Universe: Exchange Traded Funds and Index MF's. Inverse/Leveraged/ETN's are excluded.
Method: Apply a risk adjusted mechanical trend analysis model for Quant screen trading.
Objective: Moderate risk and apply diversified investment selections with current sources available.
Strategy: 1- Multi-Asset MF, 2- Multi-Asset ETF's, 3- Market Assets, 4- Enhanced Assets, 5- U.S. TSM, 6- WWL
Frequency: Updated weekly and held for at least 30 days. Allocation "Risk" adjusted weekly.
1- MAA: Multi-Asset Index MF
Criteria: SELLIF: ( RS(3,6,9)_Rank > 4 ) , HTD
1- RS(3,6,9) 1-MAA BM 12m 9m 6m 3m RS(3,6,9) %G/L PPO(s) PPO(i) PPO(f) Criteria
1- MAA: Multi-Asset Index MF Symbol Index RRS252 RRS189 RRS126 RRS63 %Rank1 (126) (63,126) (42,126) (21,126) Status:
Fidelity 500 Index Fund FXAIX SP:500 9% 2% -8% -24% 100% 5.2% -1.3% -2.5% -2.9% HTD
Fidelity U.S. Bond Index Fund FXNAX BB:AB -6% -11% -15% -25% 75% -7.1% -1.9% -3.0% -4.0% HTD
Fidelity Multi-Asset Index Fund FFNOX GL:MAA -4% -14% -30% -33% 33% -5.6% -4.5% -5.9% -7.2% HTD
Fidelity International Index Fund FSPSX MSCI:EAFE -7% -15% -26% -43% 25% -6.4% -3.1% -4.8% -7.2% HTD
Fidelity Extnd US Mkt Index Fund FSMAX DJ:CTSM -13% -25% -49% -32% 17% -9.9% -6.8% -8.3% -8.9% Sell
2- MAA: Multi-Asset ETF's
Criteria: HTDIF: ( Held < 91d ), SELLIF: (RS(3,6,9)_Rank > 3 ), BUYIF: ( RS(3,6,9)_Rank <=2 ), HTD
2- RS(3,6,9) 2-MAA Asset 12m 9m 6m 3m RS(3,6,9) %G/L PPO(s) PPO(i) PPO(f) Criteria
2- MAA: Multi-Asset ETF's Symbol Geo:Cla RRS252 RRS189 RRS126 RRS63 %Rank1 (126) (63,126) (42,126) (21,126) Status:
iShares Commodity Dynamic Roll Strategy COMT GL:Com 13% 11% 11% 130% 100% 10.8% 1.2% 6.5% 13.9% Buy
iShares Core Moderate Allocation AOM GL:Mod -3% -8% -15% -25% 67% -4.0% -2.0% -3.1% -4.1% Buy
iShares Core Growth Allocation AOR GL:Gro -2% -7% -15% -26% 53% -2.9% -2.1% -3.2% -4.2% HTD
iShares Core Aggressive Allocation AOA GL:Agr 0% -6% -15% -27% 53% -1.2% -2.1% -3.3% -4.3% HTD
iShares Core Conservative Allocation AOK GL:Con -4% -9% -15% -26% 27% -4.9% -2.0% -3.1% -4.2% Sell
iShares Morningstar Multi-Asset Income IYLD GL:Inc -6% -11% -18% -35% 0% -7.0% -2.2% -3.6% -5.4% Sell
3- QAR: Market Assets
Criteria: HTDIF: ( Held < 31d ), SELLIF: ( RS(3,4,5,6)_Rank > 3 or 30-DMA < 120-DMA ), BUYIF: ( RS(3,4,5,6)_Rank <= 2 ) , HTD
3- RS(3,4,5,6),DMAC(30,120) 3-QAR Asset 6m 5m 4m 3m RS(3,4,5,6) %G/L PPO(s) DMAC(4) PPO(f) Criteria
3- QAR: Market Assets Symbol Geo:Cla RRS126 RRS105 RRS84 RRS63 %Rank1 (126) (40,120) (30,120) (24,120) Status:
Invesco FTSE US RAFI 1000 PRF US:RAFI 4% -1% -2% -9% 90% 6.8% -0.2% -0.6% -0.2% Sell
Fidelity MSCI Real Estate FREL US:RE -7% -16% -24% -18% 70% 7.0% -2.9% -2.8% -2.2% Sell
Invesco DVSFD Commodity Strategy PDBC US:Com -69% -40% 67% 109% 55% -17.2% -4.4% -1.8% 0.1% Sell
iShares BB&B 20+ Year US Treasury TLT US:LTT -23% -35% -46% -42% 35% -8.9% -5.2% -5.7% -6.3% Sell
iShares Core MSCI EAFE IEFA EAFE:BMC -25% -32% -33% -42% 35% -5.6% -4.9% -6.2% -6.7% Sell
Invesco Nasdaq 100 Trust QQQ GL:NQ -26% -45% -51% -39% 15% 0.5% -6.5% -7.2% -7.0% Sell
4- QAR: Enhanced Assets
Criteria: HTDIF: ( Held < 31d ), SELLIF: ( RS(3,4,5,6)_Rank > 4 or 30-DMA < 120-DMA ), BUYIF: ( RS(3,4,5,6)_Rank <= 3 ), HTD
4- RS(3,4,5,6),DMAC(30,120) 4-QAR Asset 6m 5m 4m 3m RS(3,4,5,6) %G/L PPO(s) DMAC(4) PPO(f) Criteria
4- QAR: Enhanced Assets Symbol Geo:Cla RRS126 RRS105 RRS84 RRS63 %Rank1 (126) (40,120) (30,120) (24,120) Status:
iShares MSCI Min-Vol EM EEMV EM:MV -8% -10% -10% -19% 75% -1.6% -1.4% -2.2% -2.8% Sell
iShares MSCI Min-Vol USA USMV US:MV -5% -13% -18% -11% 75% 5.6% -2.2% -2.2% -1.6% Sell
iShares MSCI USA Multi-Factor LRGF US:MF -4% -14% -17% -14% 75% 4.6% -2.1% -2.3% -1.8% Sell
iShares MSCI USA Value Factor VLUE US:VF 3% -5% -13% -33% 71% 2.8% -1.2% -1.9% -1.8% Sell
iShares MSCI USA Size Factor SIZE US:SF -13% -22% -21% -18% 50% 1.4% -3.1% -3.6% -3.3% Sell
iShares MSCI Min-Vol EAFE EFAV EAFE:MV -18% -24% -27% -26% 29% -3.6% -3.7% -4.4% -4.6% Sell
iShares MSCI USA Qualty Factor QUAL US:QF -19% -33% -37% -28% 14% 1.3% -5.0% -5.4% -5.0% Sell
iShares MSCI USA Momentum Factor MTUM US:MoF -38% -49% -42% -26% 11% -5.0% -6.9% -7.7% -7.2% Sell
5- QAR: U.S. Market Assets
Criteria: HTDIF: ( Held < 31d ), SELLIF: ( RS(3,6,9)_Rank > 3 ) , BUYIF: ( RS(3,6,9)_Rank <= 2 ), HTD
5- RS(3,6,9) 5-QAR BM 12m 9m 6m 3m RS(3,6,9) %G/L PPO(s) DMAC(3) PPO(f) Criteria
5- QAR: U.S. Market Assets Symbol Index RRS252 RRS189 RRS126 RRS63 %Rank1 (126) (63,126) (42,126) (21,126) Status:
Invesco S&P LC 500 Equal-Weighted RSP SP500EW 7% 4% -4% -13% 87% 4.2% -0.7% -1.4% -1.4% Buy
Invesco Russell 1000 Equal-Weighted EQAL R1000EW 2% 0% -8% -4% 80% 3.7% -1.3% -1.7% -1.1% Buy
Invesco S&P MC 400 Equal-Weighted EWMC SP400EW 0% 0% -12% -14% 60% 1.1% -1.7% -2.5% -2.4% HTD
Invesco S&P SC 600 Equal-Weighted EWSC SP600EW -2% -2% -15% -12% 53% -0.6% -2.2% -2.9% -2.4% Sell
Invesco Russell 2000 MCap-Weighted IWM R2000 -11% -16% -35% -18% 20% -6.6% -5.1% -6.1% -5.8% Sell
Direxion Nasdaq 100 Equal-Weighted QQQE N100-EW -5% -20% -40% -36% 0% -6.7% -5.9% -7.6% -8.4% Sell
6- WWL: Select (25 of 100)
Criteria: HTDIF: ( Held < 31d ), SELLIF: ( RS(2,4,6)_Rank > 15 or 30-DMA < 120-DMA ) , BUYIF: ( RS(2,4,6)_Rank <= 12 ), HTD
6- RS(2,4,6),DMAC(30,120) 6-WWL Asset 12m 6m 4m 2m RS(2,4,6) %G/L PPO(s) DMAC(4) PPO(f) Criteria
6- WWL: Select (25 of 100) Symbol Geo:Cla RRS252 RRS126 RRS84 RRS42 %Rank1 (126) (40,120) (30,120) (24,120) Status:
Invesco SP500 Eq-Wt Energy RYE US:EEW 46% 69% 122% 105% 99% 46.1% 14.6% 16.7% 19.1% HTD
Energy Select Sector SPDR XLE US:Es 39% 72% 118% 93% 96% 43.1% 14.8% 16.8% 19.1% Buy
iShares U.S. Basic Materials IYM US:BM 6% 14% 22% 80% 85% 19.5% 1.9% 3.1% 4.4% Buy
Invesco SP500 Pure Value RPV US:PV 10% 16% 22% 15% 82% 11.4% 2.5% 2.3% 2.6% Buy
iShares U.S. Infrastructure IFRA US:Infra 7% 11% 11% 59% 81% 13.8% 1.2% 2.3% 3.4% Buy
iShares BB Roll Select Broad Commodity CMDY US:Com 9% -1% 71% 105% 81% 4.9% 4.4% 7.0% 8.9% HTD
Invesco SP500 Revenue-Weighted RWL US:RW 11% 9% 3% 15% 69% 10.0% 0.6% 0.5% 1.0% Buy
Invesco S&P SmallCap Value With Mo XSVM US:SCVM 10% 1% 6% 30% 68% 5.0% -0.1% 0.2% 0.8% Buy
iShares FTSE Residential & Multi-Sector REZ US:RE 19% 6% -7% 33% 68% 13.2% -0.6% -0.2% 0.7% Sell
iShares U.S. Consumer Staples IYK US:CS 12% 21% 8% -14% 64% 12.6% 2.1% 1.7% 1.4% Buy
Invesco S&P Mid-Cap Value with Mo XMVM US:MCVM 6% 3% 1% 14% 64% 5.7% -0.1% -0.2% 0.0% Sell
iShares U.S. Dividend and Buyback DIVB US:D&B 9% 2% -10% -4% 49% 5.4% -1.0% -1.5% -1.3% Sell
Invesco SP500 GARP SPGP US:GARP 8% -5% -22% 10% 47% 4.6% -2.6% -2.8% -2.4% Sell
Invesco SP500 Eq-Wt Financials RYF US:FEW 10% -4% -5% -24% 40% 1.8% -0.9% -2.1% -2.4% Sell
Invesco R1000 Dynamic Multi-Factor OMFL US:MF 3% -16% -28% 6% 36% 1.8% -4.0% -4.3% -3.9% Sell
Financial Select Sector SPDR XLF US:Fs 9% -6% -9% -28% 33% 0.2% -1.4% -2.7% -3.1% Sell
iShares FTSE KLD 400 Social Index DSI US:ESGs 9% -15% -33% -2% 32% 2.8% -4.3% -4.9% -4.7% Sell
Invesco SP500 Quality SPHQ US:QF 10% -8% -25% -18% 29% 1.7% -2.8% -3.8% -3.8% Sell
Invesco KBW Banking KBWB US:Bank 8% -14% -18% -81% 25% -8.3% -2.5% -4.9% -6.1% Sell
iShares Core SP900 U.S. Growth IUSG US:LCG 11% -20% -45% 3% 24% 2.2% -5.6% -6.3% -5.9% Sell
Invesco R200 Growth IWY US:LCG 12% -19% -46% 0% 24% 3.0% -5.5% -6.3% -6.0% Sell
iShares MSCI USA ESG Select SUSA US:ESGs 7% -19% -40% -8% 21% 0.2% -5.1% -5.8% -5.6% Sell
iShares Global Technology IXN GL:Tech 10% -18% -50% -17% 15% 1.1% -5.6% -6.7% -6.7% Sell
iShares U.S. Technology Sector IYW US:Tech 13% -25% -53% -12% 10% 0.2% -6.5% -7.5% -7.3% Sell
iShares U.S. Broker-Dealers & Sec. Exc. IAI US:BDSE 9% -22% -33% -58% 10% -5.7% -4.3% -6.3% -6.8% Sell