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No. of Recommendations: 3
Quant Asset Rotation & Allocation
Universe : Exchange Traded Funds and Index MF's. Inverse/Leveraged/ETN's are excluded.
Selection : 1- Asset Allocation(MF's), 2- Multi-Asset, 3- Passively Managed, 4- Enhanced Strategy, 5- Regional, 6- Comm-Free/WWL

 Trends        PO's    PO's      MAC(10M)  MAC(10M)     DBE(126d)  Last_NH     CountIF()    Eq-Wt     Risk
08/16/19 Status: Inter. Status: Ratio Status: #MktD Bullish %Bullish Level
SP600 |
BEARish -1.9% | Bullish -2.3% | BEARish 244 | 1 6.7%
SP400 | BEARish -0.6% | Bullish -0.3% | Bullish 11 | 2 13.3%
SP500EW | Bullish 1.2% | Bullish 1.0% | Bullish 16 | 3 20.0%
SP3200 | Bullish 5.0% | Bullish 2.8% | Bullish 14 | 3 20.0%
SP500 | Bullish 4.31 | Bullish 3.4% | Bullish 14 | 3 20.0%
--- --- --- --- --- --- --- --- ---
%Bullish 3 20.0% 5 33.3% 4 26.7% 12 80.0% Moderate

    Summary (Buy,HTD,Sell)     Vested  HeldD  # Held  Sell  Buy  Sold*  Bot   ROI    YTD   TR1y
1- RS(3,5),RS(5,7),PO(42/210) 129% 122 1 - - - - -1.6% 2.1% -12%
2- RS(3,4),RS(4,5) 84% 143 2 - AOK AOA - 1.9% 2.1% -12%
3- RS(3,4),RS(4,5),PO(42/126) 37% 25 1 - TLT - - 3.2% 3.2% -4%
4- RS(4,5),RS(5,6) 111% 98 2 - - - - 3.7% 3.2% -4%
5- RS(3,4),RS(4,5),PO(40/120) 93% 171 2 - - - - 3.4% 5.5% -2%
6- RS(3,4),RS(4,5),PO(30/120) 76% 86 7 IYF TLH IGM - 1.4% 0.1% -7%
Cash Allocation = 20% --- --- --- --- --- --- --- --- ---
Portfolio Totals = 93% 100 18 - - - - 2.2% 4.0% -6%
BenchMark = 0% B&H 11 - - - - - 10.5% -2%

1-QTAA      BM     %G/L    7m      5m      3m   (3,5)  (5,7)  PO(s)   PO(5)   PO(f)   Criteria   HeldD    ROI   Vested
Symbol Index 126d RRS147 RRS105 RRS63 RS2 *RS1* 52/210 42/210 35/210 Status: HTD(61) (Pos) (Adj)
FXAIX
SP:500 4% 17% 9% 19% 14% 1 5.0% 5.6% 5.8% BUY 0%
FUAMX BB:ITT 7% 11% 13% 13% 13% 2 3.7% 3.9% 4.0% HTD 0%
FFNOX AA:GL 3% 13% 7% 16% 12% 3 3.8% 4.4% 4.5% HTD 122 -1.6% 129%
FSPSX MSCI:EAFE 0% 9% 1% 4% 2% 4 2.8% 3.1% 3.1% HTD 0%
FSMAX DJ:CTSM -3% 6% 1% 15% 8% 5 1.9% 2.5% 2.7% Sell 0%

2-QTAA  Asset   %G/L    5m      4m     3m   (3,4)  (4,5)  PO(s)   PO(5)   PO(f)   Criteria   HeldD   %G/L  Vested
Symbol Geo:CL 126d RRS105 RRS84 RRS63 RS2 *RS1* 52/210 42/210 35/210 Status: HTD(31) ROI (Adj)
AOK
GL:Con 4% 8% 9% 11% 10% 1 3.2% 3.4% 3.4% BUY 0%
AOM GL:Mod 4% 7% 7% 9% 8% 2 3.3% 3.5% 3.4% BUY 144 2.5% 42%
AOR GL:Gro 3% 5% 5% 8% 6% 3 3.3% 3.6% 3.5% HTD 141 1.2% 42%
IYLD GL:Inc 1% 3% 5% 8% 6% 4 2.0% 2.2% 2.2% BUY 0%
AOA GL:Agr 2% 3% 2% 7% 4% 5 3.4% 3.7% 3.6% Sell 0%
COMT GL:Com -7% -15% -12% -4% -8% 6 -3.3% -2.9% -3.1% Sell 0%

3-QAR   Asset   %G/L    5m      4m     3m   (3,4)  (4,5)  PO(s)   PO(3)   PO(f)   Criteria   HeldD    ROI   Vested
Symbol Geo:CL 126d RRS105 RRS84 RRS63 RS2 *RS1* 63/126 42/126 31/126 Status: HTD(31) (Pos) (Adj)
TLT
US:LTT 20% 32% 39% 36% 38% 1 3.9% 5.1% 5.7% BUY 0 0%
FUTY US:Ut 10% 14% 16% 9% 13% 2 1.9% 2.4% 2.5% HTD 50 3.2% 37%
FREL US:RE 7% 11% 13% 10% 12% 3 1.6% 2.0% 2.2% Sell 0%
QQEW GL:EW 4% 7% 8% 26% 17% 4 0.8% 2.5% 2.8% Sell 0%
EUSA US:EW 1% 6% 5% 14% 10% 5 0.7% 1.8% 1.8% Sell 0%
IEFA DM:BMC -2% -8% -10% -9% -9% 6 -0.5% -0.4% -0.8% Sell 0%

4-QAR   Asset   %G/L    6m      5m      4m   (4,5)  (5,6)  PO(s)   PO(3)   PO(f)   Criteria   HeldD    ROI   Vested
Symbol Geo:CL 126d RRS126 RRS105 RRS84 RS2 *RS1* 63/126 42/126 31/126 Status: HTD(31) (Pos) (Adj)
USMV
US:MV 10% 22% 22% 24% 23% 1 2.9% 4.1% 4.4% BUY 59 2.0% 61%
FDLO US:LV 9% 20% 19% 20% 20% 2 2.4% 3.7% 4.0% BUY 137 5.8% 50%
FDMO US:Mo 6% 17% 15% 14% 15% 3 2.0% 3.2% 3.3% HTD 0%
ACWV GL:MV 7% 14% 13% 14% 14% 4 1.8% 2.5% 2.5% HTD 0%
FBND US:TB 5% 10% 9% 11% 10% 5 1.2% 1.7% 1.8% Sell 0%
FQAL US:Qal 3% 9% 7% 7% 7% 6 0.8% 1.9% 2.1% Sell 0%
EFAV DM:MV 2% 3% 2% 3% 2% 7 0.5% 0.6% 0.4% Sell 0%
EEMV EM:MV -4% -8% -10% -7% -8% 8 -1.1% -0.7% -1.2% Sell 0%

5-QAR    Asset   %G/L    5m      4m     3m   (3,4)  (4,5)  PO(s)   PO(3)   PO(f)   Criteria   HeldD    ROI   Vested
Symbol Geo:CL 126d RRS105 RRS84 RRS63 RS2 *RS1* 50/120 40/120 30/120 Status: HTD(31) (Pos) (N)
AOK
GL:Con 4% 8% 9% 11% 10% 1 1.3% 1.5% 1.5% HTD 192 4.8% 47%
ITOT USA:BMC 3% 8% 7% 17% 12% 2 1.7% 2.0% 2.2% BUY 149 1.9% 46%
ILF LA:LCV -12% -4% 3% -1% 1% 4 0.4% 0.4% 0.1% Sell 0%
IPAC PAC:BMC -2% -5% -4% -1% -3% 5 0.0% 0.0% 0.0% Sell 0%
IEUR EUR:BMC -2% -10% -15% -14% -15% 6 -0.7% -1.0% -1.2% Sell 0%
SHY US:STT 2% 3% 3% 2% 3% NR 0.5% 0.5% 0.5% NR 0%

6-QTAR  Asset   %G/L    5m      4m     3m   (3,4)  (4,5)  PO(s)   PO(4)   PO(f)   Criteria   HeldD    ROI   Vested
Symbol Geo:CL 126d RRS105 RRS84 RRS63 RS2 *RS1* 40/120 30/120 24/120 Status: HTD(31) (Pos) (Adj)
IHI
US:MD 9% 26% 42% 44% 43% 1 4.9% 5.2% 5.4% BUY 32 1.1% 12%
TLH US:LTB 13% 23% 28% 25% 27% 2 3.6% 3.9% 4.4% BUY 0%
ITA US:A&D 2% 20% 15% 19% 17% 3 3.1% 3.2% 3.2% BUY 44 -0.2% 12%
IWP US:MCG 7% 15% 16% 25% 21% 4 3.2% 3.5% 3.3% BUY 165 6.6% 9%
FTEC US:IT 11% 15% 15% 35% 25% 5 3.7% 4.2% 4.0% BUY 157 7.9% 9%
ICF US:RE 9% 14% 16% 10% 13% 6 2.1% 2.4% 2.2% HTD 0%
IDU US:Ut 9% 13% 15% 8% 12% 7 2.1% 2.1% 1.9% HTD 0%
IWF US:BMG 7% 13% 14% 26% 20% 8 3.0% 3.3% 3.1% BUY 150 4.4% 11%
IYR US:RE 8% 12% 15% 12% 14% 9 1.9% 2.3% 2.1% HTD 0%
IWY US:LCG 8% 13% 13% 25% 19% 10 3.1% 3.3% 3.0% BUY 0%
IYC US:CS 7% 15% 10% 20% 15% 11 3.3% 3.4% 2.9% HTD 16 -4.2% 10%
IYF US:Fin 4% 15% 10% 14% 12% 12 2.5% 2.8% 2.5% Sell 39 -2.8% 12%
IGM NA:Tec 9% 12% 11% 31% 21% 13 3.3% 3.7% 3.4% Sell 0%
IVW US:LCG 7% 12% 11% 18% 15% 14 2.6% 2.7% 2.4% Sell 0%
IUSG US:BMG 6% 12% 11% 18% 14% 15 2.6% 2.7% 2.4% Sell 0%
IYW US:Tec 10% 11% 11% 37% 24% 16 3.2% 3.7% 3.6% Sell 0%
IGV NA:T-S 4% 11% 10% 19% 14% 17 2.9% 3.1% 2.4% Sell 0%
DGRO US:DG 3% 10% 9% 14% 11% 18 2.1% 2.1% 1.9% Sell 0%
XMLV US:LV 5% 10% 7% 8% 7% 19 1.7% 1.8% 1.5% Sell 0%
XMMO US:MCM 7% 9% 7% 14% 11% 20 2.1% 2.1% 1.8% Sell 0%
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