Spreadsheet: 583753d1532623864-maximization-problem-excel-help
Sheet: P10

Rotational ETF Ranking - MONTH DAY YEAR  BT (Trade Day MONTH DAY)
ETF | 15D Return | 15D Volatility | 30D Return | 30D Volatility | Combined Rank | 90D Return | 90D Volatility | 180D Return | 180D Volatility |  | 15D [NAME] | 30D Ratio | 90D [NAME] | 180D [NAME] | Logical [NAME] |  | Jan 4th | Bought
ACWV | 0.009114229 | 0.04272934536100316 | 0.01773695 | 0.04794950129816698 |  | 0.04423487 | 0.04923058455666186 | 0.09725265999999999 | 0.07967773941007036 |  |  |  |  |  |  | 1
AOA | 0.0126208 | 0.03915057089341912 | 0.03926331 | 0.05871275349061829 |  | 0.04402357 | 0.05559231256471466 | 0.1139528 | 0.07559190371036222 |  |  |  |  |  |  | 2
AOM | 0.007350951999999999 | 0.03661145512445565 | 0.01900299 | 0.03403939633262366 |  | 0.03279032 | 0.03503874604330502 | 0.0666088 | 0.04433514355389268 |  |  |  |  |  |  | 3
AOR | 0.01120448 | 0.03614544008551134 | 0.03142857 | 0.04844922794672469 |  | 0.03836799 | 0.04480552209665931 | 0.09017265999999999 | 0.0586930826780839
BNDX | -0.0007365379 | 0.02295860575175379 | -0.003010893 | 0.02007191625968011 |  | 0.0116821 | 0.02525991907111102 | 0.008773389 | 0.03015242603067192
CMF | 0.006612306 | 0.01822318401075194 | 0.003950388 | 0.02249886109330212 |  | 0.02276084 | 0.02748563641729172 | 0.03280635 | 0.03977272323698949 |  |  |  |  |  |  |  | Started
CVY | -0.005758164999999999 | 0.0790024972382646 | 0.01221303 | 0.07609463327609156 |  | 0.005086337 | 0.07296443224435646 | 0.07645599 | 0.09278124692172539 |  |  |  |  |  |  |  | Ended
CWB | 0.004293603999999999 | 0.05430009293527315 | 0.0314705 | 0.05692221991783489 |  | 0.03331037 | 0.05547834804522374 | 0.1043847 | 0.07730780802241151
DLS | 0.01761855 | 0.0674882158353982 | 0.06254785 | 0.07270083176076225 |  | 0.07613225 | 0.07031556568929573 | 0.1878118 | 0.09128291260863443
EFG | 0.0340022 | 0.07521540102848082 | 0.06947251 | 0.09408315347391476 |  | 0.1099477 | 0.07520424823416647 | 0.1813586 | 0.09945406768537823
EMLC | 0.01719502 | 0.07971361452595128 | 0.02720763 | 0.07393055151449143 |  | 0.0490302 | 0.07991665967771536 | 0.1183221 | 0.1147398902645256
EWC | 0.004576685 | 0.1363201127858282 | -0.01311355 | 0.1304282606207332 |  | -0.05353934 | 0.122796210316032 | 0.04654531000000001 | 0.1333186410413203
FENY | 0.003705697 | 0.1669174554360031 | -0.02167178 | 0.1493955586483863 |  | -0.07073111 | 0.1528020797408514 | -0.03358133 | 0.1829059126708762
FHLC | -0.001920928 | 0.06407111630372019 | 0.02306612 | 0.07137882149817028 |  | 0.03154137 | 0.0870606031270113 | 0.08580729 | 0.1223167413871881
FLRN | 0.001792097 | 0.00918240842686028 | 0.002652358 | 0.007693024179285597 |  | 0.006225604 | 0.01088202764350606 | 0.01179314 | 0.01766718710303626
FNDF | 0.02752294 | 0.09519535282812383 | 0.06463880999999999 | 0.1187533260191885 |  | 0.06626046 | 0.09595949293411742 | 0.1588118 | 0.1124772944105605
FREL | -0.02422864 | 0.09981270425962001 | -0.02925424 | 0.0959975963346579 |  | -0.002104977 | 0.1003995305807794 | 0.07619366999999999 | 0.1456296677977453
GMF | 0.02191933 | 0.07990755481712315 | 0.04667946 | 0.08650186366847261 |  | 0.08110052 | 0.09237296949442825 | 0.1876866 | 0.1371033539689918
GVI | 0.001176037 | 0.01584079096884415 | 0.0002763998 | 0.01937816689037037 |  | 0.01301264 | 0.0215925562062139 | 0.01036557 | 0.02230062287461311
GXC | 0.02850019 | 0.1186560169127331 | 0.05147501 | 0.1140050617214537 |  | 0.06965541 | 0.1143127544158044 | 0.170886 | 0.1533620046959845
HYEM | 0.000403868 | 0.01804169707876973 | 0.01294456 | 0.03521331319888579 |  | 0.02264854 | 0.04022805563820585 | 0.0768657 | 0.06094343980199456
HYMB | 0.00123481 | 0.01287928749113645 | -0.001750311 | 0.02526642535312611 |  | 0.01792117 | 0.03050743455569234 | 0.04643366 | 0.06182963438769366
IBDL | 0.002359406 | 0.01692295623393431 | 0.001872954 | 0.01735785390261317 |  | 0.01161162 | 0.02161502194168378 | 0.01702802 | 0.02654141976692415
IBMG | 0.001572933 | 0.01627441101610871 | 0.0003250834 | 0.01403111670138795 |  | 0.001520851 | 0.01850797673294776 | 0.006007671 | 0.0170648392705215
IEFA | 0.02793108 | 0.08201707513507017 | 0.07073168 | 0.1033983239142001 |  | 0.09126421000000001 | 0.08327792739501735 | 0.1758292 | 0.101436648215555
IEMG | 0.03147353 | 0.08718312630772092 | 0.05940387999999999 | 0.1018465556455867 |  | 0.07543148999999999 | 0.1126720430853667 | 0.2086926 | 0.1601053243521434
IEUR | 0.04140336999999999 | 0.1071320439221346 | 0.09610096 | 0.1350590077599784 |  | 0.128187 | 0.1009886353456159 | 0.2297648 | 0.1156833735826673
IJH | -0.003925909 | 0.0851301723287202 | 0.03046054 | 0.1070551494857043 |  | 0.0005580433 | 0.1079306893657436 | 0.08477245 | 0.1206975076771404
ILF | 0.05128205 | 0.1917759198956505 | 0.07025457 | 0.2076689299617681 |  | 0.02881045 | 0.2177160147895818 | 0.2326182 | 0.2618571368289245
ILTB | 0.007779566 | 0.07390602752562739 | -0.003633354 | 0.07577795610908054 |  | 0.03091094 | 0.07513130715805548 | 0.04934117 | 0.08861539000004674
INDA | 0.0245953 | 0.09342490484020655 | 0.04642287 | 0.1289055620111213 |  | 0.1336548 | 0.1317173328197787 | 0.2519567 | 0.1705863592866217
IPAC | 0.0001889285 | 0.05036621694216426 | 0.02846698 | 0.06756196284244534 |  | 0.03025045 | 0.0767390666269022 | 0.0913771 | 0.1009185398119903
IPE | -0.006539446 | 0.03684522154071589 | -0.01318493 | 0.03868983853818204 |  | 0.001685658 | 0.04288470680868502 | 0.006401497000000001 | 0.04556988897218094
ITE | 0.0005 | 0.01858013529519983 | -0.0002278735 | 0.02029970572278167 |  | 0.01079543 | 0.02405646429931432 | 0.006700914 | 0.02462317483430592
IVOV | -0.008314931 | 0.09224056224984534 | 0.01604136 | 0.1118975909125954 |  | -0.02198375 | 0.1124623069215012 | 0.05860413 | 0.1289441160123921
IWP | 0.01288975 | 0.0710174315341029 | 0.04970045 | 0.0803379013842608 |  | 0.03381486 | 0.08112517965625364 | 0.1020293 | 0.1026376385003167
IYF | -0.002875181 | 0.0737014135638549 | 0.02331073 | 0.1036439729009771 |  | -0.01782434 | 0.1112063657128356 | 0.0825971 | 0.1195799439813322
MGV | 0.001460476 | 0.04415650386582207 | 0.01645421 | 0.06957082542245939 |  | -0.002676501 | 0.07339580025255887 | 0.07132730999999999 | 0.08864788601270158
MNA | -0.006605042 | 0.01810348140107514 | -0.003973535 | 0.02448858976917641 |  | 0.01381867 | 0.02919930152370322 | 0.03869576 | 0.03912464421385348
MUB | 0.006885805 | 0.01518923939272582 | 0.002228386 | 0.01970889392676481 |  | 0.02253342 | 0.02454066841506937 | 0.02292661 | 0.03226909456180213
NFRA | 0.01323214 | 0.07417777230638042 | 0.02299606 | 0.07156549564319517 |  | 0.04937625 | 0.06610848966863808 | 0.1233251 | 0.0984713055362465
NYF | 0.006202098000000001 | 0.01359968872945598 | 0.002758126 | 0.01835998300801378 |  | 0.01973109 | 0.02483804856444493 | 0.02901151 | 0.03606612177577662
PBP | 0.003143221 | 0.01724039444800915 | 0.02149059 | 0.04820240383634222 |  | 0.02477068 | 0.04440318957760182 | 0.05708073 | 0.05958771130325681
PFXF | -0.002487581 | 0.03658770876752583 | 0.006948389 | 0.03753595124262507 |  | 0.01844308 | 0.04672270762658576 | 0.06801607 | 0.0723438983645902
PWZ | 0.01084032 | 0.02990982764351995 | 0.003352592 | 0.03912758742847563 |  | 0.02695877 | 0.03846142589562262 | 0.03514191 | 0.04537563253682376
QAI | 0.003426994 | 0.02535775599706028 | 0.01174843 | 0.02816245094822433 |  | 0.01209816 | 0.02568659287590389 | 0.02522872 | 0.02989344451965191
SCHC | 0.01941446 | 0.06104966705829979 | 0.05484692 | 0.06841554727464264 |  | 0.06640875 | 0.07673885983998442 | 0.1603394 | 0.1012950515156278
SCJ | 0.01035349 | 0.0445822471207902 | 0.04818171 | 0.06593606131957956 |  | 0.05043828 | 0.0774262218011135 | 0.1031347 | 0.1030434419912777
SGDM | 0.06919879 | 0.3074193675649866 | -0.04861113 | 0.3001154928055797 |  | -0.08828753 | 0.3353112193333951 | 0.05786991 | 0.4405724559628756
SHYG | 0.003563925 | 0.01899433730757081 | 0.01231361 | 0.0206918891408905 |  | 0.01705843 | 0.02880837925365609 | 0.05752978 | 0.03794162051109991
SLQD | 0.001388374 | 0.009798249109629507 | 0.001285556 | 0.009666267485594869 |  | 0.00861385 | 0.01237574094902363 | 0.01254591 | 0.01540697237771217
SLV | -0.003752331 | 0.1725896729733258 | -0.09127214 | 0.1534299334655587 |  | -0.0651409 | 0.166912790320778 | 0.005681808999999999 | 0.2138317005306789
SNLN | 0.0009903787 | 0.01356417730757507 | 0.004729182 | 0.0168543509040458 |  | 0.008571757 | 0.01844032767851628 | 0.02616352 | 0.01929533892632564
VAW | -0.0008319213999999999 | 0.1078456778202884 | 0.0339187 | 0.119351067747491 |  | 0.005893395 | 0.1206286883076355 | 0.1045368 | 0.1294908013387176
VB | -0.006744724 | 0.08929181072019586 | 0.0292627 | 0.1084992686680502 |  | -0.003668531 | 0.1137033506745522 | 0.07609587000000001 | 0.1290083518321013
VCR | -0.008589082999999999 | 0.06729360513705396 | 0.03293478 | 0.07830166107869438 |  | 0.0334863 | 0.07272736848831542 | 0.1079116 | 0.0986291915145214
VGT | 0.02970585 | 0.04811160572049546 | 0.08502639000000001 | 0.0744738196823916 |  | 0.0928955 | 0.07724216654472137 | 0.2024447 | 0.1079069078177749
VIOG | -0.01327655 | 0.08849860522985245 | 0.04014183 | 0.1241477544696113 |  | -0.003299663 | 0.13656699534926 | 0.07870224 | 0.1466581725010534
VIOV | -0.01250402 | 0.09937640190818184 | 0.0284627 | 0.1302992409221926 |  | -0.0269729 | 0.1424071663547248 | 0.04022954 | 0.156505900217159
VIS | 0.0002385686 | 0.05920080838125288 | 0.03565256 | 0.09390492880536043 |  | 0.009748285 | 0.1020967282744929 | 0.08389371000000001 | 0.1160395470580772
VNQI | 0.01684054 | 0.06555251288672612 | 0.02189109 | 0.067856626033746 |  | 0.05648532000000001 | 0.07344044804591947 | 0.1319894 | 0.1113645198337799
VOX | -0.03485838 | 0.1660857112267563 | -0.03854901 | 0.1402300804644689 |  | -0.03819322 | 0.127530952554361 | 0.03161496 | 0.150918323246495
VPU | 0.001152281 | 0.07967092210067134 | -0.003704708 | 0.07460372721689207 |  | 0.05519311 | 0.1051833705085699 | 0.1245066 | 0.1485210186823816
VTEB | 0.005918354 | 0.01253830642933042 | 0.002719321 | 0.01656952423765097 |  | 0.02052354 | 0.0236384613657941 | 0.02325785 | 0.03542281810897507
VTI | 0.003497923 | 0.04420227800310821 | 0.03186949 | 0.0678625999016302 |  | 0.02207552 | 0.06994216906128145 | 0.1036224 | 0.08955350476071874
VUG | 0.01096089 | 0.03854205657132418 | 0.05037404 | 0.05932426546278097 |  | 0.05940156 | 0.05990032394256756 | 0.1497081 | 0.08923206739829256
XLP | 0.002182987 | 0.05725163178829968 | 0.004558713 | 0.06662057181701106 |  | 0.02328952 | 0.07024418093338297 | 0.1008476 | 0.09946611378425704
YYY | 0.00204396 | 0.03248964604192032 | 0.02340456 | 0.03002006214287256 |  | 0.04447431 | 0.05574080280794555 | 0.1247374 | 0.08017680352549181
RFR