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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
08/23/19 Status: Inter. Status: Ratio Status: #MktD Bullish %Bullish Level
SP600 |
BEARish -2.1% | Bullish -3.0% | BEARish 249 | 1 6.7%
SP400 | BEARish -1.6% | Bullish -0.9% | Bullish 16 | 2 13.3%
SP500EW | Bullish 0.3% | Bullish 0.5% | Bullish 21 | 3 20.0%
SP3200 | Bullish 4.4% | Bullish 2.3% | Bullish 19 | 3 20.0%
SP500 | Bullish 3.38 | Bullish 2.8% | Bullish 19 | 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(3,6),RS(6,9),PO(42/210) 131% 129 1 - - - - 0.4% 1.8% -14%
2- RS(3,4),RS(4,5) 83% 150 2 - AOK AOA - 1.3% 1.8% -14%
3- RS(3,4),RS(4,5),PO(42/126) 37% 29 1 - TLT - - 3.2% 2.3% -5%
4- RS(4,5),RS(5,6) 109% 105 2 - - - - 2.6% 2.3% -5%
5- RS(3,4),RS(4,5),PO(40/120) 93% 178 2 - - - - 2.5% 4.5% -3%
6- RS(3,4),RS(4,5),PO(30/120) 63% 101 6 - TLH IYF - 1.5% -0.4% -9%
Cash Allocation = 20% --- --- --- --- --- --- --- --- ---
Portfolio Totals = 91% 110 17 - - - - 2.0% 3.5% -8%
BenchMark = 0% B&H 11 - - - - - 10.0% -4%

1-QTAA      BM     252d    9m      6m      3m   (3,6)  (6,9)  PO(s)   PO(5)   PO(f)   Criteria   HeldD    ROI   Vested
Symbol Index %G/L RRS189 RRS126 RRS63 RS2 *RS1* 52/210 42/210 35/210 Status: HTD(61) (Pos) (Adj)
FXAIX
SP:500 2% 20% 10% 14% 12% 1 5.2% 5.4% 5.5% HTD 0%
FUAMX BB:ITT 8% 11% 13% 13% 13% 2 3.8% 3.9% 4.1% BUY 0%
FFNOX AA:GL -1% 15% 8% 10% 9% 3 4.0% 4.2% 4.2% HTD 129 0.4% 131%
FSPSX MSCI:EAFE -6% 12% 2% -4% -1% 4 2.8% 2.8% 2.4% HTD 0%
FSMAX DJ:CTSM -11% 12% 0% 10% 5% 5 2.2% 2.4% 2.5% Sell 0%

2-QTAA  Asset   252d    5m      4m     3m   (3,4)  (4,5)  PO(s)   PO(5)   PO(f)   Criteria   HeldD   %G/L  Vested
Symbol Geo:CL %G/L RRS105 RRS84 RRS63 RS2 *RS1* 52/210 42/210 35/210 Status: HTD(31) ROI (Adj)
AOK
GL:Con 3% 7% 9% 8% 9% 1 3.2% 3.3% 3.3% BUY 0%
AOM GL:Mod 2% 6% 7% 6% 7% 2 3.3% 3.3% 3.2% BUY 151 2.2% 42%
AOR GL:Gro -1% 4% 5% 3% 4% 3 3.3% 3.3% 3.1% HTD 148 0.5% 42%
IYLD GL:Inc -1% 3% 5% 4% 4% 4 2.0% 2.0% 1.9% BUY 0%
AOA GL:Agr -3% 1% 2% 1% 1% 5 3.3% 3.3% 3.0% Sell 0%
COMT GL:Com -20% -16% -11% -10% -10% 6 -2.9% -3.0% -3.4% Sell 0%

3-QAR   Asset   252d    5m      4m     3m   (3,4)  (4,5)  PO(s)   PO(3)   PO(f)   Criteria   HeldD    ROI   Vested
Symbol Geo:CL %G/L RRS105 RRS84 RRS63 RS2 *RS1* 63/126 42/126 31/126 Status: HTD(31) (Pos) (Adj)
TLT
US:LTT 20% 36% 42% 41% 42% 1 4.3% 5.5% 6.5% BUY 0 0%
FUTY US:Ut 14% 16% 16% 11% 14% 2 1.9% 2.3% 2.4% HTD 57 3.2% 37%
FREL US:RE 8% 12% 14% 12% 13% 3 1.7% 1.9% 2.1% Sell 0%
QQEW GL:EW 2% 5% 9% 18% 14% 4 0.9% 2.3% 2.1% Sell 0%
EUSA US:EW -4% 3% 5% 6% 5% 5 0.7% 1.4% 1.1% Sell 0%
IEFA DM:BMC -9% -10% -11% -15% -13% 6 -0.6% -0.8% -1.5% Sell 0%

4-QAR   Asset   252d    6m      5m      4m   (4,5)  (5,6)  PO(s)   PO(3)   PO(f)   Criteria   HeldD    ROI   Vested
Symbol Geo:CL %G/L RRS126 RRS105 RRS84 RS2 *RS1* 63/126 42/126 31/126 Status: HTD(31) (Pos) (Adj)
USMV
US:MV 11% 22% 22% 23% 22% 1 2.9% 3.9% 4.1% BUY 66 1.2% 60%
FDLO US:LV 8% 19% 18% 20% 19% 2 2.4% 3.5% 3.6% BUY 144 4.4% 49%
FDMO US:Mo 1% 15% 13% 12% 13% 3 2.0% 2.8% 2.6% HTD 0%
ACWV GL:MV 7% 13% 12% 13% 13% 4 1.8% 2.3% 2.2% HTD 0%
FBND US:TB 6% 10% 10% 12% 11% 5 1.3% 1.7% 1.9% Sell 0%
FQAL US:Qal -1% 8% 5% 8% 6% 6 0.8% 1.7% 1.6% Sell 0%
EFAV DM:MV -1% 2% 1% 1% 1% 7 0.5% 0.4% 0.1% Sell 0%
EEMV EM:MV -5% -9% -11% -7% -9% 8 -0.9% -1.0% -1.6% Sell 0%

5-QAR    Asset   252d    5m      4m     3m   (3,4)  (4,5)  PO(s)   PO(3)   PO(f)   Criteria   HeldD    ROI   Vested
Symbol Geo:CL %G/L RRS105 RRS84 RRS63 RS2 *RS1* 50/120 40/120 30/120 Status: HTD(31) (Pos) (N)
AOK
GL:Con 3% 7% 9% 8% 9% 1 1.3% 1.4% 1.4% HTD 199 4.5% 47%
ITOT USA:BMC -2% 6% 7% 11% 9% 2 1.6% 1.8% 1.7% BUY 156 0.5% 46%
IPAC PAC:BMC -8% -7% -5% -8% -7% 4 -0.2% -0.2% -0.6% Sell 0%
ILF LA:LCV -4% -9% -4% -29% -16% 5 -0.1% -0.6% -1.2% Sell 0%
IEUR EUR:BMC -9% -14% -16% -20% -18% 6 -1.1% -1.5% -2.0% Sell 0%
SHY US:STT 2% 3% 3% 2% 3% NR 0.5% 0.5% 0.5% NR 0%

6-QTAR  Asset   252d    5m      4m     3m   (3,4)  (4,5)  PO(s)   PO(4)   PO(f)   Criteria   HeldD    ROI   Vested
Symbol Geo:CL %G/L RRS105 RRS84 RRS63 RS2 *RS1* 40/120 30/120 24/120 Status: HTD(31) (Pos) (Adj)
IHI
US:MD 13% 29% 39% 35% 37% 1 4.9% 5.1% 5.2% BUY 39 -0.3% 12%
TLH US:LTB 15% 26% 30% 27% 29% 2 3.7% 4.4% 5.2% BUY 0%
ITA US:A&D 4% 18% 16% 17% 16% 3 3.1% 3.2% 3.1% BUY 51 0.9% 12%
FTEC US:IT 5% 13% 18% 27% 23% 4 3.5% 3.5% 3.0% BUY 164 6.5% 9%
ICF US:RE 15% 14% 15% 12% 14% 5 2.2% 2.3% 2.5% HTD 0%
IDU US:Ut 14% 15% 15% 11% 13% 6 2.1% 2.0% 2.0% HTD 0%
IWP US:MCG 5% 13% 16% 18% 17% 7 3.0% 2.9% 2.5% BUY 172 5.3% 9%
IYR US:RE 11% 13% 15% 14% 15% 8 2.0% 2.2% 2.5% HTD 0%
IWF US:BMG 3% 12% 15% 21% 18% 9 2.9% 2.7% 2.4% BUY 157 3.2% 11%
IWY US:LCG 3% 12% 14% 21% 17% 10 2.8% 2.7% 2.3% BUY 0%
IYW US:Tec 3% 9% 15% 31% 23% 11 3.0% 3.1% 2.7% Sell 0%
IGM NA:Tec 4% 10% 14% 24% 19% 12 3.0% 2.9% 2.4% Sell 0%
SOXX US:SC 7% 6% 17% 52% 35% 13 3.4% 4.0% 3.9% Sell 0%
IYC US:CS 3% 12% 10% 13% 11% 14 2.9% 2.4% 1.7% HTD 23 -4.5% 10%
IVW US:LCG 2% 10% 11% 13% 12% 15 2.4% 2.1% 1.7% Sell 0%
IUSG US:BMG 1% 10% 11% 13% 12% 16 2.3% 2.0% 1.6% Sell 0%
IGV NA:T-S 10% 9% 8% 12% 10% 17 2.6% 2.0% 1.2% Sell 0%
DGRO US:DG 1% 8% 8% 9% 8% 18 1.9% 1.6% 1.2% Sell 0%
XMLV US:LV 4% 8% 6% 6% 6% 19 1.6% 1.4% 1.3% Sell 0%
XMMO US:MCM 8% 6% 7% 8% 7% 20 1.9% 1.5% 1.1% Sell 0%
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