Spreadsheet: 583753d1532623864-maximization-problem-excel-help
Sheet: P11

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 | 0.01471516 | 0.03893984795945631 | 0.02590736 | 0.04476595137717247 |  | 0.0423508 | 0.04908062734286904 | 0.1287792 | 0.07122130189009757 |  |  |  |  |  |  | 1
AOA | 0.005073138 | 0.07051821216396653 | 0.01818538 | 0.06774222626416092 |  | 0.0369721 | 0.05987720043086014 | 0.1162253 | 0.07111229833472403 |  |  |  |  |  |  | 2
AOM | 0.006238122 | 0.04770600272850745 | 0.01255456 | 0.04160789339232972 |  | 0.02673043 | 0.03630415151180017 | 0.07101930000000001 | 0.04302910937558269 |  |  |  |  |  |  | 3
AOR | 0.005789717 | 0.05352493631842587 | 0.01424569 | 0.05113752375108529 |  | 0.03090978 | 0.04709849064538635 | 0.09321322 | 0.05579040380160162
BNDX | 0.007370512 | 0.02571976014150807 | 0.006739736 | 0.02338217727077829 |  | 0.01262383 | 0.02529424657217431 | 0.02078291 | 0.02966863785081446
CMF | 0.008455738 | 0.01337019023624983 | 0.01365681 | 0.01975029848651766 |  | 0.02741226 | 0.02332031557268749 | 0.05161792 | 0.03993206312511453 |  |  |  |  |  |  |  | Started
CVY | -0.0004812429 | 0.09433830134744065 | -0.004810594000000001 | 0.08220669334618398 |  | 0.0007886414999999999 | 0.07636259995180623 | 0.07142785 | 0.08763817285933495 |  |  |  |  |  |  |  | Ended
CWB | 0.004089917 | 0.08931197249185044 | 0.008424899999999999 | 0.07453508947277973 |  | 0.03260318 | 0.06326632421103666 | 0.1108255 | 0.07628779949131942
DLS | 0.008982944 | 0.08860700708675123 | 0.02668432 | 0.08727820934997225 |  | 0.07941478 | 0.07575960431351929 | 0.1848175 | 0.08714442493671798
EFG | 0.0143827 | 0.07339039792610623 | 0.04457178 | 0.09624811743282585 |  | 0.1031431 | 0.07767311267128403 | 0.2013011 | 0.09446190202611747
EMLC | 0.001064319 | 0.1309419243994015 | 0.01194873 | 0.1060466501371445 |  | 0.04432265 | 0.08808772454946165 | 0.1179093 | 0.1157867725880006
EWC | -0.003033747 | 0.1467122416887887 | 0.001142448 | 0.1404164378995113 |  | -0.02194934 | 0.1264427881867349 | 0.01695452 | 0.131177411473116
FENY | -0.04146976 | 0.1584280253078262 | -0.03539356 | 0.161261999674559 |  | -0.09800992000000001 | 0.1558219549551682 | -0.1206736 | 0.1795473339957062
FHLC | -0.003012786 | 0.08639163031368151 | 0.001926774 | 0.08123838237145983 |  | 0.003462604 | 0.0867786305563537 | 0.1257521 | 0.1196321527452153
FLRN | 2.220446049250313e-16 | 0.007088579348007971 | 0.0008590405 | 0.008603223005986082 |  | 0.003686464 | 0.0105639531323857 | 0.006972907 | 0.01761795532653034
FNDF | 0.003236251 | 0.09729323335287468 | 0.0291405 | 0.1173984082462757 |  | 0.06083652 | 0.09921472502660787 | 0.1486399 | 0.1096177550696869
FREL | 0.01227714 | 0.0790783748940516 | -0.001225505 | 0.09103764652318226 |  | -0.008389684 | 0.09757553787458592 | 0.09204513 | 0.1356344738755737
GMF | 0.007233491 | 0.1173828875002629 | 0.03487312 | 0.1056930557770763 |  | 0.07724357999999999 | 0.09994875730276467 | 0.1836403 | 0.133379891198788
GVI | 0.003884024 | 0.01992496184757166 | 0.004705735999999999 | 0.01908374281570917 |  | 0.01450524 | 0.02162610800883934 | 0.02101759 | 0.02241201441848626
GXC | 0.02355534 | 0.1265107406667453 | 0.05287658999999999 | 0.1254090449655299 |  | 0.084727 | 0.1193813732775617 | 0.1711381 | 0.1493344245780921
HYEM | 0.002423242 | 0.02639179490115772 | 0.001939986 | 0.02929397280379683 |  | 0.01623731 | 0.03874791558776512 | 0.07075005 | 0.05799354778056725
HYMB | 0.007932324 | 0.02530450901876984 | 0.008110634 | 0.02693380622754022 |  | 0.01724593 | 0.0291971970429035 | 0.06253025 | 0.0619393112031246
IBDL | 0.003140947 | 0.01736996043587935 | 0.004231197 | 0.01732388082102971 |  | 0.01164261 | 0.02131768677513949 | 0.02114071 | 0.02636678663011883
IBMG | 0.0025033 | 0.01722149838247084 | 0.001915728 | 0.01481981566445257 |  | 0.002358305 | 0.01817476763652797 | 0.01083045 | 0.01726249887318871
IEFA | 0.007696106 | 0.08221394073557028 | 0.03393818 | 0.1068846235133779 |  | 0.0844053 | 0.0860735509753714 | 0.1809349 | 0.09818844506380078
IEMG | -0.002777841 | 0.1498977634315175 | 0.0320328 | 0.1296804729724058 |  | 0.07301447999999999 | 0.1232581344569046 | 0.1915619 | 0.1561636546204846
IEUR | 0.007598155 | 0.1036424560988481 | 0.0447533 | 0.141801622695918 |  | 0.1206574 | 0.1052476216658838 | 0.2324995 | 0.1124358710872298
IJH | -0.005039360000000001 | 0.1213928442775514 | -0.004751098 | 0.1077707270842709 |  | -0.0176494 | 0.1113399870845754 | 0.06734376 | 0.1169362752206223
ILF | -0.07311173 | 0.581355600566276 | -0.02230717 | 0.4223539153773327 |  | -0.04124999 | 0.3064224953472344 | 0.1450225 | 0.2951795379136142
ILTB | 0.01451843 | 0.04492769072594838 | 0.01129714 | 0.06631258819053912 |  | 0.03586746 | 0.07289161496008396 | 0.07409874 | 0.08671348310389297
INDA | -0.007014319 | 0.1533751158555493 | 0.01496258 | 0.1402459940362519 |  | 0.08065059 | 0.1382198512587108 | 0.2178518 | 0.1685741145325755
IPAC | 0.008985462 | 0.05478337588768849 | 0.01602456 | 0.05860960196355643 |  | 0.0266667 | 0.07634313504881945 | 0.1006136 | 0.09696073646956065
IPE | 0.01014595 | 0.03636382439587611 | -0.0007318253 | 0.03657228915434053 |  | 0.01042478 | 0.0425230682660959 | 0.01752016 | 0.04477962182586416
ITE | 0.00483496 | 0.0206663856432051 | 0.003769224 | 0.01960396087168871 |  | 0.01314671 | 0.02358224034411716 | 0.01701708 | 0.02444902762945801
IVOV | -0.009533141 | 0.1164961334220365 | -0.01462508 | 0.1102488281659943 |  | -0.0398169 | 0.1147529819178064 | 0.02704731 | 0.1248252371816886
IWP | 0.00645043 | 0.114931919067648 | 0.02221804 | 0.09645880851226368 |  | 0.03179544 | 0.08841365759622896 | 0.1233003 | 0.09848989511825915
IYF | -0.005095161999999999 | 0.1237867893000817 | -0.002698263 | 0.1120301816201656 |  | -0.04712746 | 0.1138172024658965 | 0.05629264 | 0.1195533009107618
MGV | -0.001165358 | 0.09456209453785921 | 0.002192364 | 0.08228798700171111 |  | -0.02398928 | 0.07858014038032803 | 0.05521581 | 0.08618883249152592
MNA | 0.003415249 | 0.02053990847806281 | -0.002214476 | 0.01951013211220613 |  | 0.01113381 | 0.0271816509350791 | 0.03718497 | 0.03820042488326057
MUB | 0.009586443 | 0.01293091038261719 | 0.01340984 | 0.01934415978296134 |  | 0.02556944 | 0.02185812818536207 | 0.04775638 | 0.03245511973296131
NFRA | 0.01991862 | 0.07781169085392858 | 0.03342007 | 0.08052190190591445 |  | 0.05633496 | 0.06824559171083476 | 0.1403375 | 0.09110111204693809
NYF | 0.00856316 | 0.01947860577289752 | 0.01400811 | 0.01905924315103452 |  | 0.0245397 | 0.02276193723443156 | 0.05182564 | 0.03630991117064125
PBP | 0.01164876 | 0.04107578047620907 | 0.0152923 | 0.04734993252862628 |  | 0.0235721 | 0.04625787720756071 | 0.06397278 | 0.05358357501708656
PFXF | 0.002986534 | 0.03228366019564907 | 0.002437837 | 0.03548182538142476 |  | 0.01876764 | 0.04581237985233039 | 0.08904063000000001 | 0.07076276582865207
PWZ | 0.01005454 | 0.03337787234564903 | 0.01661497 | 0.03605042966229964 |  | 0.03074335 | 0.0370796323668881 | 0.05311767 | 0.04594431006689101
QAI | 0.0003413048 | 0.03595070908272845 | 0.00514402 | 0.03352517688662152 |  | 0.005833908 | 0.02773668320862602 | 0.03147985 | 0.02952347506129696
SCHC | 0.008492532 | 0.09260415390193753 | 0.02909312 | 0.08734898411540534 |  | 0.07989604 | 0.08149873121814108 | 0.1627052 | 0.09595065014003828
SCJ | 0.02098929 | 0.05296562092540169 | 0.03388821 | 0.04521004089881543 |  | 0.04948701 | 0.07372759465754615 | 0.1434406 | 0.09873833952344828
SGDM | -0.01521097 | 0.2608235887838016 | 0.01929909 | 0.3143927909208359 |  | -0.01714008 | 0.337652048466562 | 0.05709898 | 0.419222101633851
SHYG | 0.004181412 | 0.024059702981668 | 0.007637703 | 0.02166614040163301 |  | 0.01220614 | 0.0293502107800246 | 0.05385885 | 0.03703914558478735
SLQD | 0.001982604 | 0.01106351708678443 | 0.003070064 | 0.009916429680256226 |  | 0.00850323 | 0.01253293533721044 | 0.01839597 | 0.01537134261437575
SLV | 0.04571424 | 0.1483954248562174 | 0.01042945 | 0.1705218760770426 |  | -0.05561934 | 0.1703668924417197 | 0.0517241 | 0.2066602234980627
SNLN | 0.001621659 | 0.01194532918824789 | 0.002023403 | 0.01197645825075307 |  | 0.002646312 | 0.01748510174711821 | 0.02118721 | 0.01923916860220281
VAW | -0.004169794 | 0.1190223715256121 | -0.006902813 | 0.124956650224862 |  | -0.01191635 | 0.1238029449864217 | 0.06735615 | 0.1251716211322269
VB | -0.009540127 | 0.126723746263721 | -0.01138223 | 0.111277359888632 |  | -0.02070416 | 0.1173143994524177 | 0.05825965 | 0.1253823055580771
VCR | 0.008417049 | 0.108059439543453 | 0.004863282 | 0.09416632359999243 |  | 0.04228777 | 0.08135748562140126 | 0.1136864 | 0.09521070721708196
VGT | 0.01338922 | 0.152454978203023 | 0.04697409 | 0.1169149278061588 |  | 0.08039683 | 0.09390748485666865 | 0.2452183 | 0.1087882917369537
VIOG | -0.01397516 | 0.1338437154828317 | -0.01998795 | 0.1245889995004839 |  | -0.02249144 | 0.1375549479816492 | 0.05634341 | 0.1454108431071157
VIOV | -0.01259234 | 0.1251334079509619 | -0.02138281 | 0.1224404344049194 |  | -0.04018191 | 0.1405974088216725 | 0.01240842 | 0.1530053204591393
VIS | 0.006116485 | 0.1226899897829464 | 0.004998849000000001 | 0.104512545142502 |  | -0.0002858273 | 0.1074931045731367 | 0.06751158 | 0.1126826358015772
VNQI | 0.01549272 | 0.06861192689371638 | 0.03507161 | 0.0713162997906418 |  | 0.06761363000000001 | 0.07542161236426054 | 0.1464384 | 0.1069918570395513
VOX | 0.008053259 | 0.1337936151425674 | -0.0316658 | 0.1530191875978733 |  | -0.03944903 | 0.1327784675017401 | 0.01750924 | 0.144447295831171
VPU | 0.03019923 | 0.06813782807107639 | 0.03501501 | 0.07820630732677897 |  | 0.04970746 | 0.1006383791372646 | 0.1698004 | 0.139184033471264
VTEB | 0.01060281 | 0.01423760880120935 | 0.01434888 | 0.0175842127846574 |  | 0.02557545 | 0.02182835296799525 | 0.04911407 | 0.03552693183436142
VTI | 0.003726801 | 0.0992510351392567 | 0.01043959 | 0.08325950925414427 |  | 0.008172566999999999 | 0.07696192677301025 | 0.1051361 | 0.08578505724836583
VUG | 0.01162878 | 0.1001242099347769 | 0.02772641 | 0.08029806208505463 |  | 0.05183811999999999 | 0.07004596157320819 | 0.1789709 | 0.08462022105126882
XLP | 0.02430178 | 0.04586793547560559 | 0.02355925 | 0.06653126629571716 |  | 0.02560973 | 0.06470610978683006 | 0.1382814 | 0.09021638109654304
YYY | 0.006129215 | 0.06169445185290306 | 0.008186787 | 0.04855077375963673 |  | 0.03595878 | 0.05955184818680891 | 0.1261751 | 0.07804617267961507
RFR