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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  %Bullish    Risk
09/20/19 Status: Inter Status: Ratio Status: #MktD Bullish Eq-Wt Level
SP600 |
Bullish 3.3% Bullish 3.3% BEARish 269 | 2 13.3% -
SP400 | Bullish 0.8% Bullish 3.6% Bullish 35 | 3 20.0% -
SP500EW | Bullish 0.2% Bullish 5.5% Bullish 5 | 3 20.0% -
SP3200 | Bullish 2.0% Bullish 6.1% Bullish 39 | 3 20.0% -
SP500 | Bullish 4.58 Bullish 6.2% Bullish 0 | 3 20.0% -
--- --- --- --- --- --- --- --- --- ---
IF(Bullish) 5 5 4 14 93.3% Optimist

    Summary (Buy,HTD,Sell)     Vested  HeldD  Held#  Sell  Buy   Sold*  Bot  ROI    YTD   TR1y
1- RS(3,6),RS(6,9),PO(42/210) 115% 157 1 - - - - 3.2% 4.8% -15%
2- RS(3,4),RS(4,5) 73% 178 2 - AOK - - 3.9% 4.8% -15%
3- RS(3,4),RS(4,5),PO(42/126) 33% 85 1 - TLT - - 7.3% 5.9% -4%
4- RS(4,5),RS(5,6) 96% 133 2 - - - - 5.6% 5.9% -4%
5- RS(3,4),RS(4,5),PO(40/120) 94% 206 2 - - - - 5.7% 7.9% 1%
6- RS(3,4),RS(4,5),PO(30/120) 46% 40 5 FTEC SOXX IWP REZ 5.0% 4.4% -6%
Cash Allocation 7% 0 --- --- --- --- --- --- --- ---
Portfolio Totals = 82% 96 16 - - - - 5.1% 6.9% -6%
BenchMark = 0% B&H 11 - - - - - 14.7% 0%

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 3% 20% 8% -2% 3% 1 4.8% 4.5% 4.0% HTD 0%
FUAMX BB:ITT 9% 11% 13% 12% 13% 2 3.7% 4.0% 4.4% BUY 0%
FFNOX AA:GL 1% 15% 6% -3% 2% 3 3.7% 3.4% 3.1% HTD 157 3.2% 115%
FSMAX DJ:CTSM -9% 12% 0% -9% -5% 4 2.1% 1.7% 1.1% HTD 0%
FSPSX MSCI:EAFE -2% 11% 0% -14% -7% 5 2.0% 1.4% 0.9% 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 5% 8% 8% 4% 6% 1 2.9% 3.0% 3.1% BUY 0%
AOM GL:Mod 4% 7% 7% 3% 5% 2 2.9% 2.9% 2.9% BUY 179 4.0% 36%
AOR GL:Gro 3% 5% 6% -1% 2% 3 2.8% 2.6% 2.5% BUY 176 3.7% 37%
AOA GL:Agr 1% 3% 4% -5% -1% 4 2.6% 2.3% 2.0% HTD 0%
IYLD GL:Inc 2% 3% 3% -5% -1% 5 1.5% 1.3% 1.1% Sell 0%
COMT GL:Com -16% -10% -7% -21% -14% 6 -2.3% -3.2% -3.8% 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 22% 40% 38% 46% 42% 1 4.4% 6.7% 8.5% BUY 0%
FUTY US:Ut 19% 20% 19% 24% 22% 2 2.2% 2.9% 3.9% HTD 85 7.3% 33%
FREL US:RE 12% 17% 18% 26% 22% 3 1.7% 2.6% 3.5% Sell 0%
QQEW GL:EW 7% 8% 15% -5% 5% 4 1.4% 0.9% 0.5% Sell 0%
EUSA US:EW 1% 5% 8% -5% 2% 5 0.9% 0.4% 0.0% Sell 0%
IEFA DM:BMC -4% -7% -6% -12% -9% 6 -0.7% -1.7% -1.9% 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 13% 21% 21% 18% 20% 1 2.8% 3.1% 3.5% BUY 94 4.0% 53%
FDLO US:LV 9% 17% 18% 17% 18% 2 2.4% 2.6% 2.8% BUY 172 7.7% 43%
ACWV GL:MV 8% 12% 13% 10% 12% 3 1.7% 1.7% 2.1% HTD 0%
FBND US:TB 6% 9% 10% 9% 10% 4 1.2% 1.6% 1.9% HTD 0%
FDMO US:Mo 1% 10% 8% 5% 7% 5 1.6% 1.0% 0.8% Sell 0%
FQAL US:Qal 1% 6% 7% 10% 8% 6 1.1% 0.8% 0.6% Sell 0%
EFAV DM:MV 1% 2% 3% 0% 1% 7 0.3% 0.0% 0.1% Sell 0%
EEMV EM:MV -2% -8% -6% -5% -6% 8 -0.7% -1.8% -2.0% 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)
ITOT
USA:BMC 1% 7% 11% -2% 5% 1 1.0% 0.6% 0.3% HTD 184 5.7% 47%
AOK GL:Con 5% 8% 8% 4% 6% 2 1.0% 1.1% 1.1% BUY 227 5.7% 47%
IPAC PAC:BMC -4% -2% 0% -7% -4% 4 -0.5% -1.0% -1.3% Sell 0%
IEUR EUR:BMC -4% -11% -10% -15% -13% 5 -1.8% -2.4% -2.7% Sell 0%
ILF LA:LCV 4% -12% -26% -54% -40% 6 -2.1% -4.0% -4.9% Sell 0%
SHY US:STT 2% 3% 2% 1% 1% 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)
SOXX
US:SC 14% 21% 48% 27% 38% 1 2.9% 3.1% 4.1% BUY 0%
IHI US:MD 14% 33% 29% 13% 21% 2 4.4% 4.6% 4.9% BUY 67 3.9% 11%
REZ US:RRE 24% 31% 29% 36% 32% 3 4.8% 6.0% 6.5% HTD 3 -0.2% 8%
ITB US:HC 13% 24% 33% 44% 39% 4 3.9% 5.1% 6.2% HTD 17 4.8% 8%
ICLN GL:CE 32% 28% 27% 17% 22% 5 3.8% 4.4% 4.8% BUY 0 0%
TLH US:LTB 16% 27% 24% 28% 26% 6 4.5% 5.3% 5.3% BUY 0 0%
ITA US:A&D 5% 21% 26% 24% 25% 7 3.1% 3.8% 4.8% BUY 79 6.3% 11%
IDU US:Ut 20% 19% 19% 23% 21% 8 2.7% 3.7% 4.3% BUY 0 0%
IYR US:RE 15% 18% 19% 25% 22% 9 2.7% 3.5% 3.8% BUY 0 0%
IYW US:Tec 8% 13% 24% 3% 13% 10 1.5% 1.3% 1.8% HTD 0%
FTEC US:IT 8% 15% 21% 1% 11% 11 1.7% 1.5% 2.0% Sell 192 10.6% 8%
FSTA US:CSt 9% 17% 18% 15% 16% 12 2.5% 2.9% 3.4% Sell 0%
ICF US:RE 18% 18% 17% 23% 20% 13 2.7% 3.5% 3.9% Sell 0%
IXN GL:Tec 7% 14% 21% 2% 11% 14 1.5% 1.5% 2.1% Sell 0%
IWY US:LCG 4% 13% 17% 2% 10% 15 1.5% 1.6% 2.0% Sell 0%
IYC US:CS 5% 10% 13% -3% 5% 16 1.0% 1.0% 1.6% Sell 0%
IWP US:MCG 6% 11% 12% -5% 4% 17 1.1% 0.9% 1.2% Sell 0%
FCOM US:Com 8% 4% 12% -1% 5% 18 0.5% 0.1% 0.5% Sell 0%
XMLV US:LV 8% 7% 8% 5% 7% 19 1.0% 1.2% 1.4% Sell 0%
XMMO US:MCM 9% 4% 4% -9% -2% 20 0.1% -0.1% 0.0% Sell 0%
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