:HCP 64.75 54% 71% 45% 29% 8.0 1.6 0.1% 7.6% Sell
9-Mar-12 ITA US:AD 66.92 54% 72% 41% 25% 8.7 1.4 -0.7% 6.7% Sell
9-Mar-12 IYE US:EN 42.75 44% 62% 59% 29% 9.7 1.4 -1.0% 6.0% Sell
9-Mar-12 IYY US:TM 69.20 42% 70% 52% 21% 10.0 1.6 0.7% 6.9% Sell
9-Mar-12 IYC US:CS 79.21 41% 67% 56% 20% 10.3 1.6 2.0% 7.3% Sell
9-Mar-12 IHE US:PH 80.71 54% 40% 28% 20% 11.3 1.2 -1.0% 7.1% Sell
9-Mar-12 IYM US:BM 69.92 37% 75% 10% 35% 14.0 3.1 -2.7% 4.1% Sell
9-Mar-12 IYR US:RE 60.51 41% 61% 27% 25% 14.3 1.9 -1.0% 5.4% Sell
9-Mar-12 IYK US:CG 72.63 27% 38% 40% 14% 15.7 1.1 1.1% 5.1% Sell
9-Mar-12 IYH US:HC 75.76 38% 46% 18% 19% 15.7 1.3 -0.3% 5.4% Sell
9-Mar-12 IYT US:T 92.21 46% 28% -13% 29% 15.7 2.8 -3.8% 2.3% Sell
9-Mar-12 IDU US:UT 86.75 12% -1% 5% 12% 19.0 1.4 -0.5% 0.6% Sell
9-Mar-12 BND US:FIT 83.52 0% 1% 1% 3% 19.3 0.3 -0.2% 0.2% Sell

Average = 48% 68% 43% 26% 1.7 -0.3% 6.1% 43


IRA_Acct. - FIDO_Balanced Trends and Ranks: RRS
SELL: IF( Avg Rank >= 6 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Avg Rank < 4 & Price > LR126 )
COUNTIF( Buy ) 1 of 14 or 7% , COUNTIF( Held ) 2 of 14 or 14%

Hold: THREE(3), ST Holdings: IWO,EEM , Sell: IWN , Buy: -
                                                                (R6,R3)   LR126  LR126  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm Avg Rank STEYX % off SMA_PO Status: Held
9-Mar-12 IWO US:SCG 94.40 55% 91% 56% 32% 2.0 2.9 -0.1% 7.1% HTD 38
9-Mar-12 EEM GL:EM 43.79 35% 125% 84% 31% 3.5 1.9 1.8% 8.0% BUY 9
9-Mar-12 IWN US:SCV 71.66 55% 71% 32% 28% 4.5 2.0 -1.4% 5.6% HTD
9-Mar-12 SCZ GL:SC 39.47 19% 108% 97% 25% 5.5 1.5 3.1% 7.2% HTD
9-Mar-12 IWF US:LCG 64.45 40% 80% 68% 21% 5.5 1.5 1.4% 7.5% HTD
9-Mar-12 ACWX GL:LCB 40.77 23% 82% 79% 24% 6.5 1.4 1.9% 6.3% Sell
9-Mar-12 IYR US:REIT 60.51 41% 61% 27% 25% 6.5 1.9 -1.0% 5.4% Sell
9-Mar-12 DBB GLC:BM 20.73 9% 83% 18% 27% 7.0 1.0 2.0% 5.6% Sell
9-Mar-12 IWD US:LCV 68.88 43% 60% 36% 21% 7.0 1.5 0.1% 6.2% Sell
9-Mar-12 DBE GLC:ENE 31.12 25% 69% 100% 23% 7.5 0.8 3.9% 7.3% Sell
9-Mar-12 DBP GLC:PM 60.28 -5% 60% 44% 30% 11.5 2.9 2.5% 2.0% Sell
9-Mar-12 AGG US:FI 110.19 2% 3% 1% 3% 12.0 0.4 -0.2% 0.4% Sell
9-Mar-12 SHY US:FI 84.34 0% -1% -2% 1% 13.0 0.1 -0.1% -0.1% Sell
9-Mar-12 DBA GLC:AG 28.41 -17% 13% -1% 15% 13.0 0.8 1.0% -0.8% Sell

Average = 23% 65% 46% 22% 1.5 1.1% 4.8% 24


IRA_Acct. - S&P Equal Weight Sector ETF's: RRS
SELL: IF( Avg Rank > 3 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Avg Rank < 2.5 & Price > LR126 )
COUNTIF( Buy ) 1 of 12 or 8% , COUNTIF( Held ) 1 of 12 or 8%

Hold: ONE(1), ST Holdings: RYF , Sell: - , Buy: -
                                                                (R6,R3,R2)  LR126  LR126  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm Avg Rank STEYX % off SMA_PO Status: Held
9-Mar-12 RYF US:SF 27.33 59% 114% 61% 30% 2.3 0.9 1.0% 9.2% BUY 16
9-Mar-12 RCD US:SD 53.81 52% 92% 71% 27% 3.0 1.4 2.0% 8.5% HTD
9-Mar-12 RYT US:ST 57.10 45% 112% 77% 27% 3.0 1.9 1.1% 7.8% HTD
9-Mar-12 RGI US:SI 57.03 59% 78% 31% 29% 4.3 1.4 -1.8% 6.7% Sell
9-Mar-12 RYE US:SE 67.72 38% 77% 82% 37% 4.7 3.1 0.2% 5.2% Sell
9-Mar-12 RTM US:SM 61.69 50% 86% 18% 31% 5.7 2.2 -2.2% 6.0% Sell
9-Mar-12 RSP US:LC 51.09 43% 77% 48% 24% 6.0 1.3 0.4% 6.6% Sell
9-Mar-12 RYH US:SH 72.67 36% 72% 34% 22% 7.3 1.8 0.8% 6.4% Sell
9-Mar-12 RHS US:SS 64.96 24% 20% 22% 14% 8.7 0.9 -0.1% 3.5% Sell
9-Mar-12 HYG US:HY 90.70 17% 20% 13% 12% 10.0 1.5 -0.8% 2.5% Sell
9-Mar-12 RYU US:SU 55.21 10% 5% 12% 14% 11.0 0.8 0.4% 1.2% Sell
9-Mar-12 IEF US:TB 104.67 3% 0% -2% 7% 12.0 0.8 -0.6% 0.4% Sell

Average = 36% 63% 39% 23% 1.5 0.0% 5.3% 16


FIDO_Free Trends and Ranks: RRS
SELL: IF( Avg Rank >= 6 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Avg Rank < 4 & Price > LR126 )
COUNTIF( Buy ) 2 of 12 or 17% , COUNTIF( Held ) 3 of 12 or 25%

Hold: THREE(3), ST Holdings: IJR,EEM,IJH , Sell: - , Buy: -
                                                                (R6,R3)   LR126  LR126  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm Avg Rank STEYX % off SMA_PO Status: Held
9-Mar-12 IJH US:MCB 98.47 48% 92% 64% 27% 2.5 2.8 1.0% 7.6% BUY 17
9-Mar-12 EEM GL:EM 43.79 35% 125% 84% 31% 3.0 1.9 1.8% 8.0% BUY 26
9-Mar-12 IJR US:SCB 74.81 61% 75% 38% 28% 3.0 2.0 -1.6% 6.3% HTD 60
9-Mar-12 SCZ GL:SC 39.47 19% 108% 97% 25% 5.0 1.5 3.1% 7.2% HTD
9-Mar-12 EFA GL:DM 54.36 20% 76% 72% 23% 5.5 1.8 1.9% 5.7% HTD
9-Mar-12 IYR US:REIT 60.51 41% 61% 27% 25% 5.5 1.9 -1.0% 5.4% HTD
9-Mar-12 IVV US:LCB 138.05 40% 65% 49% 20% 5.5 3.0 0.7% 6.7% HTD
9-Mar-12 DVY US:SD 55.76 31% 28% 22% 16% 7.5 0.9 -0.4% 3.9% Sell
9-Mar-12 IDV GL:SD 32.31 16% 68% 69% 23% 7.5 1.1 1.7% 5.2% Sell
9-Mar-12 LQD US:FI 116.58 9% 21% 17% 5% 10.5 1.3 0.4% 2.5% Sell
9-Mar-12 EMB GL:FI 113.86 10% 21% 37% 8% 10.5 1.6 1.7% 3.0% Sell
9-Mar-12 TIP US:FI 118.61 7% 9% 8% 4% 12.0 0.7 -0.2% 1.1% Sell

Average = 28% 63% 49% 20% 1.7 0.7% 5.2% 34


Shortables Trends and Ranks: RRS
BUY: to Cover IF( Avg Rank <= 5 ), SELL: Short IF( Avg Rank >= 6 & Price < LR63 )
COUNTIF( Sell ) 4 of 10 or 40% , COUNTIF( Held ) 0 of 10 or 0%

ST Holdings: - , Sell: - , Buy: -
                                                             (R3,R2,R1)  LR63   LR63   (10,100)           Days
EndD ETF's Class: Price RRS63 RRS42 RRS21 GSDm Avg Rank STEYX % off SMA_PO Status: Held
9-Mar-12 AGG US:T 110.19 3% 1% 0% 3% 9.3 0.3 -0.5% 0.4% SELL
9-Mar-12 DIA US:LCB 129.15 44% 27% 4% 19% 8.0 1.3 -1.5% 5.1% SELL
9-Mar-12 IYR US:REIT 60.51 61% 27% -14% 25% 8.0 1.1 -2.7% 5.4% SELL
9-Mar-12 IWM US:SCB 81.60 81% 44% -29% 30% 7.0 1.7 -2.6% 6.3% SELL
9-Mar-12 IVV US:LCB 138.05 65% 49% 20% 20% 5.0 1.3 -1.1% 0.7% Buy
9-Mar-12 IJH US:MCB 98.47 92% 64% 0% 27% 4.7 1.5 -1.8% 7.6% Buy
9-Mar-12 GSG GL:COM 35.80 55% 62% 72% 21% 4.7 0.5 -0.3% 6.0% Buy
9-Mar-12 EFA GL:DM 54.36 76% 72% 10% 23% 4.0 0.9 -2.0% 5.7% Buy
9-Mar-12 EEM GL:EM 43.79 125% 84% 6% 31% 2.7 1.0 -3.2% 8.0% Buy
9-Mar-12 QQQ US:LCB 65.02 113% 102% 49% 21% 1.7 0.7 -0.9% 9.6% Buy


Notes: Last modified 3/1/2012.
Universe: Selected ETF's from Fidelity's List with at least 1-year of history. Non-traditional ETFs/ETNs/Holders are excluded.
Strategy / Conditions: ---------------------------------------------------------------------------------------
1) Apply a mechanical trend analysis model for trading ETF's that outperforms a buy and hold strategy.
2) Each group Backtested with DAILY data. http://www.etfscreen.com
3) The Regression Relative Strength (RRSx) is the Log-price regression SLOPE of each ETF, then Annualized.
4) The final sort is the Average of RRSx Ranks, where R6, R3, R2 or R1 are rankings of monthly lookback periods.
5) LRxx is the last price on Linear Regression Trend line - TREND(days). Buy/Sell price target determined by LRxx
6) Buy, Sell and HTD criteria are as noted. Set Trailing Stops @ ATR when Ranking status is HTD condition.
7) Go to cash when the specified number to hold are not available.
8) Standard Error (STEYX) included as a visual aid and tie breaker. The larger the error the less reliable the trend.
This can be caused by the changes in the prevailing trend within the specified number of periods.
9) Historic prices are Non-dividend adjusted values.
---------------------------------------------------------------------------------------
Print the post Back To Top
No. of Recommendations: 1
SOLD:
*-
BOUGHT:
iShares DowJones US Financial Sector (IYF)

Taxable_Acct. - Tactical_Asset_Rotation(TAR): RRS
SELL: IF( Avg Rank > 3 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Avg Rank < 3 & Price > LR126 )
COUNTIF( Buy ) 3 of 5 or 60% , COUNTIF( Held ) 3 of 5 or 60%

Hold: TWO(2), LT Holdings: PRF,VNQ,PXF , Sell: VNQ , Buy: -
                                                               (R6,R3)   LR126  LR126  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm Avg Rank STEYX % off SMA_PO Status: Held
16-Mar-12 PRF US:LC 60.71 44% 62% 41% 22% 2.0 1.3 1.5% 6.6% BUY 63
16-Mar-12 PXF GL:DM 36.70 24% 96% 52% 27% 2.0 1.4 3.5% 6.0% BUY 19
16-Mar-12 VNQ US:RE 63.18 49% 48% 12% 26% 2.5 1.8 0.1% 5.6% BUY 56
16-Mar-12 DBC GL:Com 29.58 17% 59% 55% 19% 3.5 0.7 2.7% 4.6% Sell
16-Mar-12 TLT US:FILB 111.43 -1% -19% -20% 16% 5.0 2.6 -5.0% -2.7% Sell


Taxable_Acct. - DowJones Sectors(Rated>7): RRS
SELL: IF( Avg Rank >= 6 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Avg Rank < 4 & Price > LR126 )
COUNTIF( Buy ) 2 of 20 or 10% , COUNTIF( Held ) 2 of 20 or 10%

Hold: THREE(3), ST Holdings: ITB,IYF , Sell: - , Buy: IYF
                                                              (R6,R3,R2)  LR126  LR126  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm Avg Rank STEYX % off SMA_PO Status: Held
16-Mar-12 ITB US:HC 15.21 174% 163% 64% 44% 2.0 0.5 2.6% 15.6% BUY 50
16-Mar-12 IYF US:FIN 58.42 58% 100% 64% 28% 3.0 1.8 4.6% 9.6% BUY 0
16-Mar-12 IYW US:TECH 76.85 48% 132% 106% 22% 4.0 2.3 4.7% 10.4% HTD
16-Mar-12 IEO US:OGEP 70.06 53% 99% 78% 38% 4.7 3.2 0.2% 5.6% HTD
16-Mar-12 IAK US:INS 32.03 58% 75% 41% 27% 7.0 0.9 0.2% 6.9% Sell
16-Mar-12 IYJ US:IND 72.37 62% 75% 28% 28% 7.0 1.8 0.5% 7.0% Sell
16-Mar-12 IHF US:HCP 65.39 57% 63% 44% 29% 7.7 1.5 0.0% 6.7% Sell
16-Mar-12 ITA US:AD 67.69 53% 64% 34% 25% 9.3 1.4 -0.3% 6.4% Sell
16-Mar-12 IYC US:CS 80.13 44% 70% 53% 20% 9.3 1.6 2.0% 7.8% Sell
16-Mar-12 IYY US:TM 70.85 44% 70% 49% 21% 9.7 1.6 1.9% 7.0% Sell
16-Mar-12 IEZ US:OES 57.68 46% 77% 27% 43% 10.3 2.7 -0.9% 3.2% Sell
16-Mar-12 IHE US:PH 81.35 55% 35% 33% 20% 11.7 1.2 -1.0% 6.4% Sell
16-Mar-12 IYE US:EN 43.33 45% 57% 43% 29% 11.7 1.4 -0.4% 4.7% Sell
16-Mar-12 IYR US:RE 62.20 46% 51% 15% 25% 13.3 1.7 0.5% 5.7% Sell
16-Mar-12 IYK US:CG 73.37 28% 40% 44% 14% 13.7 1.1 1.3% 5.3% Sell
16-Mar-12 IYM US:BM 71.41 41% 58% -9% 34% 15.7 2.9 -1.4% 2.4% Sell
16-Mar-12 IYH US:HC 76.92 39% 38% 19% 19% 16.0 1.3 0.4% 5.4% Sell
16-Mar-12 IYT US:T 95.50 46% 20% -15% 29% 16.3 2.8 -0.8% 2.5% Sell
16-Mar-12 IDU US:UT 86.39 11% -2% 11% 12% 18.7 1.4 -1.0% 1.0% Sell
16-Mar-12 BND US:FIT 82.85 0% 0% -2% 3% 19.0 0.3 -0.9% -0.3% Sell


IRA_Acct. - FIDO_Balanced Trends and Ranks: RRS
SELL: IF( Avg Rank >= 6 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Avg Rank < 4 & Price > LR126 )
COUNTIF( Buy ) 2 of 14 or 14% , COUNTIF( Held ) 2 of 14 or 14%

Hold: THREE(3), ST Holdings: IWO,EEM , Sell: - , Buy: -
                                                               (R6,R3)   LR126  LR126  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm Avg Rank STEYX % off SMA_PO Status: Held
16-Mar-12 IWO US:SCG 95.55 58% 85% 35% 31% 2.5 2.8 0.0% 6.7% BUY 45
16-Mar-12 EEM GL:EM 44.09 41% 116% 41% 30% 3.5 1.8 1.1% 6.8% BUY 16
16-Mar-12 IWF US:LCG 65.93 43% 82% 59% 21% 5.0 1.5 2.5% 7.6% HTD
16-Mar-12 IWN US:SCV 73.17 57% 61% 18% 28% 5.0 2.0 -0.3% 5.7% HTD
16-Mar-12 ACWX GL:LCB 41.49 27% 85% 49% 24% 5.5 1.4 2.7% 5.7% HTD
16-Mar-12 SCZ GL:SC 40.05 23% 108% 56% 24% 5.5 1.5 3.5% 6.5% HTD
16-Mar-12 IWD US:LCV 70.57 45% 57% 38% 21% 6.5 1.5 1.5% 6.5% Sell
16-Mar-12 DBE GLC:ENE 31.23 30% 75% 105% 22% 7.0 0.8 2.9% 6.9% Sell
16-Mar-12 IYR US:REIT 62.20 46% 51% 15% 25% 7.0 1.7 0.5% 5.7% Sell
16-Mar-12 DBB GLC:BM 20.88 18% 76% -4% 27% 8.0 0.8 1.1% 4.1% Sell
16-Mar-12 DBP GLC:PM 58.14 0% 55% 0% 30% 11.5 2.6 -1.8% -0.6% Sell
16-Mar-12 AGG US:FI 109.28 2% 1% -2% 3% 12.0 0.4 -1.0% 0.0% Sell
16-Mar-12 SHY US:FI 84.28 0% -1% -2% 1% 13.0 0.1 -0.1% -0.2% Sell
16-Mar-12 DBA GLC:AG 28.63 -14% 6% -7% 15% 13.0 0.7 1.3% -1.7% Sell


IRA_Acct. - S&P Equal Weight Sector ETF's: RRS
SELL: IF( Avg Rank >= 3 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Avg Rank < 2.5 & Price > LR126 )
COUNTIF( Buy ) 2 of 12 or 17% , COUNTIF( Held ) 1 of 12 or 8%

Hold: ONE(1), ST Holdings: RYF , Sell: - , Buy: -
                                                              (R6,R3,R2)  LR126  LR126  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm Avg Rank STEYX % off SMA_PO Status: Held
16-Mar-12 RYF US:SF 28.43 64% 109% 61% 30% 1.7 0.9 3.3% 9.6% BUY 23
16-Mar-12 RCD US:SD 54.65 54% 97% 67% 27% 2.3 1.5 2.3% 9.0% BUY
16-Mar-12 RYT US:ST 58.45 48% 111% 49% 27% 3.0 1.9 2.3% 7.7% Sell
16-Mar-12 RSP US:LC 52.09 46% 74% 40% 24% 5.0 1.3 1.3% 6.6% Sell
16-Mar-12 RYE US:SE 68.00 41% 72% 49% 37% 5.3 3.0 -0.2% 3.6% Sell
16-Mar-12 RGI US:SI 58.22 60% 70% 23% 29% 5.7 1.4 -0.6% 6.2% Sell
16-Mar-12 RTM US:SM 63.08 54% 70% 3% 31% 7.0 2.1 -1.0% 4.9% Sell
16-Mar-12 RYH US:SH 73.84 39% 63% 27% 22% 7.3 1.7 1.3% 6.3% Sell
16-Mar-12 RHS US:SS 65.36 24% 20% 26% 14% 8.3 0.8 0.0% 3.7% Sell
16-Mar-12 HYG US:HY 90.49 17% 15% 6% 12% 10.0 1.5 -1.3% 1.8% Sell
16-Mar-12 RYU US:SU 54.59 10% 5% 18% 14% 10.3 0.8 -0.9% 1.4% Sell
16-Mar-12 IEF US:TB 102.64 2% -3% -8% 7% 12.0 0.9 -2.3% -0.5% Sell


FIDO_Free Trends and Ranks: RRS
SELL: IF( Avg Rank >= 6 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Avg Rank < 4 & Price > LR126 )
COUNTIF( Buy ) 2 of 12 or 17% , COUNTIF( Held ) 3 of 12 or 25%

Hold: THREE(3), ST Holdings: IJR,EEM,IJH , Sell: - , Buy: -
                                                               (R6,R3)   LR126  LR126  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm Avg Rank STEYX % off SMA_PO Status: Held
16-Mar-12 IJH US:MCB 100.05 52% 88% 49% 27% 2.5 2.7 1.3% 7.5% BUY 24
16-Mar-12 EEM GL:EM 44.09 41% 116% 41% 30% 3.0 1.8 1.1% 6.8% BUY 33
16-Mar-12 IJR US:SCB 76.20 63% 66% 22% 28% 3.5 2.0 -0.8% 6.1% HTD 67
16-Mar-12 SCZ GL:SC 40.05 23% 108% 56% 24% 4.5 1.5 3.5% 6.5% HTD
16-Mar-12 IYR US:REIT 62.20 46% 51% 15% 25% 5.5 1.7 0.5% 5.7% HTD
16-Mar-12 IVV US:LCB 141.41 43% 65% 48% 20% 5.5 3.0 2.1% 6.9% HTD
16-Mar-12 EFA GL:DM 55.51 22% 78% 46% 23% 6.0 1.8 3.1% 5.3% Sell
16-Mar-12 IDV GL:SD 32.97 19% 71% 44% 23% 7.0 1.1 2.9% 4.7% Sell
16-Mar-12 DVY US:SD 56.26 32% 26% 26% 16% 7.5 0.9 -0.1% 4.1% Sell
16-Mar-12 EMB GL:FI 113.54 12% 24% 31% 8% 10.0 1.5 0.7% 3.0% Sell
16-Mar-12 LQD US:FI 114.57 9% 15% 6% 5% 11.0 1.3 -1.5% 1.4% Sell
16-Mar-12 TIP US:FI 117.60 7% 7% 3% 5% 12.0 0.7 -1.1% 0.6% Sell


Shortables Trends and Ranks: RRS
BUY: to Cover IF( Avg Rank <= 5 ), SELL: Short IF( Avg Rank >= 6 & Price < LR63 )
COUNTIF( Sell ) 3 of 10 or 30% , COUNTIF( Held ) 0 of 10 or 0%

ST Holdings: - , Sell: - , Buy: -
                                                              (R3,R2,R1)  LR63   LR63   (10,100)           Days
EndD ETF's Class: Price RRS63 RRS42 RRS21 GSDm Avg Rank STEYX % off SMA_PO Status: Held
16-Mar-12 AGG US:T 109.28 1% -2% -11% 3% 10.0 0.4 -1.0% 0.0% SELL
16-Mar-12 IWM US:SCB 83.00 73% 26% -8% 30% 7.0 1.7 -1.4% 6.2% SELL
16-Mar-12 DIA US:LCB 132.05 43% 25% 23% 19% 7.0 1.2 0.1% 5.2% HTD
16-Mar-12 IYR US:REIT 62.20 51% 15% 27% 25% 6.7 1.0 -0.2% 5.7% SELL
16-Mar-12 EEM GL:EM 44.09 116% 41% -3% 30% 5.3 1.0 -3.2% 6.8% HTD
16-Mar-12 EFA GL:DM 55.51 78% 46% 2% 23% 5.3 0.8 -0.8% 5.3% HTD
16-Mar-12 GSG GL:COM 36.00 55% 63% 10% 21% 5.0 0.5 -0.4% 5.1% Buy
16-Mar-12 IVV US:LCB 141.41 65% 48% 40% 20% 4.0 1.2 0.3% 2.1% Buy
16-Mar-12 IJH US:MCB 100.05 88% 49% 15% 27% 3.7 1.4 -1.1% 7.5% Buy
16-Mar-12 QQQ US:LCB 66.52 121% 94% 77% 21% 1.0 0.5 -0.3% 10.1% Buy


Notes: Last modified 3/1/2012.
Universe: Selected ETF's from Fidelity's List with at least 1-year of history. Non-traditional ETFs/ETNs/Holders are excluded.
Strategy / Conditions: ---------------------------------------------------------------------------------------
1) Apply a mechanical trend analysis model for trading ETF's that outperforms a buy and hold strategy.
2) Each group Backtested with DAILY data. http://www.etfscreen.com
3) The Regression Relative Strength (RRSx) is the Log-price regression SLOPE of each ETF, then Annualized.
4) The final sort is the Average of RRSx Ranks, where R6, R3, R2 or R1 are rankings of monthly lookback periods.
5) LRxx is the last price on Linear Regression Trend line - TREND(days). Buy/Sell price target determined by LRxx
6) Buy, Sell and HTD criteria are as noted. Set Trailing Stops @ ATR when Ranking status is HTD condition.
7) Go to cash when the specified number to hold are not available.
8) Standard Error (STEYX) included as a tie breaker. The larger the error the less reliable the trend.
This can be caused by the changes in the prevailing trend within the specified number of periods.
9) Historic prices are Non-dividend adjusted values.
---------------------------------------------------------------------------------------
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No. of Recommendations: 2
SOLD:
Vanguard REIT Index ETF (VNQ)
BOUGHT:
*-

Taxable_Acct. - Tactical_Asset_Rotation(TAR): RRS
SELL: IF( Avg Rank > 3 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Avg Rank < 3 & Price > LR126 )
COUNTIF( Buy ) 1 of 5 or 20% , COUNTIF( Held ) 2 of 5 or 40%

Hold: TWO(2), LT Holdings: PRF,PXF , Sell: VNQ , Buy: -
                                                               (R6,R3)   LR126  LR126  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm Avg Rank STEYX % off SMA_PO Status: Held
23-Mar-12 PRF US:LC 60.24 45% 52% 41% 22% 2.0 1.2 -0.2% 7.5% HTD 70
23-Mar-12 PXF GL:DM 36.09 25% 80% 33% 27% 2.0 1.4 1.1% 6.8% BUY 26
23-Mar-12 VNQ US:RE 62.96 52% 41% 6% 26% 2.5 1.7 -1.3% 6.6% HTD
23-Mar-12 DBC GL:Com 29.15 20% 47% 37% 19% 3.5 0.7 0.3% 4.4% Sell
23-Mar-12 TLT US:FILB 113.21 -4% -22% -29% 17% 5.0 2.7 -2.6% -4.7% Sell


Taxable_Acct. - DowJones Sectors(Rated>7): RRS
SELL: IF( Avg Rank >= 6 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Avg Rank < 4 & Price > LR126 )
COUNTIF( Buy ) 2 of 20 or 10% , COUNTIF( Held ) 2 of 20 or 10%

Hold: THREE(3), ST Holdings: ITB,IYF , Sell: - , Buy: -
                                                              (R6,R3,R2)  LR126  LR126  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm Avg Rank STEYX % off SMA_PO Status: Held
23-Mar-12 ITB US:HC 14.68 174% 132% 78% 45% 1.3 0.5 -2.7% 17.9% HTD 57
23-Mar-12 IYF US:FIN 58.41 64% 93% 77% 28% 2.7 1.7 2.8% 12.2% BUY 7
23-Mar-12 IYW US:TECH 77.16 53% 128% 100% 23% 3.3 2.4 3.4% 12.1% BUY
23-Mar-12 IAK US:INS 31.75 57% 62% 38% 27% 6.0 0.9 -1.4% 7.7% Sell
23-Mar-12 IYC US:CS 80.76 47% 65% 57% 21% 7.0 1.5 1.6% 8.7% Sell
23-Mar-12 IEO US:OGEP 67.28 53% 72% 36% 38% 7.0 3.2 -4.3% 5.0% Sell
23-Mar-12 IHF US:HCP 64.02 58% 47% 37% 29% 7.3 1.4 -2.8% 6.6% Sell
23-Mar-12 IYY US:TM 70.53 47% 62% 47% 21% 7.7 1.5 0.4% 8.1% Sell
23-Mar-12 IYJ US:IND 71.13 62% 58% 23% 28% 7.7 1.7 -2.0% 7.9% Sell
23-Mar-12 ITA US:AD 67.00 52% 49% 23% 25% 10.3 1.3 -1.9% 6.6% Sell
23-Mar-12 IHE US:PH 82.00 56% 32% 34% 19% 10.7 1.1 -1.0% 6.6% Sell
23-Mar-12 IYR US:RE 61.79 49% 43% 9% 25% 12.3 1.5 -1.2% 6.7% Sell
23-Mar-12 IYK US:CG 73.63 30% 39% 45% 14% 12.7 1.1 0.8% 6.0% Sell
23-Mar-12 IYE US:EN 42.03 44% 40% 26% 29% 12.7 1.4 -3.8% 4.3% Sell
23-Mar-12 IEZ US:OES 54.87 46% 46% -4% 43% 13.7 2.6 -6.0% 2.4% Sell
23-Mar-12 IYH US:HC 76.51 41% 30% 19% 19% 16.0 1.2 -0.9% 5.9% Sell
23-Mar-12 IYM US:BM 70.60 43% 35% -19% 34% 17.0 2.7 -3.2% 3.3% Sell
23-Mar-12 IYT US:T 93.19 44% 12% -11% 29% 17.3 2.8 -3.5% 3.8% Sell
23-Mar-12 IDU US:UT 86.05 11% -3% 6% 12% 18.3 1.4 -1.4% 0.8% Sell
23-Mar-12 BND US:FIT 83.16 0% -1% -7% 3% 19.0 0.3 -0.4% -0.7% Sell


IRA_Acct. - FIDO_Balanced Trends and Ranks: RRS
SELL: IF( Avg Rank >= 6 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Avg Rank < 4 & Price > LR126 )
COUNTIF( Buy ) 0 of 14 or 0% , COUNTIF( Held ) 2 of 14 or 14%

Hold: THREE(3), ST Holdings: IWO,EEM , Sell: EEM , Buy: -
                                                               (R6,R3)   LR126  LR126  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm Avg Rank STEYX % off SMA_PO Status: Held
23-Mar-12 IWO US:SCG 95.34 59% 69% 20% 31% 3.0 2.7 -1.1% 7.7% HTD 52
23-Mar-12 IWF US:LCG 65.52 46% 74% 53% 21% 4.0 1.5 0.7% 8.6% HTD
23-Mar-12 EEM GL:EM 42.90 42% 85% 14% 30% 4.0 1.7 -2.3% 6.3% HTD 23
23-Mar-12 IWN US:SCV 72.79 57% 49% 10% 28% 4.5 1.9 -1.6% 7.0% HTD
23-Mar-12 SCZ GL:SC 39.57 26% 89% 33% 24% 5.0 1.5 1.2% 6.9% HTD
23-Mar-12 ACWX GL:LCB 40.80 28% 72% 30% 24% 6.0 1.4 0.2% 6.2% Sell
23-Mar-12 IWD US:LCV 69.71 47% 49% 41% 22% 6.0 1.4 -0.7% 7.4% Sell
23-Mar-12 DBE GLC:ENE 30.79 33% 64% 80% 22% 6.5 0.7 0.5% 6.4% Sell
23-Mar-12 IYR US:REIT 61.79 49% 43% 9% 25% 6.5 1.5 -1.2% 6.7% Sell
23-Mar-12 DBB GLC:BM 20.24 23% 48% -15% 27% 9.5 0.7 -2.9% 3.5% Sell
23-Mar-12 DBP GLC:PM 58.06 3% 35% -28% 30% 11.0 2.3 -2.3% -1.9% Sell
23-Mar-12 SHY US:FI 84.27 0% -1% -2% 1% 12.5 0.1 -0.1% -0.2% Sell
23-Mar-12 AGG US:FI 109.70 1% -1% -7% 3% 12.5 0.5 -0.6% -0.5% Sell
23-Mar-12 DBA GLC:AG 28.36 -13% -3% -14% 15% 14.0 0.7 0.3% -1.6% Sell


IRA_Acct. - S&P Equal Weight Sector ETF's: RRS
SELL: IF( Avg Rank >= 3 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Avg Rank < 2.5 & Price > LR126 )
COUNTIF( Buy ) 1 of 12 or 8% , COUNTIF( Held ) 1 of 12 or 8%

Hold: ONE(1), ST Holdings: RYF , Sell: - , Buy: -
                                                              (R6,R3,R2)  LR126  LR126  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm Avg Rank STEYX % off SMA_PO Status: Held
23-Mar-12 RYF US:SF 28.16 69% 94% 68% 30% 1.0 0.9 0.8% 11.7% BUY 30
23-Mar-12 RCD US:SD 54.71 57% 87% 68% 27% 2.7 1.4 1.1% 10.1% HTD
23-Mar-12 RYT US:ST 58.14 51% 93% 41% 27% 3.3 1.9 0.6% 8.9% Sell
23-Mar-12 RSP US:LC 51.67 48% 60% 35% 24% 4.7 1.3 -0.4% 7.5% Sell
23-Mar-12 RGI US:SI 57.13 59% 50% 14% 29% 5.3 1.4 -3.0% 6.7% Sell
23-Mar-12 RYH US:SH 73.39 42% 49% 22% 22% 6.7 1.6 -0.3% 6.9% Sell
23-Mar-12 RYE US:SE 65.13 41% 50% 17% 37% 6.7 3.0 -4.7% 3.2% Sell
23-Mar-12 RHS US:SS 65.66 25% 19% 28% 14% 7.7 0.8 0.0% 4.0% Sell
23-Mar-12 RTM US:SM 62.59 56% 45% -4% 31% 7.7 2.0 -2.6% 5.7% Sell
23-Mar-12 HYG US:HY 90.50 18% 10% 0% 12% 10.0 1.5 -1.5% 1.9% Sell
23-Mar-12 RYU US:SU 54.26 9% 1% 12% 14% 10.3 0.8 -1.5% 0.9% Sell
23-Mar-12 IEF US:TB 103.09 2% -7% -16% 7% 12.0 1.0 -1.7% -1.7% Sell


FIDO_Free Trends and Ranks: RRS
SELL: IF( Avg Rank >= 6 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Avg Rank < 4 & Price > LR126 )
COUNTIF( Buy ) 0 of 12 or 0% , COUNTIF( Held ) 3 of 12 or 25%

Hold: THREE(3), ST Holdings: IJR,EEM,IJH , Sell: IJR , Buy: -
                                                               (R6,R3)   LR126  LR126  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm Avg Rank STEYX % off SMA_PO Status: Held
23-Mar-12 IJH US:MCB 99.18 54% 74% 37% 27% 2.5 2.6 -0.6% 8.2% HTD 31
23-Mar-12 EEM GL:EM 42.90 42% 85% 14% 30% 3.5 1.7 -2.3% 6.3% HTD 40
23-Mar-12 SCZ GL:SC 39.57 26% 89% 33% 24% 4.0 1.5 1.2% 6.9% HTD
23-Mar-12 IJR US:SCB 76.19 62% 53% 13% 28% 4.0 1.9 -1.5% 7.3% HTD 74
23-Mar-12 IVV US:LCB 140.81 45% 59% 49% 20% 5.0 2.9 0.6% 7.9% HTD
23-Mar-12 IYR US:REIT 61.79 49% 43% 9% 25% 5.5 1.5 -1.2% 6.7% HTD
23-Mar-12 EFA GL:DM 54.78 24% 67% 32% 23% 6.0 1.8 1.0% 6.2% Sell
23-Mar-12 IDV GL:SD 32.40 21% 61% 29% 23% 7.0 1.1 0.4% 5.5% Sell
23-Mar-12 DVY US:SD 55.99 32% 22% 25% 16% 8.0 0.8 -1.1% 4.4% Sell
23-Mar-12 EMB GL:FI 112.70 13% 24% 22% 8% 9.5 1.4 -0.4% 2.6% Sell
23-Mar-12 LQD US:FI 114.76 9% 10% -6% 6% 11.0 1.3 -1.4% 0.5% Sell
23-Mar-12 TIP US:FI 117.91 7% 5% -5% 5% 12.0 0.8 -0.9% 0.1% Sell


Shortables Trends and Ranks: RRS
BUY: to Cover IF( Avg Rank <= 5 ), SELL: Short IF( Avg Rank >= 6 & Price < LR63 )
COUNTIF( Sell ) 5 of 10 or 50% , COUNTIF( Held ) 0 of 10 or 0%

ST Holdings: - , Sell: - , Buy: -
                                                              (R3,R2,R1)  LR63   LR63   (10,100)           Days
EndD ETF's Class: Price RRS63 RRS42 RRS21 GSDm Avg Rank STEYX % off SMA_PO Status: Held
23-Mar-12 AGG US:T 109.70 -1% -7% -19% 3% 9.7 0.4 -0.3% -0.5% SELL
23-Mar-12 DIA US:LCB 130.60 34% 24% 28% 18% 7.0 1.0 -1.1% 5.7% SELL
23-Mar-12 EEM GL:EM 42.90 85% 14% -26% 30% 6.7 1.2 -5.2% 6.3% SELL
23-Mar-12 IYR US:REIT 61.79 43% 9% 57% 25% 6.3 1.0 -1.1% 6.7% SELL
23-Mar-12 GSG GL:COM 35.67 43% 50% -15% 21% 6.0 0.5 -1.3% 4.8% SELL
23-Mar-12 EFA GL:DM 54.78 67% 32% 5% 23% 5.3 0.9 -2.3% 6.2% HTD
23-Mar-12 IWM US:SCB 82.68 59% 15% 34% 30% 5.3 1.6 -1.8% 7.3% HTD
23-Mar-12 IJH US:MCB 99.18 74% 37% 33% 27% 4.0 1.4 -2.1% 8.2% Buy
23-Mar-12 IVV US:LCB 140.81 59% 49% 58% 20% 3.7 1.0 -0.7% 0.6% Buy
23-Mar-12 QQQ US:LCB 66.94 114% 92% 100% 22% 1.0 0.5 -0.9% 11.5% Buy
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No. of Recommendations: 1
SOLD:
MSCI Emerging Markets Index (EEM)
S&P Small Cap 600 (IJR)

BOUGHT:
iShares DowJones US Technology (IYW)
Russell 1000 Growth Index (IWF)

Taxable_Acct. - Tactical_Asset_Rotation(TAR): RRS
SELL: IF( Avg Rank > 3 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Avg Rank < 3 & Price > LR126 )
COUNTIF( Buy ) 0 of 5 or 0% , COUNTIF( Held ) 2 of 5 or 40%

Hold: TWO(2), LT Holdings: PRF,PXF , Sell: - , Buy: -
                                                               (R6,R3)   LR126  LR126  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm Avg Rank STEYX % off SMA_PO Status: Held
30-Mar-12 PRF US:LC 60.50 44% 47% 35% 22% 2.0 1.2 -0.4% 7.0% HTD 77
30-Mar-12 PXF GL:DM 35.83 25% 63% 13% 26% 2.0 1.4 -0.1% 6.0% HTD 33
30-Mar-12 VNQ US:RE 63.65 51% 37% 9% 26% 2.0 1.7 -0.8% 6.5% HTD
30-Mar-12 DBC GL:Com 28.80 20% 37% 18% 19% 4.0 0.7 -1.2% 3.5% Sell
30-Mar-12 TLT US:FILB 112.20 -5% -23% -29% 17% 5.0 2.8 -3.0% -4.4% Sell


Taxable_Acct. - DowJones Sectors(Rated>7): RRS
SELL: IF( Avg Rank >= 6 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Avg Rank < 4 & Price > LR126 )
COUNTIF( Buy ) 2 of 20 or 10% , COUNTIF( Held ) 3 of 20 or 15%

Hold: THREE(3), ST Holdings: ITB,IYF,IYW , Sell: - , Buy: IYW
                                                              (R6,R3,R2)  LR126  LR126  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm Avg Rank STEYX % off SMA_PO Status: Held
30-Mar-12 ITB US:HC 14.72 166% 103% 71% 45% 2.0 0.5 -3.7% 15.3% HTD 64
30-Mar-12 IYF US:FIN 58.52 66% 88% 75% 28% 2.3 1.7 1.6% 12.4% BUY 14
30-Mar-12 IYW US:TECH 77.81 57% 121% 89% 23% 2.3 2.4 2.7% 12.4% BUY 2
30-Mar-12 IYC US:CS 80.99 48% 64% 58% 21% 6.0 1.5 0.9% 8.7% Sell
30-Mar-12 IHF US:HCP 66.88 57% 44% 33% 29% 7.0 1.4 0.8% 6.6% Sell
30-Mar-12 IAK US:INS 32.05 52% 53% 24% 27% 7.3 0.9 -0.8% 7.3% Sell
30-Mar-12 IYY US:TM 70.73 47% 56% 40% 21% 7.3 1.5 0.0% 7.7% Sell
30-Mar-12 IYJ US:IND 71.38 59% 44% 17% 28% 7.3 1.7 -2.1% 7.0% Sell
30-Mar-12 IHE US:PH 83.06 55% 35% 37% 19% 8.7 1.1 -0.4% 6.8% Sell
30-Mar-12 ITA US:AD 67.13 50% 40% 10% 25% 10.3 1.4 -2.1% 5.6% Sell
30-Mar-12 IYK US:CG 74.12 30% 40% 40% 14% 11.0 1.1 0.9% 5.8% Sell
30-Mar-12 IYR US:RE 62.30 49% 37% 10% 25% 11.3 1.5 -0.9% 6.3% Sell
30-Mar-12 IEO US:OGEP 65.79 44% 46% -6% 38% 12.0 3.2 -5.8% 2.7% Sell
30-Mar-12 IYH US:HC 78.20 42% 29% 24% 19% 12.3 1.2 0.5% 6.0% Sell
30-Mar-12 IYE US:EN 41.52 37% 26% 0% 29% 15.3 1.4 -4.5% 2.5% Sell
30-Mar-12 IYT US:T 93.69 38% 6% -4% 29% 16.3 2.7 -2.8% 3.5% Sell
30-Mar-12 IYM US:BM 70.36 39% 16% -22% 34% 16.7 2.7 -3.4% 3.1% Sell
30-Mar-12 IDU US:UT 86.16 9% 1% 3% 12% 17.3 1.4 -1.1% 0.1% Sell
30-Mar-12 IEZ US:OES 53.50 35% 18% -34% 43% 17.7 2.7 -7.4% -0.3% Sell
30-Mar-12 BND US:FIT 83.28 0% -2% -6% 3% 19.3 0.3 -0.3% -0.6% Sell


IRA_Acct. - FIDO_Balanced Trends and Ranks: RRS
SELL: IF( Avg Rank >= 6 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Avg Rank < 4 & Price > LR126 )
COUNTIF( Buy ) 1 of 14 or 7% , COUNTIF( Held ) 2 of 14 or 14%

Hold: THREE(3), ST Holdings: IWO,IWF , Sell: EEM , Buy: IWF
                                                               (R6,R3)   LR126  LR126  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm Avg Rank STEYX % off SMA_PO Status: Held
30-Mar-12 IWO US:SCG 95.38 57% 58% 11% 31% 2.0 2.7 -1.7% 7.5% HTD 59
30-Mar-12 IWF US:LCG 66.08 47% 68% 47% 21% 3.0 1.5 0.6% 8.4% BUY 2
30-Mar-12 SCZ GL:SC 40.13 27% 71% 19% 24% 5.0 1.5 1.9% 6.9% HTD
30-Mar-12 EEM GL:EM 42.95 40% 57% -6% 30% 5.0 1.7 -2.4% 4.9% HTD
30-Mar-12 IWN US:SCV 72.97 54% 42% 6% 28% 5.0 1.9 -1.9% 6.9% HTD
30-Mar-12 IWD US:LCV 70.07 45% 43% 34% 22% 6.0 1.4 -0.7% 6.9% Sell
30-Mar-12 IYR US:REIT 62.30 49% 37% 10% 25% 6.0 1.5 -0.9% 6.3% Sell
30-Mar-12 DBE GLC:ENE 30.05 32% 54% 44% 22% 6.5 0.8 -2.3% 5.2% Sell
30-Mar-12 ACWX GL:LCB 40.83 28% 57% 14% 24% 6.5 1.4 -0.1% 5.6% Sell
30-Mar-12 DBB GLC:BM 20.09 23% 21% -17% 27% 10.0 0.7 -3.8% 1.9% Sell
30-Mar-12 DBP GLC:PM 58.33 1% 15% -33% 29% 11.5 2.3 -1.4% -1.6% Sell
30-Mar-12 AGG US:FI 109.85 1% -2% -7% 3% 12.0 0.5 -0.4% -0.4% Sell
30-Mar-12 SHY US:FI 84.32 0% -1% -2% 1% 12.5 0.1 -0.1% -0.2% Sell
30-Mar-12 DBA GLC:AG 28.10 -13% -8% -20% 15% 14.0 0.7 -0.3% -2.0% Sell


IRA_Acct. - S&P Equal Weight Sector ETF's: RRS
SELL: IF( Avg Rank >= 3 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Avg Rank < 2.5 & Price > LR126 )
COUNTIF( Buy ) 2 of 12 or 17% , COUNTIF( Held ) 1 of 12 or 8%

Hold: ONE(1), ST Holdings: RYF , Sell: - , Buy: -
                                                              (R6,R3,R2)  LR126  LR126  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm Avg Rank STEYX % off SMA_PO Status: Held
30-Mar-12 RYF US:SF 28.35 69% 82% 58% 30% 1.3 0.9 0.3% 11.5% BUY 37
30-Mar-12 RCD US:SD 54.80 57% 78% 60% 27% 2.0 1.4 0.3% 9.8% BUY
30-Mar-12 RYT US:ST 58.74 51% 78% 31% 27% 3.3 1.9 0.7% 9.0% Sell
30-Mar-12 RSP US:LC 51.87 46% 51% 27% 24% 5.3 1.2 -0.7% 7.1% Sell
30-Mar-12 RGI US:SI 57.50 55% 35% 7% 29% 5.3 1.4 -2.7% 5.7% Sell
30-Mar-12 RYH US:SH 75.41 45% 44% 27% 22% 5.7 1.5 1.4% 7.3% Sell
30-Mar-12 RHS US:SS 66.16 24% 23% 29% 14% 7.3 0.8 0.4% 4.0% Sell
30-Mar-12 RTM US:SM 62.75 53% 28% -5% 31% 7.3 2.0 -2.7% 5.5% Sell
30-Mar-12 RYE US:SE 64.03 32% 28% -17% 37% 9.0 3.0 -5.5% 1.0% Sell
30-Mar-12 HYG US:HY 90.72 17% 8% 1% 12% 9.7 1.5 -1.4% 1.8% Sell
30-Mar-12 RYU US:SU 54.57 8% 4% 5% 14% 10.0 0.8 -0.8% 0.2% Sell
30-Mar-12 IEF US:TB 103.28 1% -9% -16% 7% 11.7 1.0 -1.4% -1.6% Sell


FIDO_Free Trends and Ranks: RRS
SELL: IF( Avg Rank >= 6 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Avg Rank < 4 & Price > LR126 )
COUNTIF( Buy ) 0 of 12 or 0% , COUNTIF( Held ) 2 of 12 or 17%

Hold: THREE(3), ST Holdings: EEM,IJH , Sell: IJR , Buy: -
                                                               (R6,R3)   LR126  LR126  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm Avg Rank STEYX % off SMA_PO Status: Held
30-Mar-12 IJH US:MCB 99.22 53% 62% 24% 27% 2.0 2.6 -1.2% 7.6% HTD 38
30-Mar-12 SCZ GL:SC 40.13 27% 71% 19% 24% 4.0 1.5 1.9% 6.9% HTD
30-Mar-12 EEM GL:EM 42.95 40% 57% -6% 30% 4.0 1.7 -2.4% 4.9% HTD 47
30-Mar-12 IJR US:SCB 76.31 59% 46% 8% 28% 4.0 1.9 -1.9% 7.2% HTD
30-Mar-12 IVV US:LCB 141.21 45% 54% 43% 20% 4.5 2.9 0.1% 7.7% HTD
30-Mar-12 IYR US:REIT 62.30 49% 37% 10% 25% 5.5 1.5 -0.9% 6.3% HTD
30-Mar-12 EFA GL:DM 54.89 24% 55% 18% 23% 6.0 1.8 0.7% 5.9% Sell
30-Mar-12 IDV GL:SD 32.60 20% 50% 15% 22% 7.5 1.1 0.7% 5.2% Sell
30-Mar-12 DVY US:SD 55.96 29% 22% 18% 16% 8.0 0.8 -1.3% 3.7% Sell
30-Mar-12 EMB GL:FI 112.71 12% 23% 13% 8% 9.5 1.4 -0.4% 1.9% Sell
30-Mar-12 LQD US:FI 115.63 9% 6% -8% 6% 11.0 1.3 -0.7% 0.6% Sell
30-Mar-12 TIP US:FI 117.65 6% 2% -7% 5% 12.0 0.8 -1.1% 0.0% Sell


Shortables Trends and Ranks: RRS
BUY: to Cover IF( Avg Rank <= 5 ), SELL: Short IF( Avg Rank >= 6 & Price < LR63 )
COUNTIF( Sell ) 5 of 10 or 50% , COUNTIF( Held ) 0 of 10 or 0%

ST Holdings: - , Sell: - , Buy: -
                                                              (R3,R2,R1)  LR63   LR63   (10,100)           Days
EndD ETF's Class: Price RRS63 RRS42 RRS21 GSDm Avg Rank STEYX % off SMA_PO Status: Held
30-Mar-12 AGG US:T 109.85 -2% -7% -9% 3% 9.3 0.4 0.0% -0.4% SELL
30-Mar-12 EEM GL:EM 42.95 57% -6% -23% 30% 7.3 1.2 -4.2% 4.9% SELL
30-Mar-12 GSG GL:COM 34.78 35% 29% -17% 21% 6.7 0.5 -3.6% 3.8% SELL
30-Mar-12 DIA US:LCB 131.80 30% 22% 34% 18% 6.7 0.9 -0.4% 5.1% SELL
30-Mar-12 IYR US:REIT 62.30 37% 10% 46% 25% 6.0 1.0 -0.5% 6.3% SELL
30-Mar-12 EFA GL:DM 54.89 55% 18% 26% 23% 5.7 0.9 -2.1% 5.9% HTD
30-Mar-12 IWM US:SCB 82.81 49% 9% 83% 30% 5.3 1.6 -1.8% 7.2% HTD
30-Mar-12 IJH US:MCB 99.22 62% 24% 45% 27% 3.7 1.5 -2.2% 7.6% Buy
30-Mar-12 IVV US:LCB 141.21 54% 43% 62% 20% 3.3 1.0 -0.9% 0.1% Buy
30-Mar-12 QQQ US:LCB 67.55 107% 87% 125% 22% 1.0 0.5 -1.1% 12.0% Buy


Notes: Last modified 3/1/2012.
Universe: Selected ETF's from Fidelity's List with at least 1-year of history. Non-traditional ETFs/ETNs/Holders are excluded.
Strategy / Conditions: ---------------------------------------------------------------------------------------
1) Apply a mechanical trend analysis model for trading ETF's that outperforms a buy and hold strategy.
2) Each group Backtested with DAILY data. http://www.etfscreen.com
3) The Regression Relative Strength (RRSx) is the Log-price regression SLOPE of each ETF, then Annualized.
4) The final sort is the Average of RRSx Ranks, where R6, R3, R2 or R1 are rankings of monthly lookback periods.
5) LRxx is the last price on Linear Regression Trend line - TREND(days). Buy/Sell price target determined by LRxx
6) Buy, Sell and HTD criteria are as noted. Set Trailing Stops @ ATR when Ranking status is HTD condition.
7) Go to cash when the specified number to hold are not available.
8) Standard Error (STEYX) included as a tie breaker. The larger the error the less reliable the trend.
This can be caused by the changes in the prevailing trend within the specified number of periods.
9) Historic prices are Non-dividend adjusted values.
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