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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
09/13/19 Status: Inter Status: Ratio Status: #MktD Bullish %Bullish Level
SP600 |
Bullish 0.8% | Bullish 5.1% | BEARish 264 | 2 13.3%
SP400 | BEARish -0.7% | Bullish 5.2% | Bullish 30 | 2 13.3%
SP500EW | BEARish -0.6% | Bullish 6.4% | Bullish 0 | 2 13.3%
SP3200 | Bullish 2.4% | Bullish 6.8% | Bullish 34 | 3 20.0%
SP500 | Bullish 4.44 | Bullish 6.6% | Bullish 0 | 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) 134% 150 1 - - - - 3.2% 4.6% -14%
2- RS(3,4),RS(4,5) 85% 171 2 - AOK - - 3.7% 4.6% -14%
3- RS(3,4),RS(4,5),PO(42/126) 37% 78 1 - TLT - - 5.9% 5.2% -6%
4- RS(4,5),RS(5,6) 111% 126 2 - - - - 5.3% 5.2% -6%
5- RS(3,4),RS(4,5),PO(40/120) 94% 199 2 - - - - 5.7% 7.9% 0%
6- RS(3,4),RS(4,5),PO(30/120) 53% 104 5 IWP REZ IWF ITB 6.4% 4.3% -6%
Cash Allocation 20% --- --- --- --- --- --- --- --- ---
Portfolio Totals = 90% 134 16 - - - - 5.5% 6.2% -7%
BenchMark = 0% B&H 11 - - - - - 15.2% 1%

1-QTAA      BM     12m     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 4% 20% 8% -4% 2% 1 4.9% 4.6% 4.3% HTD 0%
FUAMX BB:ITT 8% 11% 14% 15% 14% 2 3.8% 4.1% 4.4% BUY 0%
FFNOX AA:GL 2% 15% 6% -4% 1% 3 3.8% 3.5% 3.2% HTD 150 3.2% 134%
FSMAX DJ:CTSM -9% 13% -1% -11% -6% 4 2.2% 1.8% 1.3% HTD 0%
FSPSX MSCI:EAFE 0% 11% -1% -18% -9% 5 2.2% 1.6% 1.0% Sell 0%

2-QTAA  Asset   12m     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 4% 8% 9% 4% 6% 1 3.0% 3.1% 3.1% BUY 0%
AOM GL:Mod 4% 7% 8% 1% 4% 2 3.0% 3.0% 2.9% BUY 172 3.7% 42%
AOR GL:Gro 3% 4% 6% -4% 1% 3 2.9% 2.7% 2.5% BUY 169 3.6% 43%
IYLD GL:Inc 1% 3% 3% -6% -1% 4 1.6% 1.5% 1.3% HTD 0%
AOA GL:Agr 2% 1% 4% -9% -3% 5 2.8% 2.4% 2.1% Sell 0%
COMT GL:Com -17% -14% -11% -26% -19% 6 -2.5% -3.4% -4.0% Sell 0%

3-QAR   Asset   12m     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 15% 43% 43% 51% 47% 1 4.5% 6.5% 8.8% BUY 0%
FUTY US:Ut 16% 20% 17% 18% 18% 2 2.2% 2.6% 3.3% HTD 78 5.9% 37%
FREL US:RE 9% 17% 17% 19% 18% 3 1.8% 2.3% 3.1% Sell 0%
QQEW GL:EW 9% 6% 15% -5% 5% 4 1.4% 1.2% 0.1% Sell 0%
EUSA US:EW 3% 3% 6% -9% -1% 5 0.9% 0.5% -0.4% Sell 0%
IEFA DM:BMC -1% -10% -8% -16% -12% 6 -0.8% -1.6% -2.5% Sell 0%

4-QAR   Asset   12m     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 12% 21% 22% 20% 21% 1 2.9% 3.3% 3.3% BUY 87 3.4% 61%
FDLO US:LV 10% 18% 18% 18% 18% 2 2.5% 2.8% 2.6% BUY 165 7.7% 50%
ACWV GL:MV 8% 12% 13% 11% 12% 3 1.7% 1.8% 1.8% HTD 0%
FDMO US:Mo 1% 12% 9% 8% 9% 4 1.9% 1.5% 0.8% HTD 0%
FBND US:TB 5% 10% 11% 11% 11% 5 1.3% 1.7% 2.0% Sell 0%
FQAL US:Qal 2% 6% 5% 10% 8% 6 1.1% 1.0% 0.3% Sell 0%
EFAV DM:MV 2% 1% 2% 0% 1% 7 0.3% 0.0% -0.3% Sell 0%
EEMV EM:MV 1% -10% -8% -4% -6% 8 -0.7% -1.6% -2.6% Sell 0%

5-QAR    Asset   12m     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 4% 8% 9% 4% 6% 1 1.1% 1.2% 1.2% BUY 220 5.2% 47%
ITOT USA:BMC 2% 5% 10% -4% 3% 2 1.2% 0.8% 0.4% HTD 177 6.1% 47%
IPAC PAC:BMC 1% -5% -3% -12% -7% 4 -0.5% -1.1% -1.5% Sell 0%
IEUR EUR:BMC -2% -14% -13% -20% -16% 5 -1.7% -2.4% -2.9% Sell 0%
ILF LA:LCV 9% -14% -19% -57% -38% 6 -1.4% -3.3% -4.6% Sell 0%
SHY US:STT 2% 3% 2% 2% 2% NR 0.4% 0.4% 0.5% NR 0%

6-QTAR  Asset   12m     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% 36% 34% 13% 24% 1 4.6% 4.4% 4.7% BUY 60 3.0% 12%
REZ US:RRE 19% 33% 29% 33% 31% 2 4.4% 5.7% 6.5% BUY 0%
SOXX US:SC 19% 12% 46% 30% 38% 3 3.3% 2.2% 2.9% BUY 0%
TLH US:LTB 12% 29% 28% 31% 30% 4 4.4% 5.7% 6.1% BUY 0%
ICLN GL:CE 29% 26% 28% 15% 22% 5 3.8% 4.1% 4.5% BUY 0%
ITB US:HC 11% 19% 27% 35% 31% 6 3.4% 4.4% 5.1% HTD 10 4.2% 9%
ITA US:A&D 8% 18% 22% 17% 20% 7 3.0% 3.1% 3.7% BUY 72 6.6% 13%
FSTA US:CSt 10% 17% 19% 15% 17% 8 2.7% 2.7% 3.3% HTD 0%
IYR US:RE 11% 18% 17% 19% 18% 9 2.3% 3.1% 3.6% BUY 0%
IDU US:Ut 15% 19% 17% 17% 17% 10 2.4% 3.1% 3.7% BUY 0%
ICF US:RE 14% 19% 16% 18% 17% 11 2.3% 3.2% 3.7% Sell 0%
FTEC US:IT 8% 12% 22% 3% 12% 12 2.2% 1.3% 1.6% Sell 185 11.5% 10%
IYW US:Tec 8% 9% 23% 4% 14% 13 2.0% 1.0% 1.2% Sell 0%
IWY US:LCG 5% 12% 18% 2% 10% 14 1.8% 1.3% 1.6% Sell 0%
IWP US:MCG 5% 11% 14% -3% 6% 15 1.6% 0.9% 1.0% Sell 193 7.8% 9%
IYC US:CS 7% 9% 14% -3% 5% 16 1.4% 0.7% 1.0% Sell 0%
XMLV US:LV 7% 7% 7% 2% 4% 17 1.0% 0.9% 1.1% Sell 0%
FCOM US:Com 9% 2% 9% -2% 4% 18 0.7% 0.0% 0.0% Sell 0%
XMMO US:MCM 6% 3% 5% -11% -3% 19 0.4% -0.2% -0.2% Sell 0%
IGV NA:T-S 5% 4% 5% -17% -6% 20 0.5% -0.8% -0.8% Sell 0%
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