Spreadsheet: 583753d1532623864-maximization-problem-excel-help
Sheet: P4

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 | 0.02197357778376929 | 0.04419145952269696 | 0.03002717391304377 | 0.04338781510201695 |  | 0.06021113180271831 | 0.07004184763503106 | 0.002338741987014892 | 0.09093671437463698 |  |  |  |  |  |  | 1
AOA | 0.02231404958677685 | 0.04762559325743049 | 0.03190823774765361 | 0.04914017972404544 |  | 0.0669931531759429 | 0.06510060523438073 | 0.05679409778988842 | 0.1038291019488709 |  |  |  |  |  |  | 2
AOM | 0.01372933594844494 | 0.03025808070323998 | 0.02001691570341113 | 0.0335581932708548 |  | 0.03995312818604746 | 0.04135877437465396 | 0.01528048417148709 | 0.05597058694303669 |  |  |  |  |  |  | 3
AOR | 0.01839748244976991 | 0.02474120925382245 | 0.027099609375 | 0.03656894278012716 |  | 0.05385562187836124 | 0.05033983201577594 | 0.03683935228132951 | 0.07804837001953817
BNDX | 0.003542793212754081 | 0.0203386725529585 | 0.0002810432341460167 | 0.02547854343851007 |  | -0.001583359822746599 | 0.03330786536673429 | -0.0282929045958229 | 0.03375718941959533
CMF | -0.0006926406926407447 | 0.02125145220293338 | 0.002814683599439594 | 0.03105185402669298 |  | 0.00835803178122596 | 0.05099966372571446 | -0.04102775919318469 | 0.03948498412831208 |  |  |  |  |  |  |  | Started
CVY | 0.01948368241597653 | 0.0581616925666732 | 0.02951303492375801 | 0.06819388810088352 |  | 0.06160140075037734 | 0.08496375377444464 | 0.08590217548297563 | 0.1226035974286848 |  |  |  |  |  |  |  | Ended
CWB | 0.01197982345523307 | 0.04874413898966531 | 0.03702559627507518 | 0.05594533463439986 |  | 0.07132978148056446 | 0.07971313175307403 | 0.07455616941549192 | 0.08958348966805076
DLS | 0.02236135388526916 | 0.06469182644154427 | 0.03652650233607213 | 0.06375034649291333 |  | 0.09521327386537637 | 0.07710529304799137 | 0.07954510771382939 | 0.1642448032530609
EFG | 0.01997881035265636 | 0.05132865878062306 | 0.02964094728800615 | 0.05617410858279997 |  | 0.07977044086236895 | 0.08665855065027973 | -0.00455690419617194 | 0.1548352271323918
EMLC | 0.006077348066298338 | 0.05751604565433979 | 0.0252942434329817 | 0.06716788048365559 |  | 0.06811659177975038 | 0.1329771229280413 | -0.01693218932879614 | 0.1271732922798383
EWC | 0.02769571639586421 | 0.07244502160256555 | 0.03727171077152436 | 0.1094312489304981 |  | 0.08399804542501821 | 0.1140347327874023 | 0.09412492479060797 | 0.1427542808331411
FENY | -0.008801955990219934 | 0.139913229547136 | -0.03338102050548375 | 0.1398519668452859 |  | -0.005766467532883235 | 0.1755417448068137 | 0.04674203835652757 | 0.2014569533270623
FHLC | 0.03616214639836701 | 0.05958788857915066 | 0.06091370558375608 | 0.09973378935990106 |  | 0.07329764300515329 | 0.1335356170013782 | 0.03579765521502298 | 0.1365058702397258
FLRN | -0.001304631441617632 | 0.01404060354911035 | 0.001416293782691147 | 0.01260164299830614 |  | 0.002255399046996676 | 0.02250821874850671 | 0.008745248586107479 | 0.01828377306193574
FNDF | 0.01546790409899468 | 0.06858826230990163 | 0.01350829795445785 | 0.07763718200915513 |  | 0.0850462849179614 | 0.09634004918264362 | 0.07722456560337454 | 0.1784977653721988
FREL | 0.03126329221607826 | 0.1039924690107448 | 0.02776600254345052 | 0.1056992408957545 |  | 0.08471140234364372 | 0.1477962747087019 | -0.0128567415580042 | 0.149928813234488
GMF | 0.03372035573122534 | 0.06921447193758691 | 0.07057697818166941 | 0.07156900360891319 |  | 0.1019492783977889 | 0.1325607407504962 | 0.05687139791294071 | 0.1615871089765115
GVI | 9.080177971498848e-05 | 0.02263830469766909 | 0.003992479226502699 | 0.02316707006545776 |  | 0.00511457302131868 | 0.02453067191534127 | -0.01645278314185239 | 0.02306725254154637
GXC | 0.04808560010313268 | 0.08347340733910658 | 0.07171104666490913 | 0.08618632685664109 |  | 0.08966240022238403 | 0.1436270411079878 | 0.0779854116157146 | 0.1760384452196108
HYEM | 0.003258655804480703 | 0.04523105354760238 | 0.01277646457683201 | 0.04330246020267897 |  | 0.05072314923408117 | 0.07064889275095089 | 0.03971908655039913 | 0.06338878098550926
HYMB | 0.005520926090828215 | 0.03008518975623664 | 0.004569453832111936 | 0.03343461780559939 |  | 0.03598838057790354 | 0.08330112280622368 | -0.03437250795169899 | 0.06086164850573232
IBDL | -0.001572327044025323 | 0.02780003908772407 | 0.00384946234548833 | 0.02759760972033213 |  | 0.01092751557961047 | 0.0308543979716428 | -0.008601355885892836 | 0.02857599564747699
IBMG | 0.001138594424813455 | 0.01038147356616023 | 0.001889474901427768 | 0.01360104569169454 |  | 0.006758734664136901 | 0.01682067822202355 | -0.002235122189929606 | 0.01432625065090455
IEFA | 0.01765447667087017 | 0.05345719364790959 | 0.02281368821292795 | 0.06362113065504138 |  | 0.08382113432683336 | 0.0857550935908913 | 0.04495744198726892 | 0.1705617527916211
IEMG | 0.02954048140043741 | 0.08041177688919142 | 0.06496152105024877 | 0.08693953057570084 |  | 0.1185978857398269 | 0.1588521870948344 | 0.06136150893890147 | 0.1874980133571451
IEUR | 0.01508982035928152 | 0.05792688187601471 | 0.01826045170591084 | 0.06933973887276894 |  | 0.09811456550734143 | 0.09778523891790077 | 0.03585170911559965 | 0.206316129784815
IJH | 0.0296357518153374 | 0.08380117949772649 | 0.04493439578215797 | 0.09989848387085026 |  | 0.07252393650266331 | 0.1109794630367854 | 0.1258457222479206 | 0.137919546699405
ILF | 0.07694848084544259 | 0.1788789658080847 | 0.0946626384692848 | 0.1733987865315857 |  | 0.1724579851082995 | 0.2694802814956785 | 0.1560082062923289 | 0.2820056325770663
ILTB | 0.003134010484927785 | 0.0626922449204476 | 0.007559349491020217 | 0.06489607017027911 |  | 0.02752928026654322 | 0.09515446227128185 | -0.07109251083047496 | 0.09372699248312764
INDA | 0.01994497936726303 | 0.1096625605950714 | 0.08604906627608955 | 0.1153395069717186 |  | 0.1501367468065626 | 0.1721846316371713 | 0.0184056248045783 | 0.1801375784152248
IPAC | 0.02012898182528811 | 0.05795943880617688 | 0.02938276474068235 | 0.06593109528746775 |  | 0.06120944814470586 | 0.09152519954094611 | 0.0616341867671375 | 0.1268693984100151
IPE | 0.0007053429730203842 | 0.02890126977182495 | 0.002650176678445026 | 0.03515259438686651 |  | 0.009334406784005989 | 0.04505668199576101 | -0.01359852876227374 | 0.046771463638727
ITE | -0.001336675020885525 | 0.02493167830992581 | 0.002435220047123599 | 0.0259887223148526 |  | 0.003137107282455753 | 0.02690980947800498 | -0.0186926625762871 | 0.0260837646852371
IVOV | 0.02741433021806872 | 0.08905863100730482 | 0.04009731483150136 | 0.1049818872770591 |  | 0.0658204813293235 | 0.1207204909343165 | 0.1484908966705278 | 0.1468480974889168
IWP | 0.02954253532259687 | 0.05774422248103249 | 0.0437744165080638 | 0.06771705628704944 |  | 0.06181314016574047 | 0.0955630640090481 | 0.07073411301202492 | 0.1245990899850196
IYF | 0.03723455832444511 | 0.1027163798652924 | 0.05409932991722499 | 0.1098923299922945 |  | 0.09709801152043163 | 0.1196201642888036 | 0.1923366755436078 | 0.143298126428209
MGV | 0.03188491769242163 | 0.06832049818473443 | 0.03603335318642054 | 0.07178134283199984 |  | 0.0716268509369189 | 0.08170466924398566 | 0.1133071531593 | 0.1060638449738107
MNA | 0.0003370407819345278 | 0.02723535531631017 | 0.006442861987114412 | 0.03790764313193178 |  | 0.0149125693617822 | 0.04107885423999465 | 0.03631060405588715 | 0.05418129636079014
MUB | -0.0008303349017437789 | 0.02702364629319337 | 0.00163177272168169 | 0.0292145304239409 |  | 0.01061849996446962 | 0.04094773343328007 | -0.03661345434957042 | 0.03711915871640171
NFRA | 0.02317655078391279 | 0.05662674167839225 | 0.0144176616355034 | 0.05686101491506815 |  | 0.07018103467463632 | 0.09244994594984665 | 0.008370762293436362 | 0.1237670082323411
NYF | -0.0004831665150135667 | 0.02367574712603204 | 0.005241983408558637 | 0.03031080742275289 |  | 0.0167713169683974 | 0.04683460861157575 | -0.03235050795354799 | 0.03673277417111639
PBP | 0.008711600183402224 | 0.03512687104769947 | 0.01710587147480358 | 0.03740697442754527 |  | 0.02819237899945248 | 0.05059736832584478 | 0.05511181887255012 | 0.06669036430274708
PFXF | 0.008555611474584612 | 0.0379244908450871 | 0.02812836722618428 | 0.0417449472071202 |  | 0.04911012772448631 | 0.08707025523470965 | -0.01346857634539977 | 0.07359424474147246
PWZ | -0.002850661088196205 | 0.03948391563162137 | -0.001275385671273943 | 0.04705280657172561 |  | 0.01198530520859764 | 0.05560599223156436 | -0.0486438698282915 | 0.0476346943228298
QAI | 0.009024644220756883 | 0.017043742310366 | 0.01183431952662706 | 0.02136951417155637 |  | 0.01966074385347483 | 0.0276565878647333 | -0.008508601389407566 | 0.03560943843220488
SCHC | 0.01778070464273962 | 0.06063301876232821 | 0.0351640991292701 | 0.07287757706597295 |  | 0.08265971824376606 | 0.09028294102606572 | 0.03308361977980323 | 0.1625427875126178
SCJ | 0.02252952144188947 | 0.06133417959824611 | 0.04179198986860855 | 0.08306958093132641 |  | 0.06563144408205401 | 0.1022549383233298 | 0.085103687481354 | 0.1270245358305385
SGDM | -0.05283672585534849 | 0.2840670846844109 | 0.02966101694915269 | 0.2816668633556366 |  | 0.16727300827339 | 0.4396496909060227 | -0.1236099288844821 | 0.4562713973804953
SHYG | 0.003774376179492611 | 0.01417037108349717 | 0.01139324308296108 | 0.01591102553362867 |  | 0.03550100066496031 | 0.04081691837950174 | 0.0459152589063716 | 0.04334008439678327
SLQD | 0.0008933889219773228 | 0.0137187098512602 | 0.004503263508939481 | 0.01329915328245855 |  | 0.01030917156688282 | 0.0179580193436411 | -0.00283459290913135 | 0.02008980098371656
SLV | 0.01248513674197382 | 0.1162282739779748 | 0.05188387893761592 | 0.1473181728316207 |  | 0.09729381443298979 | 0.2102739193950987 | -0.03403289846851942 | 0.2426105048038741
SNLN | 0.001518371431739274 | 0.01836848800471183 | -0.001160917951438356 | 0.01778979543826381 |  | 0.01414242715193037 | 0.02068956970791323 | 0.02371268267989879 | 0.02242173256388155
VAW | 0.01862512698950192 | 0.07360178210375361 | 0.0411907234337141 | 0.1120947826754629 |  | 0.07602985545523278 | 0.1141090031852694 | 0.1166288124107608 | 0.1505974727768638
VB | 0.03198359036693743 | 0.09066614776232207 | 0.0435584235999078 | 0.107234072035233 |  | 0.06513842161966665 | 0.1228708175190156 | 0.1220993939360455 | 0.1455188179647515
VCR | 0.0337226827430297 | 0.06935700155537332 | 0.0379464285714286 | 0.06305549041321691 |  | 0.05619897363777326 | 0.09962820568263468 | 0.08739588626315276 | 0.1192987161812655
VGT | 0.03684741292374549 | 0.03674093610999974 | 0.06425670833665098 | 0.07306920733164896 |  | 0.1057745273759598 | 0.1147891886837567 | 0.1426024827941363 | 0.1329135049918184
VIOG | 0.03739698336184083 | 0.1207390209105045 | 0.04864822382898448 | 0.13337183838782 |  | 0.06172915810888924 | 0.1493307106384281 | 0.1489934425329373 | 0.1545284475690721
VIOV | 0.03145973154362425 | 0.1256425743935612 | 0.03432321022966289 | 0.1414646280956722 |  | 0.04075793745756351 | 0.1604659184833938 | 0.1540191215252935 | 0.1659643526449237
VIS | 0.03656427571440335 | 0.07029428368797354 | 0.04050591055633634 | 0.09480410423608839 |  | 0.06004749074099247 | 0.1091144264538881 | 0.1351680425968673 | 0.1338668119914453
VNQI | 0.02197588486970026 | 0.06009689901004411 | 0.03874283455228289 | 0.06378232383808803 |  | 0.07148973590989094 | 0.1077794598095985 | -0.03818689750658721 | 0.1485239267186231
VOX | 0.02343990953017383 | 0.1373487875227777 | -0.01620713509240035 | 0.1128351453586386 |  | 0.05398407745556888 | 0.1525272556618684 | 0.06392556331946664 | 0.1524207588938621
VPU | 0.02484876686831083 | 0.1258037781829524 | 0.02906270442014747 | 0.1110275716114589 |  | 0.08317231660038238 | 0.1585335237428321 | 0.02455151395878308 | 0.1552552698146783
VTEB | -0.0009912767644725262 | 0.0303110290706108 | 0.00185066416163715 | 0.03167437595805921 |  | 0.01109728448140657 | 0.04626140477819952 | -0.03403397231134531 | 0.03927268649659899
VTI | 0.03292703572033195 | 0.05043846632150922 | 0.04379437173894463 | 0.06340492582033515 |  | 0.07605905029183435 | 0.08089634466292368 | 0.1040237152703674 | 0.1095058881182537
VUG | 0.03433476394849788 | 0.0374933763732675 | 0.05020045319853561 | 0.051283971051039 |  | 0.0856995080734757 | 0.08595697407240742 | 0.08176036746012172 | 0.108849714971529
XLP | 0.04249667994687911 | 0.08589678845321606 | 0.04507417268923564 | 0.0856977251310883 |  | 0.08928251337054083 | 0.1067211181076978 | 0.02035982982910745 | 0.1090162513750869
YYY | 0.006448629075065826 | 0.03265707534064751 | 0.02727229070857962 | 0.03426701070528772 |  | 0.06440699789859572 | 0.08153975424825635 | 0.02774006214859681 | 0.0879533062113417
RFR