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No. of Recommendations: 3
SOLD:
MSCI Emerging Markets (EEM)
BOUGHT:
*-

Taxable_Acct. - Tactical_Asset_Rotation(TAR): RRS
SELL: IF( Avg Rank > 3 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Avg Rank < 2.5 & 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
9-Apr-12 PRF US:LC 59.04 39% 35% 23% 22% 1.5 1.2 -2.9% 5.7% HTD 87
9-Apr-12 PXF GL:DM 34.29 21% 34% -7% 26% 2.5 1.4 -4.2% 3.4% HTD 43
9-Apr-12 VNQ US:RE 62.24 45% 26% 20% 26% 2.5 1.6 -3.1% 5.7% HTD
9-Apr-12 DBC GL:Com 28.57 17% 26% -2% 19% 3.5 0.6 -1.9% 2.4% Sell
9-Apr-12 TLT US:FILB 115.55 -5% -23% -27% 17% 5.0 2.8 0.2% -3.4% 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 ) 1 of 20 or 5% , COUNTIF( Held ) 3 of 20 or 15%

Hold: THREE(3), ST Holdings: ITB,IYF,IYW , 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-Apr-12 IYW US:TECH 77.04 56% 102% 71% 23% 1.7 2.4 0.5% 11.5% BUY 12
9-Apr-12 IYF US:FIN 56.97 63% 72% 70% 29% 2.0 1.7 -2.0% 10.5% HTD 24
9-Apr-12 ITB US:HC 14.25 142% 61% 46% 45% 2.7 0.5 -6.9% 11.2% HTD 74
9-Apr-12 IYC US:CS 80.02 44% 55% 49% 21% 5.0 1.5 -0.9% 7.7% HTD
9-Apr-12 IHF US:HCP 65.57 51% 42% 37% 29% 5.3 1.2 -1.7% 7.8% HTD
9-Apr-12 IHE US:PH 82.18 51% 35% 44% 18% 6.3 1.1 -2.1% 6.8% Sell
9-Apr-12 IYY US:TM 69.42 42% 44% 30% 21% 8.3 1.4 -2.2% 6.6% Sell
9-Apr-12 IAK US:INS 31.29 45% 36% 17% 27% 8.7 0.8 -3.3% 6.4% Sell
9-Apr-12 IYK US:CG 73.30 28% 39% 33% 14% 9.7 1.0 -0.7% 5.5% Sell
9-Apr-12 IYJ US:IND 69.47 50% 25% 9% 28% 9.7 1.6 -4.6% 5.3% Sell
9-Apr-12 IYH US:HC 77.02 40% 26% 32% 19% 10.0 1.1 -1.6% 6.1% Sell
9-Apr-12 IYR US:RE 60.92 42% 24% 17% 25% 10.7 1.5 -3.2% 5.3% Sell
9-Apr-12 ITA US:AD 65.17 43% 23% 0% 25% 12.3 1.4 -4.9% 4.4% Sell
9-Apr-12 IYT US:T 92.52 29% -1% 7% 29% 14.3 2.2 -3.5% 2.6% Sell
9-Apr-12 IDU US:UT 85.24 6% 3% 0% 12% 16.3 1.2 -1.7% 0.1% Sell
9-Apr-12 IEO US:OGEP 63.53 28% 19% -39% 38% 16.3 2.8 -7.6% -0.1% Sell
9-Apr-12 IYE US:EN 40.24 25% 10% -26% 29% 16.7 1.2 -6.3% 0.2% Sell
9-Apr-12 IYM US:BM 68.17 29% -5% -21% 34% 16.7 2.5 -5.6% 1.8% Sell
9-Apr-12 BND US:FIT 83.37 0% -3% -6% 3% 18.0 0.3 -0.1% -0.4% Sell
9-Apr-12 IEZ US:OES 51.93 19% -8% -50% 43% 19.3 2.4 -8.3% -2.9% 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,IWF , 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-Apr-12 IWF US:LCG 65.30 43% 55% 38% 21% 2.0 1.4 -1.1% 7.6% HTD 12
9-Apr-12 IWO US:SCG 92.35 49% 34% 5% 31% 3.0 2.6 -4.7% 5.8% HTD 69
9-Apr-12 DBE GLC:ENE 29.98 27% 46% 4% 21% 4.5 0.7 -2.4% 3.6% HTD
9-Apr-12 IWN US:SCV 70.82 46% 24% 7% 28% 5.0 1.8 -4.7% 5.3% HTD
9-Apr-12 IWD US:LCV 68.41 40% 33% 22% 22% 5.5 1.4 -3.1% 5.5% HTD
9-Apr-12 SCZ GL:SC 38.71 26% 45% 5% 24% 5.5 1.5 -2.1% 5.7% HTD
9-Apr-12 ACWX GL:LCB 39.54 23% 34% -1% 24% 6.5 1.3 -3.2% 4.0% Sell
9-Apr-12 IYR US:REIT 60.92 42% 24% 17% 25% 6.5 1.5 -3.2% 5.3% Sell
9-Apr-12 EEM GL:EM 42.11 33% 25% -15% 30% 6.5 1.7 -4.1% 3.8% Sell
9-Apr-12 SHY US:FI 84.36 -1% -2% -1% 1% 11.0 0.1 0.0% -0.2% Sell
9-Apr-12 AGG US:FI 110.11 1% -4% -7% 3% 11.0 0.5 -0.1% -0.2% Sell
9-Apr-12 DBB GLC:BM 19.67 20% -8% -25% 27% 11.0 0.7 -5.4% 0.1% Sell
9-Apr-12 DBP GLC:PM 57.19 -3% -8% -39% 29% 13.0 2.3 -2.5% -1.8% Sell
9-Apr-12 DBA GLC:AG 27.88 -14% -14% -23% 15% 14.0 0.7 -0.6% -2.5% 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 ) 0 of 12 or 0% , 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-Apr-12 RYF US:SF 27.50 64% 61% 47% 30% 1.3 0.9 -3.3% 9.5% HTD 47
9-Apr-12 RCD US:SD 54.00 51% 61% 45% 27% 1.7 1.3 -1.6% 8.3% HTD
9-Apr-12 RYT US:ST 56.77 46% 50% 16% 27% 4.0 1.8 -3.0% 7.5% Sell
9-Apr-12 RYH US:SH 73.83 43% 36% 34% 22% 4.3 1.5 -1.4% 7.5% Sell
9-Apr-12 RSP US:LC 50.66 41% 35% 17% 24% 5.7 1.2 -3.1% 5.8% Sell
9-Apr-12 RHS US:SS 65.35 22% 25% 25% 14% 6.0 0.7 -1.0% 4.0% Sell
9-Apr-12 RGI US:SI 55.96 46% 17% -2% 29% 6.7 1.3 -5.0% 4.2% Sell
9-Apr-12 RTM US:SM 61.19 44% 9% -2% 31% 6.7 1.9 -4.8% 4.5% Sell
9-Apr-12 RYU US:SU 53.87 5% 5% -2% 14% 9.7 0.7 -1.7% 0.3% Sell
9-Apr-12 RYE US:SE 62.38 18% 8% -39% 37% 10.0 2.6 -6.4% -1.2% Sell
9-Apr-12 HYG US:HY 89.24 13% 3% -6% 12% 10.3 1.4 -2.6% 1.0% Sell
9-Apr-12 IEF US:TB 104.63 1% -10% -14% 7% 11.7 1.0 0.0% -1.0% 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 ) 1 of 12 or 8%

Hold: THREE(3), ST Holdings: 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-Apr-12 IJH US:MCB 97.01 46% 40% 13% 27% 2.5 2.4 -3.5% 6.1% HTD 48
9-Apr-12 IVV US:LCB 138.69 41% 44% 32% 20% 3.0 2.7 -2.0% 6.5% HTD
9-Apr-12 SCZ GL:SC 38.71 26% 45% 5% 24% 3.5 1.5 -2.1% 5.7% HTD
9-Apr-12 IJR US:SCB 74.13 51% 28% 9% 28% 3.5 1.8 -4.7% 5.8% HTD
9-Apr-12 IYR US:REIT 60.92 42% 24% 17% 25% 5.5 1.5 -3.2% 5.3% HTD
9-Apr-12 EEM GL:EM 42.11 33% 25% -15% 30% 6.0 1.7 -4.1% 3.8% Sell
9-Apr-12 EFA GL:DM 52.79 21% 33% 0% 23% 6.0 1.8 -3.1% 4.0% Sell
9-Apr-12 IDV GL:SD 31.28 16% 30% -2% 22% 7.0 1.1 -3.1% 3.3% Sell
9-Apr-12 DVY US:SD 55.31 25% 19% 11% 16% 8.0 0.7 -2.3% 3.1% Sell
9-Apr-12 EMB GL:FI 112.50 10% 18% 4% 8% 10.0 1.2 -0.5% 1.6% Sell
9-Apr-12 LQD US:FI 115.59 8% 1% -10% 6% 11.0 1.4 -0.7% 0.8% Sell
9-Apr-12 TIP US:FI 117.92 6% -1% -7% 5% 12.0 0.9 -0.7% 0.1% Sell


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.
---------------------------------------------------------------------------------------
Market Performance & Asset Allocation
Last Post: http://boards.fool.com/Message.aspx?mid=29947842
Market Trends (Price Oscillator & 52w-Hi/Lo)        FFNOX       .VAY       ACWX        SPY        IJR          AGG
2 of 3 Price Oscillator (PO) BUY BUY BUY BUY BUY BUY
Slow_PO: SMA(20) %Off SMA(200) 7.1% 9.5% 3.2% 9.8% 9.9% 0.1%
Int_PO: SMA(10) %Off SMA(100) 3.6% 4.9% 2.7% 5.8% 4.3% -0.2%
Fast_PO: SMA(5) %Off SMA(50) 0.0% -1.5% -2.6% 0.6% -1.7% 0.0%
Days since Last 2 of 3 PO Chg 120 121 116 124 127 348
Days since Last 52w Hi (close) 336 340 340 7 13 69
Days since Last 52w Lo (close) 182 186 186 186 186 361
-----------
Market Total Returns (CAGR ex. YTD) YTD(ROI) TTM Jan-09 TD Jan-03 TD StartD Reference:
Four-in-One Index (FFNOX) 9.2% 0.0% 13.8% 7.2% Sep-99 BrdMkt_AA
VL Arithmetic Index (.VAY) 10.5% -2.1% 25.8% 12.1% Apr-84 VL-Screens
S&P 1500 (EqWt: SPY,MDY,IJR) 9.8% 1.9% 18.5% 9.2% Jan-93 US-Equity
Foreign (EqWt: EFA,EEM) 8.8% -14.1% 13.9% 12.6% Apr-01 Foreign-Eq
US Bonds (EqWt: AGG,SHY) -0.1% 3.0% 3.2% 3.6% Jul-02 FixedIncome
-----------
MI Screens - Total Returns (IRR ex. YTD) YTD(ROI) TTM(IRR) Jan-09 TD Jan-03 TD StartD Vested(N)
ETF Screens Total Return = 4.3% -3.5% 3.9% 6.6% Jun-98 75%
VL Screens Total Return = 8.5% -7.0% 15.6% 19.9% Feb-98 104%
MI Screens Total (cash incl'd YTD/TTM) = 5.3% -3.6% 9.9% 15.0% Mar-96 88%
-----------
Tactical_Asset_Allocation Assets Target *Dread's* S&P ValueLine Benchmark
Equity - US 52% 53% 45% 45% 70% 50%
Equity - Foreign 5% 18% 15% 15% inc'l 10%
Fixed Income 26% 25% 25% 25% 30% 30%
Cash / UST-Bill / Margin 17% 5% 15% 15% inc'l 10%
Last change 10-Apr-12 30-Mar-12 31-Oct-11 9-Mar-11 13-Jun-11 N/A
-----------
Market_Timing_Allocation Risk Averse Pessimist *Neutral* Moderate Optimist
Cash plus FI 85% 65% 45% 30% 25%
Signal Count: na na na 7 na
Bullish Signals: 0 or 1 2 or 3 4 or 5 6 or 7 8 or 9
-----------
Market Timing Indicators Status LastChg #Chg/Yr CAGR B&H # Years
S&P400(.MID) Daily "SMA_PO(2 of 3)" Bullish 27-Oct-11 2.0 17.2% 21.4% 3.0
S&P1500(ISI) Daily "WMA_PO(2 of 3)" Bullish 21-Oct-11 2.7 12.0% 17.4% 3.0
ValueLine(.VAY) Weekly "5W SWING" Bullish 23-Dec-11 5.3 2.3% 23.2% 3.0
ValueLine(.VAY) Daily "ADX(15,15)" Bearish 30-Mar-12 10.8 15.3% 27.3% 3.0
NYSE(.NYA) Daily "TRIN" DMA(20) Bullish 19-Jan-12 6.7 5.8% 14.0% 3.0
ValueLine(VLIC30) "Spec-Def-Norm" Bullish 22-Mar-12 7.7 6.0% 13.7% 2.3
ValueLine(VLIC30) "Breadth" model Bullish 23-Dec-11 7.8 0.5% 9.4% 1.9
"Seasonal Timing" strategy™(.VAY) Bullish 14-Oct-11 2.0 11.4% 11.4% 23.0
Count / LastChg / Average 7 30-Mar-12 5.6 8.8% 17.2% 5.3
Print the post Back To Top
No. of Recommendations: 1
SOLD:
*-
BOUGHT:
*-

Taxable_Acct. - Tactical_Asset_Rotation(TAR): RRS
SELL: IF( Avg Rank > 3 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Avg Rank < 2.5 & Price > LR126 )
COUNTIF( Buy ) 0 of 5 or 0% , COUNTIF( Held ) 2 of 5 or 40%

Hold: Two ( 2 ), LT Holdings: PRF,PXF , Sell: PXF , 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
13-Apr-12 PRF US:LC 58.53 38% 28% 12% 22% 1.5 1.2 -3.8% 4.3% HTD 90
13-Apr-12 VNQ US:RE 62.27 41% 17% 18% 26% 2.0 1.6 -2.9% 4.7% HTD
13-Apr-12 DBC GL:Com 28.34 16% 19% -12% 19% 3.0 0.6 -2.6% 1.8% HTD
13-Apr-12 PXF GL:DM 33.75 20% 16% -21% 26% 3.5 1.4 -5.5% 1.5% Sell 46
13-Apr-12 TLT US:FILB 116.84 -6% -21% -21% 17% 5.0 2.7 1.4% -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 ) 0 of 20 or 0% , COUNTIF( Held ) 3 of 20 or 15%

Hold: Three ( 3 ), ST Holdings: ITB,IYF,IYW , 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
13-Apr-12 IYW US:TECH 76.00 57% 88% 56% 23% 1.7 2.4 -1.4% 10.1% HTD 15
13-Apr-12 IYF US:FIN 56.48 62% 62% 56% 29% 2.0 1.7 -3.1% 8.7% HTD 27
13-Apr-12 ITB US:HC 14.33 132% 49% 39% 45% 2.7 0.5 -6.4% 8.4% HTD 77
13-Apr-12 IYC US:CS 79.95 44% 47% 39% 20% 4.7 1.5 -1.3% 6.6% HTD
13-Apr-12 IHF US:HCP 65.37 49% 38% 26% 29% 5.0 1.2 -2.1% 7.3% HTD
13-Apr-12 IHE US:PH 80.14 49% 30% 28% 18% 6.0 1.2 -4.5% 5.2% Sell
13-Apr-12 IYY US:TM 68.87 41% 36% 19% 21% 8.3 1.4 -3.1% 5.4% Sell
13-Apr-12 IAK US:INS 31.14 43% 28% 8% 27% 9.3 0.8 -3.7% 5.1% Sell
13-Apr-12 IYK US:CG 72.94 28% 35% 23% 14% 9.3 1.0 -1.3% 4.7% Sell
13-Apr-12 IYH US:HC 75.88 39% 23% 25% 18% 9.7 1.2 -3.1% 5.2% Sell
13-Apr-12 IYJ US:IND 69.24 47% 16% 1% 28% 10.0 1.7 -4.8% 4.0% Sell
13-Apr-12 IYR US:RE 60.99 40% 16% 14% 25% 11.0 1.5 -3.0% 4.4% Sell
13-Apr-12 ITA US:AD 65.46 41% 15% -6% 25% 12.3 1.5 -4.4% 3.1% Sell
13-Apr-12 IYT US:T 92.53 26% -4% 8% 29% 14.7 2.2 -3.2% 1.8% Sell
13-Apr-12 IEO US:OGEP 61.95 21% 2% -52% 38% 16.3 2.9 -8.9% -1.9% Sell
13-Apr-12 IDU US:UT 84.22 4% 0% -7% 12% 16.7 1.2 -2.5% -0.5% Sell
13-Apr-12 BND US:FIT 83.71 0% -3% -5% 3% 17.0 0.3 0.3% -0.3% Sell
13-Apr-12 IYE US:EN 39.65 21% -1% -38% 29% 17.0 1.3 -7.0% -1.1% Sell
13-Apr-12 IYM US:BM 68.74 25% -12% -24% 34% 17.0 2.6 -4.5% 0.7% Sell
13-Apr-12 IEZ US:OES 51.68 14% -19% -56% 43% 19.3 2.5 -7.9% -3.6% 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 ) 0 of 14 or 0% , COUNTIF( Held ) 2 of 14 or 14%

Hold: Three ( 3 ), ST Holdings: IWO,IWF , 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
13-Apr-12 IWF US:LCG 64.82 43% 46% 27% 21% 2.0 1.4 -2.1% 6.6% HTD 15
13-Apr-12 IWO US:SCG 91.62 45% 20% -5% 31% 3.0 2.7 -5.3% 3.9% HTD 72
13-Apr-12 IWD US:LCV 67.85 38% 26% 11% 22% 4.5 1.4 -3.9% 4.2% HTD
13-Apr-12 DBE GLC:ENE 29.90 26% 38% -11% 21% 5.0 0.7 -2.6% 2.6% HTD
13-Apr-12 SCZ GL:SC 38.93 27% 30% -4% 24% 5.0 1.5 -1.7% 4.5% HTD
13-Apr-12 IWN US:SCV 70.06 43% 14% -1% 28% 5.0 1.9 -5.5% 3.5% HTD
13-Apr-12 IYR US:REIT 60.99 40% 16% 14% 25% 5.5 1.5 -3.0% 4.4% HTD
13-Apr-12 ACWX GL:LCB 39.30 23% 20% -12% 24% 7.5 1.4 -3.7% 2.6% Sell
13-Apr-12 EEM GL:EM 42.16 32% 10% -22% 30% 7.5 1.7 -3.9% 3.0% Sell
13-Apr-12 SHY US:FI 84.41 -1% -1% -1% 1% 11.0 0.1 0.1% -0.1% Sell
13-Apr-12 AGG US:FI 110.36 1% -4% -5% 3% 11.0 0.5 0.1% -0.2% Sell
13-Apr-12 DBB GLC:BM 19.45 18% -18% -29% 27% 12.0 0.8 -6.3% -0.9% Sell
13-Apr-12 DBP GLC:PM 57.60 -3% -15% -39% 29% 12.5 2.3 -1.6% -1.7% Sell
13-Apr-12 DBA GLC:AG 27.52 -14% -17% -28% 15% 13.5 0.7 -1.6% -2.7% 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 ) 0 of 12 or 0% , 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
13-Apr-12 RCD US:SD 53.80 50% 50% 32% 27% 1.3 1.3 -2.1% 6.9% HTD
13-Apr-12 RYF US:SF 27.23 63% 49% 31% 30% 1.7 0.9 -4.4% 7.6% HTD 50
13-Apr-12 RYT US:ST 56.63 45% 36% 7% 27% 3.7 1.9 -3.3% 5.9% Sell
13-Apr-12 RYH US:SH 73.06 43% 30% 26% 22% 4.0 1.6 -2.6% 6.4% Sell
13-Apr-12 RHS US:SS 65.70 21% 23% 19% 14% 6.0 0.7 -0.6% 3.5% Sell
13-Apr-12 RSP US:LC 50.41 39% 26% 7% 24% 6.0 1.2 -3.5% 4.5% Sell
13-Apr-12 RGI US:SI 55.90 43% 9% -9% 29% 6.3 1.4 -5.0% 3.0% Sell
13-Apr-12 RTM US:SM 62.60 41% 3% -4% 31% 7.0 1.9 -2.5% 3.5% Sell
13-Apr-12 HYG US:HY 89.85 12% 0% -9% 12% 9.7 1.4 -1.8% 0.5% Sell
13-Apr-12 RYU US:SU 53.28 4% 2% -10% 14% 10.3 0.7 -2.5% -0.4% Sell
13-Apr-12 RYE US:SE 61.49 13% -6% -49% 37% 10.7 2.6 -6.9% -2.3% Sell
13-Apr-12 IEF US:TB 105.13 1% -9% -10% 7% 11.3 1.0 0.5% -0.6% 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 ) 1 of 12 or 8%

Hold: Three ( 3 ), ST Holdings: 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
13-Apr-12 IJH US:MCB 96.35 44% 29% 2% 27% 2.5 2.6 -4.1% 4.7% HTD 51
13-Apr-12 IVV US:LCB 137.59 39% 36% 21% 20% 2.5 2.8 -2.9% 5.3% HTD
13-Apr-12 IJR US:SCB 73.60 48% 17% 1% 28% 3.0 1.9 -5.2% 4.0% HTD
13-Apr-12 SCZ GL:SC 38.93 27% 30% -4% 24% 4.0 1.5 -1.7% 4.5% HTD
13-Apr-12 IYR US:REIT 60.99 40% 16% 14% 25% 5.0 1.5 -3.0% 4.4% HTD
13-Apr-12 EFA GL:DM 52.32 20% 20% -11% 23% 6.0 1.8 -3.9% 2.4% Sell
13-Apr-12 IDV GL:SD 30.93 16% 17% -13% 22% 7.5 1.1 -4.1% 1.7% Sell
13-Apr-12 EEM GL:EM 42.16 32% 10% -22% 30% 7.5 1.7 -3.9% 3.0% Sell
13-Apr-12 DVY US:SD 54.99 24% 15% 4% 16% 8.0 0.8 -2.8% 2.3% Sell
13-Apr-12 EMB GL:FI 112.90 10% 15% 0% 8% 9.0 1.2 -0.2% 1.6% Sell
13-Apr-12 TIP US:FI 119.07 5% -1% -5% 5% 11.5 0.8 0.2% 0.3% Sell
13-Apr-12 LQD US:FI 116.00 8% -1% -10% 6% 11.5 1.4 -0.4% 0.7% 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: -
                                                              (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
13-Apr-12 EEM GL:EM 42.16 10% -22% -41% 30% 8.7 1.1 -3.2% 3.0% SELL
13-Apr-12 EFA GL:DM 52.32 20% -11% -53% 23% 7.7 1.2 -4.7% 2.4% SELL
13-Apr-12 IWM US:SCB 79.54 17% -3% -45% 30% 7.3 1.7 -4.0% 3.7% SELL
13-Apr-12 GSG GL:COM 34.56 21% -13% -43% 20% 7.0 0.7 -3.2% 1.4% SELL
13-Apr-12 AGG US:T 110.36 -4% -5% 12% 3% 6.0 0.4 0.6% -0.2% HTD
13-Apr-12 IYR US:REIT 60.99 16% 14% -26% 25% 4.7 0.9 -1.6% 4.4% Buy
13-Apr-12 DIA US:LCB 128.40 17% 7% -29% 18% 4.7 1.3 -2.4% 3.3% Buy
13-Apr-12 IJH US:MCB 96.35 29% 2% -40% 27% 4.7 1.7 -3.7% 4.7% Buy
13-Apr-12 IVV US:LCB 137.59 36% 21% -29% 20% 3.0 1.7 -3.2% -2.9% Buy
13-Apr-12 QQQ US:LCB 66.19 81% 60% -2% 22% 1.3 0.8 -3.7% 10.0% 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.
---------------------------------------------------------------------------------------
Print the post Back To Top
No. of Recommendations: 1
SOLD:
PowerShares FTSE RAFI Dev Mkts ex-US (PXF)
BOUGHT:
*-

Taxable_Acct. - Tactical_Asset_Rotation(TAR): RRS
SELL: IF( Avg Rank > 3 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Avg Rank < 2.5 & Price > LR126 )
COUNTIF( Buy ) 0 of 5 or 0% , COUNTIF( Held ) 1 of 5 or 20%

Hold: Two ( 2 ), LT Holdings: PRF , Sell: PXF , 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
20-Apr-12 PRF US:LC 59.00 36% 19% 1% 22% 1.5 1.3 -3.1% 2.5% HTD 97
20-Apr-12 VNQ US:RE 64.00 38% 11% 23% 26% 1.5 1.6 -0.4% 3.8% HTD
20-Apr-12 DBC GL:Com 28.04 15% 5% -27% 18% 3.5 0.7 -3.4% 0.1% Sell
20-Apr-12 PXF GL:DM 34.19 20% -4% -34% 26% 3.5 1.4 -4.2% -0.7% Sell
20-Apr-12 TLT US:FILB 117.07 -6% -14% -8% 17% 5.0 2.6 1.7% -0.5% Sell

Average = 21% 3% -9% 22% 1.5 -1.9% 1.0% 97


Taxable_Acct. - DowJones Sectors(Rated>7): RRS
SELL: IF( Avg Rank > 5 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Avg Rank < 4 & Price > LR126 )
COUNTIF( Buy ) 0 of 20 or 0% , COUNTIF( Held ) 3 of 20 or 15%

Hold: Three ( 3 ), ST Holdings: ITB,IYF,IYW , 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
20-Apr-12 IYF US:FIN 56.83 61% 49% 36% 29% 1.7 1.8 -3.1% 6.3% HTD 34
20-Apr-12 IYW US:TECH 74.68 59% 63% 31% 23% 2.0 2.3 -3.9% 7.4% HTD 22
20-Apr-12 ITB US:HC 14.42 118% 37% 30% 45% 3.0 0.5 -5.9% 6.3% HTD 84
20-Apr-12 IYC US:CS 80.89 45% 41% 31% 20% 4.0 1.4 -0.8% 5.6% HTD
20-Apr-12 IHF US:HCP 66.95 46% 36% 27% 28% 4.7 1.2 -0.1% 5.5% HTD
20-Apr-12 IHE US:PH 81.49 46% 25% 13% 18% 7.0 1.4 -3.0% 2.8% Sell
20-Apr-12 IYK US:CG 73.75 28% 30% 17% 14% 8.7 1.0 -0.7% 3.5% Sell
20-Apr-12 IYH US:HC 77.51 37% 20% 21% 18% 8.7 1.2 -1.3% 3.4% Sell
20-Apr-12 IYY US:TM 69.27 39% 25% 7% 21% 9.0 1.5 -2.8% 3.6% Sell
20-Apr-12 IAK US:INS 31.33 39% 18% 3% 27% 10.3 0.9 -3.2% 3.3% Sell
20-Apr-12 IYR US:RE 62.52 37% 10% 16% 25% 10.3 1.5 -0.7% 3.5% Sell
20-Apr-12 IYJ US:IND 70.15 44% 8% -6% 28% 11.0 1.8 -3.6% 2.3% Sell
20-Apr-12 ITA US:AD 66.24 37% 7% -10% 25% 12.7 1.5 -3.2% 1.7% Sell
20-Apr-12 IYT US:T 93.36 23% -4% 13% 29% 13.3 2.2 -2.2% 1.1% Sell
20-Apr-12 BND US:FIT 83.73 0% -2% -2% 3% 16.0 0.3 0.4% 0.1% Sell
20-Apr-12 IDU US:UT 85.88 2% -2% -10% 11% 16.3 1.1 -0.3% -1.2% Sell
20-Apr-12 IYM US:BM 69.58 22% -17% -21% 34% 16.7 2.6 -3.0% -0.3% Sell
20-Apr-12 IYE US:EN 39.87 15% -15% -47% 30% 17.0 1.4 -5.7% -3.2% Sell
20-Apr-12 IEO US:OGEP 60.81 13% -23% -62% 39% 18.7 3.1 -9.2% -5.4% Sell
20-Apr-12 IEZ US:OES 51.95 8% -34% -61% 44% 19.0 2.5 -6.2% -5.2% Sell


IRA_Acct. - FIDO_Balanced Trends and Ranks: RRS
SELL: IF( Avg Rank > 5 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,IWF , 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
20-Apr-12 IWF US:LCG 65.06 43% 34% 16% 21% 1.0 1.4 -2.2% 4.9% HTD 22
20-Apr-12 IWD US:LCV 68.51 36% 18% 0% 22% 4.0 1.5 -3.1% 2.4% HTD
20-Apr-12 IWO US:SCG 91.97 41% 5% -12% 31% 4.0 2.9 -4.8% 1.5% HTD 79
20-Apr-12 IYR US:REIT 62.52 37% 10% 16% 25% 4.5 1.5 -0.7% 3.5% HTD
20-Apr-12 DBE GLC:ENE 29.54 24% 20% -28% 21% 5.0 0.8 -3.6% 1.0% HTD
20-Apr-12 SCZ GL:SC 39.54 29% 15% -10% 24% 5.5 1.5 -0.8% 3.3% Sell
20-Apr-12 IWN US:SCV 70.89 39% 2% -5% 29% 5.5 2.0 -4.2% 1.3% Sell
20-Apr-12 ACWX GL:LCB 39.88 23% 5% -21% 24% 8.0 1.4 -2.5% 1.1% Sell
20-Apr-12 EEM GL:EM 42.33 30% -5% -28% 30% 8.5 1.7 -3.5% 1.3% Sell
20-Apr-12 SHY US:FI 84.44 -1% -1% 0% 1% 10.5 0.1 0.1% 0.0% Sell
20-Apr-12 AGG US:FI 110.48 1% -3% -2% 3% 10.5 0.5 0.2% 0.2% Sell
20-Apr-12 DBB GLC:BM 19.70 16% -27% -42% 27% 12.0 0.8 -4.6% -2.4% Sell
20-Apr-12 DBA GLC:AG 27.26 -13% -23% -35% 15% 13.0 0.6 -2.1% -3.7% Sell
20-Apr-12 DBP GLC:PM 57.23 -5% -25% -39% 29% 13.0 2.3 -1.7% -1.8% 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 ) 0 of 12 or 0% , 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
20-Apr-12 RCD US:SD 54.19 49% 39% 18% 27% 1.7 1.4 -1.8% 5.3% HTD
20-Apr-12 RYF US:SF 27.38 60% 35% 14% 31% 2.3 0.9 -4.2% 5.0% HTD 57
20-Apr-12 RYH US:SH 74.18 41% 24% 23% 21% 2.7 1.6 -1.5% 4.4% HTD
20-Apr-12 RYT US:ST 56.22 44% 19% 1% 27% 4.3 1.9 -4.3% 3.8% Sell
20-Apr-12 RHS US:SS 66.56 21% 23% 18% 13% 5.0 0.7 0.3% 2.8% Sell
20-Apr-12 RSP US:LC 50.80 37% 16% -1% 24% 6.3 1.3 -2.9% 2.8% Sell
20-Apr-12 RGI US:SI 56.54 39% 2% -13% 29% 7.3 1.5 -3.8% 1.6% Sell
20-Apr-12 RTM US:SM 62.53 38% -1% -3% 31% 7.7 1.9 -2.7% 2.4% Sell
20-Apr-12 HYG US:HY 90.32 10% -3% -11% 12% 9.3 1.4 -1.2% 0.1% Sell
20-Apr-12 RYU US:SU 54.09 2% -1% -16% 13% 10.0 0.7 -0.7% -1.3% Sell
20-Apr-12 IEF US:TB 105.33 0% -6% -2% 7% 10.0 1.0 0.7% 0.4% Sell
20-Apr-12 RYE US:SE 61.20 6% -24% -56% 37% 11.3 2.6 -6.2% -4.4% Sell


FIDO_Free Trends and Ranks: RRS
SELL: IF( Avg Rank > 5 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Avg Rank < 4 & Price > LR126 )
COUNTIF( Buy ) 0 of 12 or 0% , COUNTIF( Held ) 1 of 12 or 8%

Hold: Three ( 3 ), ST Holdings: 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
20-Apr-12 IJH US:MCB 97.47 42% 16% -4% 27% 2.0 2.6 -3.1% 2.9% HTD 58
20-Apr-12 IVV US:LCB 138.40 38% 27% 9% 20% 2.0 2.8 -2.6% 3.6% HTD
20-Apr-12 IJR US:SCB 74.17 43% 5% -4% 28% 4.0 2.1 -4.4% 1.8% HTD
20-Apr-12 SCZ GL:SC 39.54 29% 15% -10% 24% 4.5 1.5 -0.8% 3.3% HTD
20-Apr-12 IYR US:REIT 62.52 37% 10% 16% 25% 5.0 1.5 -0.7% 3.5% HTD
20-Apr-12 DVY US:SD 55.94 22% 11% 0% 16% 5.5 0.8 -1.1% 1.4% Sell
20-Apr-12 EMB GL:FI 113.62 10% 10% -3% 8% 7.5 1.2 0.3% 1.6% Sell
20-Apr-12 EFA GL:DM 53.45 21% 5% -20% 23% 8.0 1.8 -2.0% 0.8% Sell
20-Apr-12 EEM GL:EM 42.33 30% -5% -28% 30% 8.5 1.7 -3.5% 1.3% Sell
20-Apr-12 IDV GL:SD 31.39 16% 1% -26% 22% 9.0 1.1 -2.7% -0.2% Sell
20-Apr-12 TIP US:FI 119.11 4% 0% -1% 5% 11.0 0.7 0.3% 0.9% Sell
20-Apr-12 LQD US:FI 116.18 7% -2% -7% 6% 11.0 1.4 -0.3% 0.9% 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: -
                                                              (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
20-Apr-12 IWM US:SCB 80.21 3% -9% -50% 30% 8.3 1.6 -2.0% 1.4% SELL
20-Apr-12 GSG GL:COM 34.34 8% -29% -43% 20% 8.0 0.8 -2.7% 0.1% SELL
20-Apr-12 EFA GL:DM 53.45 5% -20% -45% 23% 8.0 1.1 -1.5% 0.8% SELL
20-Apr-12 EEM GL:EM 42.33 -5% -28% -30% 30% 7.7 0.8 -1.3% 1.3% SELL
20-Apr-12 IJH US:MCB 97.47 16% -4% -34% 27% 5.3 1.6 -1.8% 2.9% HTD
20-Apr-12 AGG US:T 110.48 -3% -2% 13% 3% 5.0 0.5 0.6% 0.2% Buy
20-Apr-12 DIA US:LCB 129.98 12% 2% -20% 18% 3.7 1.3 -0.9% 2.1% Buy
20-Apr-12 IVV US:LCB 138.40 27% 9% -30% 20% 3.3 1.9 -2.2% -2.6% Buy
20-Apr-12 IYR US:REIT 62.52 10% 16% -4% 25% 3.0 0.7 1.0% 3.5% Buy
20-Apr-12 QQQ US:LCB 65.68 62% 36% -32% 22% 2.7 1.1 -4.1% 7.5% 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.
---------------------------------------------------------------------------------------
Print the post Back To Top
No. of Recommendations: 2
SOLD:
Russell 2000 Growth Index (IWO)
BOUGHT:
*-

Taxable_Acct. - Tactical_Asset_Rotation(TAR): RRS
SELL: IF( Avg Rank > 3 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Avg Rank < 2.5 & Price > LR126 )
COUNTIF( Buy ) 1 of 5 or 20% , COUNTIF( Held ) 1 of 5 or 20%

Hold: Two ( 2 ), LT Holdings: PRF , Sell: - , Buy: VNQ
                                                               (R6,R3)   LR126  LR126  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm Avg Rank STEYX % off SMA_PO Status: Held
27-Apr-12 VNQ US:RE 65.64 39% 14% 29% 26% 1.0 1.5 1.4% 5.2% BUY
27-Apr-12 PRF US:LC 60.03 35% 12% -5% 22% 2.0 1.3 -1.7% 2.6% HTD 104
27-Apr-12 DBC GL:Com 28.30 14% -5% -29% 18% 3.5 0.7 -2.4% -0.5% Sell
27-Apr-12 PXF GL:DM 34.79 20% -15% -37% 26% 4.0 1.4 -2.6% -0.6% Sell
27-Apr-12 TLT US:FILB 117.29 -7% -10% 12% 17% 4.5 2.5 2.1% 0.1% Sell


Taxable_Acct. - DowJones Sectors(Rated>7): RRS
SELL: IF( Avg Rank > 5 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: IYW , 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
27-Apr-12 ITB US:HB 15.73 113% 34% 20% 45% 3.0 0.6 1.8% 7.5% BUY 91
27-Apr-12 IYF US:FIN 58.08 62% 39% 19% 29% 3.0 1.7 -1.7% 6.0% HTD 41
27-Apr-12 IYC US:CS 82.62 46% 35% 20% 20% 3.3 1.4 0.6% 5.6% BUY
27-Apr-12 IHF US:HCP 65.06 44% 30% 25% 28% 3.7 1.2 -3.3% 5.2% HTD
27-Apr-12 IYW US:TECH 76.41 60% 42% 10% 23% 4.3 2.3 -2.3% 5.7% HTD 29
27-Apr-12 IHE US:PH 84.05 43% 22% 11% 18% 7.0 1.4 -0.2% 3.2% Sell
27-Apr-12 IYR US:RE 64.00 37% 12% 21% 25% 7.7 1.5 1.0% 4.7% Sell
27-Apr-12 IYH US:HC 78.21 37% 19% 19% 18% 8.3 1.2 -0.9% 3.7% Sell
27-Apr-12 IYK US:CG 74.31 29% 25% 11% 14% 8.7 1.0 -0.4% 3.6% Sell
27-Apr-12 IAK US:INS 32.21 40% 13% 2% 27% 10.0 0.8 -0.9% 3.6% Sell
27-Apr-12 IYY US:TM 70.63 39% 18% 2% 21% 10.3 1.5 -1.3% 3.5% Sell
27-Apr-12 IYJ US:IND 71.42 41% 3% -5% 28% 11.0 1.9 -2.0% 2.6% Sell
27-Apr-12 IYT US:T 93.84 21% -3% 8% 29% 13.3 2.2 -1.7% 1.4% Sell
27-Apr-12 ITA US:AD 67.42 36% 1% -8% 25% 13.7 1.6 -1.6% 2.2% Sell
27-Apr-12 BND US:FIT 83.87 0% -2% 3% 3% 15.3 0.3 0.5% 0.3% Sell
27-Apr-12 IDU US:UT 87.43 2% -1% -6% 11% 16.0 1.1 1.5% -0.2% Sell
27-Apr-12 IYM US:BM 70.56 19% -19% -11% 34% 16.3 2.6 -1.4% 0.6% Sell
27-Apr-12 IYE US:EN 40.88 13% -22% -43% 29% 17.3 1.4 -2.9% -2.5% Sell
27-Apr-12 IEO US:OGEP 64.15 8% -36% -59% 39% 18.7 3.2 -3.3% -5.2% Sell
27-Apr-12 IEZ US:OES 53.22 4% -40% -52% 43% 19.0 2.5 -3.1% -4.2% Sell


IRA_Acct. - FIDO_Balanced Trends and Ranks: RRS
SELL: IF( Avg Rank > 5 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Avg Rank < 4 & Price > LR126 )
COUNTIF( Buy ) 1 of 14 or 7% , COUNTIF( Held ) 1 of 14 or 7%

Hold: Three ( 3 ), ST Holdings: IWF , Sell: IWO , Buy: IYR
                                                               (R6,R3)   LR126  LR126  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm Avg Rank STEYX % off SMA_PO Status: Held
27-Apr-12 IWF US:LCG 66.29 43% 25% 9% 21% 1.0 1.4 -0.9% 4.6% HTD 29
27-Apr-12 IYR US:REIT 64.00 37% 12% 21% 25% 2.5 1.5 1.0% 4.7% BUY
27-Apr-12 IWD US:LCV 69.70 35% 12% -4% 22% 4.0 1.5 -1.6% 2.5% HTD
27-Apr-12 SCZ GL:SC 39.90 32% 6% -7% 24% 5.0 1.4 -0.6% 3.7% HTD
27-Apr-12 IWO US:SCG 94.74 39% -5% -12% 31% 5.5 3.0 -1.9% 1.6% Sell
27-Apr-12 IWN US:SCV 72.70 37% -4% -4% 29% 6.0 2.1 -1.8% 1.5% Sell
27-Apr-12 DBE GLC:ENE 29.77 22% 5% -30% 20% 7.0 0.8 -2.8% 0.6% Sell
27-Apr-12 SHY US:FI 84.44 -1% 0% 1% 1% 9.0 0.1 0.1% 0.0% Sell
27-Apr-12 AGG US:FI 110.64 1% -2% 2% 3% 9.0 0.5 0.3% 0.4% Sell
27-Apr-12 ACWX GL:LCB 40.29 23% -5% -22% 24% 9.0 1.3 -1.7% 1.3% Sell
27-Apr-12 EEM GL:EM 42.31 28% -14% -29% 30% 9.0 1.8 -3.4% 0.9% Sell
27-Apr-12 DBB GLC:BM 20.02 13% -27% -40% 27% 11.5 0.8 -2.6% -2.1% Sell
27-Apr-12 DBA GLC:AG 27.21 -13% -26% -36% 14% 13.0 0.6 -1.9% -4.4% Sell
27-Apr-12 DBP GLC:PM 57.69 -7% -29% -26% 29% 13.5 2.2 -0.4% -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 <= 2.0 & Price > LR126 )
COUNTIF( Buy ) 0 of 12 or 0% , 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
27-Apr-12 RCD US:SD 55.45 49% 29% 6% 27% 2.3 1.3 -0.2% 5.1% HTD
27-Apr-12 RYF US:SF 28.09 59% 24% 3% 31% 2.7 0.9 -2.2% 4.6% HTD 64
27-Apr-12 RYH US:SH 74.57 42% 20% 18% 21% 3.0 1.6 -1.5% 4.3% HTD
27-Apr-12 RHS US:SS 66.67 22% 21% 15% 13% 4.3 0.7 0.1% 3.0% Sell
27-Apr-12 RSP US:LC 51.63 36% 9% -4% 24% 6.0 1.3 -1.6% 2.8% Sell
27-Apr-12 RYT US:ST 57.02 43% 7% -8% 27% 6.0 1.9 -3.1% 2.9% Sell
27-Apr-12 RTM US:SM 63.12 36% -4% 2% 31% 7.7 2.0 -1.9% 2.6% Sell
27-Apr-12 RGI US:SI 57.40 36% -3% -11% 29% 8.0 1.6 -2.3% 1.8% Sell
27-Apr-12 HYG US:HY 91.02 11% -3% -6% 12% 8.3 1.4 -0.6% 0.6% Sell
27-Apr-12 IEF US:TB 105.60 0% -4% 8% 7% 8.7 0.9 1.0% 0.6% Sell
27-Apr-12 RYU US:SU 54.92 2% -2% -12% 13% 9.7 0.7 0.8% -0.4% Sell
27-Apr-12 RYE US:SE 63.05 3% -33% -51% 37% 11.3 2.7 -2.6% -3.9% Sell


FIDO_Free Trends and Ranks: RRS
SELL: IF( Avg Rank > 5 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Avg Rank < 4 & Price > LR126 )
COUNTIF( Buy ) 1 of 12 or 8% , COUNTIF( Held ) 1 of 12 or 8%

Hold: Three ( 3 ), ST Holdings: IJH , Sell: - , Buy: IYR
                                                               (R6,R3)   LR126  LR126  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm Avg Rank STEYX % off SMA_PO Status: Held
27-Apr-12 IVV US:LCB 140.91 38% 20% 3% 20% 2.0 2.9 -1.2% 3.5% HTD
27-Apr-12 IYR US:REIT 64.00 37% 12% 21% 25% 3.0 1.5 1.0% 4.7% BUY
27-Apr-12 IJH US:MCB 99.79 41% 8% -5% 27% 3.0 2.7 -1.1% 3.3% HTD 65
27-Apr-12 IJR US:SCB 76.07 40% -2% -4% 28% 5.0 2.1 -1.9% 1.8% HTD
27-Apr-12 DVY US:SD 56.88 21% 10% 3% 16% 5.5 0.8 0.2% 2.2% Sell
27-Apr-12 SCZ GL:SC 39.90 32% 6% -7% 24% 5.5 1.4 -0.6% 3.7% Sell
27-Apr-12 EMB GL:FI 113.95 10% 8% -2% 8% 7.0 1.2 0.3% 1.9% Sell
27-Apr-12 EFA GL:DM 54.06 22% -3% -20% 23% 8.0 1.8 -1.2% 1.3% Sell
27-Apr-12 EEM GL:EM 42.31 28% -14% -29% 30% 9.0 1.8 -3.4% 0.9% Sell
27-Apr-12 TIP US:FI 119.55 4% 0% 7% 5% 9.5 0.7 0.6% 1.1% Sell
27-Apr-12 IDV GL:SD 32.01 17% -8% -27% 22% 10.0 1.0 -1.0% 0.3% Sell
27-Apr-12 LQD US:FI 116.55 7% -3% -2% 6% 10.5 1.3 -0.1% 1.0% Sell


Shortables Trends and Ranks: RRS
BUY: to Cover IF( Avg Rank <= 5 ), SELL: Short IF( Avg Rank >= 6 & Price < LR63 )
COUNTIF( Sell ) 2 of 10 or 20% , 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
27-Apr-12 EEM GL:EM 42.31 -14% -29% -26% 30% 9.0 0.7 0.0% 0.9% SELL
27-Apr-12 IWM US:SCB 82.38 -4% -8% -28% 30% 8.3 1.5 1.5% 1.5% HTD
27-Apr-12 GSG GL:COM 34.58 -1% -30% -25% 19% 7.7 0.8 -1.0% -0.2% SELL
27-Apr-12 EFA GL:DM 54.06 -3% -20% -20% 23% 7.3 1.0 0.5% 1.3% HTD
27-Apr-12 IJH US:MCB 99.79 8% -5% -10% 27% 5.0 1.5 1.1% 3.3% Buy
27-Apr-12 AGG US:T 110.64 -2% 2% 14% 3% 4.3 0.5 0.7% 0.4% Buy
27-Apr-12 QQQ US:LCB 67.24 45% 16% -32% 22% 4.3 1.2 -1.3% 6.2% Buy
27-Apr-12 DIA US:LCB 132.00 10% 1% -3% 18% 4.0 1.3 0.7% 2.5% Buy
27-Apr-12 IVV US:LCB 140.91 20% 3% -15% 20% 3.3 1.9 -0.2% -1.2% Buy
27-Apr-12 IYR US:REIT 64.00 12% 21% 39% 25% 1.7 0.8 2.7% 4.7% 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:
iShares DowJones US Technology (IYW)
Guggenheim S&P Equal Weight Financials (RYF)

BOUGHT:
Vanguard REIT Index ETF (VNQ)
iShares DowJones US Consumer Services (IYC)
Dow Jones US Real Estate (IYR)
DJ US Real Estate (IYR)

Taxable_Acct. - Tactical_Asset_Rotation(TAR): RRS
SELL: IF( Avg Rank > 3 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Avg Rank < 2.5 & Price > LR126 )
COUNTIF( Buy ) 0 of 5 or 0% , COUNTIF( Held ) 2 of 5 or 40%

Hold: Two ( 2 ), LT Holdings: PRF,VNQ , Sell: - , Buy: VNQ
                                                              (R6,R3)   LR126  LR126  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm Avg Rank STEYX % off SMA_PO Status: Held
4-May-12 VNQ US:RE 65.27 43% 23% 36% 26% 1.0 1.4 -0.3% 6.3% HTD 4
4-May-12 PRF US:LC 58.52 35% 6% -11% 22% 2.0 1.3 -4.5% 2.5% HTD 111
4-May-12 DBC GL:Com 27.24 13% -15% -30% 18% 4.0 0.7 -5.9% -0.7% Sell
4-May-12 PXF GL:DM 33.18 22% -24% -41% 26% 4.0 1.3 -7.2% -1.0% Sell
4-May-12 TLT US:FILB 118.14 -8% -1% 33% 17% 4.0 2.3 3.0% 0.3% Sell


Taxable_Acct. - DowJones Sectors(Rated>7): RRS
SELL: IF( Avg Rank > 5 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Avg Rank < 4 & Price > LR126 )
COUNTIF( Buy ) 0 of 20 or 0% , COUNTIF( Held ) 3 of 20 or 15%

Hold: Three ( 3 ), ST Holdings: ITB,IYF,IYC , Sell: IYW,IYF , Buy: IYC
                                                             (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
4-May-12 ITB US:HB 15.58 113% 39% 21% 45% 1.3 0.6 -0.6% 10.9% HTD 98
4-May-12 IYC US:CS 80.78 48% 32% 15% 20% 3.0 1.3 -2.4% 5.7% HTD 4
4-May-12 IYF US:FIN 56.58 65% 29% 2% 28% 5.0 1.5 -5.1% 5.6% HTD 48
4-May-12 IYR US:RE 63.66 41% 19% 27% 25% 5.3 1.4 -0.6% 5.7% Sell
4-May-12 IHE US:PH 82.17 42% 22% 13% 18% 5.7 1.4 -2.8% 4.2% Sell
4-May-12 IYW US:TECH 73.64 61% 25% -8% 23% 7.0 2.3 -6.4% 4.8% Sell
4-May-12 IHF US:HCP 62.52 42% 18% 5% 28% 7.3 1.4 -7.1% 2.9% Sell
4-May-12 IYH US:HC 76.83 37% 19% 14% 18% 7.7 1.2 -3.1% 3.8% Sell
4-May-12 IYK US:CG 73.30 30% 19% 7% 14% 8.3 0.9 -2.2% 3.5% Sell
4-May-12 IAK US:INS 31.24 42% 7% 0% 27% 9.7 0.8 -4.5% 3.7% Sell
4-May-12 IYY US:TM 68.92 40% 12% -4% 21% 11.0 1.5 -4.1% 3.5% Sell
4-May-12 IYT US:T 93.17 21% 2% 3% 29% 11.7 2.2 -2.6% 1.2% Sell
4-May-12 IYJ US:IND 69.24 40% -1% -10% 28% 13.3 1.9 -5.2% 2.5% Sell
4-May-12 BND US:FIT 83.94 0% 0% 6% 3% 13.7 0.3 0.5% 0.3% Sell
4-May-12 IDU US:UT 87.05 2% 1% 0% 11% 14.3 1.1 0.8% 1.0% Sell
4-May-12 ITA US:AD 65.40 34% -4% -10% 25% 14.3 1.6 -4.7% 2.1% Sell
4-May-12 IYM US:BM 67.79 19% -19% -10% 34% 16.3 2.6 -5.4% 0.2% Sell
4-May-12 IYE US:EN 39.37 11% -29% -38% 29% 17.3 1.4 -6.2% -1.6% Sell
4-May-12 IEZ US:OES 50.62 3% -44% -43% 43% 18.7 2.6 -7.5% -2.9% Sell
4-May-12 IEO US:OGEP 60.79 7% -44% -55% 39% 19.0 3.2 -8.0% -3.4% Sell


IRA_Acct. - FIDO_Balanced Trends and Ranks: RRS
SELL: IF( Avg Rank > 5 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: IWF,IYR , Sell: - , Buy: IYR
                                                              (R6,R3)   LR126  LR126  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm Avg Rank STEYX % off SMA_PO Status: Held
4-May-12 IWF US:LCG 64.49 44% 18% 2% 21% 1.5 1.3 -4.2% 4.4% HTD 36
4-May-12 IYR US:REIT 63.66 41% 19% 27% 25% 1.5 1.4 -0.6% 5.7% HTD 4
4-May-12 IWD US:LCV 68.09 35% 6% -9% 22% 4.0 1.5 -4.3% 2.6% HTD
4-May-12 SCZ GL:SC 38.58 35% 0% -6% 24% 5.0 1.3 -4.6% 3.5% HTD
4-May-12 IWN US:SCV 69.75 36% -7% -14% 29% 5.5 2.1 -5.9% 1.5% Sell
4-May-12 IWO US:SCG 91.01 38% -9% -19% 31% 5.5 3.0 -6.0% 1.7% Sell
4-May-12 SHY US:FI 84.46 0% 0% 2% 1% 8.5 0.1 0.1% 0.0% Sell
4-May-12 AGG US:FI 110.67 1% -1% 6% 3% 8.5 0.4 0.3% 0.3% Sell
4-May-12 DBE GLC:ENE 28.31 20% -10% -33% 20% 9.0 0.8 -7.4% 0.3% Sell
4-May-12 ACWX GL:LCB 39.07 25% -11% -22% 24% 9.0 1.2 -5.1% 1.2% Sell
4-May-12 EEM GL:EM 41.36 30% -19% -26% 29% 9.0 1.7 -5.9% 0.5% Sell
4-May-12 DBB GLC:BM 19.57 13% -27% -32% 27% 11.0 0.8 -4.7% -1.3% Sell
4-May-12 DBA GLC:AG 26.89 -13% -29% -33% 14% 13.5 0.6 -2.8% -4.5% Sell
4-May-12 DBP GLC:PM 56.73 -6% -29% -20% 28% 13.5 2.2 -1.9% -1.9% 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 <= 2.0 & Price > LR126 )
COUNTIF( Buy ) 0 of 12 or 0% , COUNTIF( Held ) 0 of 12 or 0%

Hold: One ( 1 ), ST Holdings: - , Sell: RYF , 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
4-May-12 RCD US:SD 54.19 52% 23% 3% 27% 2.3 1.2 -3.3% 5.4% HTD
4-May-12 RYH US:SH 73.36 43% 18% 11% 21% 3.3 1.5 -3.6% 4.1% Sell
4-May-12 RHS US:SS 65.93 22% 19% 12% 13% 4.0 0.6 -1.4% 2.8% Sell
4-May-12 RYF US:SF 27.20 61% 14% -9% 30% 4.7 0.9 -6.0% 4.3% Sell
4-May-12 RSP US:LC 50.34 37% 4% -8% 24% 6.0 1.2 -4.5% 2.8% Sell
4-May-12 IEF US:TB 105.94 0% 1% 18% 7% 6.3 0.9 1.2% 0.7% Sell
4-May-12 RTM US:SM 60.86 36% -4% 0% 31% 7.0 2.0 -5.6% 2.1% Sell
4-May-12 HYG US:HY 90.87 12% -3% 0% 12% 7.7 1.3 -1.0% 0.8% Sell
4-May-12 RYT US:ST 54.83 43% -3% -20% 27% 7.7 1.9 -7.1% 1.9% Sell
4-May-12 RYU US:SU 54.64 3% -2% -5% 13% 8.3 0.7 0.1% 0.6% Sell
4-May-12 RGI US:SI 55.82 35% -7% -13% 29% 9.3 1.6 -5.1% 1.5% Sell
4-May-12 RYE US:SE 60.83 3% -38% -43% 37% 11.3 2.7 -5.9% -2.4% Sell


FIDO_Free Trends and Ranks: RRS
SELL: IF( Avg Rank > 5 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: IJH,IYR , Sell: - , Buy: IYR
                                                              (R6,R3)   LR126  LR126  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm Avg Rank STEYX % off SMA_PO Status: Held
4-May-12 IYR US:REIT 63.66 41% 19% 27% 25% 1.5 1.4 -0.6% 5.7% HTD 4
4-May-12 IJH US:MCB 96.41 41% 2% -9% 27% 3.0 2.6 -4.9% 3.3% HTD 72
4-May-12 IVV US:LCB 137.49 39% 13% -3% 20% 3.0 2.8 -4.1% 3.5% HTD
4-May-12 DVY US:SD 55.98 22% 8% 4% 16% 5.5 0.8 -1.7% 2.6% Sell
4-May-12 SCZ GL:SC 38.58 35% 0% -6% 24% 6.0 1.3 -4.6% 3.5% Sell
4-May-12 IJR US:SCB 73.42 39% -5% -11% 28% 6.0 2.2 -5.5% 1.9% Sell
4-May-12 EMB GL:FI 114.49 11% 7% 3% 8% 7.0 1.1 0.4% 2.1% Sell
4-May-12 EFA GL:DM 52.27 25% -10% -22% 23% 8.5 1.6 -5.0% 1.2% Sell
4-May-12 TIP US:FI 119.27 4% 2% 10% 5% 9.0 0.7 0.2% 1.0% Sell
4-May-12 EEM GL:EM 41.36 30% -19% -26% 29% 9.0 1.7 -5.9% 0.5% Sell
4-May-12 LQD US:FI 116.45 8% -2% 6% 6% 9.5 1.3 -0.4% 0.9% Sell
4-May-12 IDV GL:SD 31.05 19% -13% -26% 22% 10.0 1.0 -4.4% 0.7% 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: -
                                                             (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
4-May-12 GSG GL:COM 33.08 -12% -31% -18% 19% 9.7 0.7 -4.0% -0.6% SELL
4-May-12 EEM GL:EM 41.36 -19% -26% -3% 29% 9.0 0.6 -1.4% 0.5% SELL
4-May-12 EFA GL:DM 52.27 -10% -22% 25% 23% 6.7 0.9 -2.0% 1.2% SELL
4-May-12 IWM US:SCB 79.09 -8% -16% 21% 30% 6.3 1.3 -2.1% 1.6% SELL
4-May-12 AGG US:T 110.67 -1% 6% 8% 3% 5.0 0.5 0.5% 0.3% Buy
4-May-12 QQQ US:LCB 64.70 31% 0% -12% 22% 4.7 1.2 -4.5% 5.6% Buy
4-May-12 IJH US:MCB 96.41 2% -9% 35% 27% 4.7 1.3 -2.0% 3.3% Buy
4-May-12 IVV US:LCB 137.49 13% -3% 20% 20% 4.7 1.8 -2.3% -4.1% Buy
4-May-12 DIA US:LCB 130.09 8% 1% 41% 18% 3.0 1.3 -0.9% 2.8% Buy
4-May-12 IYR US:REIT 63.66 19% 27% 131% 25% 1.3 0.9 1.0% 5.7% 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.
---------------------------------------------------------------------------------------
Print the post Back To Top
No. of Recommendations: 2
SOLD:
PowerShares FTSE RAFI US 1000 (PRF)
iShares DowJones US Financial Sector (IYF)
S&P Mid Cap 400 (IJH)

BOUGHT:
*-

Taxable_Acct. - Tactical_Asset_Allocation: RRS
SELL: IF( Avg Rank > 3 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Avg Rank < 3.0 & Price > LR126 )
COUNTIF( Buy ) 0 of 6 or 0% , COUNTIF( Held ) 1 of 6 or 17%

Hold: Two ( 2 ), LT Holdings: VNQ , Sell: PRF , 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
11-May-12 VNQ US:RE 65.59 45% 31% 35% 26% 1.0 1.3 -0.7% 6.1% HTD 11
11-May-12 PRF US:LC 57.91 33% -2% -21% 21% 3.0 1.4 -5.4% 1.1% HTD
11-May-12 PGX US:PF 14.38 13% 0% -1% 8% 3.5 0.2 -1.3% 1.1% Sell
11-May-12 TLT US:FIT 119.50 -8% 6% 58% 17% 4.0 2.3 4.0% 1.0% Sell
11-May-12 PXF GL:DM 32.48 20% -32% -49% 26% 4.5 1.4 -8.6% -3.3% Sell
11-May-12 DBC GL:Com 26.68 11% -25% -39% 18% 5.0 0.8 -7.3% -2.8% Sell


Taxable_Acct. - DowJones Sectors(Rated>7): RRS
SELL: IF( Avg Rank > 5 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: ITB,IYC , Sell: IYF,IYC , 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
11-May-12 ITB US:HB 15.77 110% 52% 36% 46% 1.0 0.6 -0.5% 12.0% HTD 105
11-May-12 IYR US:RE 64.02 43% 26% 28% 25% 3.0 1.3 -0.9% 5.5% HTD
11-May-12 IYC US:CS 80.27 47% 25% 4% 20% 4.3 1.3 -3.4% 4.7% HTD 11
11-May-12 IHE US:PH 82.84 39% 18% 7% 18% 5.3 1.5 -2.1% 3.6% Sell
11-May-12 IYF US:FIN 55.76 64% 19% -20% 28% 6.3 1.6 -6.8% 3.8% Sell
11-May-12 IYH US:HC 77.21 35% 16% 4% 18% 7.3 1.3 -2.8% 2.8% Sell
11-May-12 IYK US:CG 72.58 29% 12% -4% 14% 9.3 1.0 -3.3% 2.4% Sell
11-May-12 IYY US:TM 68.11 38% 4% -17% 21% 9.3 1.6 -5.3% 1.9% Sell
11-May-12 IYW US:TECH 72.36 59% 7% -31% 23% 9.3 2.4 -8.1% 2.4% Sell
11-May-12 IAK US:INS 31.30 41% 2% -11% 27% 9.7 0.8 -4.5% 2.2% Sell
11-May-12 IDU US:UT 87.96 3% 3% 11% 11% 10.3 1.1 1.6% 1.4% Sell
11-May-12 IHF US:HCP 62.10 38% 2% -19% 28% 11.0 1.7 -7.4% -0.2% Sell
11-May-12 IYT US:T 91.92 19% 3% -9% 28% 11.3 2.3 -3.7% 0.4% Sell
11-May-12 IYJ US:IND 68.09 37% -7% -23% 28% 13.3 2.1 -6.5% 0.5% Sell
11-May-12 SHY US:FIT 84.46 0% 0% 2% 1% 13.7 0.1 0.1% 0.0% Sell
11-May-12 ITA US:AD 63.89 31% -10% -21% 25% 14.0 1.8 -6.6% 0.1% Sell
11-May-12 IYM US:BM 66.47 18% -20% -24% 34% 16.0 2.7 -6.9% -2.0% Sell
11-May-12 IYE US:EN 38.77 9% -35% -40% 29% 17.3 1.5 -7.0% -3.5% Sell
11-May-12 IEZ US:OES 49.81 0% -47% -44% 43% 19.0 2.7 -8.0% -5.3% Sell
11-May-12 IEO US:OGEP 59.39 4% -51% -56% 39% 19.0 3.4 -9.3% -5.3% Sell


IRA_Acct. - FIDO_Balanced Trends and Ranks: RRS
SELL: IF( Avg Rank > 5 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: IWF,IYR , 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
11-May-12 IYR US:REIT 64.02 43% 26% 28% 25% 1.5 1.3 -0.9% 5.5% HTD 11
11-May-12 IWF US:LCG 63.81 43% 9% -13% 21% 1.5 1.4 -5.3% 2.8% HTD 43
11-May-12 SCZ GL:SC 37.54 35% -9% -20% 24% 5.0 1.3 -7.2% 1.1% HTD
11-May-12 IWD US:LCV 67.48 34% 0% -19% 21% 5.0 1.6 -5.1% 1.3% HTD
11-May-12 IWO US:SCG 90.39 36% -14% -29% 31% 5.5 3.2 -6.5% 0.1% Sell
11-May-12 IWN US:SCV 69.88 33% -10% -25% 28% 6.5 2.2 -5.6% 0.0% Sell
11-May-12 AGG US:FIT 110.79 1% 1% 10% 3% 7.0 0.4 0.3% 0.4% Sell
11-May-12 SHY US:FIT 84.46 0% 0% 2% 1% 8.0 0.1 0.1% 0.0% Sell
11-May-12 ACWX GL:LCB 38.09 24% -18% -32% 24% 8.5 1.3 -7.2% -0.8% Sell
11-May-12 EEM GL:EM 39.97 29% -26% -33% 30% 9.0 1.8 -8.8% -1.4% Sell
11-May-12 DBE GLC:ENE 27.98 17% -25% -41% 20% 9.5 1.0 -7.8% -2.4% Sell
11-May-12 DBB GLC:BM 19.15 11% -28% -32% 26% 11.0 0.8 -6.3% -2.5% Sell
11-May-12 DBA GLC:AG 26.38 -12% -32% -36% 14% 13.5 0.6 -4.2% -5.1% Sell
11-May-12 DBP GLC:PM 54.45 -6% -33% -23% 29% 13.5 2.2 -5.4% -3.5% 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 <= 2.0 & Price > LR126 )
COUNTIF( Buy ) 0 of 12 or 0% , COUNTIF( Held ) 0 of 12 or 0%

Hold: One ( 1 ), ST Holdings: - , 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
11-May-12 RCD US:SD 53.15 51% 14% -11% 26% 3.3 1.3 -5.4% 4.0% Sell
11-May-12 RYH US:SH 73.18 42% 12% -4% 21% 3.3 1.5 -4.1% 2.7% Sell
11-May-12 RHS US:SS 66.26 21% 15% 8% 13% 3.7 0.6 -1.1% 2.5% Sell
11-May-12 RYF US:SF 26.87 60% 6% -27% 30% 5.0 0.9 -7.3% 2.6% Sell
11-May-12 TIP US:FIT 119.38 5% 3% 14% 5% 5.3 0.6 0.2% 0.9% Sell
11-May-12 SDY US:Div'd 55.51 17% 0% -8% 16% 6.7 0.9 -2.9% 0.9% Sell
11-May-12 RYU US:SU 55.06 3% -2% 3% 13% 7.0 0.7 0.7% 0.8% Sell
11-May-12 RSP US:LC 49.76 35% -3% -20% 24% 7.0 1.3 -5.6% 1.3% Sell
11-May-12 RTM US:SM 59.90 33% -7% -16% 31% 7.3 2.1 -6.9% 0.1% Sell
11-May-12 RGI US:SI 54.73 31% -13% -24% 28% 8.7 1.7 -6.6% -0.3% Sell
11-May-12 RYT US:ST 53.54 40% -15% -38% 27% 8.7 2.1 -9.0% -0.7% Sell
11-May-12 RYE US:SE 60.20 2% -43% -43% 37% 12.0 2.7 -6.3% -3.7% Sell


FIDO_Free Trends and Ranks: RRS
SELL: IF( Avg Rank > 5 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Avg Rank < 4 & Price > LR126 )
COUNTIF( Buy ) 0 of 12 or 0% , COUNTIF( Held ) 1 of 12 or 8%

Hold: Three ( 3 ), ST Holdings: IYR , Sell: IJH , 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
11-May-12 IYR US:REIT 64.02 43% 26% 28% 25% 1.0 1.3 -0.9% 5.5% HTD 11
11-May-12 IVV US:LCB 136.03 37% 5% -16% 20% 3.5 3.0 -5.2% 2.0% HTD
11-May-12 IJH US:MCB 96.39 40% -3% -17% 27% 4.5 2.7 -5.1% 1.9% HTD
11-May-12 DVY US:Div'd 55.82 21% 6% 1% 15% 5.0 0.8 -2.1% 1.9% HTD
11-May-12 IJR US:SCB 73.29 36% -8% -22% 28% 6.0 2.3 -5.5% 0.6% Sell
11-May-12 EMB GL:FIEM 113.38 12% 5% 8% 8% 6.5 1.0 -0.9% 2.0% Sell
11-May-12 SCZ GL:SC 37.54 35% -9% -20% 24% 7.0 1.3 -7.2% 1.1% Sell
11-May-12 LQD US:FIIG 116.85 9% -1% 13% 6% 8.5 1.2 -0.3% 0.9% Sell
11-May-12 HYG US:FIHY 90.81 12% -2% 1% 12% 8.5 1.3 -1.2% 0.6% Sell
11-May-12 EFA GL:DM 51.16 24% -17% -31% 23% 8.5 1.7 -6.8% -0.6% Sell
11-May-12 EEM GL:EM 39.97 29% -26% -33% 30% 9.0 1.8 -8.8% -1.4% Sell
11-May-12 IDV GL:Div'd 30.66 19% -18% -31% 22% 10.0 1.0 -5.5% -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 ) 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
11-May-12 GSG GL:COM 32.28 -25% -40% -53% 19% 9.7 0.7 -4.0% -3.1% SELL
11-May-12 EEM GL:EM 39.97 -26% -33% -40% 30% 9.3 0.6 -3.2% -1.4% SELL
11-May-12 EFA GL:DM 51.16 -17% -31% -28% 23% 8.0 0.9 -2.8% -0.6% SELL
11-May-12 IWM US:SCB 78.90 -12% -27% -11% 30% 6.3 1.4 -1.6% 0.1% SELL
11-May-12 IJH US:MCB 96.39 -3% -17% -4% 27% 5.0 1.3 -1.3% 1.9% Buy
11-May-12 QQQ US:LCB 64.18 15% -21% -28% 21% 5.0 1.4 -4.0% 3.5% Buy
11-May-12 IVV US:LCB 136.03 5% -16% -12% 20% 4.3 2.0 -2.5% 2.0% Buy
11-May-12 DIA US:LCB 128.18 3% -8% -3% 18% 3.3 1.4 -1.8% 1.6% Buy
11-May-12 AGG US:T 110.79 1% 10% 4% 3% 3.0 0.5 0.4% 0.4% Buy
11-May-12 IYR US:REIT 64.02 26% 28% 78% 25% 1.0 0.8 0.6% 5.5% 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.
---------------------------------------------------------------------------------------
Print the post Back To Top
No. of Recommendations: 1
SOLD:
iShares DowJones US Consumer Services (IYC)
Russell 1000 Growth Index (IWF)

BOUGHT:
*-

Taxable_Acct. - Tactical_Asset_Allocation: RRS
SELL: IF( Avg Rank > 3 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Avg Rank < 3.0 & Price > LR126 )
COUNTIF( Buy ) 0 of 6 or 0% , COUNTIF( Held ) 1 of 6 or 17%

Hold: Two ( 2 ), LT Holdings: VNQ , 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
18-May-12 VNQ US:RE 61.10 43% 27% 23% 26% 1.0 1.5 -7.6% 3.5% HTD 18
18-May-12 PRF US:LC 55.22 29% -13% -31% 21% 3.0 1.7 -9.2% -1.9% Sell
18-May-12 PGX US:PF 13.86 12% -4% -7% 8% 3.5 0.2 -4.7% -0.1% Sell
18-May-12 TLT US:FIT 124.20 -6% 20% 69% 17% 4.0 2.7 7.3% 3.2% Sell
18-May-12 PXF GL:DM 30.40 13% -44% -57% 27% 4.5 1.7 -13.2% -7.4% Sell
18-May-12 DBC GL:Com 26.27 8% -35% -46% 18% 5.0 0.9 -7.8% -5.7% Sell


Taxable_Acct. - DowJones Sectors(Rated>7): RRS
SELL: IF( Avg Rank > 5 or RRS126 < 0 or SMA5 < SMA50 ), 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: IYC , Buy: -
                                                              (R6,R3,R2,R1)  LR126  LR126   (5,50)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm Avg Rank STEYX % off SMA_PO Status: Held
18-May-12 ITB US:HB 14.45 104% 55% 55% 45% 1.00 0.6 -9.2% 1.6% HTD 112
18-May-12 IYR US:RE 59.82 41% 22% 18% 25% 3.50 1.4 -7.4% -1.0% Sell
18-May-12 IHE US:PH 80.21 35% 12% -1% 18% 5.00 1.5 -5.1% -0.5% Sell
18-May-12 IYC US:CS 76.69 44% 12% -10% 20% 5.50 1.6 -7.7% -2.6% Sell
18-May-12 IYH US:HC 75.05 33% 11% -4% 18% 6.50 1.4 -5.4% -1.1% Sell
18-May-12 IDU US:UT 86.34 3% 4% 15% 11% 7.00 1.1 -0.4% 0.7% Sell
18-May-12 SHY US:FIT 84.40 0% 1% 1% 1% 8.25 0.1 0.1% 0.1% Sell
18-May-12 IYK US:CG 70.52 27% 3% -14% 14% 8.50 1.2 -5.9% -2.4% Sell
18-May-12 IAK US:INS 29.08 36% -9% -25% 27% 9.75 1.0 -10.8% -4.9% Sell
18-May-12 IYF US:FIN 52.03 57% 0% -36% 28% 9.75 2.0 -12.5% -6.3% Sell
18-May-12 IYY US:TM 65.05 34% -8% -28% 21% 10.00 1.9 -9.1% -4.6% Sell
18-May-12 IYT US:T 87.27 16% -2% -18% 28% 10.50 2.5 -8.1% -3.5% Sell
18-May-12 IYW US:TECH 68.59 54% -12% -46% 23% 12.25 2.9 -12.4% -6.8% Sell
18-May-12 IYJ US:IND 64.87 32% -17% -32% 28% 12.75 2.5 -10.2% -5.4% Sell
18-May-12 ITA US:AD 61.00 26% -19% -31% 25% 13.50 2.1 -10.0% -5.4% Sell
18-May-12 IHF US:HCP 59.42 33% -12% -38% 29% 14.00 2.0 -10.7% -6.1% Sell
18-May-12 IYM US:BM 61.23 13% -30% -42% 34% 16.50 3.1 -13.1% -8.3% Sell
18-May-12 IYE US:EN 36.90 4% -43% -44% 30% 16.75 1.7 -10.3% -7.7% Sell
18-May-12 IEZ US:OES 46.26 -5% -54% -50% 44% 19.50 3.0 -13.0% -10.2% Sell
18-May-12 IEO US:OGEP 55.20 -1% -58% -61% 40% 19.50 3.8 -14.1% -11.4% Sell


IRA_Acct. - FIDO_Balanced Trends and Ranks: RRS
SELL: IF( Avg Rank > 5 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Avg Rank < 4 & Price > LR126 )
COUNTIF( Buy ) 0 of 14 or 0% , COUNTIF( Held ) 1 of 14 or 7%

Hold: Three ( 3 ), ST Holdings: IYR , Sell: IWF , 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
18-May-12 IYR US:REIT 59.82 41% 22% 18% 25% 1.0 1.4 -7.4% 3.1% HTD 18
18-May-12 IWF US:LCG 60.82 39% -4% -27% 21% 3.0 1.7 -9.4% -0.5% Sell
18-May-12 IWD US:LCV 64.55 29% -11% -27% 21% 5.0 1.9 -8.7% -1.6% Sell
18-May-12 SCZ GL:SC 35.21 31% -23% -39% 24% 5.5 1.5 -12.2% -3.7% Sell
18-May-12 IWO US:SCG 85.22 30% -22% -38% 31% 5.5 3.7 -11.1% -3.1% Sell
18-May-12 IWN US:SCV 66.39 28% -16% -33% 28% 6.0 2.5 -9.6% -2.5% Sell
18-May-12 AGG US:FIT 111.00 2% 3% 9% 3% 6.5 0.5 0.4% 0.5% Sell
18-May-12 SHY US:FIT 84.40 0% 1% 1% 1% 7.5 0.1 0.1% 0.0% Sell
18-May-12 ACWX GL:LCB 35.80 19% -31% -45% 24% 8.5 1.6 -11.8% -5.1% Sell
18-May-12 EEM GL:EM 37.29 23% -37% -47% 30% 9.5 2.1 -13.8% -6.2% Sell
18-May-12 DBB GLC:BM 18.62 7% -36% -34% 26% 10.5 0.9 -7.8% -5.5% Sell
18-May-12 DBE GLC:ENE 26.89 13% -38% -50% 20% 11.0 1.1 -10.4% -6.0% Sell
18-May-12 DBA GLC:AG 27.15 -13% -34% -33% 14% 12.0 0.6 -0.9% -5.5% Sell
18-May-12 DBP GLC:PM 54.64 -7% -38% -37% 29% 13.5 2.3 -4.4% -6.4% Sell


IRA_Acct. - S&P Equal Weight Sector ETF's: RRS
SELL: IF( Avg Rank > 3 or RRS126 < 0 or SMA5 < SMA50 ), BUY: IF( Avg Rank <= 2.0 & Price > LR126 )
COUNTIF( Buy ) 0 of 12 or 0% , COUNTIF( Held ) 0 of 12 or 0%

Hold: One ( 1 ), ST Holdings: - , Sell: - , Buy: -
                                                                (R6,R3,R2,R1)  LR126  LR126   (5,50)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm Avg Rank STEYX % off SMA_PO Status: Held
18-May-12 TIP US:FIT 120.51 5% 6% 15% 5% 3.50 0.6 0.9% 1.2% Sell
18-May-12 RYH US:SH 70.39 39% 5% -15% 21% 3.50 1.7 -7.6% -2.4% Sell
18-May-12 RHS US:SS 64.82 20% 11% 1% 13% 3.75 0.7 -3.3% -0.4% Sell
18-May-12 RCD US:SD 49.93 47% -1% -24% 26% 4.50 1.6 -10.8% -4.6% Sell
18-May-12 RYU US:SU 53.93 3% -4% 6% 13% 5.00 0.7 -1.4% -0.2% Sell
18-May-12 SDY US:Div'd 53.42 15% -6% -15% 16% 6.25 1.0 -6.2% -3.1% Sell
18-May-12 RYF US:SF 25.13 53% -9% -36% 30% 6.25 1.1 -12.7% -5.7% Sell
18-May-12 RSP US:LC 47.10 31% -14% -31% 24% 6.75 1.6 -10.0% -5.2% Sell
18-May-12 RGI US:SI 51.96 25% -21% -33% 28% 8.50 2.0 -10.5% -5.8% Sell
18-May-12 RYT US:ST 50.43 35% -26% -51% 27% 9.25 2.4 -13.5% -7.8% Sell
18-May-12 RTM US:SM 55.05 27% -20% -37% 31% 9.25 2.5 -13.4% -7.6% Sell
18-May-12 RYE US:SE 55.69 -1% -49% -47% 37% 11.50 3.0 -12.1% -9.0% Sell


FIDO_Free Trends and Ranks: RRS
SELL: IF( Avg Rank > 5 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Avg Rank < 4 & Price > LR126 )
COUNTIF( Buy ) 0 of 12 or 0% , COUNTIF( Held ) 1 of 12 or 8%

Hold: Three ( 3 ), ST Holdings: IYR , 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
18-May-12 IYR US:REIT 59.82 41% 22% 18% 25% 1.0 1.4 -7.4% 3.1% HTD 18
18-May-12 IJH US:MCB 90.42 36% -12% -26% 27% 4.5 3.1 -10.5% -1.2% Sell
18-May-12 IVV US:LCB 130.22 34% -7% -27% 20% 4.5 3.6 -8.8% -1.0% Sell
18-May-12 DVY US:Div'd 53.98 19% 0% -4% 15% 5.0 0.9 -5.1% 0.2% HTD
18-May-12 IJR US:SCB 69.78 31% -14% -31% 28% 6.0 2.6 -9.4% -2.0% Sell
18-May-12 EMB GL:FIEM 110.33 12% -1% 2% 8% 7.0 1.1 -3.5% 0.5% Sell
18-May-12 LQD US:FIIG 115.47 9% 0% 10% 6% 7.0 1.2 -1.6% 0.8% Sell
18-May-12 SCZ GL:SC 35.21 31% -23% -39% 24% 7.0 1.5 -12.2% -3.7% Sell
18-May-12 HYG US:FIHY 87.59 10% -6% -5% 11% 8.0 1.4 -4.4% -0.6% Sell
18-May-12 EFA GL:DM 48.11 19% -30% -43% 23% 9.0 2.0 -11.4% -4.7% Sell
18-May-12 EEM GL:EM 37.29 23% -37% -47% 30% 9.0 2.1 -13.8% -6.2% Sell
18-May-12 IDV GL:Div'd 28.62 15% -30% -42% 22% 10.0 1.1 -10.9% -4.5% 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: -
                                                              (R3,R2,R1)  LR63   LR63   (5,50)           Days
EndD ETF's Class: Price RRS63 RRS42 RRS21 GSDm Avg Rank STEYX % off SMA_PO Status: Held
18-May-12 GSG GL:COM 31.59 -37% -49% -73% 20% 9.3 0.6 -3.3% -7.5% SELL
18-May-12 EEM GL:EM 37.29 -37% -47% -78% 30% 9.3 0.9 -6.9% -9.2% SELL
18-May-12 EFA GL:DM 48.11 -30% -43% -73% 23% 8.3 1.1 -6.1% -7.8% SELL
18-May-12 IWM US:SCB 74.69 -19% -36% -56% 30% 6.3 1.6 -5.3% -5.3% SELL
18-May-12 QQQ US:LCB 60.81 -3% -37% -59% 21% 5.7 1.7 -7.1% -5.4% HTD
18-May-12 IJH US:MCB 90.42 -12% -26% -54% 27% 5.0 1.7 -6.0% -4.6% Buy
18-May-12 IVV US:LCB 130.22 -7% -27% -53% 20% 4.7 2.5 -5.1% -4.4% Buy
18-May-12 DIA US:LCB 123.31 -5% -17% -47% 18% 3.3 1.9 -4.4% -3.5% Buy
18-May-12 AGG US:T 111.00 3% 9% 7% 3% 1.7 0.5 0.4% 0.8% Buy
18-May-12 IYR US:REIT 59.82 22% 18% -25% 25% 1.3 1.0 -5.7% -1.0% Buy


Notes: Last modified 5/11/2012.
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.
---------------------------------------------------------------------------------------
Print the post Back To Top
No. of Recommendations: 2
SOLD:
*-
BOUGHT:
*-

Taxable_Acct. - Tactical_Asset_Allocation: RRS
SELL: IF( Avg Rank > 3.0 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Avg Rank < 3.0 & Price > LR126 )
COUNTIF( Buy ) 0 of 6 or 0% , COUNTIF( Held ) 1 of 6 or 17%

Hold: Two ( 2 ), LT Holdings: VNQ , 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
25-May-12 VNQ US:RE 62.67 37% 19% 8% 26% 1.5 1.5 -4.8% 0.8% HTD 25
25-May-12 PGX US:PF 14.24 10% -7% -9% 8% 3.0 0.2 -1.8% -1.1% Sell
25-May-12 PRF US:LC 56.28 22% -21% -36% 22% 3.0 1.8 -6.5% -3.8% Sell
25-May-12 TLT US:FIT 123.40 -3% 36% 77% 18% 3.5 3.0 5.6% 5.0% Sell
25-May-12 DBC GL:Com 26.05 3% -40% -49% 18% 5.0 1.0 -7.5% -6.9% Sell
25-May-12 PXF GL:DM 30.28 5% -51% -61% 27% 5.0 1.8 -11.8% -10.3% Sell


Taxable_Acct. - DowJones Sectors(Rated>7): RRS
SELL: IF( Avg Rank > 5 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: - , 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
25-May-12 ITB US:HB 15.53 93% 46% 68% 45% 1.0 0.6 -2.6% 6.1% HTD 119
25-May-12 IYR US:RE 61.45 35% 14% 7% 25% 3.3 1.5 -4.5% 0.6% HTD
25-May-12 IHE US:PH 81.81 29% 6% -4% 18% 4.7 1.5 -2.8% 1.2% HTD
25-May-12 IYC US:CS 79.01 39% 2% -15% 20% 5.7 1.8 -4.5% 0.2% Sell
25-May-12 IYH US:HC 76.03 27% 4% -12% 18% 6.0 1.5 -3.7% 0.2% Sell
25-May-12 IDU US:UT 87.26 3% 5% 17% 11% 7.3 1.0 0.7% 0.9% Sell
25-May-12 IYF US:FIN 53.11 46% -16% -44% 29% 9.0 2.3 -9.6% -3.7% Sell
25-May-12 SHY US:FIT 84.43 0% 1% 1% 1% 9.3 0.1 0.1% 0.0% Sell
25-May-12 IYK US:CG 71.73 22% -5% -20% 14% 9.3 1.3 -3.8% -0.7% Sell
25-May-12 IYY US:TM 66.31 27% -16% -33% 21% 9.7 2.1 -6.5% -2.8% Sell
25-May-12 IAK US:INS 29.51 27% -18% -37% 27% 10.7 1.1 -8.3% -4.0% Sell
25-May-12 IYT US:T 91.03 10% -8% -22% 28% 10.7 2.5 -3.3% -3.0% Sell
25-May-12 IYJ US:IND 66.55 24% -22% -35% 28% 12.0 2.6 -6.9% -4.3% Sell
25-May-12 IYW US:TECH 69.59 45% -25% -52% 23% 12.3 3.2 -10.2% -3.7% Sell
25-May-12 IHF US:HCP 61.59 25% -21% -50% 29% 13.3 2.2 -6.4% -4.3% Sell
25-May-12 ITA US:AD 61.69 18% -25% -38% 25% 14.0 2.3 -7.9% -5.0% Sell
25-May-12 IYM US:BM 63.51 5% -35% -50% 35% 16.0 3.2 -8.3% -8.9% Sell
25-May-12 IYE US:EN 37.58 -2% -45% -45% 30% 17.0 1.7 -7.1% -8.5% Sell
25-May-12 IEZ US:OES 47.85 -11% -54% -52% 44% 19.0 3.0 -8.2% -11.8% Sell
25-May-12 IEO US:OGEP 56.58 -8% -60% -61% 40% 19.7 4.0 -10.0% -12.6% Sell


IRA_Acct. - FIDO_Balanced Trends and Ranks: RRS
SELL: IF( Avg Rank > 5 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Avg Rank < 4 & Price > LR126 )
COUNTIF( Buy ) 0 of 14 or 0% , COUNTIF( Held ) 1 of 14 or 7%

Hold: Three ( 3 ), ST Holdings: IYR , 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
25-May-12 IYR US:REIT 61.45 35% 14% 7% 25% 1.0 1.5 -4.5% 0.6% HTD 25
25-May-12 IWF US:LCG 62.21 33% -13% -33% 21% 3.0 1.9 -6.7% -2.1% Sell
25-May-12 IWD US:LCV 65.64 22% -18% -32% 22% 5.0 2.0 -6.2% -3.4% Sell
25-May-12 SCZ GL:SC 35.13 22% -33% -51% 25% 5.5 1.7 -11.2% -7.0% Sell
25-May-12 IWO US:SCG 87.80 22% -27% -40% 31% 5.5 3.8 -7.3% -4.9% Sell
25-May-12 AGG US:FIT 110.92 2% 4% 8% 3% 6.0 0.5 0.3% 0.6% Sell
25-May-12 IWN US:SCV 67.79 20% -21% -36% 28% 6.0 2.6 -6.6% -4.3% Sell
25-May-12 SHY US:FIT 84.43 0% 1% 1% 1% 7.5 0.1 0.1% 0.0% Sell
25-May-12 ACWX GL:LCB 35.79 11% -39% -53% 24% 10.0 1.7 -10.3% -8.0% Sell
25-May-12 EEM GL:EM 37.15 13% -45% -58% 31% 10.5 2.3 -12.4% -9.7% Sell
25-May-12 DBB GLC:BM 18.57 1% -39% -37% 27% 11.0 0.9 -6.8% -7.3% Sell
25-May-12 DBE GLC:ENE 26.80 7% -44% -55% 21% 11.0 1.3 -9.4% -7.8% Sell
25-May-12 DBA GLC:AG 26.36 -14% -34% -31% 14% 11.5 0.6 -3.0% -5.4% Sell
25-May-12 DBP GLC:PM 54.03 -9% -36% -42% 29% 11.5 2.3 -4.5% -7.5% Sell


IRA_Acct. - S&P Equal Weight Sector ETF's: RRS
SELL: IF( Avg Rank >= 3.0 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Avg Rank < 2.5 & Price > LR126 )
COUNTIF( Buy ) 0 of 12 or 0% , COUNTIF( Held ) 0 of 12 or 0%

Hold: One ( 1 ), ST Holdings: - , 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
25-May-12 RHS US:SS 65.60 17% 6% -5% 13% 3.7 0.7 -1.9% 0.8% Sell
25-May-12 TIP US:FIT 120.38 5% 9% 16% 5% 4.0 0.7 0.6% 1.5% Sell
25-May-12 RYH US:SH 72.11 33% -3% -24% 21% 4.0 1.9 -4.8% -0.8% Sell
25-May-12 RCD US:SD 51.86 39% -13% -30% 27% 4.7 1.8 -6.6% -2.1% Sell
25-May-12 RYU US:SU 54.80 2% -2% 8% 13% 5.3 0.6 0.4% 0.0% Sell
25-May-12 SDY US:Div'd 54.72 11% -11% -20% 16% 6.0 1.1 -3.3% -2.3% Sell
25-May-12 RYF US:SF 25.68 42% -22% -44% 30% 6.0 1.2 -9.6% -4.1% Sell
25-May-12 RSP US:LC 48.34 24% -21% -36% 24% 6.3 1.7 -6.7% -3.9% Sell
25-May-12 RGI US:SI 53.82 17% -27% -39% 29% 8.0 2.1 -6.1% -5.4% Sell
25-May-12 RYT US:ST 51.36 25% -36% -57% 27% 9.0 2.7 -10.5% -6.9% Sell
25-May-12 RTM US:SM 57.32 17% -28% -48% 32% 9.3 2.7 -8.4% -7.3% Sell
25-May-12 RYE US:SE 57.54 -8% -51% -49% 38% 11.7 3.2 -7.5% -10.4% Sell


FIDO_Free Trends and Ranks: RRS
SELL: IF( Avg Rank > 5 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Avg Rank < 4 & Price > LR126 )
COUNTIF( Buy ) 0 of 12 or 0% , COUNTIF( Held ) 1 of 12 or 8%

Hold: Three ( 3 ), ST Holdings: IYR , 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
25-May-12 IYR US:REIT 61.45 35% 14% 7% 25% 1.0 1.5 -4.5% 0.6% HTD 25
25-May-12 DVY US:Div'd 54.98 15% -3% -8% 15% 4.5 0.9 -2.9% -0.8% Sell
25-May-12 IJH US:MCB 93.48 29% -19% -31% 27% 4.5 3.4 -6.6% -3.2% Sell
25-May-12 IVV US:LCB 132.56 27% -15% -32% 20% 4.5 4.0 -6.4% -2.7% Sell
25-May-12 LQD US:FIIG 115.88 8% 1% 5% 6% 6.0 1.2 -1.1% 0.2% Sell
25-May-12 IJR US:SCB 71.10 23% -19% -34% 28% 6.0 2.7 -6.7% -3.8% Sell
25-May-12 EMB GL:FIEM 110.52 10% -5% -7% 8% 6.5 1.3 -3.1% -0.9% Sell
25-May-12 SCZ GL:SC 35.13 22% -33% -51% 25% 7.0 1.7 -11.2% -7.0% Sell
25-May-12 HYG US:FIHY 88.14 6% -8% -10% 11% 8.5 1.4 -3.2% -1.9% Sell
25-May-12 EFA GL:DM 48.10 11% -37% -50% 23% 9.0 2.2 -10.0% -7.5% Sell
25-May-12 EEM GL:EM 37.15 13% -45% -58% 31% 9.5 2.3 -12.4% -9.7% Sell
25-May-12 IDV GL:Div'd 28.41 8% -38% -49% 23% 11.0 1.3 -10.1% -7.6% 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   (5,50)           Days
EndD ETF's Class: Price RRS63 RRS42 RRS21 GSDm Avg Rank STEYX % off SMA_PO Status: Held
25-May-12 EEM GL:EM 37.15 -45% -58% -86% 31% 10.0 1.0 -4.4% -9.2% SELL
25-May-12 GSG GL:COM 31.23 -43% -53% -75% 20% 8.7 0.6 -2.2% -7.3% SELL
25-May-12 EFA GL:DM 48.10 -37% -50% -81% 23% 8.3 1.2 -3.8% -7.6% SELL
25-May-12 QQQ US:LCB 62.07 -17% -44% -68% 22% 6.3 1.7 -3.2% -5.1% SELL
25-May-12 IWM US:SCB 76.59 -24% -38% -65% 30% 6.3 1.7 -1.5% -4.8% SELL
25-May-12 IJH US:MCB 93.48 -19% -31% -64% 27% 5.0 1.8 -1.5% -4.1% Buy
25-May-12 IVV US:LCB 132.56 -15% -32% -62% 20% 4.3 2.5 -2.0% -4.0% Buy
25-May-12 DIA US:LCB 124.26 -12% -25% -61% 18% 3.0 2.0 -2.5% -3.6% Buy
25-May-12 IYR US:REIT 61.45 14% 7% -55% 25% 1.7 1.1 -2.4% -1.5% Buy
25-May-12 AGG US:T 110.92 4% 8% 5% 3% 1.3 0.5 0.1% 0.5% Buy


Notes: Last modified 5/11/2012.
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: 3
SOLD:
Vanguard REIT Index ETF (VNQ)
Dow Jones US Real Estate (IYR)
DJ US Real Estate (IYR)
Short:PowerShares QQQ (QQQ)

BOUGHT:
*-

Taxable_Acct. - Tactical_Asset_Allocation: RRS
SELL: IF( Avg Rank >= 3.5 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Avg Rank < 3.0 & Price > LR126 )
COUNTIF( Buy ) 1 of 6 or 17% , COUNTIF( Held ) 0 of 6 or 0%

Hold: Two ( 2 ), LT Holdings: - , Sell: VNQ , Buy: TLT
                                                             (R6,R3)   LR126  LR126   (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm Avg Rank STEYX % off SMA_PO Status: Held
1-Jun-12 VNQ US:RE 60.99 32% 10% -2% 26% 1.5 1.6 -6.9% -0.4% Sell
1-Jun-12 TLT US:FIT 130.36 1% 55% 92% 18% 2.5 3.5 10.3% 6.3% BUY
1-Jun-12 PGX US:PF 14.15 9% -7% -8% 8% 3.0 0.2 -2.2% -1.0% Sell
1-Jun-12 PRF US:LC 54.65 16% -26% -37% 22% 3.0 1.9 -8.4% -4.3% Sell
1-Jun-12 DBC GL:Com 24.72 -2% -45% -55% 19% 5.0 1.1 -11.0% -8.0% Sell
1-Jun-12 PXF GL:DM 29.27 -2% -55% -63% 28% 6.0 1.9 -13.2% -11.5% Sell


Taxable_Acct. - DowJones Sectors(Rated>7): RRS
SELL: IF( Avg Rank >= 5 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: - , 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
1-Jun-12 ITB US:HB 14.32 82% 35% 70% 45% 1.0 0.6 -10.1% 4.8% HTD 125
1-Jun-12 IYR US:RE 59.67 30% 6% -2% 25% 3.7 1.5 -6.8% -0.5% Sell
1-Jun-12 IHE US:PH 79.50 24% 3% -4% 18% 5.0 1.4 -5.2% 0.5% Sell
1-Jun-12 IYC US:CS 76.61 34% -4% -17% 20% 6.0 1.9 -7.1% -0.2% Sell
1-Jun-12 IYH US:HC 73.96 23% -1% -14% 18% 6.3 1.5 -5.9% -0.5% Sell
1-Jun-12 IDU US:UT 87.05 2% 6% 19% 11% 6.7 0.9 0.5% 0.9% Sell
1-Jun-12 SHY US:FIT 84.46 0% 1% 1% 1% 8.0 0.1 0.1% 0.0% Sell
1-Jun-12 IYK US:CG 69.76 19% -9% -22% 14% 9.0 1.4 -6.0% -1.1% Sell
1-Jun-12 IYY US:TM 64.29 21% -22% -35% 21% 9.3 2.2 -8.6% -3.4% Sell
1-Jun-12 IYF US:FIN 51.11 36% -27% -48% 29% 10.3 2.4 -12.0% -4.7% Sell
1-Jun-12 IYT US:T 88.34 6% -12% -23% 28% 10.7 2.3 -5.5% -3.0% Sell
1-Jun-12 IAK US:INS 28.50 20% -26% -42% 27% 11.0 1.1 -10.5% -5.3% Sell
1-Jun-12 IYJ US:IND 64.11 17% -27% -37% 28% 12.0 2.6 -9.4% -4.7% Sell
1-Jun-12 IYW US:TECH 67.70 37% -33% -54% 24% 12.0 3.5 -11.8% -4.7% Sell
1-Jun-12 IHF US:HCP 59.64 19% -26% -51% 29% 12.7 2.3 -8.6% -4.3% Sell
1-Jun-12 ITA US:AD 60.17 12% -30% -41% 26% 13.3 2.4 -9.2% -5.7% Sell
1-Jun-12 IYE US:EN 35.81 -8% -47% -48% 30% 17.0 1.8 -10.1% -8.8% Sell
1-Jun-12 IYM US:BM 61.36 -2% -38% -53% 35% 17.0 3.2 -10.0% -9.1% Sell
1-Jun-12 IEZ US:OES 45.10 -17% -54% -56% 44% 19.3 3.0 -11.9% -11.8% Sell
1-Jun-12 IEO US:OGEP 53.09 -14% -61% -62% 41% 19.7 4.1 -13.9% -12.8% Sell


IRA_Acct. - FIDO_Balanced Trends and Ranks: RRS
SELL: IF( Avg Rank >= 5 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Avg Rank < 4 & Price > LR126 )
COUNTIF( Buy ) 0 of 14 or 0% , COUNTIF( Held ) 0 of 14 or 0%

Hold: Three ( 3 ), ST Holdings: - , Sell: IYR , 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
1-Jun-12 IYR US:REIT 59.67 30% 6% -2% 25% 1.0 1.5 -6.8% -0.5% Sell
1-Jun-12 IWF US:LCG 60.13 27% -19% -36% 21% 3.0 2.1 -9.1% -2.8% Sell
1-Jun-12 IWD US:LCV 63.72 16% -24% -33% 22% 4.0 2.1 -8.1% -3.8% Sell
1-Jun-12 AGG US:FIT 111.60 2% 6% 8% 3% 5.5 0.5 0.8% 0.6% Sell
1-Jun-12 IWN US:SCV 65.69 13% -26% -35% 29% 6.0 2.6 -8.5% -4.9% Sell
1-Jun-12 IWO US:SCG 84.12 15% -31% -40% 31% 6.0 3.9 -10.1% -5.5% Sell
1-Jun-12 SHY US:FIT 84.46 0% 1% 1% 1% 7.0 0.1 0.1% 0.0% Sell
1-Jun-12 SCZ GL:SC 34.04 16% -39% -56% 26% 7.0 1.9 -12.8% -8.1% Sell
1-Jun-12 ACWX GL:LCB 34.80 5% -44% -57% 25% 10.0 1.8 -11.5% -8.9% Sell
1-Jun-12 EEM GL:EM 36.69 5% -48% -62% 31% 10.0 2.4 -12.1% -10.5% Sell
1-Jun-12 DBA GLC:AG 25.80 -16% -33% -32% 14% 11.0 0.6 -4.3% -5.9% Sell
1-Jun-12 DBP GLC:PM 55.43 -10% -35% -42% 29% 11.0 2.4 -1.4% -6.9% Sell
1-Jun-12 DBB GLC:BM 18.15 -3% -39% -40% 27% 11.5 0.9 -7.8% -7.9% Sell
1-Jun-12 DBE GLC:ENE 24.75 1% -51% -63% 22% 12.0 1.4 -14.9% -9.6% Sell


IRA_Acct. - S&P Equal Weight Sector ETF's: RRS
SELL: IF( Avg Rank >= 3.0 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Avg Rank < 2.5 & Price > LR126 )
COUNTIF( Buy ) 0 of 12 or 0% , COUNTIF( Held ) 0 of 12 or 0%

Hold: One ( 1 ), ST Holdings: - , 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
1-Jun-12 RHS US:SS 63.91 15% 2% -6% 13% 3.7 0.7 -4.2% 0.3% Sell
1-Jun-12 TIP US:FIT 121.01 6% 12% 16% 5% 4.0 0.7 0.9% 1.6% Sell
1-Jun-12 RYH US:SH 69.65 28% -8% -25% 21% 4.0 2.0 -7.5% -1.6% Sell
1-Jun-12 RCD US:SD 49.70 33% -20% -33% 27% 4.3 1.9 -9.9% -2.8% Sell
1-Jun-12 RYU US:SU 54.61 1% 0% 11% 13% 5.3 0.6 0.1% 0.2% Sell
1-Jun-12 SDY US:Div'd 53.49 8% -14% -20% 16% 6.0 1.0 -5.0% -2.4% Sell
1-Jun-12 RSP US:LC 46.55 18% -26% -38% 24% 6.0 1.8 -9.3% -4.5% Sell
1-Jun-12 RYF US:SF 24.73 32% -30% -46% 31% 6.7 1.2 -11.9% -5.4% Sell
1-Jun-12 RGI US:SI 51.90 11% -30% -40% 29% 7.7 2.2 -8.4% -5.6% Sell
1-Jun-12 RTM US:SM 55.12 10% -33% -52% 32% 9.3 2.8 -10.8% -7.7% Sell
1-Jun-12 RYT US:ST 49.17 17% -43% -59% 27% 9.3 2.9 -13.0% -8.2% Sell
1-Jun-12 RYE US:SE 54.29 -13% -52% -53% 38% 11.7 3.2 -11.3% -10.8% Sell


FIDO_Free Trends and Ranks: RRS
SELL: IF( Avg Rank >= 5 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Avg Rank < 4 & Price > LR126 )
COUNTIF( Buy ) 0 of 12 or 0% , COUNTIF( Held ) 0 of 12 or 0%

Hold: Three ( 3 ), ST Holdings: - , Sell: IYR , 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
1-Jun-12 IYR US:REIT 59.67 30% 6% -2% 25% 1.0 1.5 -6.8% -0.5% Sell
1-Jun-12 DVY US:Div'd 53.83 12% -7% -11% 15% 4.5 0.8 -4.5% -1.1% Sell
1-Jun-12 IJH US:MCB 89.71 22% -24% -33% 27% 4.5 3.5 -9.6% -4.0% Sell
1-Jun-12 IVV US:LCB 128.76 21% -21% -34% 20% 4.5 4.1 -8.3% -3.2% Sell
1-Jun-12 LQD US:FIIG 117.29 7% 4% 5% 6% 5.0 1.1 0.2% 0.1% Sell
1-Jun-12 EMB GL:FIEM 108.50 8% -8% -14% 8% 5.5 1.4 -4.5% -1.4% Sell
1-Jun-12 IJR US:SCB 68.57 16% -24% -34% 28% 6.0 2.7 -9.0% -4.6% Sell
1-Jun-12 SCZ GL:SC 34.04 16% -39% -56% 26% 7.0 1.9 -12.8% -8.1% Sell
1-Jun-12 HYG US:FIHY 86.47 3% -9% -13% 12% 8.0 1.3 -4.5% -2.3% Sell
1-Jun-12 EFA GL:DM 46.55 5% -43% -54% 24% 10.0 2.4 -11.6% -8.6% Sell
1-Jun-12 EEM GL:EM 36.69 5% -48% -62% 31% 10.5 2.4 -12.1% -10.5% Sell
1-Jun-12 IDV GL:Div'd 27.71 2% -44% -53% 23% 11.5 1.4 -11.0% -8.9% Sell


Shortables Trends and Ranks: RRS
BUY: to Cover IF( Avg Rank < 4 or RRS63 > 0 ), SELL: Short IF( Avg Rank >= 5 & Price < LR63 )
COUNTIF( Sell ) 6 of 10 or 60% , COUNTIF( Held ) 1 of 10 or 10%

ST Holdings: QQQ , Sell: QQQ , Buy: -
                                                             (R3,R2,R1)  LR63   LR63   (5,50)           Days
EndD ETF's Class: Price RRS63 RRS42 RRS21 GSDm Avg Rank STEYX % off SMA_PO Status: Held
1-Jun-12 EEM GL:EM 36.69 -48% -62% -79% 31% 10.0 1.0 -3.9% -8.5% SELL
1-Jun-12 EFA GL:DM 46.55 -43% -54% -76% 24% 9.0 1.3 -5.0% -8.2% SELL
1-Jun-12 QQQ US:LCB 60.41 -25% -45% -54% 22% 7.0 1.6 -4.3% -5.1% SELL 1
1-Jun-12 IWM US:SCB 73.82 -29% -37% -52% 30% 6.3 1.7 -3.9% -4.5% SELL
1-Jun-12 IJH US:MCB 89.71 -24% -33% -54% 27% 5.3 1.9 -4.4% -4.1% SELL
1-Jun-12 DIA US:LCB 121.01 -18% -29% -54% 18% 5.0 2.1 -4.0% -3.9% SELL
1-Jun-12 IVV US:LCB 128.76 -21% -34% -50% 20% 4.7 2.5 -3.7% -4.0% HTD
1-Jun-12 IYR US:REIT 59.67 6% -2% -55% 25% 3.7 1.2 -4.6% -1.8% Buy
1-Jun-12 HYG US:FIHY 86.47 -9% -13% -42% 12% 2.7 0.9 -2.8% -2.1% Buy
1-Jun-12 LQD US:FIIG 117.29 4% 5% -5% 6% 1.3 0.7 0.8% 0.4% Buy


Notes: Last modified 5/11/2012.
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.
---------------------------------------------------------------------------------------
Print the post Back To Top
No. of Recommendations: 2
SOLD:
Short:S&P 500 (IVV)
BOUGHT:
iShares Barclays 20+ Year Treas Bond (TLT)

Taxable_Acct. - Tactical_Asset_Allocation: RRS
SELL: IF( Rank >= 4.0 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Rank < 3.0 & Price > LR126 )
COUNTIF( Buy ) 1 of 6 or 17% , COUNTIF( Held ) 1 of 6 or 17%

Hold: Two ( 2 ), LT Holdings: TLT , Sell: - , Buy: TLT
                                                             (R3)  LR126  LR126  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm Rank STEYX % off SMA_PO Status: Held
8-Jun-12 TLT US:FIT 125.21 4% 75% 91% 18% 1.0 3.8 4.8% 7.3% BUY 2
8-Jun-12 VNQ US:RE 63.63 27% 0% -16% 26% 2.0 1.6 -2.4% -0.6% Sell
8-Jun-12 PGX US:PF 14.31 7% -7% -7% 8% 3.0 0.2 -0.9% -0.5% Sell
8-Jun-12 PRF US:LC 56.58 11% -33% -40% 22% 4.0 2.0 -4.3% -4.5% Sell
8-Jun-12 DBC GL:Com 25.14 -7% -50% -59% 19% 5.0 1.2 -8.0% -9.8% Sell
8-Jun-12 PXF GL:DM 30.62 -8% -59% -65% 28% 6.0 2.0 -7.5% -11.8% Sell


Taxable_Acct. - DowJones Sectors(Rated>7): RRS
SELL: IF( AvgRank >= 5 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( 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: - , Buy: -
                                                             (R6,R3,R2)  LR126  LR126  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm AvgRank STEYX % off SMA_PO Status: Held
8-Jun-12 ITB US:HB 15.06 72% 11% 18% 46% 1.3 0.7 -4.9% 2.4% HTD 132
8-Jun-12 IYR US:RE 62.18 25% -2% -15% 25% 4.7 1.6 -2.4% -0.7% Sell
8-Jun-12 IHE US:PH 82.05 21% -3% -3% 18% 5.0 1.4 -1.8% 0.3% Sell
8-Jun-12 IYC US:CS 79.44 30% -12% -22% 20% 5.3 2.0 -3.3% -0.3% Sell
8-Jun-12 IDU US:UT 89.62 3% 10% 25% 11% 5.7 1.0 3.1% 1.8% Sell
8-Jun-12 IYH US:HC 76.25 19% -9% -16% 18% 6.3 1.6 -2.5% -0.9% Sell
8-Jun-12 SHY US:FIT 84.43 0% 1% 0% 1% 7.3 0.1 0.1% 0.0% Sell
8-Jun-12 IYK US:CG 71.49 16% -17% -26% 14% 8.3 1.5 -3.2% -1.7% Sell
8-Jun-12 IYY US:TM 66.58 16% -29% -38% 22% 9.3 2.3 -4.6% -3.8% Sell
8-Jun-12 IYT US:T 90.94 3% -20% -29% 28% 11.0 2.4 -1.9% -3.2% Sell
8-Jun-12 IHF US:HCP 62.47 15% -32% -48% 29% 11.7 2.4 -3.5% -3.8% Sell
8-Jun-12 IYF US:FIN 53.37 27% -39% -52% 29% 11.7 2.6 -6.9% -5.3% Sell
8-Jun-12 IAK US:INS 29.70 14% -34% -47% 28% 12.0 1.2 -5.6% -5.6% Sell
8-Jun-12 IYJ US:IND 66.36 11% -35% -43% 28% 12.0 2.8 -5.1% -5.4% Sell
8-Jun-12 IYW US:TECH 70.58 30% -42% -53% 24% 12.0 3.8 -7.1% -5.2% Sell
8-Jun-12 ITA US:AD 62.10 6% -36% -47% 26% 13.0 2.5 -5.1% -6.1% Sell
8-Jun-12 IYE US:EN 37.26 -12% -49% -51% 30% 17.0 1.8 -5.0% -9.4% Sell
8-Jun-12 IYM US:BM 63.82 -6% -44% -57% 35% 17.3 3.4 -5.1% -8.8% Sell
8-Jun-12 IEO US:OGEP 56.05 -19% -63% -62% 41% 19.3 4.2 -7.2% -13.3% Sell
8-Jun-12 IEZ US:OES 46.04 -21% -57% -63% 44% 19.7 3.2 -8.2% -13.0% Sell


IRA_Acct. - FIDO_Balanced Trends and Ranks: RRS
SELL: IF( Rank >= 5 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Rank < 4 & Price > LR126 )
COUNTIF( Buy ) 1 of 14 or 7% , COUNTIF( Held ) 0 of 14 or 0%

Hold: Three ( 3 ), ST Holdings: - , Sell: - , Buy: AGG
                                                              (R3)  LR126  LR126   (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm Rank STEYX % off SMA_PO Status: Held
8-Jun-12 AGG US:FIT 110.90 2% 8% 5% 3% 1.0 0.5 0.1% 0.7% BUY
8-Jun-12 SHY US:FIT 84.43 0% 1% 0% 1% 2.0 0.1 0.1% 0.0% Sell
8-Jun-12 IYR US:REIT 62.18 25% -2% -15% 25% 3.0 1.6 -2.4% -0.7% Sell
8-Jun-12 IWF US:LCG 62.31 22% -28% -39% 21% 4.0 2.3 -5.1% -3.5% Sell
8-Jun-12 IWD US:LCV 66.23 11% -30% -36% 22% 5.0 2.2 -3.7% -4.0% Sell
8-Jun-12 DBP GLC:PM 54.74 -10% -31% -38% 29% 6.0 2.4 -2.4% -5.7% Sell
8-Jun-12 DBA GLC:AG 26.57 -18% -33% -30% 14% 7.0 0.6 -0.5% -6.3% Sell
8-Jun-12 IWN US:SCV 68.17 8% -34% -37% 28% 8.0 2.7 -4.0% -5.1% Sell
8-Jun-12 IWO US:SCG 88.10 9% -38% -41% 31% 9.0 4.1 -4.8% -5.8% Sell
8-Jun-12 DBB GLC:BM 18.15 -7% -42% -45% 27% 10.0 1.0 -6.6% -8.5% Sell
8-Jun-12 SCZ GL:SC 35.20 9% -46% -63% 26% 11.0 2.0 -8.5% -8.8% Sell
8-Jun-12 ACWX GL:LCB 36.06 0% -49% -60% 25% 12.0 1.9 -7.1% -9.2% Sell
8-Jun-12 EEM GL:EM 37.93 0% -52% -64% 31% 13.0 2.5 -7.7% -10.3% Sell
8-Jun-12 DBE GLC:ENE 25.13 -7% -58% -70% 23% 14.0 1.6 -11.7% -12.5% Sell


IRA_Acct. - S&P Equal Weight Sector ETF's: RRS
SELL: IF(AvgRank >= 3.0 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( AvgRank < 2.5 & Price > LR126 )
COUNTIF( Buy ) 0 of 12 or 0% , COUNTIF( Held ) 0 of 12 or 0%

Hold: One ( 1 ), ST Holdings: - , Sell: - , Buy: -
                                                               (R6,R3,R2)  LR126  LR126  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm AvgRank STEYX % off SMA_PO Status: Held
8-Jun-12 TIP US:FIT 120.18 6% 13% 11% 5% 3.3 0.7 0.0% 1.4% Sell
8-Jun-12 RHS US:SS 65.75 13% -3% -11% 13% 3.3 0.8 -1.3% 0.1% Sell
8-Jun-12 RYH US:SH 72.02 23% -17% -27% 21% 4.0 2.1 -3.8% -1.9% Sell
8-Jun-12 RCD US:SD 51.57 27% -28% -40% 27% 4.3 2.1 -5.7% -3.3% Sell
8-Jun-12 RYU US:SU 56.20 2% 4% 17% 13% 4.7 0.6 2.7% 1.2% Sell
8-Jun-12 SDY US:Div'd 55.35 6% -18% -22% 16% 5.7 1.1 -1.2% -2.2% Sell
8-Jun-12 RSP US:LC 48.35 12% -33% -42% 24% 6.3 1.9 -4.9% -4.9% Sell
8-Jun-12 RYF US:SF 25.70 23% -41% -51% 31% 7.0 1.3 -7.2% -6.0% Sell
8-Jun-12 RGI US:SI 53.29 5% -36% -45% 29% 8.3 2.3 -4.8% -5.9% Sell
8-Jun-12 RYT US:ST 51.68 10% -50% -60% 28% 9.7 3.1 -7.2% -8.6% Sell
8-Jun-12 RTM US:SM 57.34 4% -41% -58% 32% 10.0 2.9 -5.8% -7.6% Sell
8-Jun-12 RYE US:SE 55.22 -17% -54% -57% 38% 11.3 3.4 -8.2% -11.4% Sell


FIDO_Free Trends and Ranks: RRS
SELL: IF( Rank >= 5 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Rank < 4 & Price > LR126 )
COUNTIF( Buy ) 0 of 12 or 0% , COUNTIF( Held ) 0 of 12 or 0%

Hold: Three ( 3 ), ST Holdings: - , Sell: - , Buy: -
                                                               (R3)  LR126  LR126  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm Rank STEYX % off SMA_PO Status: Held
8-Jun-12 LQD US:FIIG 116.48 6% 6% 1% 6% 1.0 1.0 -0.4% 0.3% HTD
8-Jun-12 IYR US:REIT 62.18 25% -2% -15% 25% 2.0 1.6 -2.4% -0.7% Sell
8-Jun-12 EMB GL:FIEM 112.14 7% -9% -19% 8% 3.0 1.5 -1.1% -1.4% Sell
8-Jun-12 DVY US:Div'd 55.47 9% -11% -15% 15% 4.0 0.9 -1.2% -1.2% Sell
8-Jun-12 HYG US:FIHY 88.69 1% -13% -21% 12% 5.0 1.3 -1.4% -2.5% Sell
8-Jun-12 IVV US:LCB 133.52 16% -29% -37% 21% 6.0 4.5 -4.2% -3.6% Sell
8-Jun-12 IJH US:MCB 92.65 17% -31% -39% 27% 7.0 3.8 -5.6% -4.7% Sell
8-Jun-12 IJR US:SCB 71.18 10% -32% -37% 28% 8.0 2.8 -4.5% -5.0% Sell
8-Jun-12 SCZ GL:SC 35.20 9% -46% -63% 26% 9.0 2.0 -8.5% -8.8% Sell
8-Jun-12 EFA GL:DM 48.51 0% -48% -58% 24% 10.0 2.5 -6.6% -9.0% Sell
8-Jun-12 IDV GL:Div'd 28.78 -3% -49% -57% 24% 11.0 1.5 -6.3% -9.3% Sell
8-Jun-12 EEM GL:EM 37.93 0% -52% -64% 31% 12.0 2.5 -7.7% -10.3% Sell


Shortables Trends and Ranks: RRS
BUY to Cover: IF( Avg Rank < 4 or SMA5 > SMA50 ), SELL Short: IF( Avg Rank >= 5 & Price < LR63 )
COUNTIF( Sell ) 0 of 10 or 0% , COUNTIF( Held ) 2 of 10 or 20%

ST Holdings: QQQ,IVV , Sell: IVV , Buy: -
                                                             (R3,R2,R1)  LR63   LR63   (5,50)           Days
EndD ETF's Class: Price RRS63 RRS42 RRS21 GSDm Avg Rank STEYX % off SMA_PO Status: Held
8-Jun-12 EEM GL:EM 37.93 -52% -64% -47% 31% 9.7 0.9 1.6% -6.9% HTD
8-Jun-12 EFA GL:DM 48.51 -48% -58% -52% 24% 9.3 1.1 1.3% -6.4% HTD
8-Jun-12 IJH US:MCB 92.65 -31% -39% -43% 27% 7.0 1.7 0.6% -4.7% HTD
8-Jun-12 QQQ US:LCB 62.87 -33% -44% -30% 22% 6.3 1.2 1.5% -4.3% HTD 8
8-Jun-12 IWM US:SCB 76.97 -36% -39% -35% 30% 6.3 1.3 2.0% -4.3% HTD
8-Jun-12 DIA US:LCB 125.43 -25% -35% -37% 18% 5.0 2.0 1.0% -3.7% HTD
8-Jun-12 IVV US:LCB 133.52 -29% -37% -30% 21% 4.3 2.0 1.4% -3.7% HTD 4
8-Jun-12 IYR US:REIT 62.18 -2% -15% -35% 25% 3.3 1.2 0.4% -1.8% Buy
8-Jun-12 HYG US:FIHY 88.69 -13% -21% -29% 12% 2.7 0.9 0.4% -2.1% Buy
8-Jun-12 LQD US:FIIG 116.48 6% 1% -2% 6% 1.0 0.6 -0.1% 0.1% Buy


Notes: Last modified 6/1/2012.
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.
---------------------------------------------------------------------------------------
Print the post Back To Top
No. of Recommendations: 2
SOLD:
*-
BOUGHT:
*-

Taxable_Acct. - Tactical_Asset_Allocation: RRS
SELL: IF( Rank >= 4.0 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Rank < 3.0 & Price > LR126 )
COUNTIF( Buy ) 1 of 6 or 17% , COUNTIF( Held ) 1 of 6 or 17%

Hold: Two ( 2 ), LT Holdings: TLT , Sell: - , Buy: -
                                                              (R3)  LR126  LR126  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm Rank STEYX % off SMA_PO Status: Held
15-Jun-12 TLT US:FIT 126.40 8% 78% 86% 18% 1.0 3.9 4.7% 6.7% BUY 9
15-Jun-12 VNQ US:RE 63.77 21% -3% -25% 26% 2.0 1.6 -1.7% -0.4% Sell
15-Jun-12 PGX US:PF 14.33 6% -5% -4% 8% 3.0 0.2 -0.7% -0.2% Sell
15-Jun-12 PRF US:LC 57.12 6% -32% -37% 22% 4.0 2.0 -2.5% -4.0% Sell
15-Jun-12 DBC GL:Com 24.86 -13% -53% -61% 19% 5.0 1.3 -7.2% -10.6% Sell
15-Jun-12 PXF GL:DM 30.81 -14% -58% -63% 28% 6.0 2.0 -5.2% -10.6% Sell


Taxable_Acct. - DowJones Sectors(Rated>7): RRS
SELL: IF( AvgRank >= 5 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( 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: ITB , Buy: -
                                                              (R6,R3,R2)  LR126  LR126  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm AvgRank STEYX % off SMA_PO Status: Held
15-Jun-12 ITB US:HB 15.00 60% 10% -13% 46% 2.3 0.7 -4.6% -0.1% Sell 139
15-Jun-12 IHE US:PH 83.43 18% -3% -7% 18% 4.3 1.3 0.0% 0.7% HTD
15-Jun-12 IDU US:UT 90.54 4% 19% 25% 11% 5.0 1.1 3.6% 3.0% Sell
15-Jun-12 IYC US:CS 80.00 26% -14% -23% 20% 5.0 2.1 -2.3% -0.4% Sell
15-Jun-12 IYR US:RE 62.46 20% -4% -23% 25% 5.3 1.5 -1.5% -0.5% Sell
15-Jun-12 IYH US:HC 77.55 15% -9% -18% 18% 6.0 1.4 -0.5% -0.5% Sell
15-Jun-12 SHY US:FIT 84.42 0% 1% 0% 1% 6.7 0.1 0.1% 0.0% Sell
15-Jun-12 IYK US:CG 71.97 12% -18% -26% 14% 8.0 1.6 -2.1% -1.8% Sell
15-Jun-12 IYY US:TM 67.37 11% -30% -36% 22% 9.7 2.3 -2.6% -3.5% Sell
15-Jun-12 IHF US:HCP 63.25 9% -32% -39% 29% 10.7 2.3 -1.5% -2.9% Sell
15-Jun-12 IYT US:T 91.44 -1% -21% -28% 28% 11.3 2.2 -0.6% -3.1% Sell
15-Jun-12 IYW US:TECH 70.63 22% -45% -48% 24% 11.3 3.9 -6.0% -5.2% Sell
15-Jun-12 IYF US:FIN 54.20 19% -42% -51% 29% 12.0 2.7 -4.4% -4.9% Sell
15-Jun-12 IYJ US:IND 66.89 4% -35% -43% 28% 12.0 2.7 -3.2% -5.3% Sell
15-Jun-12 IAK US:INS 29.89 8% -36% -47% 28% 12.7 1.2 -4.0% -5.1% Sell
15-Jun-12 ITA US:AD 62.34 0% -36% -45% 26% 13.7 2.4 -3.6% -5.5% Sell
15-Jun-12 IYM US:BM 63.92 -12% -46% -57% 35% 17.3 3.3 -3.3% -8.4% Sell
15-Jun-12 IYE US:EN 38.10 -17% -46% -51% 30% 17.7 1.8 -1.3% -8.7% Sell
15-Jun-12 IEO US:OGEP 56.87 -25% -61% -62% 41% 19.3 4.2 -3.7% -12.9% Sell
15-Jun-12 IEZ US:OES 46.75 -27% -57% -67% 44% 19.7 3.1 -4.5% -13.4% Sell


IRA_Acct. - FIDO_Balanced Trends and Ranks: RRS
SELL: IF( Rank >= 5 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Rank < 4 & Price > LR126 )
COUNTIF( Buy ) 1 of 14 or 7% , COUNTIF( Held ) 0 of 14 or 0%

Hold: Three ( 3 ), ST Holdings: - , Sell: - , Buy: AGG
                                                               (R3)  LR126  LR126   (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm Rank STEYX % off SMA_PO Status: Held
15-Jun-12 AGG US:FIT 111.38 2% 7% 4% 3% 1.0 0.5 0.5% 0.6% BUY
15-Jun-12 SHY US:FIT 84.42 0% 1% 0% 1% 2.0 0.1 0.1% 0.0% Sell
15-Jun-12 IYR US:REIT 62.46 20% -4% -23% 25% 3.0 1.5 -1.5% -0.5% Sell
15-Jun-12 DBP GLC:PM 55.65 -11% -28% -27% 29% 4.0 2.3 -0.2% -4.3% Sell
15-Jun-12 IWD US:LCV 67.17 7% -29% -34% 22% 5.0 2.1 -1.5% -3.3% Sell
15-Jun-12 IWF US:LCG 62.69 17% -30% -38% 21% 6.0 2.3 -3.7% -3.5% Sell
15-Jun-12 DBA GLC:AG 25.99 -20% -31% -26% 14% 7.0 0.6 -1.6% -5.7% Sell
15-Jun-12 IWN US:SCV 68.44 2% -34% -38% 28% 8.0 2.6 -2.5% -4.9% Sell
15-Jun-12 IWO US:SCG 88.30 3% -38% -42% 31% 9.0 4.0 -3.4% -5.7% Sell
15-Jun-12 DBB GLC:BM 18.29 -12% -41% -49% 27% 10.0 1.0 -4.3% -8.6% Sell
15-Jun-12 ACWX GL:LCB 36.70 -5% -49% -58% 25% 11.0 2.0 -4.1% -8.2% Sell
15-Jun-12 SCZ GL:SC 35.52 2% -49% -64% 26% 12.0 2.1 -6.1% -8.7% Sell
15-Jun-12 EEM GL:EM 38.99 -7% -51% -60% 31% 13.0 2.4 -3.4% -9.1% Sell
15-Jun-12 DBE GLC:ENE 24.86 -15% -63% -75% 24% 14.0 1.7 -10.3% -14.2% Sell


IRA_Acct. - S&P Equal Weight Sector ETF's: RRS
SELL: IF(AvgRank >= 3.0 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( AvgRank < 2.5 & Price > LR126 )
COUNTIF( Buy ) 0 of 12 or 0% , COUNTIF( Held ) 0 of 12 or 0%

Hold: One ( 1 ), ST Holdings: - , Sell: - , Buy: -
                                                                (R6,R3,R2)  LR126  LR126  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm AvgRank STEYX % off SMA_PO Status: Held
15-Jun-12 RYU US:SU 56.69 3% 13% 22% 13% 3.3 0.7 3.2% 2.5% Sell
15-Jun-12 TIP US:FIT 120.78 6% 13% 9% 5% 3.3 0.7 0.4% 1.1% Sell
15-Jun-12 RHS US:SS 66.19 12% -4% -10% 13% 3.3 0.8 -0.6% 0.3% Sell
15-Jun-12 RYH US:SH 72.24 17% -18% -26% 21% 4.0 2.0 -2.9% -1.7% Sell
15-Jun-12 RCD US:SD 51.50 20% -31% -42% 27% 4.7 2.1 -4.9% -3.9% Sell
15-Jun-12 SDY US:Div'd 55.39 3% -16% -21% 16% 5.0 1.1 -0.7% -1.7% Sell
15-Jun-12 RSP US:LC 48.57 7% -34% -42% 24% 6.0 1.9 -3.4% -4.7% Sell
15-Jun-12 RYF US:SF 25.65 14% -43% -51% 31% 7.0 1.3 -6.1% -5.9% Sell
15-Jun-12 RGI US:SI 53.14 0% -36% -44% 29% 8.7 2.2 -3.9% -5.9% Sell
15-Jun-12 RTM US:SM 57.01 -3% -43% -56% 32% 10.3 2.9 -4.9% -7.3% Sell
15-Jun-12 RYT US:ST 51.96 2% -51% -57% 28% 10.3 3.1 -5.3% -7.9% Sell
15-Jun-12 RYE US:SE 56.59 -22% -53% -61% 38% 12.0 3.4 -4.0% -11.6% Sell


FIDO_Free Trends and Ranks: RRS
SELL: IF( Rank >= 5 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Rank < 4 & Price > LR126 )
COUNTIF( Buy ) 1 of 12 or 8% , COUNTIF( Held ) 0 of 12 or 0%

Hold: Three ( 3 ), ST Holdings: - , Sell: - , Buy: LQD
                                                                (R3)  LR126  LR126  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm Rank STEYX % off SMA_PO Status: Held
15-Jun-12 LQD US:FIIG 116.88 4% 5% 0% 6% 1.0 1.0 0.0% 0.2% BUY
15-Jun-12 IYR US:REIT 62.46 20% -4% -23% 25% 2.0 1.5 -1.5% -0.5% Sell
15-Jun-12 EMB GL:FIEM 113.53 6% -6% -15% 8% 3.0 1.5 0.2% -0.3% Sell
15-Jun-12 DVY US:Div'd 55.89 7% -9% -16% 15% 4.0 0.8 -0.2% -0.7% Sell
15-Jun-12 HYG US:FIHY 89.29 -1% -12% -21% 12% 5.0 1.2 -0.3% -2.1% Sell
15-Jun-12 IVV US:LCB 135.20 12% -29% -34% 20% 6.0 4.4 -2.3% -3.1% Sell
15-Jun-12 IJH US:MCB 92.01 10% -33% -44% 27% 7.0 3.9 -5.1% -5.3% Sell
15-Jun-12 IJR US:SCB 70.99 4% -34% -40% 28% 8.0 2.8 -3.6% -5.2% Sell
15-Jun-12 EFA GL:DM 49.50 -5% -48% -57% 24% 9.0 2.5 -3.4% -7.8% Sell
15-Jun-12 IDV GL:Div'd 29.36 -8% -49% -57% 24% 10.0 1.5 -3.1% -8.2% Sell
15-Jun-12 SCZ GL:SC 35.52 2% -49% -64% 26% 11.0 2.1 -6.1% -8.7% Sell
15-Jun-12 EEM GL:EM 38.99 -7% -51% -60% 31% 12.0 2.4 -3.4% -9.1% Sell


Shortables Trends and Ranks: RRS
BUY to Cover: IF( Avg Rank < 4 or SMA5 > SMA50 ), SELL Short: IF( Avg Rank >= 5 & Price < LR63 )
COUNTIF( Sell ) 0 of 10 or 0% , COUNTIF( Held ) 2 of 10 or 20%

ST Holdings: QQQ,IVV , Sell: - , Buy: -
                                                              (R3,R2,R1)  LR63   LR63   (5,50)           Days
EndD ETF's Class: Price RRS63 RRS42 RRS21 GSDm Avg Rank STEYX % off SMA_PO Status: Held
15-Jun-12 EFA GL:DM 49.50 -48% -57% 6% 24% 8.7 1.1 4.4% -3.9% HTD
15-Jun-12 IJH US:MCB 92.01 -33% -44% -17% 27% 8.0 1.6 1.0% -3.8% HTD
15-Jun-12 IWM US:SCB 77.22 -36% -40% 3% 30% 7.3 1.3 3.2% -2.8% HTD
15-Jun-12 EEM GL:EM 38.99 -51% -60% 27% 31% 7.0 1.0 5.3% -4.3% HTD
15-Jun-12 QQQ US:LCB 62.99 -36% -41% 12% 22% 7.0 1.0 2.8% -2.8% HTD 15
15-Jun-12 IVW US:LCG 72.76 -24% -31% 12% 19% 4.3 1.0 2.5% -1.5% HTD
15-Jun-12 IVV US:LCB 135.20 -29% -34% 18% 20% 4.3 2.0 3.1% -1.5% HTD 11
15-Jun-12 HYG US:FIHY 89.29 -12% -21% 10% 12% 4.0 0.9 1.2% -0.8% HTD
15-Jun-12 IYR US:REIT 62.46 -4% -23% 24% 25% 2.3 1.2 1.1% -0.7% Buy
15-Jun-12 LQD US:FIIG 116.88 5% 0% 12% 6% 2.0 0.5 0.2% 0.3% Buy


Notes: Last modified 6/1/2012.
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:
*-
BOUGHT:
TO COVER PowerShares QQQ (QQQ)

Taxable_Acct. - Tactical_Asset_Allocation: RRS
SELL: IF( Rank >= 4.0 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Rank < 3.0 & Price > LR126 )
COUNTIF( Buy ) 1 of 6 or 17% , COUNTIF( Held ) 1 of 6 or 17%

Hold: Two ( 2 ), LT Holdings: TLT , Sell: - , Buy: -
                                                              (R3)  LR126  LR126  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm Rank STEYX % off SMA_PO Status: Held
22-Jun-12 TLT US:FIT 125.02 12% 73% 77% 18% 1.0 3.8 2.4% 6.2% BUY 16
22-Jun-12 VNQ US:RE 63.49 18% -2% -24% 26% 2.0 1.5 -1.9% 0.7% HTD
22-Jun-12 PGX US:PF 14.44 4% -3% -1% 8% 3.0 0.2 0.3% 0.2% HTD
22-Jun-12 PRF US:LC 56.86 1% -29% -29% 22% 4.0 1.8 -2.2% -2.6% Sell
22-Jun-12 DBC GL:Com 24.39 -20% -54% -61% 19% 5.0 1.2 -6.9% -10.7% Sell
22-Jun-12 PXF GL:DM 30.83 -20% -55% -55% 28% 6.0 1.9 -3.3% -9.2% Sell


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

Hold: Three ( 3 ), ST Holdings: ITB , Sell: ITB , Buy: IHE
                                                              (R6,R3,R2)  LR126  LR126  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm AvgRank STEYX % off SMA_PO Status: Held
22-Jun-12 IHE US:PH 84.74 17% 0% -1% 18% 3.0 1.3 1.3% 2.3% BUY
22-Jun-12 IDU US:UT 88.35 5% 22% 21% 11% 4.0 1.2 0.7% 3.2% HTD
22-Jun-12 ITB US:HB 15.23 50% 16% -27% 46% 4.3 0.6 -2.9% 2.3% HTD 146
22-Jun-12 IYC US:CS 79.96 22% -11% -15% 20% 5.0 2.0 -2.1% 0.7% Sell
22-Jun-12 IYH US:HC 78.14 12% -7% -8% 18% 5.3 1.3 0.4% 1.1% Sell
22-Jun-12 IYR US:RE 61.68 16% -3% -24% 25% 5.7 1.4 -2.4% 0.4% Sell
22-Jun-12 SHY US:FIT 84.38 0% 0% 0% 1% 6.3 0.1 0.0% 0.0% Sell
22-Jun-12 IYK US:CG 70.66 9% -19% -24% 14% 8.7 1.5 -3.4% -1.3% Sell
22-Jun-12 IHF US:HCP 63.74 5% -30% -14% 29% 9.0 2.1 -0.2% -1.1% Sell
22-Jun-12 IYT US:T 91.11 -3% -16% -17% 28% 10.0 1.9 -0.7% -1.0% Sell
22-Jun-12 IYY US:TM 66.80 6% -27% -30% 21% 10.0 2.2 -2.7% -2.3% Sell
22-Jun-12 IYW US:TECH 70.58 14% -43% -40% 24% 12.0 3.8 -5.0% -4.2% Sell
22-Jun-12 IYF US:FIN 54.08 12% -39% -42% 29% 12.3 2.5 -3.6% -3.3% Sell
22-Jun-12 IYJ US:IND 66.25 -1% -32% -36% 28% 12.7 2.4 -3.1% -3.8% Sell
22-Jun-12 IAK US:INS 29.68 2% -35% -43% 28% 14.0 1.1 -3.6% -4.1% Sell
22-Jun-12 ITA US:AD 62.56 -5% -34% -37% 26% 14.0 2.2 -2.2% -4.1% Sell
22-Jun-12 IYE US:EN 36.64 -22% -42% -46% 30% 17.0 1.6 -3.5% -7.4% Sell
22-Jun-12 IYM US:BM 63.04 -18% -44% -48% 35% 17.7 2.9 -3.1% -6.9% Sell
22-Jun-12 IEO US:OGEP 54.55 -31% -57% -62% 40% 19.3 3.8 -5.2% -12.0% Sell
22-Jun-12 IEZ US:OES 44.14 -33% -55% -65% 43% 19.7 2.8 -7.3% -12.8% Sell


IRA_Acct. - FIDO_Balanced Trends and Ranks: RRS
SELL: IF( Rank >= 5 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Rank < 4 & Price > LR126 )
COUNTIF( Buy ) 1 of 14 or 7% , COUNTIF( Held ) 0 of 14 or 0%

Hold: Three ( 3 ), ST Holdings: - , Sell: - , Buy: AGG
                                                               (R3)  LR126  LR126   (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm Rank STEYX % off SMA_PO Status: Held
22-Jun-12 AGG US:FIT 111.04 2% 6% 4% 3% 1.0 0.5 0.1% 0.6% BUY
22-Jun-12 SHY US:FIT 84.38 0% 0% 0% 1% 2.0 0.1 0.0% 0.0% Sell
22-Jun-12 IYR US:REIT 61.68 16% -3% -24% 25% 3.0 1.4 -2.4% 0.4% HTD
22-Jun-12 IWD US:LCV 66.84 3% -25% -25% 22% 4.0 1.9 -1.4% -1.8% Sell
22-Jun-12 DBA GLC:AG 26.49 -22% -26% -19% 14% 5.0 0.5 1.1% -4.6% Sell
22-Jun-12 DBP GLC:PM 53.48 -14% -28% -20% 29% 6.0 2.2 -3.1% -4.4% Sell
22-Jun-12 IWF US:LCG 62.48 11% -28% -31% 21% 7.0 2.2 -3.4% -2.3% Sell
22-Jun-12 IWN US:SCV 68.67 -3% -30% -31% 28% 8.0 2.4 -1.3% -3.5% Sell
22-Jun-12 IWO US:SCG 88.84 -2% -34% -34% 31% 9.0 3.7 -1.8% -4.2% Sell
22-Jun-12 DBB GLC:BM 17.65 -19% -42% -52% 26% 10.0 0.9 -5.7% -8.6% Sell
22-Jun-12 ACWX GL:LCB 36.09 -11% -46% -49% 25% 11.0 1.8 -4.3% -6.7% Sell
22-Jun-12 EEM GL:EM 37.79 -14% -48% -49% 31% 12.0 2.2 -4.8% -7.3% Sell
22-Jun-12 SCZ GL:SC 35.33 -5% -49% -57% 26% 13.0 2.0 -5.1% -7.5% Sell
22-Jun-12 DBE GLC:ENE 23.79 -23% -66% -77% 24% 14.0 1.7 -11.4% -15.1% Sell


IRA_Acct. - S&P Equal Weight Sector ETF's: RRS
SELL: IF(AvgRank >= 3.0 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( AvgRank < 2.5 & Price > LR126 )
COUNTIF( Buy ) 0 of 12 or 0% , COUNTIF( Held ) 0 of 12 or 0%

Hold: One ( 1 ), ST Holdings: - , Sell: - , Buy: -
                                                                (R6,R3,R2)  LR126  LR126  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm AvgRank STEYX % off SMA_PO Status: Held
22-Jun-12 RYU US:SU 55.91 4% 18% 24% 13% 2.7 0.7 1.3% 3.2% HTD
22-Jun-12 TIP US:FIT 119.34 6% 11% 6% 5% 3.0 0.7 -0.9% 1.0% Sell
22-Jun-12 RHS US:SS 66.01 11% -3% -6% 13% 3.0 0.7 -0.8% 1.0% Sell
22-Jun-12 RYH US:SH 73.05 12% -18% -18% 21% 4.0 1.8 -1.3% -0.5% Sell
22-Jun-12 RCD US:SD 51.15 13% -30% -38% 27% 5.0 2.0 -4.7% -2.9% Sell
22-Jun-12 SDY US:Div'd 54.83 1% -14% -16% 16% 5.3 0.9 -1.3% -0.9% Sell
22-Jun-12 RSP US:LC 48.32 1% -32% -35% 24% 6.7 1.7 -3.0% -3.5% Sell
22-Jun-12 RYF US:SF 25.86 6% -40% -44% 31% 7.3 1.2 -4.1% -4.5% Sell
22-Jun-12 RGI US:SI 52.48 -6% -34% -38% 29% 8.3 1.9 -3.9% -4.6% Sell
22-Jun-12 RYT US:ST 51.92 -5% -49% -47% 28% 10.0 2.9 -3.9% -6.5% Sell
22-Jun-12 RTM US:SM 56.84 -10% -42% -48% 32% 10.7 2.5 -3.7% -5.9% Sell
22-Jun-12 RYE US:SE 55.11 -27% -50% -58% 38% 12.0 3.1 -4.5% -10.4% Sell


FIDO_Free Trends and Ranks: RRS
SELL: IF( Rank >= 5 or RRS126 < 0 or SMA10 < SMA100 ), BUY: IF( Rank < 4 & Price > LR126 )
COUNTIF( Buy ) 2 of 12 or 17% , COUNTIF( Held ) 0 of 12 or 0%

Hold: Three ( 3 ), ST Holdings: - , Sell: - , Buy: LQD
                                                                (R3)  LR126  LR126  (10,100)           Days
EndD ETF's Class: Price RRS126 RRS63 RRS42 GSDm Rank STEYX % off SMA_PO Status: Held
22-Jun-12 LQD US:FIIG 116.86 4% 4% 1% 6% 1.0 0.9 0.1% 0.4% BUY
22-Jun-12 EMB GL:FIEM 114.05 6% -3% -6% 9% 2.0 1.5 0.5% 0.8% BUY
22-Jun-12 IYR US:REIT 61.68 16% -3% -24% 25% 3.0 1.4 -2.4% 0.4% HTD
22-Jun-12 DVY US:Div'd 55.06 5% -7% -14% 15% 4.0 0.8 -1.4% 0.0% Sell
22-Jun-12 HYG US:FIHY 90.17 -3% -10% -16% 12% 5.0 1.1 0.9% -0.9% Sell
22-Jun-12 IVV US:LCB 133.96 7% -26% -27% 20% 6.0 4.1 -2.5% -1.8% Sell
22-Jun-12 IJR US:SCB 70.95 -2% -32% -36% 28% 7.0 2.5 -2.6% -4.2% Sell
22-Jun-12 IJH US:MCB 91.43 3% -33% -41% 27% 8.0 3.6 -4.6% -4.6% Sell
22-Jun-12 IDV GL:Div'd 29.11 -12% -45% -49% 24% 9.0 1.4 -2.7% -6.4% Sell
22-Jun-12 EFA GL:DM 48.44 -10% -45% -49% 24% 10.0 2.4 -4.2% -6.3% Sell
22-Jun-12 EEM GL:EM 37.79 -14% -48% -49% 31% 11.0 2.2 -4.8% -7.3% Sell
22-Jun-12 SCZ GL:SC 35.33 -5% -49% -57% 26% 12.0 2.0 -5.1% -7.5% Sell


Shortables Trends and Ranks: RRS
BUY to Cover: IF( Avg Rank < 4 or SMA5 > SMA50 ), SELL Short: IF( Avg Rank >= 5 & Price < LR63 )
COUNTIF( Sell ) 0 of 10 or 0% , COUNTIF( Held ) 1 of 10 or 10%

ST Holdings: IVV , Sell: - , Buy: QQQ,IVV
                                                              (R3,R2,R1)  LR63   LR63   (5,50)           Days
EndD ETF's Class: Price RRS63 RRS42 RRS21 GSDm Avg Rank STEYX % off SMA_PO Status: Held
22-Jun-12 IJH US:MCB 91.43 -33% -41% -9% 27% 8.3 1.7 0.8% -2.1% HTD
22-Jun-12 EEM GL:EM 37.79 -48% -49% 72% 31% 7.0 1.1 2.3% -2.0% HTD
22-Jun-12 IWM US:SCB 77.49 -32% -33% 34% 29% 7.0 1.6 3.3% -0.3% HTD
22-Jun-12 EFA GL:DM 48.44 -45% -49% 59% 24% 6.7 1.3 2.3% -2.2% HTD
22-Jun-12 QQQ US:LCB 63.35 -34% -32% 46% 22% 5.7 1.2 3.4% -0.3% HTD
22-Jun-12 IVW US:LCG 72.20 -22% -25% 34% 19% 4.7 1.1 1.6% -0.1% HTD
22-Jun-12 IVV US:LCB 133.96 -26% -27% 43% 20% 4.7 2.3 2.0% -0.2% HTD 18
22-Jun-12 IYR US:REIT 61.68 -3% -24% 34% 25% 4.0 1.2 -0.3% 0.1% Buy
22-Jun-12 LQD US:FIIG 116.86 4% 1% 9% 6% 3.7 0.5 0.1% 0.4% Buy
22-Jun-12 HYG US:FIHY 90.17 -10% -16% 38% 12% 3.3 1.0 1.9% 0.4% Buy


Notes: Last modified 6/1/2012.
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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