Spreadsheet: 583753d1532623864-maximization-problem-excel-help
Sheet: P17

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 | 0.001856398 | 0.06456708808527786 | 0.008597022 | 0.0501427766599821 |  | 0.02880835 | 0.05894090282364044 | 0.07152379 | 0.0626312898756345 |  |  |  |  |  |  | 1
AOA | -0.007778425 | 0.08949195511636394 | -0.002669732 | 0.0671044050545049 |  | 0.02381395 | 0.07089199820164628 | 0.06726321 | 0.06667655038058506 |  |  |  |  |  |  | 2
AOM | -0.005312065 | 0.03945318240346556 | -0.001865651 | 0.03624990699824313 |  | 0.01805185 | 0.04671427260960825 | 0.04588134 | 0.04427405085752106 |  |  |  |  |  |  | 3
AOR | -0.005877045 | 0.06760588165878322 | -0.0006816737000000001 | 0.0514094649905926 |  | 0.021361 | 0.05676375772098514 | 0.0572199 | 0.05342257900000549
BNDX | 0.002747253 | 0.02010755308044467 | 0.005655319 | 0.02086974074082112 |  | 0.007986053 | 0.02525995654587858 | 0.01784307 | 0.02817654278203685
CMF | 0.001347941 | 0.01574695316476254 | 0.004676535 | 0.01536470333773645 |  | 0.01350622 | 0.02080840424252838 | 0.03907292 | 0.02903696216149086 |  |  |  |  |  |  |  | Started
CVY | -0.02349621 | 0.1036589631565236 | -0.02257758 | 0.08085458241793907 |  | 0.007028584 | 0.08189453010819056 | 0.0160633 | 0.0813872604769874 |  |  |  |  |  |  |  | Ended
CWB | -0.002168363 | 0.09716240121484945 | -0.004761218 | 0.07775782321940387 |  | 0.04114483 | 0.08073723858832434 | 0.07409919999999999 | 0.07505460481111943
DLS | -0.01226735 | 0.09237251477033209 | 0.004204087 | 0.07618880645667735 |  | 0.03870764 | 0.08978595654857599 | 0.1300902 | 0.0830185404997438
EFG | -0.008981816 | 0.0960560018742892 | 0.0003971123 | 0.07827118892905736 |  | 0.02274185 | 0.09641116771621468 | 0.1315378 | 0.08622904168582361
EMLC | 0.003138091 | 0.05753752169020642 | 0.005068538 | 0.06447225521456929 |  | 0.0315992 | 0.08330297346667045 | 0.07057753 | 0.08537238825857438
EWC | -0.01225668 | 0.08560669379489448 | -0.0143885 | 0.0803713572531583 |  | 0.04604242 | 0.1190412522068915 | 0.0009413024 | 0.1199859901993178
FENY | -0.04340565 | 0.1245435639142994 | -0.0460599 | 0.1287162822537697 |  | -0.0843099 | 0.1579839842590791 | -0.1301622 | 0.1512875145310956
FHLC | -0.005219235 | 0.1104994809541659 | -0.02456502 | 0.09421394242561171 |  | 0.05079818000000001 | 0.0951651254598512 | 0.07646259 | 0.09395729993403766
FLRN | 0.0006514435 | 0.01079969362932724 | 0.001342114 | 0.01012119532108139 |  | 0.003532668 | 0.008770821285137793 | 0.008629649999999999 | 0.01296736932077341
FNDF | -0.01437374 | 0.09323905000101711 | 0.002087656 | 0.07880154337808434 |  | 0.02527587 | 0.09585789446855231 | 0.09672502 | 0.09838284645501187
FREL | -0.009414623 | 0.1125038643107137 | -0.009414623 | 0.09392065808491167 |  | 0.01081637 | 0.1013657408353932 | 0.01202916 | 0.1077480042727607
GMF | -0.001632015 | 0.1691218545194116 | 0.02825924 | 0.1318045980161643 |  | 0.09527231 | 0.1185285222469664 | 0.1712132 | 0.1180907103270261
GVI | 0.001846608 | 0.01421679636075987 | 0.002234779 | 0.01597472116794224 |  | 0.006973766 | 0.01902149766732864 | 0.01746529 | 0.02160897898802007
GXC | 0.009460868 | 0.2135226922638586 | 0.0447463 | 0.1649113953765181 |  | 0.1421163 | 0.149066118793731 | 0.2169726 | 0.140189461074863
HYEM | 0.002445003 | 0.04204185740576192 | 0.005326986000000001 | 0.03732265436754423 |  | 0.008633052 | 0.03507945266035013 | 0.02605146 | 0.04453952912892103
HYMB | 0.001050572 | 0.02458152660055896 | 0.0002221268 | 0.02776659586081057 |  | 0.01193525 | 0.03261059881869203 | 0.02713014 | 0.03792607302019609
IBDL | 0.001174165 | 0.01365333835046038 | 0.0002529901 | 0.01676030291261306 |  | 0.007874368 | 0.01760812068226837 | 0.01716473 | 0.02231885253834223
IBMG | 0.001291541 | 0.01061981781304822 | 0.002475413 | 0.01951667955569566 |  | 0.002685211 | 0.01651027014310597 | 0.005760229 | 0.01841828592336283
IEFA | -0.01347279 | 0.0949581897569662 | 0.0008040148 | 0.07769228008419948 |  | 0.02361269 | 0.09949065746259113 | 0.1175071 | 0.09091522661668722
IEMG | -0.001311613 | 0.1613428303470863 | 0.01407913 | 0.1237618670392456 |  | 0.07248808000000001 | 0.1292176573143838 | 0.1369918 | 0.1295016352160349
IEUR | -0.01665639 | 0.1052874823412937 | -0.001044502 | 0.08874861327671514 |  | 0.01210591 | 0.1205286406239712 | 0.145353 | 0.1047170847141149
IJH | -0.02450756 | 0.1299468367582629 | -0.03653433 | 0.1079838412102198 |  | -0.008968201 | 0.1072804287341584 | -0.008644948999999999 | 0.1111197580195061
ILF | 0.01576447 | 0.1665823828134238 | 0.04980023 | 0.1263439453566199 |  | 0.1234017 | 0.2723162978084401 | 0.06613842 | 0.2474754522669759
ILTB | 0.004398345000000001 | 0.05461917613654534 | 0.001266765 | 0.06011841199970957 |  | 0.030662 | 0.06643558237167489 | 0.05887661 | 0.07318272908303643
INDA | -0.03512818 | 0.1908632664640232 | -0.008286525 | 0.1540146437755972 |  | 0.06017937 | 0.1427002525218791 | 0.1261965 | 0.1402486836592042
IPAC | -0.00820402 | 0.08677734638312024 | 0.005787676 | 0.07172197180780511 |  | 0.04445203 | 0.07814780126966084 | 0.07498339 | 0.09009769393725307
IPE | 0.001774015 | 0.03507979580781856 | 0.004409077 | 0.03090520458609749 |  | 0.002968118 | 0.03819253976723918 | 0.00452889 | 0.04341708976047233
ITE | 0.002326764 | 0.01791753511984459 | 0.002974778 | 0.01642424960176735 |  | 0.005604209999999999 | 0.01891855835350117 | 0.01389482 | 0.02245696454496536
IVOV | -0.02886469 | 0.1324113727685161 | -0.04197679 | 0.1150465485100408 |  | -0.01115077 | 0.1118264965244486 | -0.03285273 | 0.1149694937919274
IWP | -0.009216152 | 0.138100847863017 | -0.01263979 | 0.09996697676511229 |  | 0.01490095 | 0.1003349649905288 | 0.05519876 | 0.09443998981112964
IYF | -0.01703982 | 0.1292582301234163 | -0.001473189 | 0.1010338066607049 |  | 0.04592615000000001 | 0.103237882852623 | 0.01924406 | 0.109333539887162
MGV | -0.01088805 | 0.1033321601321354 | -0.002139844 | 0.07805056779686237 |  | 0.02590568 | 0.0765136230542888 | 0.01479987 | 0.07664597645388832
MNA | -0.004258119 | 0.03812657031765603 | -0.009449344 | 0.03466357988508661 |  | 0.006289296 | 0.0289976790258953 | 0.02013424 | 0.03013729565886909
MUB | 0.001712343 | 0.01557688471725202 | 0.003841667 | 0.01658897242273663 |  | 0.0130427 | 0.0208694768215406 | 0.03595709 | 0.02650214098077824
NFRA | 0.0006219847 | 0.09033966991080716 | 0.01110409 | 0.07301762977589764 |  | 0.02989331 | 0.0795507395451021 | 0.08559678 | 0.07753487013800275
NYF | 0.0008828109 | 0.01376315751986047 | 0.004083207 | 0.02112147180727455 |  | 0.0103581 | 0.02142374848294196 | 0.034328 | 0.03071029049642712
PBP | -0.009300228 | 0.1023680528034772 | -0.003563437 | 0.07213741868292046 |  | 0.01399659 | 0.06731792299420805 | 0.04269025 | 0.05790964292776386
PFXF | -0.003976098 | 0.04045377921910944 | -0.005363328000000001 | 0.03730747971970861 |  | 0.008933881999999999 | 0.03713883764283563 | 0.03008733 | 0.04897561562837441
PWZ | 0.002437627 | 0.02718419878256845 | 0.0058877 | 0.02811795806251256 |  | 0.02195007 | 0.03688412460186746 | 0.05052330999999999 | 0.04368529748133261
QAI | -0.003025215 | 0.0454784190103734 | -0.001346806 | 0.0357673069863568 |  | 0.01367054 | 0.0375427188802561 | 0.01994498 | 0.03238856302272222
SCHC | -0.009195415 | 0.081922372742349 | -1.327620793745154e-08 | 0.07285096757230956 |  | 0.03419315 | 0.0840536541781488 | 0.116942 | 0.08894287782356504
SCJ | -0.003484337 | 0.05964018208993006 | 0.01382937 | 0.05761488862322982 |  | 0.05402978 | 0.06686886074461355 | 0.1057731 | 0.08952145982232737
SGDM | 0.04056798 | 0.2189091550746945 | 0.02446333 | 0.2231289593906843 |  | 0.01383402 | 0.2749764361754222 | -0.05437789000000001 | 0.3397614295102789
SHYG | -0.002095984 | 0.04129518787677487 | -0.00155491 | 0.0324805309870842 |  | 0.006102557 | 0.02987488926778889 | 0.02112471 | 0.03125398476590271
SLQD | 0.0005929065 | 0.008957005986018807 | 0.0007005341 | 0.01197751825766639 |  | 0.006271417 | 0.01169171577805451 | 0.01282268 | 0.01326353203287698
SLV | 0.04827134 | 0.2372614015207949 | 0.03012819 | 0.1858307699569449 |  | -0.01289928 | 0.1737364780204464 | -0.06786543 | 0.1810462713193274
SNLN | -0.006154653 | 0.02868598306743063 | -0.00453689 | 0.02910935942618211 |  | -0.002020527 | 0.02173808549666677 | 0.005456818 | 0.02387527726659908
VAW | -0.008031161 | 0.1344534922410363 | -0.02097679 | 0.1126324019247252 |  | 0.02810584 | 0.1160563385117778 | 0.03521498 | 0.1195536056923537
VB | -0.02434016 | 0.1346473970688771 | -0.03453278 | 0.1093511929551055 |  | -0.003881527 | 0.1097818385590497 | -0.005403596 | 0.1162839085012301
VCR | -0.02233476 | 0.1254256242963987 | -0.01961468 | 0.09759877302724729 |  | 0.004286854 | 0.09483957769180774 | 0.04265961 | 0.09034451333721957
VGT | -0.001348258 | 0.1710164953733291 | -0.0009441638 | 0.1273715101145411 |  | 0.03309404 | 0.1363593805716388 | 0.115644 | 0.1142376769459717
VIOG | -0.03192835 | 0.1510744296808307 | -0.04299407 | 0.1249006894456021 |  | -0.005476022000000001 | 0.1229669056337756 | -0.01400615 | 0.133621781399115
VIOV | -0.03650123 | 0.1357125352961307 | -0.05456101999999999 | 0.1173613791156801 |  | -0.01740222 | 0.1229185987525148 | -0.04114679 | 0.1382758057857408
VIS | -0.01697795 | 0.1258338513021905 | -0.01758447 | 0.09084352601985762 |  | 0.01393463 | 0.09517420221284781 | 0.03169543 | 0.1015458031515565
VNQI | -0.002216531 | 0.1028503138378355 | 0.01123208 | 0.08703055193305985 |  | 0.04977232 | 0.07986540061899479 | 0.1100084 | 0.09378243543433701
VOX | -0.02418504 | 0.1501150891662101 | 0.01376451 | 0.1515903853456531 |  | 0.005927068 | 0.1379536171616609 | -0.05242621 | 0.1381209879002044
VPU | 0.01475173 | 0.0745233007177617 | 0.02678264 | 0.07589890518817381 |  | 0.04402300999999999 | 0.08357393160980454 | 0.09509696 | 0.104519253344875
VTEB | 0.002321559 | 0.01092052396478692 | 0.005119953999999999 | 0.01318245675135455 |  | 0.01361652 | 0.019272369291063 | 0.03573375 | 0.02588199807815323
VTI | -0.01195345 | 0.1189050597619165 | -0.01031903 | 0.08591671405916157 |  | 0.02127502 | 0.08202355221662026 | 0.04112919 | 0.07862179031065726
VUG | -0.006804253 | 0.1313315911232848 | -0.008017687 | 0.09603778596626791 |  | 0.02626848 | 0.0923113725182048 | 0.08632892 | 0.08135712200873545
XLP | -0.0003608182 | 0.0725220103676697 | 0.005991282 | 0.07177894928833653 |  | -0.001759335 | 0.07762778659587057 | 0.01898662 | 0.07758951312459449
YYY | -0.01734108 | 0.1257408851721173 | -0.01014297 | 0.09065258689518593 |  | 0.01277184 | 0.06835737956616507 | 0.05551883 | 0.06508666969150367
RFR