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No. of Recommendations: 2
Quant Asset Allocation & Rotation
Universe : Exchange Traded Funds and Index MF's. Inverse/Leveraged/ETN's are excluded.
Goal : Apply a tested risk adjusted mechanical trend analysis model for Quant screen trading.
Screens : 1- Asset Allocation(MF's), 2- Multi-Asset, 3- Passively Managed, 4- Enhanced Strategy, 5- Regional, 6- WWL

   Market Trends          PO's             MAC(10M)             DBE(99d,26w)            CountIF  %Bullish    Risk
2-Jul-2020 Status: Inter Status: TP,210 Status: #MktD Bullish Eq-Wt Status:
SP600 (IJR) Daily | Bullish 2.8% | BEARish -6.9% | Bullish 115 | 2 13.3% Averse
SP400 (MDY) Daily | Bullish 9.2% | BEARish -3.1% | Bullish 92 | 2 13.3% Averse
SP500EW (RSP) Daily | Bullish 2.6% | Bullish -2.2% | Bullish 92 | 3 20.0% Risk_On
SP3200 (ITOT) Daily | Bullish 0.9% | Bullish 3.9% | Bullish 93 | 3 20.0% Risk_On
SP500 (.SPx) Daily | Bullish 58.07 | Bullish 3.9% | Bullish 93 | 3 20.0% Risk_On
--- --- --- --- --- --- --- --- --- ---
CountIF(Bullish) = 5 3 5 13 86.7% Risk_On

    Summary (Buy,HTD,Sell)     Vested  HeldD  Held#  Sell  Buy   Sold*  Bot   ROI   (YTD)**  TR(1y)  TR(3y)
1- RS(3,6),RS(6,9) 43% 183 1 - - - - -3.6% -10.0% -4.8% 3.5%
2- RS(3,4),RS(4,5) 71% 464 2 - PTNQ - - 3.7% -10.0% -4.8% 3.5%
3- RS(3,4),RS(5),PO(42/126) 68% 106 1 - EQAL - - 14.7% -10.5% -3.5% 1.6%
4- RS(4,5),RS(5,6),PO(30/120) 59% 78 1 - MTUM - - -4.3% -10.5% -3.5% 1.6%
5- RS(3,4),RS(5),PO(40/120) 52% 513 1 - ITOT - - 7.8% -13.6% -4.3% -2.0%
6- RS(3,4),RS(5),PO(30/120) 23% 95 3 - XSD - - 12.9% 5.9% 6.0% 11.9%
FCash (Available) 47% --- 3 --- --- --- --- --- 0 0 0
Fixed Income 100% 1140 21 --- --- --- --- --- 4.1% 5.9% 4.0%
My Totals (Adj.) = 78% --- 33 --- --- --- --- --- -1.4% 1.9% 3.9%
BenchMark (60/40) = - B&H 7 - - - - - -4.9% 2.0% 5.1%

1-MAA     BM       12m     9m      6m      3m   RS(3,6)  RS(6,9)  PO(s)   PO(4)   PO(f)   Criteria  Held(w)   ROI   Vested
Symbol Index RRS252 RRS189 RRS126 RRS63 %Rank Rank 40/120 30/120 24/120 Status: HTD(9) (%) (Adj)
FNBGX BB:LTT 22% 31% 35% -18% 52% 1 2.7% 2.3% 2.0% HTD 0%
FUAMX BB:ITT 10% 14% 17% 0% 51% 2 1.9% 1.8% 1.8% Sell 0%
FXNAX BB:AB 6% 8% 10% 6% 50% 3 1.4% 1.6% 1.6% Sell 0%
FXAIX SP:500 -2% -10% -16% 65% 63% 4 2.0% 3.6% 4.4% Sell 0%
FFNOX GL:MAA -7% -15% -16% 65% 63% 5 1.8% 3.5% 4.3% B&H 26 -3.6% 43%
FSMAX DJ:CTSM -18% -28% -31% 114% 72% 6 2.0% 4.6% 5.6% Sell 0%
FSPSX MSCI:DM -17% -31% -32% 73% 61% 7 0.0% 2.2% 3.4% Sell 0%
FSRNX DJ:RE -38% -58% -71% 44% 34% 8 -7.2% -4.8% -3.7% Sell 0%

2-MAA    Asset     12m     5m      4m     3m   RS(3,4)  RS(4,5)  PO(s)   PO(4)   PO(f)   Criteria   HeldD   ROI   Vested
Symbol Geo:Cla RRS252 RRS105 RRS84 RRS63 %Rank Rank 40/120 30/120 24/120 Status: HTD(31) (%) (Adj)
PTNQ
GL:AA 11% 8% 70% 84% 97% 1 3.2% 4.8% 5.9% BUY 0%
AOA GL:Agr -7% 0% 57% 59% 83% 2 1.1% 2.7% 3.5% BUY 0%
AOR GL:Gro -4% 2% 46% 47% 63% 3 1.2% 2.5% 3.2% BUY 462 2.3% 40%
AOM GL:Mod -1% 4% 35% 35% 50% 4 1.3% 2.3% 2.7% HTD 465 5.6% 31%
AOK GL:Con 0% 4% 29% 27% 23% 5 1.2% 2.0% 2.3% HTD 0%
IYLD GL:Inc -20% -29% 31% 50% 57% 6 -3.0% -1.5% -0.8% Sell 0%
COMT GL:Com -44% -58% 3% 30% 17% 7 -8.1% -6.9% -6.4% Sell 0%
PTLC US:AA -16% -54% -6% 4% 4% 8 -7.1% -7.0% -6.8% Sell 0%

3-QAR    Asset     12m     5m      4m     3m   RS(3,4)  RS(5)  PO(s)   PO(3)   PO(f)   Criteria   HeldD    ROI   Vested
Symbol Geo:Cla RRS252 RRS105 RRS84 RRS63 %Rank Rank 63/126 42/126 21/126 Status: HTD(31) (%) (Adj)
QQEW
GL:QEW 11% 30% 96% 93% 86% 1 1.7% 5.6% 9.5% BUY 213 14.7% 68%
TLT US:LTT 23% 25% 0% -19% 5% 2 4.7% 3.6% 2.8% HTD 0%
EQAL US:REW -16% 6% 94% 95% 86% 3 -2.6% 1.4% 5.0% BUY -1 0%
IEFA DM:BMC -16% -8% 64% 72% 59% 4 -4.0% -1.2% 2.3% Sell 0%
FUTY US:Util -11% -37% 10% 6% 23% 5 -5.1% -5.2% -4.0% Sell 0%
FREL US:RE -25% -40% 37% 52% 41% 6 -7.1% -5.6% -1.6% Sell 0%

4-QAR    Asset     12m     6m      5m      4m   RS(4,5)  RS(5,6)  PO(s)   PO(4)   PO(f)   Criteria   HeldD    ROI   Vested
Symbol Geo:Cla RRS252 RRS126 RRS105 RRS84 %Rank Rank 40/120 30/120 24/120 Status: HTD(31) (%) (Adj)
MTUM
US:MoF 1% -6% 10% 72% 73% 1 3.2% 4.3% 5.0% BUY -1 0%
QUAL US:QF -1% -16% 6% 69% 65% 2 2.1% 3.5% 3.9% BUY 157 -4.3% 59%
FDLO US:LVF -6% -21% -3% 58% 52% 3 0.8% 2.1% 2.6% HTD 0%
EEMV EM:MV -18% -25% -5% 41% 49% 4 -0.2% 0.7% 1.6% Sell 0%
SIZE US:SF -13% -31% -5% 78% 64% 5 0.9% 3.0% 3.8% Sell 0%
ACWV GL:MV -11% -26% -14% 31% 44% 6 -1.3% -0.6% -0.3% Sell 0%
USMV US:MV -9% -26% -14% 39% 47% 7 -1.0% 0.0% 0.2% Sell 0%
EFAV DM:MV -16% -31% -15% 33% 45% 8 -1.6% -0.7% -0.1% Sell 0%

5-QAR    Asset     12m     5m      4m     3m   RS(3,4)  RS(5)  PO(s)   PO(3)   PO(f)   Criteria   HeldD   ROI   Vested
Symbol Geo:Cla RRS252 RRS105 RRS84 RRS63 %Rank Rank 50/120 40/120 30/120 Status: HTD(31) (%) (N)
AOK
GL:Con 0% 4% 29% 27% 6% 1 0.7% 1.2% 1.7% HTD 513 7.8% 52%
ITOT USA:BMC -4% 4% 75% 72% 75% 2 0.7% 2.1% 3.1% BUY 0%
IPAC PAC:BMC -14% 2% 62% 67% 47% 3 -0.2% 1.2% 2.2% HTD 0%
IEUR EUR:BMC -17% -14% 64% 74% 60% 4 -2.4% -0.9% 0.4% Sell 0%
ILF LA:LCV -63% -75% 49% 107% 90% 5 -12.4% -10.1% -8.0% Sell 0%

6-QAR    Asset     12m     5m      4m     3m   RS(3,4)  RS(5)  PO(s)   PO(4)   PO(f)   Criteria   HeldD    ROI   Vested
Symbol Geo:Cla RRS252 RRS105 RRS84 RRS63 %Rank Rank 40/120 30/120 24/120 Status: HTD(31) (%) (Adj)
XBI
US:BTEW 22% 66% 140% 119% 95% 1 12.3% 13.4% 14.1% BUY 185 18.9% 10%
XSD US:TSC 15% 42% 120% 106% 89% 2 7.8% 10.1% 11.2% BUY -1 0%
QTEC GL:QTEW 15% 31% 101% 95% 75% 3 6.2% 8.4% 9.6% BUY 153 9.1% 9%
IWY US:LCG 15% 31% 92% 84% 60% 4 6.3% 7.9% 8.8% BUY 43 8.3% 5%
QQQE GL:QEW 11% 30% 97% 93% 69% 5 6.3% 8.4% 9.5% BUY 0%
EDV US:EDT 28% 29% -3% -26% 1% 6 3.3% 2.7% 2.4% HTD 0%
IWP US:MCG 1% 26% 103% 102% 83% 7 5.9% 7.9% 8.8% BUY 0%
XT GL:TEW 8% 25% 92% 87% 60% 8 5.3% 7.1% 8.1% BUY 0%
RPG US:LCVF -1% 21% 99% 97% 76% 9 5.1% 7.1% 7.9% BUY 0%
SUSA US:ESG 2% 11% 74% 71% 42% 10 3.1% 4.7% 5.5% HTD 0%
MOAT US:QF 0% 10% 78% 72% 45% 11 2.9% 4.8% 5.6% HTD 0%
SPHQ US:QF 1% 9% 65% 54% 27% 12 2.4% 3.5% 4.0% HTD 0%
XPH US:RxEW 15% 8% 75% 54% 33% 13 2.4% 2.5% 2.3% HTD 0%
XMMO US:MCMo -8% 6% 79% 80% 53% 14 2.7% 4.6% 4.9% BUY 0%
XHB US:HBEW -15% 5% 129% 172% 98% 15 4.0% 7.7% 8.8% BUY 0%
GSLC US:LCMF -1% 5% 70% 65% 35% 16 2.1% 3.6% 4.3% HTD 0%
TDIV GL:NTD -1% 0% 62% 55% 27% 17 1.0% 2.6% 3.5% HTD 0%
QUS US:QF -4% -4% 56% 48% 14% 18 0.6% 1.8% 2.2% HTD 0%
DGRO US:DDW -9% -8% 56% 50% 15% 19 -0.2% 1.3% 1.9% HTD 0%
LGLV US:LVF -14% -20% 44% 46% 6% 20 -1.6% -0.1% 0.4% Sell 0%
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