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URL:  https://boards.fool.com/quant-asset-rotation-amp-allocation-universe--34135691.aspx

Subject:  Re: ETF Trends & Ranks 2019Q1 Date:  2/15/2019  4:58 PM
Author:  MapG Number:  33674 of 33727

Quant Asset Rotation & Allocation
Universe : Index MF's and ETF's. Inverse/Leveraged/ETNs are excluded.
Selection : 1- Asset Allocation MF's, 2- Asset Allocation, 3- Passively Managed, 4- Enhanced Strategy, 5- Regional, 6- Comm-Free/WWL

  Trends      PO's     PO's    PO's   PO's   MAC(10M)  MAC(10M)  MAC(10M)  Other_MAC   Other_MAC   Other_MAC  Other_MAC
02/15/19 Status: Last_Chg Inter Slow Status: Last_Chg Ratio Last_Chg Last_MAC First_Chg First_MAC
SP600
Bullish 01/23/19 5.8% 2.6% BEARish 11/06/18 -1.8% Bullish (4w,9w,18w) BEARish (TP,21w)
SP400 Bullish 02/01/19 3.4% 0.8% BEARish 11/06/18 0.2% Bullish (TP,21w) BEARish (TP,43w)
SP500EW BEARish 10/31/18 -1.2% -2.7% BEARish 11/06/18 2.0% Bullish (TP,21w) BEARish (TP,43w)
SP3200 BEARish 11/20/18 -4.6% -5.5% BEARish 01/03/19 1.0% Bullish (TP,21w) BEARish (TP,43w)
SP500 BEARish 12/14/18 -2.02 -3.65 Bullish 02/15/19 0.4% Bullish (TP,43w) Bullish (TP,50d)
Ca_Alloc = 60% 80% 36%

        QAR - Summary          Vested  Pos-1  Pos-2   Pos-3   Pos-4  Sell    Buy   Sold*    Bot   HeldD   ROI    YTD   TR1y
1- RS(5,3),RS(7,5),PO(42/210) 27% - FAUMX - - - - FSKAX FAUMX 16 0.5% 0.4% -3%
2- RS(5,4),RS(6,5),PO(42/210) 16% IUSB - - - - - - IUSB 15 0.1% 0.4% -3%
3- RS(4,3),RS(5,4),PO(42/126) 58% TLT - FUTY - FUTY - - TLT 88 1.2% 3.7% -7%
4- RS(4,3),RS(5,4),PO(25/125) 54% - FBND - - USMV - - FBND 122 1.1% 3.7% -7%
5- RS(4,3),RS(5,4),PO(40/120) 55% - SHY AOK - - - - SHY 14 0.3% 0.9% -21%
6- RS(4,3),RS(5,4),PO(30/120) 17% DVYE - - - HDV IGV - DVYE 28 -1.6% 3.7% -4%
--- --- --- --- --- --- --- --- --- --- --- --- --- ---
Portfolio Totals (%Alloc) = 38% 12 51 1.1% 2.7% -7%
BenchMark (Cash_Alloc) = 60% FFNOX VL1700 SP1500 EAFE AGG 60%-Eq 40%-FI 11 B&H - 10.4% 0%

1-QTAA      BM      63d     7m      5m      3m   (5,3)  (7,5)  PO(s)   PO(5)   PO(f)   Criteria  Days    ROI   Vested
Symbol Index %G/L RRS147 RRS105 RRS63 RS *RS* 52/210 42/210 35/210 Status: HeldD (Pos) (Adj)
FUAMX
BB:ITT 3.3% 4% 10% 12% 11% 1 1.4% 1.6% 1.8% BUY 0%
FAUMX Muni 1.8% 1% 4% 7% 5% 2 0.4% 0.5% 0.6% HTD 16 0.5% 27%
FFNOX AA:GL -0.2% -21% -26% -5% -15% 3 -4.9% -5.6% -5.4% Sell 0%
FXAIX SP:500 0.3% -22% -28% -1% -15% 4 -4.6% -5.4% -4.9% Sell 0%
FSPSX MSCI:EAFE -1.3% -28% -29% -4% -17% 5 -7.6% -8.2% -7.7% Sell 0%
FSMAX DJ:CTSM -1.1% -41% -47% -13% -30% 6 -9.8% -11.2% -10.4% Sell 0%

2-QTAA  Asset   63d     6m      5m      4m   (5,4)  (6,5)  PO(s)   PO(5)   PO(f)   Criteria  Days  %G/L  Vested
Symbol Geo:CL %G/L RRS126 RRS105 RRS84 RS *RS* 52/210 42/210 35/210 Status: Held ROI (Adj)
IUSB
GL:TB 2.6% 2% 5% 9% 7% 1 0.3% 0.5% 0.7% HTD 15 0.1% 16%
AOK GL:Con 2.3% -6% -3% 3% 0% 2 -1.5% -1.5% -1.2% Sell 0%
AOM GL:Mod 2.4% -9% -6% 2% -2% 3 -2.0% -2.1% -1.7% Sell 0%
AOR GL:Gro 2.5% -14% -11% -1% -6% 4 -3.2% -3.4% -2.9% Sell 0%
AOA GL:Agr 2.5% -19% -17% -4% -10% 5 -4.4% -4.6% -4.0% Sell 0%
EQAL US:EW 4.8% -27% -23% -6% -15% 6 -5.2% -5.6% -4.4% Sell 0%

3-QAR   Asset   63d     5m      4m     3m   (4,3)  (5,4)  PO(s)   PO(3)   PO(f)   Criteria  Days    ROI   Vested
Symbol Geo:CL %G/L RRS105 RRS84 RRS63 RS *RS* 63/126 42/126 31/126 Status: HeldD (Pos) (Adj)
TLT
US:LTT 6.9% 18% 27% 25% 26% 1 1.2% 2.5% 2.6% HTD 3 0.3% 46%
FREL US:RE 5.9% 5% 12% 16% 14% 2 -0.6% -1.3% 0.5% Sell 0%
FUTY US:Ut 2.4% 4% -1% -5% -3% 3 0.5% -0.5% -0.2% Sell 172 4.8% 12%
QQEW GL:EW 8.4% -11% 8% 28% 18% 4 -2.6% -2.8% -0.5% Sell 0%
RSP US:EW 3.9% -21% -6% 9% 2% 5 -3.4% -4.4% -2.4% Sell 0%
IEFA DM:BMC 1.2% -26% -9% 4% -3% 6 -3.7% -4.4% -3.0% Sell 0%

4-QAR   Asset   63d     5m      4m     3m   (4,3)  (5,4)  PO(s)   PO(5)   PO(f)   Criteria  Days    ROI   Vested
Symbol Geo:CL %G/L RRS105 RRS84 RRS63 RS *RS* 31/125 25/125 21/125 Status: HeldD (Pos) (Adj)
EEMV
EM:MV 4.6% 5% 19% 20% 20% 1 1.4% 2.1% 2.4% BUY 0%
FBND US:TB 2.7% 4% 8% 12% 10% 2 0.9% 1.0% 1.2% HTD 11 0.3% 48%
EFAV DM:MV 2.3% -10% 2% 6% 4% 3 -0.9% -0.5% -0.3% Sell 0%
ACWV GL:MV 2.4% -9% -2% 1% 0% 4 -1.0% -0.4% 0.1% Sell 0%
USMV US:MV 2.8% -11% -4% 1% -1% 5 -1.3% -0.5% 0.1% Sell 233 7.7% 6%
FDLO US:LV 2.2% -17% -9% 2% -3% 6 -2.2% -1.3% -0.6% Sell 0%
FQAL US:Qal 2.2% -22% -8% 7% -1% 7 -2.6% -1.7% -1.2% Sell 0%
FDMO US:Mo 3.6% -27% -9% 14% 2% 8 -3.1% -2.0% -1.5% Sell 0%

5-QAR    Asset   63d     5m      4m     3m   (4,3)  (5,4)  PO(s)   PO(3)   PO(f)   Criteria  Days    ROI   Vested
Symbol Geo:CL %G/L RRS105 RRS84 RRS63 RS *RS* 50/120 40/120 30/120 Status: HeldD (Pos) (N)
ILF
LA:LCV 9.8% 15% 16% 52% 34% 1 1.9% 3.3% 5.2% BUY 0%
SHY US:STT 0.8% 3% 3% 3% 3% 2 0.3% 0.4% 0.5% HTD 17 0.0% 9%
AOK GL:Con 2.3% -3% 3% 8% 6% 3 -0.7% -0.6% -0.3% HTD 10 0.4% 46%
IPAC PAC:BMC 2.1% -22% -7% 2% -2% 4 -3.3% -3.5% -2.6% Sell 0%
IEUR EUR:BMC 0.9% -26% -9% 7% -1% 5 -4.2% -4.0% -3.2% Sell 0%
ITOT USA:BMC 3.2% -26% -11% 6% -2% 6 -4.4% -4.6% -3.4% Sell 0%

6-QTAR  Asset    63d     5m      4m     3m   (4,3)  (5,4)  PO(s)   PO(4)   PO(f)   Criteria  Days    ROI   Vested
Symbol Geo:CL %G/L RRS105 RRS84 RRS63 RS *RS* 40/120 30/120 24/120 Status: HeldD (Pos) (Adj)
DVYE
EM:HD 7.3% 13% 27% 37% 32% 1 1.8% 3.8% 4.7% HTD 11 -1.7% 9%
IGV NA:T-S 15.4% -8% 20% 53% 37% 2 -1.5% 1.3% 2.6% BUY 0 0%
REM US:MRE -0.2% -6% 0% 5% 3% 3 -2.2% -0.4% 0.3% Sell 0%
IHI US:MD 9.3% -12% 5% 21% 13% 4 -2.3% -0.2% 1.0% Sell 0%
DSI US:Soc 4.6% -18% -1% 13% 6% 5 -3.2% -1.3% -0.5% Sell 0%
HDV US:HD 1.4% -12% -9% -9% -9% 6 -2.7% -1.5% -1.0% Sell 73 -1.5% 7%
ICVT US:CB 4.1% -17% -4% 12% 4% 7 -3.2% -1.5% -0.7% Sell 0%
DGRO US:DG 2.4% -18% -7% 1% -3% 8 -3.4% -1.8% -1.1% Sell 0%
FDIS US:CD 2.0% -22% -6% 14% 4% 9 -3.9% -1.7% -1.1% Sell 0%
EUSA US:EW 4.2% -23% -6% 11% 2% 10 -4.3% -2.0% -1.0% Sell 0%
SUSA US:ESG 3.4% -22% -8% 5% -2% 11 -4.1% -2.2% -1.3% Sell 0%
IGM NA:Tec 7.6% -27% -3% 28% 12% 12 -4.4% -2.2% -1.1% Sell 0%
FHLC US:HC 2.8% -20% -11% -7% -9% 13 -3.8% -2.3% -1.6% Sell 0%
IUSV US:BMV 1.9% -23% -11% 3% -4% 14 -4.1% -2.2% -1.3% Sell 0%
IVW US:LCG 3.5% -26% -11% 8% -1% 15 -4.5% -2.7% -1.9% Sell 0%
IUSG US:BMG 3.5% -27% -11% 8% -2% 16 -4.6% -2.8% -2.0% Sell 0%
ONEQ GL:BMC 4.5% -29% -10% 15% 2% 17 -5.0% -2.9% -2.0% Sell 0%
OEF US:LCB 1.5% -27% -15% 1% -7% 18 -4.7% -3.0% -2.3% Sell 0%
ITA US:A&D 7.8% -34% -10% 26% 8% 19 -5.3% -2.6% -1.1% Sell 0%
FTEC US:IT 6.3% -33% -13% 17% 2% 20 -5.6% -3.6% -2.4% Sell 0%

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