Message Font: Serif | Sans-Serif
 
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- ETF's/ WWL

   Market Trends          PO's              MAC(10M)             DBE(99d,26w)            CountIF  %Bullish    Risk
6-Dec-2019 Status: Inter Status: TP,210 Status: #MktD Bullish Eq-Wt Gauges
SP600 (IJR) Daily | Bullish 2.6% | Bullish 5.7% | Bullish 0 | 3 20.0% Risk On
SP400 (MDY) Daily | Bullish 3.0% | Bullish 5.2% | Bullish 6 | 3 20.0% Risk On
SP500EW (RSP) Daily | Bullish 3.5% | Bullish 6.0% | Bullish 6 | 3 20.0% Risk On
SP3200 (ITOT) Daily | Bullish 4.0% | Bullish 7.2% | Bullish 6 | 3 20.0% Risk On
SP500 (.SPx) Daily | Bullish 132.86 | Bullish 7.4% | Bullish 6 | 3 20.0% Risk On
--- --- --- --- --- --- --- --- --- ---
IF(Bullish) = 5 5 5 15 100.0% Risk On

    Summary (Buy,HTD,Sell)     Vested  HeldD  Held#  Sell  Buy   Sold*  Bot   ROI    YTD   TR1y
1- RS(4,5),RS(5,6) 118% 234 1 - - - - 6.7% 7.9% 4%
2- RS(3,4),RS(4,5) 106% 182 3 - - - - 5.0% 7.9% 4%
3- RS(4),RS(3,4,5),PO(42/126) 48% 4 1 - IEFA FUTY QQEW 1.2% 7.6% 1%
4- RS(4),RS(4,5,6),PO(42/126) 93% 132 2 - - USMV ACWV 5.6% 7.6% 1%
5- RS(4),RS(4,5,6),PO(40/120) 94% 283 2 - - - - 8.8% 11.3% 15%
6- RS(4),RS(3,4,5),PO(30/120) 50% 31 7 - XLK XLU IXN 4.2% 4.0% 3%
Cash Allocation 0% 32 0 --- --- --- --- --- --- ---
Portfolio Totals = 84% 109 19 - - - - 5.0% 9.1% 5%
BenchMark = N/A B&H 11 - - - - - 18.4% 11%

1-QTAA      BM       12m     6m      5m      4m   (4,5)  (5,6)  PO(s)   PO(5)   PO(f)   Criteria   HeldD    ROI   Vested
Symbol Index RRS252 RRS126 RRS105 RRS84 RS2 *RS1* 52/210 42/210 35/210 Status: HTD(61) (Pos) (Adj)
FSPSX
MSCI:EAFE 12% 11% 17% 31% 24% 1 3.2% 4.0% 4.7% BUY 0%
FXAIX SP:500 17% 12% 14% 25% 19% 2 3.8% 4.4% 5.2% HTD 0%
FFNOX AA:GL 14% 11% 14% 23% 18% 3 3.4% 4.1% 4.7% HTD 234 6.7% 118%
FSMAX DJ:CTSM 10% 6% 9% 22% 15% 4 1.3% 2.0% 2.8% HTD 0%
FUAMX BB:ITT 9% 3% 1% -5% -2% 5 2.0% 1.8% 1.7% Sell 0%
FNBGX BB:LTT 21%
FSRNX DJ:RE 15%
FXNAX BB:AB 8%

2-QTAA  Asset     12m     5m      4m     3m   (3,4)  (4,5)  PO(s)   PO(5)   PO(f)   Criteria   HeldD    ROI   Vested
Symbol Geo:CL RRS252 RRS105 RRS84 RRS63 RS2 *RS1* 52/210 42/210 35/210 Status: HTD(31) (Pos) (Adj)
AOA
GL:Agr 11% 13% 21% 20% 20% 1 2.5% 3.2% 3.7% BUY 37 2.7% 32%
AOR GL:Gro 10% 10% 15% 14% 14% 2 2.3% 2.8% 3.1% BUY 253 6.4% 38%
COMT GL:Com -3% 3% 15% 8% 11% 3 -1.0% -0.6% -0.2% BUY 0%
AOM GL:Mod 9% 7% 9% 9% 9% 4 2.1% 2.3% 2.5% HTD 256 5.7% 37%
AOK GL:Con 9% 5% 6% 6% 6% 5 2.0% 2.2% 2.3% Sell 0%
IYLD GL:Inc 5% 2% 6% 5% 5% 6 0.8% 1.0% 1.2% Sell 0%

3-QAR   Asset   LastPri    5m      4m     3m   (4)  (3,4,5)  PO(s)   PO(3)   PO(f)   Criteria   HeldD    ROI   Vested
Symbol Geo:CL LR84 RRS105 RRS84 RRS63 RS2 *RS1* 63/126 42/126 31/126 Status: HTD(31) (Pos) (Adj)
IEFA
DM:BMC 64.92 20% 33% 29% 1 1 1.8% 3.1% 4.0% BUY 0%
QQEW GL:EW 70.84 14% 27% 30% 2 2 1.4% 2.7% 3.8% HTD 4 1.2% 48%
EUSA US:EW 62.43 13% 26% 23% 3 3 1.4% 2.2% 3.3% HTD 0%
FREL US:RE 27.90 12% 4% -2% 4 4 1.7% 1.7% 1.4% Sell 0%
FUTY US:Ut 41.67 12% 4% -10% 5 5 2.0% 1.5% 1.1% Sell 0%
TLT US:LTT 137.54 6% -16% -10% 6 6 1.1% 0.4% 0.1% Sell 0%

4-QAR   Asset   LastPri    6m      5m      4m   (4)  (4,5,6)  PO(s)   PO(3)   PO(f)   Criteria   HeldD    ROI   Vested
Symbol Geo:CL LR84 RRS126 RRS105 RRS84 RS2 *RS1* 63/126 42/126 31/126 Status: HTD(31) (Pos) (Adj)
QUAL
US:Qua 97.81 13% 16% 28% 1 1 1.6% 2.8% 3.9% BUY 0%
EFAV DM:MV 75.80 9% 13% 18% 2 2 1.3% 2.1% 2.5% BUY 0%
FDLO US:LV 37.75 10% 10% 14% 3 3 1.2% 1.8% 2.4% HTD 249 11.6% 44%
ACWV GL:MV 95.99 8% 9% 10% 5 4 1.2% 1.5% 1.6% HTD 15 0.7% 49%
USMV US:MV 64.34 7% 5% 5% 7 5 0.9% 0.9% 1.0% Sell 0%
EEMV EM:MV 58.59 -1% 3% 11% 4 6 0.2% 0.7% 0.9% Sell 0%
MTUM US:Mo 121.58 2% 1% 7% 6 7 0.0% 0.4% 1.1% Sell 0%
FBND US:TB 51.56 3% 2% -2% 8 8 0.3% 0.2% 0.2% Sell 0%

5-QAR    Asset   LastPri    6m      5m      4m   (4)  (4,5,6)  PO(s)   PO(3)   PO(f)   Criteria   HeldD    ROI   Vested
Symbol Geo:CL LR84 RRS126 RRS105 RRS84 RS2 *RS1* 50/120 40/120 30/120 Status: HTD(31) (Pos) (N)
IPAC
PAC:BMC 59.71 15% 21% 33% 1 1 2.6% 3.5% 4.0% BUY 0%
IEUR EUR:BMC 48.60 9% 18% 32% 2 2 2.0% 3.2% 3.6% BUY 0%
ITOT USA:BMC 70.62 11% 14% 25% 3 3 1.5% 2.5% 3.0% HTD 261 10.9% 48%
AOK GL:Con 36.01 5% 5% 6% 5 4 0.6% 0.8% 0.9% HTD 304 6.8% 46%
ILF LA:LCV 32.85 -11% -3% 21% 4 5 -0.4% 0.3% 0.6% Sell 0%
SHY US:STT 84.67 0% 0% -1% 6 NR 0.0% 0.0% 0.0% NR 0%

6-QTAA   Asset   LastPri    5m      4m     3m   (4)  (3,4,5)  PO(s)   PO(4)   PO(f)   Criteria   HeldD    ROI   Vested
Symbol Geo:CL LR84 RRS105 RRS84 RRS63 RS2 *RS1* 40/120 30/120 24/120 Status: HTD(31) (Pos) (Adj)
SMH
US:TSC 135.19 44% 61% 57% 1 1 8.1% 9.9% 10.6% BUY 44 10.7% 9%
ITB US:HB 46.35 48% 47% 33% 2 2 7.5% 7.7% 7.7% BUY 94 11.8% 8%
IXN GL:Tec 201.38 27% 42% 46% 4 3 4.8% 6.1% 6.9% HTD 4 1.5% 6%
SPGP US:GARP 61.75 25% 45% 43% 3 4 4.7% 6.1% 6.6% HTD 23 1.4% 6%
XLK US:Tec 87.27 23% 37% 44% 6 5 4.3% 5.7% 6.4% BUY 0%
XHB US:HB 46.68 31% 39% 29% 5 6 5.3% 5.6% 5.6% BUY 45 1.1% 8%
XSD US:TSC 98.25 25% 37% 37% 7 7 5.0% 6.8% 7.8% HTD 4 1.8% 6%
QQQ GL:LCB 203.53 18% 32% 37% 8 8 3.5% 4.6% 5.2% BUY 0%
RYT US:Tec 191.10 15% 31% 34% 9 9 3.0% 4.3% 5.0% BUY 0 0%
IWY US:LCG 92.45 16% 25% 32% 10 10 2.9% 3.9% 4.4% BUY 0%
IGV NA:TS 223.50 2% 18% 32% 11 11 0.7% 2.0% 2.9% BUY 0%
IHI US:MD 253.47 10% 13% 21% 12 12 1.6% 2.5% 3.1% BUY 0%
XAR US:A&D 109.59 12% 12% 11% 13 13 1.6% 2.7% 3.5% BUY 0%
XMMO US:MCG 59.63 2% 10% 14% 14 14 0.5% 1.1% 1.3% BUY 0%
USRT US:RE 55.79 14% 8% -1% 15 15 2.0% 1.6% 1.2% BUY 31 -0.7% 6%
LGLV US:LCLV 112.23 6% 7% 7% 16 16 1.0% 1.2% 1.4% HTD 0%
SPLV US:LCLV 57.58 8% 6% -1% 17 17 1.0% 0.9% 0.9% HTD 0%
REZ US:RE 77.91 9% -5% -15% 19 18 1.2% 0.1% -0.7% HTD 0%
ICLN GL:CE 10.82 1% -5% -12% 18 19 -0.3% -0.6% -0.6% Sell 0%
EDV US:FI 133.90 8% -23% -14% 20 20 0.0% -0.3% -0.3% Sell 0%
Print the post  

Announcements

What was Your Dumbest Investment?
Share it with us -- and learn from others' stories of flubs.
When Life Gives You Lemons
We all have had hardships and made poor decisions. The important thing is how we respond and grow. Read the story of a Fool who started from nothing, and looks to gain everything.
Contact Us
Contact Customer Service and other Fool departments here.
Work for Fools?
Winner of the Washingtonian great places to work, and Glassdoor #1 Company to Work For 2015! Have access to all of TMF's online and email products for FREE, and be paid for your contributions to TMF! Click the link and start your Fool career.