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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
27-Mar-2020 Status: Inter Status: TP,210 Status: #MktD Bullish Eq-Wt Gauges
SP600 (IJR) Daily | BEARish -28.1% | BEARish -28.6% | Bullish 48 | 1 6.7% Averse
SP400 (MDY) Daily | BEARish -25.6% | BEARish -26.0% | Bullish 25 | 1 6.7% Averse
SP500EW (RSP) Daily | BEARish -14.6% | BEARish -22.5% | Bullish 25 | 1 6.7% Averse
SP3200 (ITOT) Daily | BEARish -4.5% | Bullish -16.9% | Bullish 26 | 2 13.3% Averse
SP500 (.SPx) Daily | BEARish -163.25 | Bullish -15.3% | Bullish 26 | 2 13.3% Averse
--- --- --- --- --- --- --- --- --- ---
IF(Bullish) = 0 2 5 7 46.7% Averse

  Summary (Buy,HTD,Sell)     Vested  HeldD  Held#  Sell  Buy  Sold*  Bot    ROI     YTD    TR1y   TR3y
1- RS(4,5),RS(5,6) 123% 346 1 - - FFNOX - -14.7% -15.9% -10% 3%
2- RS(3,4),RS(4,5) 117% 367 2 - AOK AOA - -7.0% -15.9% -10% 3%
3- RS(3,4),RS(5),PO(42/126) 96% 116 1 QQEW TLT EUSA - -13.3% -21.6% -17% 0%
4- RS(4,5),RS(6),PO(42/126) 171% 211 2 FDLO - - - -16.5% -21.6% -17% 0%
5- RS(3,4),RS(5),PO(40/120) 71% 395 2 ITOT - ITOT - -4.1% -16.4% -5% -2%
6- RS(3,4),RS(5),PO(30/120) 24% 72 2 XBI - SPGP - -19.0% -5.2% 4% 14%
Cash(MI Screens) 38% --- --- --- --- --- --- --- --- --- ---
MI Screen Totals(Adj.) = 104% 255 13 - - - - -12.3% -17.8% -10.0% 3.1%
BenchMark (60/40) = N/A B&H 7 - - - - - -16.0% -6.5% 1.7%

1-QTAA      BM       12m     6m      5m      4m   RS(4,5)  RS(5,6)  PO(s)   PO(4)   PO(f)   Criteria   HeldD     ROI   Vested
Symbol Index RRS252 RRS126 RRS105 RRS84 fast slow 40/120 30/120 24/120 Status: HTD(61) (%) (Adj)
FUAMX
BB:ITT 7% 10% 15% 22% 18% 1 2.4% 3.2% 3.9% BUY 0%
FXAIX SP:500 7% -10% -29% -59% -44% 2 -3.3% -6.8% -10.8% HTD 0%
FFNOX AA:GL 3% -19% -38% -65% -51% 3 -4.6% -7.7% -11.1% HTD 346 -14.7% 123%
FSMAX DJ:CTSM -4% -31% -57% -95% -76% 4 -6.4% -10.8% -15.9% HTD 0%
FSPSX MSCI:EAFE -3% -34% -58% -88% -73% 5 -7.4% -11.2% -14.9% Sell 0%

2-QTAA   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 fast slow 40/120 30/120 24/120 Status: HTD(31) (%) (Adj)
AOK
GL:Con 3% -12% -22% -43% -33% 1 -1.5% -2.8% -4.2% BUY 0%
AOM GL:Mod 3% -16% -30% -55% -43% 2 -2.0% -3.7% -5.5% BUY 368 -3.5% 52%
AOR GL:Gro 2% -26% -45% -82% -64% 3 -3.2% -5.7% -8.2% BUY 365 -9.6% 66%
AOA GL:Agr 2% -35% -62% -111% -86% 4 -4.5% -7.7% -11.0% HTD 0%
IYLD GL:Inc -3% -37% -62% -113% -87% 5 -4.6% -7.6% -10.8% Sell 0%
COMT GL:Com -16% -76% -110% -167% -138% 6 -10.9% -14.0% -17.5% 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 fast slow 63/126 42/126 31/126 Status: HTD(31) (%) (Adj)
TLT
US:LTT 19% 39% 54% 77% 65% 1 3.0% 6.1% 8.1% BUY 0%
FUTY US:Util 9% -17% -36% -87% -61% 2 0.2% -1.1% -4.2% Sell 0%
QQEW GL:EW 11% -18% -45% -103% -74% 3 1.6% -0.9% -4.2% Sell 116 -13.3% 96%
FREL US:RE 0% -46% -72% -136% -104% 4 -2.1% -4.7% -8.4% Sell 0%
EUSA US:EW 1% -51% -88% -159% -124% 5 -1.3% -5.4% -9.8% Sell 0%
IEFA DM:BMC -3% -58% -91% -152% -122% 6 -2.6% -6.9% -11.0% Sell 0%

4-QAR    Asset     12m     6m      5m      4m   RS(4,5)  RS(6)  PO(s)   PO(3)   PO(f)   Criteria   HeldD     ROI   Vested
Symbol Geo:Cla RRS252 RRS126 RRS105 RRS84 fast slow 63/126 42/126 31/126 Status: HTD(31) (%) (Adj)
MTUM
US:Mo 8% -2% -15% -40% -28% 1 1.3% -0.6% -3.8% Sell 0%
FBND US:TB 3% -2% -3% -8% -5% 2 0.1% -0.2% -0.7% Sell 0%
QUAL US:Qua 7% -11% -33% -65% -49% 3 0.1% -3.2% -7.0% Sell 60 -21.6% 89%
FDLO US:LV 7% -14% -30% -59% -45% 4 -0.1% -2.9% -6.4% Sell 361 -10.1% 82%
USMV US:MV 6% -14% -25% -49% -37% 5 -0.3% -2.4% -5.6% Sell 0%
ACWV GL:MV 2% -20% -31% -51% -41% 6 -1.3% -3.5% -6.4% Sell 0%
EFAV DM:MV -3% -29% -45% -67% -56% 7 -2.6% -5.5% -8.7% Sell 0%
EEMV EM:MV -10% -34% -51% -71% -61% 8 -3.2% -6.9% -9.6% 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 fast slow 50/120 40/120 30/120 Status: HTD(31) (%) (N)
AOK
GL:Con 3% -12% -22% -43% -33% 2 -0.7% -1.5% -2.1% Sell 416 -0.2% 50%
ITOT USA:BMC 5% -36% -68% -130% -99% 3 -1.9% -4.1% -6.1% Sell 373 -12.3% 21%
IEUR EUR:BMC -4% -57% -94% -163% -128% 4 -4.5% -7.2% -9.4% Sell 0%
IPAC PAC:BMC -3% -59% -87% -135% -111% 5 -5.5% -8.0% -9.9% Sell 0%
ILF LA:LCV -22% -112% -168% -278% -223% 6 -10.1% -14.4% -17.7% Sell 0%
SHY US:STT 2% 5% 7% 10% 9% 1 0.5% 0.7% 0.9% FYI 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 fast slow 40/120 30/120 24/120 Status: HTD(31) (%) (Adj)
PTNQ
GL:TAA 17% -4% -28% -84% -56% 1 0.6% -2.7% -6.5% Sell 0%
IWY US:LCG 15% -8% -34% -91% -63% 2 -0.2% -3.6% -7.3% Sell 0%
ICVT US:CB 5% -11% -35% -87% -61% 3 -0.5% -3.4% -7.0% Sell 0%
VONG US:BMG 13% -13% -41% -99% -70% 4 -0.9% -4.4% -8.3% Sell 0%
CFO US:VWt 8% -15% -34% -67% -50% 5 -1.9% -4.2% -6.6% Sell 0%
QTEC GL:TEW 17% -15% -47% -116% -81% 6 -1.4% -5.3% -9.5% Sell 56 -18.1% 12%
XBI US:Bio 4% -20% -71% -114% -93% 7 -1.9% -5.1% -8.9% Sell 88 -20.0% 12%
SMH US:SC 28% -21% -53% -117% -85% 8 -2.0% -5.7% -9.8% Sell 0%
IHI US:MD 12% -25% -58% -112% -85% 9 -3.2% -6.6% -10.2% Sell 0%
XT GL:TEW 9% -27% -57% -114% -86% 10 -2.9% -6.4% -10.2% Sell 0%
SPHQ US:Qua 7% -28% -58% -114% -86% 11 -3.5% -7.0% -10.5% Sell 0%
ESGU US:ESG 9% -29% -59% -119% -89% 12 -3.1% -7.0% -11.0% Sell 0%
TDIV GL:D-I 7% -30% -56% -117% -87% 13 -3.3% -7.4% -11.3% Sell 0%
GSLC US:LCB 8% -30% -60% -118% -89% 14 -3.4% -7.1% -11.0% Sell 0%
XSD US:SCEW 23% -30% -68% -148% -108% 15 -3.8% -8.1% -12.5% Sell 0%
CDC US:VWt 3% -32% -52% -87% -69% 16 -4.4% -7.1% -9.7% Sell 0%
IWP US:MCG 5% -32% -65% -128% -96% 17 -3.7% -7.5% -11.8% Sell 0%
QUS US:Qua 7% -33% -62% -118% -90% 18 -3.9% -7.5% -11.4% Sell 0%
LGLV US:LV 5% -34% -62% -119% -90% 19 -3.8% -7.6% -11.6% Sell 0%
MOAT US:Fun 11% -43% -75% -130% -102% 20 -5.1% -8.9% -12.8% Sell 0%
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