Spreadsheet: 583753d1532623864-maximization-problem-excel-help
Sheet: P19

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 | 0.005047984 | 0.04711264690798625 | 0.01567746 | 0.0553196880721868 |  | 0.02126858 | 0.05864176889895435 | 0.06752163 | 0.0543225674575202 |  |  |  |  |  |  | 1
AOA | 0.01344185 | 0.05283511682946639 | 0.03041384 | 0.07371872925913764 |  | 0.04081591 | 0.06875743359438466 | 0.08796829 | 0.0630129994143017 |  |  |  |  |  |  | 2
AOM | 0.006092703000000001 | 0.02983773027863092 | 0.01659528 | 0.0340911140187626 |  | 0.02306848 | 0.04519151353607898 | 0.06068279000000001 | 0.04127601590215621 |  |  |  |  |  |  | 3
AOR | 0.01014654 | 0.03774374087192323 | 0.02353208 | 0.05460637514161875 |  | 0.03325847 | 0.05497098282535041 | 0.07361327000000001 | 0.05074047808685601
BNDX | -0.003103311 | 0.02157742821274295 | -0.001482489 | 0.01926905093103709 |  | -0.002070788 | 0.02462497111699739 | 0.0171661 | 0.02501925468717819
CMF | 0.001262753 | 0.03160525057378136 | 0.001618056 | 0.02384794230706356 |  | 0.01048909 | 0.02143853106552288 | 0.03749424 | 0.02598193429479402 |  |  |  |  |  |  |  | Started
CVY | 0.01745282 | 0.06785657304537755 | 0.04505813 | 0.08932856679326191 |  | 0.04381118 | 0.08029823217501657 | 0.06850144 | 0.07798976772318267 |  |  |  |  |  |  |  | Ended
CWB | 0.009237391000000001 | 0.07134488510628699 | 0.02819541 | 0.08122529227220317 |  | 0.03404395 | 0.08217075369743058 | 0.1016922 | 0.07046063578052039
DLS | 0.01923606 | 0.07281039234364918 | 0.04010096 | 0.0868028813494048 |  | 0.0809509 | 0.08748522329891749 | 0.1492797 | 0.08060619138489948
EFG | 0.01873932 | 0.07614566493729255 | 0.03708642 | 0.08614846423389652 |  | 0.04658048 | 0.0883777991851667 | 0.1382777 | 0.08336801071771459
EMLC | 0.005681783 | 0.05422171338694997 | 0.01904545 | 0.05443256393624434 |  | 0.05467069 | 0.0792693820713252 | 0.07241845 | 0.07951187706245193
EWC | 0.01885448 | 0.1000255235703283 | 0.05023833 | 0.09564464163251472 |  | 0.1023864 | 0.1097224356736377 | 0.08679740000000001 | 0.1176336360341991
FENY | 0.05827509 | 0.1238898949666604 | 0.08200462 | 0.1283052244192202 |  | 0.05377307 | 0.1527367655135732 | -0.02481898 | 0.1519012636863903
FHLC | 0.009456349 | 0.1086755523143234 | 0.05490071000000001 | 0.1095256925371821 |  | 0.02859669 | 0.09918629941392104 | 0.1164595 | 0.09358561973180468
FLRN | 0.001108328 | 0.007265941207108752 | 0.001056481 | 0.00893030720211174 |  | 0.003989375 | 0.008033518803043736 | 0.008953417 | 0.009928277527573482
FNDF | 0.02407155 | 0.07336394725683391 | 0.04016768 | 0.08642781448221268 |  | 0.07083785 | 0.08246041050889241 | 0.120813 | 0.08998860609645912
FREL | -0.004487129 | 0.1481463243617196 | 0.02450598 | 0.1318553574205708 |  | 0.01189991 | 0.1092705092231619 | 0.0501079 | 0.1058610565288694
GMF | 0.01944086 | 0.09718923444541205 | 0.05572854999999999 | 0.1331709944903231 |  | 0.1113175 | 0.1164846864404037 | 0.1838562 | 0.1064937894616499
GVI | -0.002337488 | 0.0256596115231235 | -0.0008675051 | 0.02063664683718467 |  | 0.00374285 | 0.01961562739160108 | 0.01718696 | 0.02135496315169487
GXC | 0.03498858 | 0.1187943951770384 | 0.08028138 | 0.1667166310508485 |  | 0.1708903 | 0.1449867029020641 | 0.2581618 | 0.1317760642463067
HYEM | 0.006902121 | 0.04140774814023485 | 0.01410657 | 0.04127887881242159 |  | 0.02602122 | 0.03512152966563051 | 0.04436912 | 0.04018664482641745
HYMB | -0.002604153 | 0.02307783797299372 | 0.005770298 | 0.02814756768246311 |  | 0.01082839 | 0.03268369593074062 | 0.03698745000000001 | 0.03304403586173055
IBDL | -0.001955399 | 0.01703203568419528 | -0.0005450267 | 0.01489613188548884 |  | 0.006674156 | 0.01651255193125242 | 0.0158528 | 0.02049051652055568
IBMG | 4.704793e-05 | 0.01524658578930108 | -7.494057e-05 | 0.01333817084235583 |  | 0.003676051 | 0.01637495910892389 | 0.006605852 | 0.01736906155899543
IEFA | 0.02165952 | 0.07151515474207469 | 0.03517834 | 0.08643472895819816 |  | 0.05770819000000001 | 0.08896766838328901 | 0.1300311 | 0.08710722567349295
IEMG | 0.01581173 | 0.1035944730068576 | 0.05057996 | 0.1307271108336857 |  | 0.1123415 | 0.125860135280358 | 0.1551054 | 0.1196751037725196
IEUR | 0.02650107 | 0.08087648624055487 | 0.04269194 | 0.09565014087687417 |  | 0.06372027 | 0.101514654855151 | 0.1540757 | 0.1016293455904513
IJH | 0.01492972 | 0.09020254299791851 | 0.04288342 | 0.1131613461181426 |  | 0.01946147 | 0.1058624998096887 | 0.04641958 | 0.1082751800516195
ILF | 0.02371434 | 0.1384574429567672 | 0.05786838 | 0.1506422282308652 |  | 0.2245387 | 0.2624782601053536 | 0.1650146 | 0.2402578007587272
ILTB | -0.002342296 | 0.0823302107637016 | 0.004395759 | 0.06415871479309615 |  | 0.006638145 | 0.06400699286866937 | 0.06236201 | 0.07304924159738711
INDA | 0.001448069 | 0.1069344504677058 | 0.02611281 | 0.1579755343478755 |  | 0.06367276999999999 | 0.136915759916678 | 0.1187119 | 0.1358242783847829
IPAC | 0.01304966 | 0.06328937099771134 | 0.02163328 | 0.0757784541761881 |  | 0.04808577999999999 | 0.07727594933942798 | 0.09542163000000001 | 0.07996066353687256
IPE | 0.001410913 | 0.05041777216844252 | 0.005625999 | 0.04230030500616264 |  | 0.01155694 | 0.0390774025733594 | 0.01553772 | 0.04188056483382967
ITE | -0.00248632 | 0.02542686204538351 | -0.000948419 | 0.02167436301442967 |  | 0.002333015 | 0.01936959324987131 | 0.01260179 | 0.02226255407079317
IVOV | 0.01658097 | 0.1023038768876883 | 0.04502780999999999 | 0.1207381211021263 |  | 0.02274756 | 0.1108838386519426 | 0.03093248 | 0.1129125482055438
IWP | 0.01201118 | 0.07812918634324872 | 0.04523829 | 0.1086004615435289 |  | 0.03278867 | 0.09929577891091604 | 0.09271847 | 0.09163342177633294
IYF | 0.01700215 | 0.1280122346290056 | 0.02949115 | 0.126592204543034 |  | 0.04377552 | 0.1064452730132573 | 0.07677742 | 0.1092679622282144
MGV | 0.01989479 | 0.07576547181568205 | 0.03609061 | 0.09132919846937805 |  | 0.03553811 | 0.07698065630681539 | 0.05788945 | 0.07520764561417267
MNA | 0.005778623 | 0.03447721538825029 | 0.01562652 | 0.03470428062333782 |  | 0.01172411 | 0.03104651835924342 | 0.03274791 | 0.03037361054184594
MUB | -0.0003596103 | 0.02021883577296376 | 0.002467502 | 0.01703780224671241 |  | 0.01008565 | 0.01929030883216444 | 0.03456941 | 0.02356122291699426
NFRA | 0.004111472 | 0.07587376493800863 | 0.01796418 | 0.0814844530886027 |  | 0.03351881 | 0.07686301198066625 | 0.08416045 | 0.07259918012082198
NYF | -8.196849e-05 | 0.02307167923839101 | 0.00187203 | 0.01977249496103065 |  | 0.008005852 | 0.02220468997443331 | 0.03475506 | 0.024538526373398
PBP | 0.004404582000000001 | 0.0893511518429882 | 0.01612038 | 0.09362844879510299 |  | 0.01978043 | 0.07283600055191362 | 0.05715727 | 0.06028213566270821
PFXF | -0.001986078 | 0.03413641432888803 | 0.007391468 | 0.03599616466111254 |  | 0.0132164 | 0.03597006609956839 | 0.03909935 | 0.04474400177257372
PWZ | -0.003234031 | 0.02659156259201705 | 0.0005675174 | 0.0271279760928779 |  | 0.01113704 | 0.03504150604146485 | 0.04762485 | 0.03693012511681294
QAI | 0.002010711 | 0.02995948322820421 | 0.01150202 | 0.03598524326682406 |  | 0.0145911 | 0.03698317352275277 | 0.03174602 | 0.03182230068416571
SCHC | 0.0196525 | 0.07798575863742267 | 0.04403614 | 0.08254824129473645 |  | 0.07798853 | 0.0833194630844365 | 0.1511254 | 0.08202266301323878
SCJ | 0.004623144 | 0.1034760386083075 | 0.01940317 | 0.08065373594459474 |  | 0.04122480999999999 | 0.07551022905282824 | 0.1121667 | 0.07897948533038518
SGDM | -0.04676256 | 0.2818361157484053 | 0.03566198 | 0.2636284568068751 |  | 0.08662229 | 0.2592902063008102 | 0.03364216 | 0.3091958972839323
SHYG | 0.002310465 | 0.02740029748861396 | 0.01115255 | 0.0331354755109657 |  | 0.01785651 | 0.02959775560571934 | 0.03821943 | 0.03032672202016588
SLQD | -0.0005926481 | 0.01341256828528659 | 0.0009178723 | 0.01162822735254024 |  | 0.005911993 | 0.01174692866744503 | 0.01475304 | 0.01279238848423878
SLV | -0.02211592 | 0.1660832427816353 | 0.01614911 | 0.195919837081588 |  | 0.05276709 | 0.1758851314869924 | -0.01859624 | 0.1705910858587986
SNLN | -0.0007848257 | 0.02253896756355669 | 0.0003066163 | 0.02321769244479163 |  | 0.004966847999999999 | 0.02283997848577117 | 0.007564271 | 0.02357431858950939
VAW | 0.02580486 | 0.08881700876342173 | 0.06335399 | 0.1077922690662553 |  | 0.06758727 | 0.1097621480064047 | 0.09206711000000001 | 0.1167548976604925
VB | 0.01502713 | 0.08771232535019853 | 0.05036791 | 0.1138148160334721 |  | 0.03028275 | 0.1078051333573721 | 0.06277233 | 0.1120845191241215
VCR | -0.0009125495 | 0.081852844879142 | 0.02160654 | 0.1067009665760214 |  | 0.004415893000000001 | 0.09425485346541845 | 0.05101664 | 0.08549350025961826
VGT | 0.009132456 | 0.1011457836057479 | 0.04330874 | 0.1352080682674635 |  | 0.06070077 | 0.1377710441510127 | 0.1403756 | 0.1116117008641869
VIOG | 0.02023774 | 0.1010211181372454 | 0.05385453 | 0.1301599103913314 |  | 0.0250182 | 0.1201933457605497 | 0.05771892 | 0.1301788157868306
VIOV | 0.02780388 | 0.09707028581906565 | 0.06619119999999999 | 0.1232174205693507 |  | 0.03905869 | 0.1190244690431867 | 0.05267082 | 0.1341367516112202
VIS | 0.02418038 | 0.07406555850386562 | 0.04939247 | 0.1086054191286855 |  | 0.03492136 | 0.09484202736605984 | 0.08197181 | 0.09880213359831697
VNQI | 0.02366063 | 0.08284140989245149 | 0.04503105 | 0.09132954545652418 |  | 0.07162575 | 0.0810634213729965 | 0.1370884 | 0.07929371857132882
VOX | -0.0126273 | 0.1809865397816812 | 0.01416897 | 0.1536074312044626 |  | 0.01081079 | 0.1356716656207547 | -0.006572539 | 0.132811969422769
VPU | -0.005229548000000001 | 0.1171244379139309 | 0.001671651 | 0.09504104268939365 |  | 0.01873356 | 0.0897054001270126 | 0.06621921 | 0.09668617594556579
VTEB | -0.002312162 | 0.01598982819839522 | 0.002469952 | 0.01410699509575797 |  | 0.01010306 | 0.01827577074179201 | 0.03559263 | 0.02250385712996219
VTI | 0.01335744 | 0.06804369788960295 | 0.03832221 | 0.09573244445460655 |  | 0.03432514 | 0.08189922190392789 | 0.07837567 | 0.07633640068912909
VUG | 0.006896557 | 0.06822099829319225 | 0.03602621 | 0.1021059857616227 |  | 0.03457443 | 0.09309773450722442 | 0.1064896 | 0.07883928414607633
XLP | 0.009195489999999999 | 0.05338293377004952 | 0.004990509000000001 | 0.07240787670948509 |  | -0.006528007 | 0.0779135527254744 | 0.02002498 | 0.07452249737427488
YYY | 0.005089058 | 0.04726467357846646 | 0.02113671 | 0.09292014694088077 |  | 0.02732401 | 0.06970379051133722 | 0.08417532 | 0.06423794734385904
RFR