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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- ETF's/ WWL

   Market Trends          PO's              MAC(10M)             DBE(99d,26w)            CountIF  %Bullish    Risk
13-Dec-2019 Status: Inter Status: TP,210 Status: #MktD Bullish Eq-Wt Gauges
SP600 (IJR) Daily | Bullish 2.4% | Bullish 6.0% | Bullish 1 | 3 20.0% Risk On
SP400 (MDY) Daily | Bullish 2.9% | Bullish 5.4% | Bullish 0 | 3 20.0% Risk On
SP500EW (RSP) Daily | Bullish 3.7% | Bullish 6.6% | Bullish 0 | 3 20.0% Risk On
SP3200 (ITOT) Daily | Bullish 4.5% | Bullish 7.7% | Bullish 0 | 3 20.0% Risk On
SP500 (.SPx) Daily | Bullish 139.35 | Bullish 7.9% | Bullish 0 | 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) 120% 241 1 - - - - 8.1% 9.1% 7%
2- RS(3,4),RS(4,5) 107% 189 3 - - - - 5.8% 9.1% 7%
3- RS(4),RS(3,4,5),PO(42/126) 49% 11 1 - IEFA FUTY QQEW 2.4% 8.2% 1%
4- RS(4),RS(4,5,6),PO(42/126) 93% 139 2 - - USMV ACWV 5.8% 8.2% 1%
5- RS(4),RS(4,5,6),PO(40/120) 94% 290 2 - - - - 9.5% 12.2% 15%
6- RS(4),RS(3,4,5),PO(30/120) 51% 32 7 - XLK USRT SPGP 6.1% 5.7% 5%
Cash Allocation 0% 39 0 --- --- --- --- --- --- ---
Portfolio Totals = 85% 114 19 - - - - 6.3% 10.0% 6%
BenchMark = N/A B&H 11 - - - - - 19.4% 13%

1-QTAA      BM       12m     6m      5m      4m   (4,5)  (5,6)  PO(s)   PO(4)   PO(f)   Criteria   HeldD    ROI   Vested
Symbol Index RRS252 RRS126 RRS105 RRS84 RS2 *RS1* 40/120 30/120 24/120 Status: HTD(61) (Pos) (Adj)
FSPSX
MSCI:EAFE 12% 12% 21% 30% 26% 1 3.4% 3.9% 3.9% BUY 0%
FXAIX SP:500 17% 13% 18% 26% 22% 2 2.9% 3.8% 4.1% HTD 0%
FFNOX AA:GL 14% 12% 17% 24% 20% 3 2.8% 3.4% 3.6% HTD 241 8.1% 120%
FSMAX DJ:CTSM 11% 8% 13% 24% 19% 4 2.3% 3.2% 3.6% HTD 0%
FUAMX BB:ITT 8% 2% -1% -6% -3% 5 -0.2% -0.3% -0.3% Sell 0%

2-QTAA  Asset     12m     5m      4m     3m   (3,4)  (4,5)  PO(s)   PO(4)   PO(f)   Criteria   HeldD    ROI   Vested
Symbol Geo:CL RRS252 RRS105 RRS84 RRS63 RS2 *RS1* 40/120 30/120 24/120 Status: HTD(31) (Pos) (Adj)
AOA
GL:Agr 11% 15% 21% 23% 22% 1 2.4% 3.0% 3.1% BUY 44 3.8% 32%
AOR GL:Gro 10% 11% 15% 16% 16% 2 1.8% 2.2% 2.3% BUY 260 7.1% 38%
COMT GL:Com -2% 7% 15% 12% 13% 3 1.0% 1.4% 1.2% BUY 0%
AOM GL:Mod 9% 8% 9% 10% 9% 4 1.2% 1.5% 1.6% HTD 263 6.2% 37%
AOK GL:Con 9% 6% 6% 7% 6% 5 0.9% 1.1% 1.1% Sell 0%
IYLD GL:Inc 5% 4% 7% 6% 6% 6 0.6% 0.7% 0.7% 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 65.22 23% 32% 31% 1 1 2.0% 3.6% 4.2% BUY 0%
QQEW GL:EW 71.35 18% 28% 37% 2 2 1.4% 3.1% 4.1% HTD 11 2.4% 49%
EUSA US:EW 62.76 17% 26% 29% 3 3 1.4% 2.7% 3.6% HTD 0%
FREL US:RE 27.74 10% 0% -6% 4 4 1.5% 1.5% 0.9% Sell 0%
FUTY US:Ut 41.45 10% 0% -13% 5 5 1.8% 1.2% 0.7% Sell 0%
TLT US:LTT 137.23 0% -16% -13% 6 6 0.8% 0.0% -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 98.62 14% 20% 29% 1 1 1.7% 3.3% 4.3% BUY 0%
EFAV DM:MV 75.89 10% 15% 17% 2 2 1.4% 2.3% 2.5% BUY 0%
FDLO US:LV 37.92 11% 12% 15% 3 3 1.2% 2.0% 2.6% HTD 256 12.1% 44%
ACWV GL:MV 96.01 8% 10% 9% 5 4 1.2% 1.5% 1.6% HTD 22 0.7% 48%
USMV US:MV 64.42 7% 6% 5% 7 5 0.8% 1.0% 1.1% Sell 0%
MTUM US:Mo 122.15 3% 4% 9% 6 6 0.0% 0.7% 1.4% Sell 0%
EEMV EM:MV 58.50 0% 5% 9% 4 7 0.2% 0.8% 0.7% Sell 0%
FBND US:TB 51.56 2% 1% -2% 8 8 0.2% 0.2% 0.1% 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 59.91 16% 24% 32% 1 1 2.9% 3.8% 4.1% BUY 0%
IEUR EUR:BMC 48.87 12% 22% 31% 2 2 2.6% 3.6% 3.9% BUY 0%
ITOT USA:BMC 71.08 12% 17% 25% 3 3 2.0% 2.9% 3.5% HTD 268 11.7% 48%
ILF LA:LCV 33.10 -8% 5% 23% 4 4 0.3% 0.9% 0.8% HTD 0%
AOK GL:Con 36.06 5% 6% 6% 5 5 0.7% 0.9% 1.0% HTD 311 7.3% 46%
SHY US:STT 84.64 0% 0% -1% 6 6 0.0% 0.0% -0.1% NA 0%

6-QAR    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 136.79 47% 60% 64% 1 1 8.3% 9.9% 10.1% BUY 51 15.6% 9%
SPGP US:GARP 62.25 30% 45% 49% 2 2 5.3% 6.3% 6.6% HTD 30 2.9% 6%
MOAT US:Mo 54.94 33% 44% 47% 3 3 5.7% 6.8% 7.1% HTD 2 1.1% 6%
IXN GL:Tec 203.25 31% 42% 50% 4 4 5.2% 6.5% 7.0% HTD 11 3.9% 6%
ITB US:HB 46.36 47% 41% 29% 5 5 7.1% 7.1% 7.5% BUY 101 11.5% 8%
XLK US:Tec 88.06 27% 38% 49% 7 6 4.7% 6.1% 6.6% BUY 0%
XSD US:TSC 99.29 28% 38% 48% 6 7 5.3% 7.1% 7.2% HTD 11 5.6% 7%
QTEC GL:Tec 95.56 25% 36% 43% 8 8 4.3% 5.6% 5.9% BUY 0%
QQQ GL:LCB 205.15 23% 33% 42% 10 9 3.9% 5.0% 5.3% BUY 0%
XHB US:HB 46.70 33% 35% 28% 9 10 5.2% 5.2% 5.3% BUY 52 0.7% 8%
RYT US:Tec 192.37 20% 31% 40% 11 11 3.4% 4.7% 5.1% BUY 0 0%
IWY US:LCG 93.16 19% 27% 37% 12 12 3.3% 4.3% 4.7% BUY 0%
MGK US:LCG 140.57 18% 24% 32% 13 13 3.0% 3.9% 4.4% BUY 0%
IGV NA:TS 225.29 7% 21% 37% 14 14 1.2% 2.8% 3.6% BUY 0%
IHI US:MD 255.41 12% 16% 28% 15 15 2.1% 3.0% 3.8% BUY 0%
XAR US:A&D 109.75 12% 11% 19% 17 16 1.9% 3.2% 3.7% HTD 0%
XMMO US:Mo 59.89 5% 11% 17% 16 17 0.9% 1.4% 1.8% HTD 0%
LGLV US:LCLV 112.48 7% 7% 9% 18 18 1.1% 1.4% 1.7% HTD 0%
ICLN GL:CE 10.88 2% -2% -5% 19 19 -0.2% -0.2% 0.4% Sell 0%
EDV US:FI 133.57 1% -23% -17% 20 20 -0.4% -0.5% -0.2% Sell 0%
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