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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
21-Feb-2020 Status: Inter Status: TP,210 Status: #MktD Bullish Eq-Wt Gauges
SP600 (IJR) Daily | Bullish -0.1% | Bullish 4.9% | Bullish 24 | 3 20.0% Risk_On
SP400 (MDY) Daily | Bullish 1.5% | Bullish 6.4% | Bullish 1 | 3 20.0% Risk_On
SP500EW (RSP) Daily | Bullish 4.7% | Bullish 7.3% | Bullish 1 | 3 20.0% Risk_On
SP3200 (ITOT) Daily | Bullish 7.3% | Bullish 9.9% | Bullish 1 | 3 20.0% Risk_On
SP500 (.SPx) Daily | Bullish 215.56 | Bullish 10.1% | Bullish 1 | 3 20.0% Risk_On
--- --- --- --- --- --- --- --- --- ---
IF(Bullish) = 5 5 5 15 100.0% Risk_On

    Summary (Buy,HTD,Sell)     Vested  HeldD  Held#  Sell  Buy  Sold*  Bot    ROI   YTD   TR1y   TR3y
1- RS2(4,5),RS1(5,6) 96% 311 1 - - - - 7.2% 2.8% 12% 10%
2- RS2(3,4),RS1(4,5) 89% 259 3 - - - - 6.2% 2.8% 12% 10%
3- RS2(3,4),RS1(5),PO(42/126) 99% 51 2 - - - EUSA 7.4% 7.5% 15% 8%
4- RS2(4,5),RS1(6),PO(42/126) 96% 176 2 - - ACWV QUAL 9.3% 7.5% 15% 8%
5- RS2(3,4),RS1(5),PO(40/120) 95% 360 2 - - - - 13.3% 3.2% 16% 5%
6- RS2(3,4),RS1(5),PO(30/120) 60% 35 7 - IWY SMH PSI 3.9% 3.6% 9% 16%
Cash Allocation 0% 109 0 --- --- --- --- --- --- --- ---
Portfolio Totals = 91% 126 20 - - - - 6.5% 5.0% 13.7% 9.3%
BenchMark (60/40) = N/A B&H 7 - - - - - 2.0% 12.0% 7.8%

1-QTAA      BM       12m     6m      5m      4m   (4,5)  (5,6)  PO(s)   PO(4)   PO(f)   Criteria   HeldD   ROI   Vested
Symbol Index RRS252 RRS126 RRS105 RRS84 RS2 *RS1* 40/120 30/120 24/120 Status: HTD(61) (%) (Adj)
FXAIX
SP:500 16% 30% 34% 33% 34% 1 5.1% 5.8% 6.1% BUY 0%
FSMAX DJ:CTSM 8% 22% 25% 21% 23% 2 3.4% 4.0% 4.3% HTD 0%
FFNOX AA:GL 12% 20% 21% 16% 18% 3 2.8% 3.0% 3.2% HTD 311 7.2% 96%
FSPSX MSCI:EAFE 8% 16% 12% 2% 7% 4 1.6% 1.5% 1.4% HTD 0%
FUAMX BB:ITT 6% -1% 1% 4% 2% 5 0.2% 0.5% 0.7% Sell 0%

2-QTAA   Asset     12m     5m      4m     3m   (3,4)  (4,5)  PO(s)   PO(4)   PO(f)   Criteria   HeldD   ROI   Vested
Symbol Geo:Cla RRS252 RRS105 RRS84 RRS63 RS2 *RS1* 40/120 30/120 24/120 Status: HTD(31) (%) (Adj)
AOA
GL:Agr 10% 21% 18% 16% 17% 1 3.1% 3.4% 3.4% BUY 114 4.2% 31%
AOR GL:Gro 9% 17% 15% 14% 14% 2 2.4% 2.7% 2.7% BUY 330 6.7% 33%
IYLD GL:Inc 5% 12% 13% 15% 14% 3 1.9% 2.2% 2.3% BUY 0%
AOM GL:Mod 8% 12% 12% 12% 12% 4 1.7% 2.0% 2.1% HTD 333 8.1% 25%
AOK GL:Con 7% 10% 10% 11% 11% 5 1.5% 1.7% 1.8% Sell 0%
COMT GL:Com -5% -6% -18% -32% -25% 6 -0.9% -2.3% -3.5% Sell 0%

3-QAR    Asset     12m     5m      4m     3m   (3,4)   (5)   PO(s)   PO(3)   PO(f)   Criteria   HeldD    ROI   Vested
Symbol Geo:Cla RRS252 RRS105 RRS84 RRS63 RS2 *RS1* 63/126 42/126 31/126 Status: HTD(31) (%) (Adj)
QQEW
GL:EW 18% 45% 44% 47% 1 1 4.9% 7.1% 8.0% BUY 81 10.6% 52%
EUSA US:EW 13% 30% 26% 24% 3 2 3.4% 4.6% 5.1% HTD 21 4.0% 47%
FUTY US:Util 16% 19% 32% 49% 2 3 1.6% 3.4% 4.9% BUY 0%
IEFA DM:BMC 8% 18% 9% 4% 6 4 2.6% 2.9% 2.8% Sell 0%
FREL US:RE 12% 9% 16% 31% 4 5 0.6% 1.6% 2.7% Sell 0%
TLT US:LTT 17% 3% 14% 20% 5 6 -0.3% 0.2% 1.2% Sell 0%

4-QAR    Asset     12m     6m      5m      4m   (4,5)   (6)   PO(s)   PO(3)   PO(f)   Criteria   HeldD    ROI   Vested
Symbol Geo:Cla RRS252 RRS126 RRS105 RRS84 RS2 *RS1* 63/126 42/126 31/126 Status: HTD(31) (%) (Adj)
QUAL
US:Qua 17% 33% 37% 34% 2 1 4.3% 5.7% 6.4% HTD 25 2.3% 50%
MTUM US:Mo 17% 26% 36% 43% 1 2 3.4% 5.4% 6.8% BUY 0%
FDLO US:LV 18% 24% 29% 31% 3 3 3.0% 4.4% 5.3% HTD 326 18.0% 46%
USMV US:MV 16% 16% 22% 28% 4 4 2.0% 3.4% 4.3% Sell 0%
ACWV GL:MV 11% 11% 11% 13% 5 5 1.2% 1.9% 2.5% Sell 0%
EFAV DM:MV 6% 8% 6% 1% 7 6 1.0% 0.9% 1.2% Sell 0%
FBND US:TB 6% 2% 4% 7% 6 7 0.3% 0.6% 0.9% Sell 0%
EEMV EM:MV -2% 1% -2% -9% 8 8 0.1% 0.0% -0.5% Sell 0%

5-QAR    Asset     12m     5m      4m     3m   (3,4)   (5)   PO(s)   PO(3)   PO(f)   Criteria   HeldD    ROI   Vested
Symbol Geo:Cla RRS252 RRS105 RRS84 RRS63 RS2 *RS1* 50/120 40/120 30/120 Status: HTD(31) (%) (N)
ITOT
USA:BMC 15% 35% 33% 32% 1 1 4.4% 5.1% 5.5% BUY 338 17.3% 49%
IEUR EUR:BMC 7% 24% 16% 12% 2 2 3.4% 3.6% 3.5% BUY 0%
AOK GL:Con 7% 10% 10% 11% 3 3 1.3% 1.5% 1.6% HTD 381 9.3% 46%
IPAC PAC:BMC 7% 7% -3% -10% 5 4 1.2% 0.9% 0.9% HTD 0%
ILF LA:LCV -4% 6% -6% -8% 6 5 1.7% 1.3% 0.6% HTD 0%
SHY US:STT 1% 0% 1% 2% 4 6 0.0% 0.1% 0.1% NA 0%

6-QAR    Asset     12m     5m      4m     3m   (3,4)   (5)   PO(s)   PO(4)   PO(f)   Criteria   HeldD    ROI   Vested
Symbol Geo:Cla RRS252 RRS105 RRS84 RRS63 RS2 *RS1* 40/120 30/120 24/120 Status: HTD(31) (%) (Adj)
XBI
US:Bio 7% 65% 51% 14% 13 1 8.1% 7.9% 7.7% BUY 53 2.4% 7%
PSI US:SC 30% 58% 57% 68% 1 2 9.2% 10.3% 10.7% HTD 7 -4.3% 6%
XSD US:SCEW 35% 57% 53% 51% 4 3 8.8% 9.2% 9.0% BUY 81 10.1% 12%
QTEC GL:TEW 25% 57% 58% 61% 2 4 8.8% 9.9% 10.2% HTD 21 4.3% 7%
IWY US:LCG 22% 50% 53% 58% 3 5 7.7% 9.0% 9.6% BUY 0 0%
RYT US:TEW 20% 45% 44% 43% 5 6 6.7% 7.6% 8.0% BUY 0 0%
XT GL:TEW 16% 40% 36% 34% 9 7 6.0% 6.7% 6.8% BUY 0 0%
ESGU US:ESG 18% 39% 37% 38% 7 8 5.8% 6.6% 6.9% BUY 0 0%
RDVY US:D-I 21% 37% 26% 20% 19 9 5.4% 5.4% 5.2% HTD 46 1.5% 6%
SPGP US:MFac 21% 37% 26% 21% 18 10 5.2% 5.4% 5.4% HTD 100 5.3% 11%
IWP US:MCG 15% 37% 37% 35% 8 11 5.4% 6.2% 6.5% BUY 0%
TDIV GL:D-I 16% 36% 35% 42% 6 12 5.4% 6.3% 6.9% BUY 0%
SPHQ US:Qua 17% 35% 33% 30% 14 13 5.3% 5.8% 5.9% BUY 0%
GSLC US:LCB 17% 35% 34% 34% 10 14 5.2% 5.9% 6.3% BUY 0%
MOAT US:Fun 21% 33% 22% 16% 20 15 4.5% 4.8% 4.8% HTD 72 3.0% 11%
QUS US:Qua 18% 30% 29% 29% 16 16 4.5% 5.1% 5.5% Sell 0%
XAR US:A&D 23% 30% 32% 33% 12 17 4.1% 5.1% 5.3% Sell 0%
XMMO US:Mo 11% 29% 33% 35% 11 18 4.4% 5.3% 5.8% Sell 0%
XHB US:HB 23% 26% 23% 35% 17 19 4.0% 5.4% 6.1% Sell 0%
LGLV US:LV 17% 22% 27% 32% 15 20 3.3% 4.2% 4.7% Sell 0%
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