Universe: Exchange Traded Funds and Index MF’s. Inverse/Leveraged/ETN’s are excluded.
Method: Apply a risk adjusted mechanical trend analysis model for Quant screen trading.
Objective: Moderate risk and apply diversified investment selections with current sources available.
Strategy: 1- Multi-Asset MF, 2- Multi-Asset ETF’s, 3- Market Assets, 4- Enhanced Assets, 5- U.S. TSM, 6- WWL
Frequency: Updated weekly and held for at least 30 days. Allocation “Risk” adjusted weekly.
1- MAA: Multi-Asset Index MF
Criteria: SELLIF: ( RS(3,6,9)_Rank > 4 ) , HTD
**1- RS(3,6,9) 1-MAA BM 12m 9m 6m 3m RS(3,6,9) %G/L PPO(s) PPO(i) PPO(f) Criteria**
**1- MAA: Multi-Asset Index MF Symbol Index RRS252 RRS189 RRS126 RRS63 %Rank1 (126) (63,126) (42,126) (21,126) Status:**
Fidelity 500 Index Fund FXAIX SP:500 9% 2% -8% -24% **100%** 5.2% -1.3% -2.5% -2.9% HTD
Fidelity U.S. Bond Index Fund FXNAX BB:AB -6% -11% -15% -25% **75%** -7.1% -1.9% -3.0% -4.0% HTD
Fidelity Multi-Asset Index Fund **FFNOX** GL:MAA -4% -14% -30% -33% **33%** -5.6% -4.5% -5.9% -7.2% HTD
Fidelity International Index Fund FSPSX MSCI:EAFE -7% -15% -26% -43% **25%** -6.4% -3.1% -4.8% -7.2% HTD
Fidelity Extnd US Mkt Index Fund FSMAX DJ:CTSM -13% -25% -49% -32% **17%** -9.9% -6.8% -8.3% -8.9% Sell
2- MAA: Multi-Asset ETF’s
Criteria: HTDIF: ( Held < 91d ), SELLIF: (RS(3,6,9)_Rank > 3 ), BUYIF: ( RS(3,6,9)_Rank <=2 ), HTD
**2- RS(3,6,9) 2-MAA Asset 12m 9m 6m 3m RS(3,6,9) %G/L PPO(s) PPO(i) PPO(f) Criteria**
**2- MAA: Multi-Asset ETF's Symbol Geo:Cla RRS252 RRS189 RRS126 RRS63 %Rank1 (126) (63,126) (42,126) (21,126) Status:**
**iShares Commodity Dynamic Roll Strategy COMT** GL:Com 13% 11% 11% 130% **100%** 10.8% 1.2% 6.5% 13.9% **Buy**
**iShares Core Moderate Allocation AOM** GL:Mod -3% -8% -15% -25% **67%** -4.0% -2.0% -3.1% -4.1% **Buy**
**iShares Core Growth Allocation AOR** GL:Gro -2% -7% -15% -26% **53%** -2.9% -2.1% -3.2% -4.2% **HTD**
**iShares Core Aggressive Allocation AOA** GL:Agr 0% -6% -15% -27% **53%** -1.2% -2.1% -3.3% -4.3% **HTD**
**iShares Core Conservative Allocation AOK** GL:Con -4% -9% -15% -26% **27%** -4.9% -2.0% -3.1% -4.2% **Sell**
**iShares Morningstar Multi-Asset Income IYLD** GL:Inc -6% -11% -18% -35% **0%** -7.0% -2.2% -3.6% -5.4% **Sell**
3- QAR: Market Assets
Criteria: HTDIF: ( Held < 31d ), SELLIF: ( RS(3,4,5,6)_Rank > 3 or 30-DMA < 120-DMA ), BUYIF: ( RS(3,4,5,6)_Rank <= 2 ) , HTD
**3- RS(3,4,5,6),DMAC(30,120) 3-QAR Asset 6m 5m 4m 3m RS(3,4,5,6) %G/L PPO(s) DMAC(4) PPO(f) Criteria**
**3- QAR: Market Assets Symbol Geo:Cla RRS126 RRS105 RRS84 RRS63 %Rank1 (126) (40,120) (30,120) (24,120) Status:**
**Invesco FTSE US RAFI 1000 PRF** US:RAFI 4% -1% -2% -9% **90%** 6.8% -0.2% **-0.6%** -0.2% **Sell**
**Fidelity MSCI Real Estate FREL** US:RE -7% -16% -24% -18% **70%** 7.0% -2.9% **-2.8%** -2.2% **Sell**
**Invesco DVSFD Commodity Strategy PDBC** US:Com -69% -40% 67% 109% **55%** -17.2% -4.4% **-1.8%** 0.1% **Sell**
**iShares BB&B 20+ Year US Treasury TLT** US:LTT -23% -35% -46% -42% **35%** -8.9% -5.2% **-5.7%** -6.3% **Sell**
**iShares Core MSCI EAFE IEFA** EAFE:BMC -25% -32% -33% -42% **35%** -5.6% -4.9% **-6.2%** -6.7% **Sell**
**Invesco Nasdaq 100 Trust QQQ** GL:NQ -26% -45% -51% -39% **15%** 0.5% -6.5% **-7.2%** -7.0% **Sell**
4- QAR: Enhanced Assets
Criteria: HTDIF: ( Held < 31d ), SELLIF: ( RS(3,4,5,6)_Rank > 4 or 30-DMA < 120-DMA ), BUYIF: ( RS(3,4,5,6)_Rank <= 3 ), HTD
**4- RS(3,4,5,6),DMAC(30,120) 4-QAR Asset 6m 5m 4m 3m RS(3,4,5,6) %G/L PPO(s) DMAC(4) PPO(f) Criteria**
**4- QAR: Enhanced Assets Symbol Geo:Cla RRS126 RRS105 RRS84 RRS63 %Rank1 (126) (40,120) (30,120) (24,120) Status:**
**iShares MSCI Min-Vol EM EEMV** EM:MV -8% -10% -10% -19% **75%** -1.6% -1.4% **-2.2%** -2.8% **Sell**
**iShares MSCI Min-Vol USA USMV** US:MV -5% -13% -18% -11% **75%** 5.6% -2.2% **-2.2%** -1.6% **Sell**
**iShares MSCI USA Multi-Factor LRGF** US:MF -4% -14% -17% -14% **75%** 4.6% -2.1% **-2.3%** -1.8% **Sell**
**iShares MSCI USA Value Factor VLUE** US:VF 3% -5% -13% -33% **71%** 2.8% -1.2% **-1.9%** -1.8% **Sell**
**iShares MSCI USA Size Factor SIZE** US:SF -13% -22% -21% -18% **50%** 1.4% -3.1% **-3.6%** -3.3% **Sell**
**iShares MSCI Min-Vol EAFE EFAV** EAFE:MV -18% -24% -27% -26% **29%** -3.6% -3.7% **-4.4%** -4.6% **Sell**
**iShares MSCI USA Qualty Factor QUAL** US:QF -19% -33% -37% -28% **14%** 1.3% -5.0% **-5.4%** -5.0% **Sell**
**iShares MSCI USA Momentum Factor MTUM** US:MoF -38% -49% -42% -26% **11%** -5.0% -6.9% **-7.7%** -7.2% **Sell**
5- QAR: U.S. Market Assets
Criteria: HTDIF: ( Held < 31d ), SELLIF: ( RS(3,6,9)_Rank > 3 ) , BUYIF: ( RS(3,6,9)_Rank <= 2 ), HTD
**5- RS(3,6,9) 5-QAR BM 12m 9m 6m 3m RS(3,6,9) %G/L PPO(s) DMAC(3) PPO(f) Criteria**
**5- QAR: U.S. Market Assets Symbol Index RRS252 RRS189 RRS126 RRS63 %Rank1 (126) (63,126) (42,126) (21,126) Status:**
**Invesco S&P LC 500 Equal-Weighted RSP** SP500EW 7% 4% -4% -13% **87%** 4.2% -0.7% -1.4% -1.4% **Buy**
**Invesco Russell 1000 Equal-Weighted EQAL** R1000EW 2% 0% -8% -4% **80%** 3.7% -1.3% -1.7% -1.1% **Buy**
**Invesco S&P MC 400 Equal-Weighted EWMC** SP400EW 0% 0% -12% -14% **60%** 1.1% -1.7% -2.5% -2.4% **HTD**
**Invesco S&P SC 600 Equal-Weighted EWSC** SP600EW -2% -2% -15% -12% **53%** -0.6% -2.2% -2.9% -2.4% **Sell**
**Invesco Russell 2000 MCap-Weighted IWM** R2000 -11% -16% -35% -18% **20%** -6.6% -5.1% -6.1% -5.8% **Sell**
**Direxion Nasdaq 100 Equal-Weighted QQQE** N100-EW -5% -20% -40% -36% **0%** -6.7% -5.9% -7.6% -8.4% **Sell**
6- WWL: Select (25 of 100)
Criteria: HTDIF: ( Held < 31d ), SELLIF: ( RS(2,4,6)_Rank > 15 or 30-DMA < 120-DMA ) , BUYIF: ( RS(2,4,6)_Rank <= 12 ), HTD
**6- RS(2,4,6),DMAC(30,120) 6-WWL Asset 12m 6m 4m 2m RS(2,4,6) %G/L PPO(s) DMAC(4) PPO(f) Criteria**
**6- WWL: Select (25 of 100) Symbol Geo:Cla RRS252 RRS126 RRS84 RRS42 %Rank1 (126) (40,120) (30,120) (24,120) Status:**
**Invesco SP500 Eq-Wt Energy RYE** US:EEW 46% 69% 122% 105% **99%** 46.1% 14.6% **16.7%** 19.1% **HTD**
**Energy Select Sector SPDR XLE** US:Es 39% 72% 118% 93% **96%** 43.1% 14.8% **16.8%** 19.1% **Buy**
**iShares U.S. Basic Materials IYM** US:BM 6% 14% 22% 80% **85%** 19.5% 1.9% **3.1%** 4.4% **Buy**
**Invesco SP500 Pure Value RPV** US:PV 10% 16% 22% 15% **82%** 11.4% 2.5% **2.3%** 2.6% **Buy**
**iShares U.S. Infrastructure IFRA** US:Infra 7% 11% 11% 59% **81%** 13.8% 1.2% **2.3%** 3.4% **Buy**
**iShares BB Roll Select Broad Commodity CMDY** US:Com 9% -1% 71% 105% **81%** 4.9% 4.4% **7.0%** 8.9% **HTD**
**Invesco SP500 Revenue-Weighted RWL** US:RW 11% 9% 3% 15% **69%** 10.0% 0.6% **0.5%** 1.0% **Buy**
**Invesco S&P SmallCap Value With Mo XSVM** US:SCVM 10% 1% 6% 30% **68%** 5.0% -0.1% **0.2%** 0.8% **Buy**
**iShares FTSE Residential & Multi-Sector REZ** US:RE 19% 6% -7% 33% **68%** 13.2% -0.6% **-0.2%** 0.7% **Sell**
**iShares U.S. Consumer Staples IYK** US:CS 12% 21% 8% -14% **64%** 12.6% 2.1% **1.7%** 1.4% **Buy**
**Invesco S&P Mid-Cap Value with Mo XMVM** US:MCVM 6% 3% 1% 14% **64%** 5.7% -0.1% **-0.2%** 0.0% **Sell**
**iShares U.S. Dividend and Buyback DIVB** US:D&B 9% 2% -10% -4% **49%** 5.4% -1.0% **-1.5%** -1.3% **Sell**
**Invesco SP500 GARP SPGP** US:GARP 8% -5% -22% 10% **47%** 4.6% -2.6% **-2.8%** -2.4% **Sell**
**Invesco SP500 Eq-Wt Financials RYF** US:FEW 10% -4% -5% -24% **40%** 1.8% -0.9% **-2.1%** -2.4% **Sell**
**Invesco R1000 Dynamic Multi-Factor OMFL** US:MF 3% -16% -28% 6% **36%** 1.8% -4.0% **-4.3%** -3.9% **Sell**
**Financial Select Sector SPDR XLF** US:Fs 9% -6% -9% -28% **33%** 0.2% -1.4% **-2.7%** -3.1% **Sell**
**iShares FTSE KLD 400 Social Index DSI** US:ESGs 9% -15% -33% -2% **32%** 2.8% -4.3% **-4.9%** -4.7% **Sell**
**Invesco SP500 Quality SPHQ** US:QF 10% -8% -25% -18% **29%** 1.7% -2.8% **-3.8%** -3.8% **Sell**
**Invesco KBW Banking KBWB** US:Bank 8% -14% -18% -81% **25%** -8.3% -2.5% **-4.9%** -6.1% **Sell**
**iShares Core SP900 U.S. Growth IUSG** US:LCG 11% -20% -45% 3% **24%** 2.2% -5.6% **-6.3%** -5.9% **Sell**
**Invesco R200 Growth IWY** US:LCG 12% -19% -46% 0% **24%** 3.0% -5.5% **-6.3%** -6.0% **Sell**
**iShares MSCI USA ESG Select SUSA** US:ESGs 7% -19% -40% -8% **21%** 0.2% -5.1% **-5.8%** -5.6% **Sell**
**iShares Global Technology IXN** GL:Tech 10% -18% -50% -17% **15%** 1.1% -5.6% **-6.7%** -6.7% **Sell**
**iShares U.S. Technology Sector IYW** US:Tech 13% -25% -53% -12% **10%** 0.2% -6.5% **-7.5%** -7.3% **Sell**
**iShares U.S. Broker-Dealers & Sec. Exc. IAI** US:BDSE 9% -22% -33% -58% **10%** -5.7% -4.3% **-6.3%** -6.8% **Sell**