Spreadsheet: 583753d1532623864-maximization-problem-excel-help
Sheet: P18

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 | 0.002728494 | 0.06493511472941511 | 0.001300371 | 0.05282683272450805 |  | 0.01000962 | 0.05868687633104362 | 0.07583649 | 0.05930070702377142 |  |  |  |  |  |  | 1
AOA | 0.01096995 | 0.07483978160826812 | -0.003792931 | 0.06894138904061878 |  | 0.01999474 | 0.0681717008393516 | 0.07783454 | 0.06411473568316625 |  |  |  |  |  |  | 2
AOM | 0.008021411 | 0.02863859296394918 | 0.002126549 | 0.03584928710000422 |  | 0.01552614 | 0.04600807085652089 | 0.06284851 | 0.04210665468283541 |  |  |  |  |  |  | 3
AOR | 0.009132438 | 0.05192396259101 | -0.001129926 | 0.05313929810365228 |  | 0.01732409 | 0.05529791717805978 | 0.06962919000000001 | 0.05128497831502625
BNDX | 0.003635629 | 0.01698974298683774 | 0.00620764 | 0.01961357859770771 |  | 0.007449768 | 0.02493263723791427 | 0.02674498 | 0.02737172772303903
CMF | 0.005327615 | 0.02814065307515095 | 0.006768155000000001 | 0.02145950413417121 |  | 0.01252434 | 0.02132424886861899 | 0.04944143 | 0.02671228268696815 |  |  |  |  |  |  |  | Started
CVY | 0.0179177 | 0.08905670864738639 | -0.01221802 | 0.08610830754621565 |  | 0.02356852 | 0.08275363004996304 | 0.05042598 | 0.07936115194835693 |  |  |  |  |  |  |  | Ended
CWB | 0.01257386 | 0.06778477403102628 | 0.005756527999999999 | 0.08019890538369573 |  | 0.02756265 | 0.08103893201854515 | 0.08975778 | 0.07475342653842298
DLS | 0.01063825 | 0.09058485183176128 | -0.002762473 | 0.08030467822321614 |  | 0.0392569 | 0.08844505343168466 | 0.1458177 | 0.08057123702749976
EFG | 0.01019119 | 0.08476856215330031 | -0.005377731 | 0.08084286659203765 |  | 0.0128513 | 0.08972008938172742 | 0.143571 | 0.08274403612509071
EMLC | 0.01960855 | 0.05502351708188535 | 0.02227908 | 0.0582360423649568 |  | 0.03807852 | 0.08182578992517246 | 0.116304 | 0.0799644951312422
EWC | 0.02123762 | 0.09485426647518777 | 0.004321188 | 0.08925570727969485 |  | 0.07410318 | 0.1160941137798846 | 0.06113288 | 0.1177983657439346
FENY | 0.03519059 | 0.1213209631668244 | -0.02728026 | 0.1140798976431691 |  | -0.01389231 | 0.1549057133503189 | -0.08353921 | 0.1488671275645442
FHLC | 0.03670821 | 0.1185271665356758 | 0.0214491 | 0.1056704845588923 |  | 0.05414112 | 0.09666332268423858 | 0.08373314000000001 | 0.09434264637357648
FLRN | -0.0002473704 | 0.009245049554305223 | 0.0007299047999999999 | 0.009454637743848235 |  | 0.00333513 | 0.008636831197341962 | 0.006982606999999999 | 0.0121459489091618
FNDF | 0.009783355 | 0.08243804856457594 | -0.008576342 | 0.07954164499464828 |  | 0.02920227 | 0.08534477333973564 | 0.1089793 | 0.09462290408975894
FREL | 0.01649483 | 0.09867468921974742 | 0.00735593 | 0.09599707940494168 |  | 0.02706184 | 0.10127866434111 | 0.07624498 | 0.1025083592808684
GMF | 0.0182719 | 0.1176326698176349 | 0.0140845 | 0.1293192734378043 |  | 0.0814867 | 0.1164578315103745 | 0.2023664 | 0.1076130095138951
GVI | 0.004804755 | 0.02314227826601916 | 0.006705223 | 0.01937449397497862 |  | 0.008987113 | 0.01974192543851856 | 0.030542 | 0.02166084216212405
GXC | 0.01850716 | 0.1475610085620642 | 0.02479424 | 0.1619979407251605 |  | 0.1182577 | 0.1466762369047483 | 0.253987 | 0.13135024023071
HYEM | 0.01083278 | 0.04264220278772388 | 0.01289318 | 0.04242937355266798 |  | 0.01690686 | 0.03587556867450467 | 0.04355362 | 0.04406343881695351
HYMB | 0.0106722 | 0.03166434271351946 | 0.01314804 | 0.03026708510444078 |  | 0.01451579 | 0.03273723411332422 | 0.05061033 | 0.03395742285387227
IBDL | 0.002587464 | 0.01680638995442603 | 0.004549475 | 0.01557759566163498 |  | 0.01101545 | 0.01762488930649026 | 0.02507988 | 0.02109720597989853
IBMG | -0.0007219236 | 0.01173882652175012 | 0.0008272171 | 0.01811622691977487 |  | 0.001421881 | 0.01679948525772607 | 0.003910508 | 0.01758842103062239
IEFA | 0.006776404000000001 | 0.08382481243549472 | -0.01077994 | 0.08106848490658533 |  | 0.01767695 | 0.0912137443306721 | 0.125752 | 0.08733867687175997
IEMG | 0.01857471 | 0.1134110222227454 | 0.0139623 | 0.125116215848523 |  | 0.07298244999999999 | 0.1259938460982414 | 0.1850255 | 0.1234419887937667
IEUR | 0.00861341 | 0.08669930761139359 | -0.01315522 | 0.09092446171565975 |  | 0.01676203 | 0.105903656288766 | 0.1490918 | 0.1012941314185736
IJH | 0.01616632 | 0.1152849175429356 | -0.01757596 | 0.1088080471636561 |  | -0.006821393 | 0.1055823133956577 | 0.016134 | 0.1091507010451393
ILF | 0.02867275 | 0.1531034338159243 | 0.04441774 | 0.1333887626047511 |  | 0.1492734 | 0.268301844480852 | 0.1579771 | 0.243089481445616
ILTB | 0.01373185 | 0.07502289339752576 | 0.02129896 | 0.0642596737566264 |  | 0.03131309 | 0.0680238562775362 | 0.1026693 | 0.07364979737164339
INDA | 0.02037756 | 0.1491220057160126 | -0.02239451 | 0.1655495772725189 |  | 0.03926966 | 0.1384451258442316 | 0.1443448 | 0.1385151370181717
IPAC | 0.002346163 | 0.07703531398373943 | -0.008568352 | 0.07422793399356524 |  | 0.02170558 | 0.07776831288874271 | 0.08923836 | 0.08431499908454952
IPE | 0.01128808 | 0.04160900050844085 | 0.01523773 | 0.03757191609274106 |  | 0.01294402 | 0.040324945296583 | 0.03456558 | 0.0421646529296282
ITE | 0.004528804 | 0.02070027140009226 | 0.007367399 | 0.01864908929839751 |  | 0.008162444 | 0.01928293474260504 | 0.02724585 | 0.02208022542361741
IVOV | 0.01487497 | 0.1270007604569122 | -0.02558487 | 0.1144081114800109 |  | -0.0064326 | 0.1099998337255451 | -0.005366233000000001 | 0.1131274839343638
IWP | 0.02506286 | 0.1136275962323196 | 0.007232414 | 0.1081694018262769 |  | 0.01370758 | 0.0994580330703914 | 0.07418177 | 0.09361990205909221
IYF | -0.006322615 | 0.1163360048569884 | -0.03197461 | 0.111934557643328 |  | 0.02930378 | 0.1015094033402444 | 0.01004806 | 0.1083543483554735
MGV | 0.005479500000000001 | 0.0937695437005071 | -0.01539109 | 0.08106278914011947 |  | 0.01439719 | 0.07366892469259875 | 0.01189846 | 0.07455987460288291
MNA | 0.009536362 | 0.03071115222580916 | 0.003924159 | 0.03596423242996478 |  | 0.01186555 | 0.03059864211709002 | 0.02957945 | 0.03034381668908302
MUB | 0.004629852 | 0.01828605514872673 | 0.007348007 | 0.01755471210771194 |  | 0.01116718 | 0.02026135996113315 | 0.04767584 | 0.02376438571999837
NFRA | 0.006256517000000001 | 0.07973460164030684 | 0.0008297034 | 0.07172304573420937 |  | 0.01446511 | 0.07741227725362954 | 0.09387026999999999 | 0.07252548791009636
NYF | 0.003112252 | 0.02155914179016448 | 0.004910875 | 0.02233554888766427 |  | 0.008571972 | 0.02220557831246969 | 0.04287836 | 0.02613973004495624
PBP | 0.01170115 | 0.07662809254386085 | -0.002661955 | 0.07346041630220536 |  | 0.009128760999999999 | 0.06463296290609803 | 0.038809 | 0.05694967018253669
PFXF | 0.006388077 | 0.02511694997672203 | 0.001393595 | 0.03533602920623461 |  | 0.01337671 | 0.03693886143588269 | 0.05606869 | 0.04777788270442802
PWZ | 0.004192088 | 0.02801044438674508 | 0.007792721 | 0.02780506202076902 |  | 0.01438393 | 0.03480376947629143 | 0.06250137 | 0.03828873034570323
QAI | 0.005747126 | 0.03204723593802333 | 0.001683502 | 0.03669601573974856 |  | 0.009843856 | 0.037222926515365 | 0.02941178 | 0.03176276604005195
SCHC | 0.01601629 | 0.07967316479115788 | 0.003451234 | 0.07741869995968716 |  | 0.03746653 | 0.08318377618364142 | 0.1514852 | 0.0856726131578195
SCJ | -0.00415742 | 0.0937107354448275 | -0.008690845 | 0.07405010289061963 |  | 0.01172159 | 0.07401792433420526 | 0.1036963 | 0.08555982828681677
SGDM | 0.09820999999999999 | 0.1973280109874834 | 0.1418511 | 0.2346293064812811 |  | 0.07176585 | 0.2612562007990143 | 0.2165059 | 0.3242553146495901
SHYG | 0.005641983000000001 | 0.03321825267566331 | 0.0001639412 | 0.03420733818164682 |  | 0.008498186 | 0.03032809219923726 | 0.03386815 | 0.03026468328263822
SLQD | 0.002500321 | 0.01331513035278363 | 0.003431442 | 0.0124256644614024 |  | 0.008299255 | 0.01232043048171461 | 0.02081292 | 0.01312299865805014
SLV | 0.0522713 | 0.159908003273026 | 0.09947984 | 0.1912530619079001 |  | 0.01561561 | 0.1765596344074248 | 0.05292655 | 0.1707873185033786
SNLN | 0.001093464 | 0.01714038545676431 | -0.005062651 | 0.02519459964872493 |  | -0.0003827715 | 0.02193077441177014 | 0.003334925 | 0.02332201417959155
VAW | 0.02567715 | 0.1269157169727491 | 0.005766746000000001 | 0.11202818318968 |  | 0.02848315 | 0.112775344192728 | 0.06360042 | 0.1175298469461473
VB | 0.02533946 | 0.1155711649523624 | -0.008655513 | 0.1116557693794722 |  | 0.007548076999999999 | 0.1084964865113094 | 0.03208984 | 0.1140181254028153
VCR | 0.01605155 | 0.1086072476139552 | -0.01452604 | 0.1011353175647559 |  | -0.01135919 | 0.09347922048916513 | 0.04764083 | 0.08673410563423109
VGT | 0.02630318 | 0.1314080920619606 | 0.01621 | 0.1308493354460108 |  | 0.02074528 | 0.1355281435827967 | 0.1239941 | 0.1119107732858252
VIOG | 0.02285267 | 0.1249973633361976 | -0.016076 | 0.1254616979185284 |  | -0.009328198 | 0.1182300662497858 | 0.02541002 | 0.1306957295774596
VIOV | 0.02867103 | 0.1308988775373231 | -0.01926491 | 0.1211980749740808 |  | -0.004222074 | 0.1191891747926132 | 0.01225418 | 0.1351089492672601
VIS | 0.01333334 | 0.1229458322011695 | -0.01496682 | 0.103190970765225 |  | 0.009123176 | 0.09402811772018688 | 0.03921577 | 0.09956620443484467
VNQI | 0.009778703 | 0.082316959477216 | 0.0003399151999999999 | 0.0825179962290642 |  | 0.02459589 | 0.07951174925671937 | 0.1418904 | 0.08776866882094574
VOX | 0.01413812 | 0.1245001680086858 | -0.01593499 | 0.1447045270683885 |  | -0.009641203000000001 | 0.1354088649805976 | -0.002132067 | 0.1334336275556268
VPU | 0.005664788 | 0.05863889940141993 | 0.02045648 | 0.06143231722268431 |  | 0.0256086 | 0.08140689227248732 | 0.1063137 | 0.09400665703184549
VTEB | 0.00498301 | 0.01393268441407348 | 0.007901644 | 0.01242442010653238 |  | 0.01243396 | 0.0186505688293378 | 0.04769122999999999 | 0.02288236402028084
VTI | 0.01527455 | 0.1021264930746376 | -0.004885345 | 0.09039105644140319 |  | 0.01441096 | 0.08058563642342548 | 0.04806462 | 0.0768661719984057
VUG | 0.02187967 | 0.1090731872494063 | 0.007136869000000001 | 0.1005794980193581 |  | 0.01698369 | 0.09230293527792555 | 0.09245514999999999 | 0.0802912549300865
XLP | -0.006317703 | 0.08529947475454103 | 0.0005452424000000001 | 0.07991029276081843 |  | -0.02958233 | 0.07846776888865624 | 0.01772366 | 0.07444680600436566
YYY | 0.01028465 | 0.06213413274714435 | -0.01108088 | 0.09384154616356097 |  | 0.01484008 | 0.06910409113369971 | 0.08763633 | 0.06419141020620173
RFR