Spreadsheet: 583753d1532623864-maximization-problem-excel-help
Sheet: P0

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]
IYF | -0.003029439 | 0.08564468258152762 | 0.03868015 | 0.09946621937317791 |  | 0.1337771 | 0.1263595193008698 | 0.1964266 | 0.1469816561825797
VOX | 0.02193879 | 0.1150880705865369 | 0.07455866 | 0.1391798337198401 |  | 0.06943578 | 0.1613245090996526 | 0.03058351 | 0.1506120781075739
MGV | -0.005791662 | 0.06965750662547651 | 0.02997015 | 0.07045566706974529 |  | 0.07828856000000001 | 0.1020148108640758 | 0.1051976 | 0.109992051014481
VIOV | -0.01359772 | 0.1321429052195135 | 0.03133817 | 0.1434333021731143 |  | 0.1212527 | 0.1641783491548206 | 0.1998959 | 0.1654208766660699
VIOG | -0.005051687 | 0.1249507648799194 | 0.03384214 | 0.1348124890201287 |  | 0.0914004 | 0.1544112345041767 | 0.1736218 | 0.1563844982734473
SHYG | 0.008432561 | 0.02951067078739213 | 0.01692915 | 0.03561046538780337 |  | 0.01949843 | 0.04543166612744225 | 0.05501834 | 0.04494146636124922
CVY | 0.00539407 | 0.07224087355869432 | 0.02718438 | 0.07905720785339722 |  | 0.05102315 | 0.1077147630695618 | 0.08045258999999999 | 0.127441428847508
IVOV | -0.008622305 | 0.1024724618648811 | 0.0190617 | 0.1078601657823444 |  | 0.09791245 | 0.1413378527258508 | 0.142415 | 0.1496908873892671
IJH | -0.006301335999999999 | 0.0955989648460462 | 0.02219131 | 0.1010991057866862 |  | 0.07379309 | 0.1305102672920352 | 0.1148516 | 0.1413452391869998
SNLN | 0.003210244 | 0.01707043286349056 | 0.01409166 | 0.01636940452590697 |  | 0.01631846 | 0.02007564938185346 | 0.04239785 | 0.02345788622086457
VB | -0.005783141 | 0.1104080788408313 | 0.01921685 | 0.1131502288660794 |  | 0.06159385999999999 | 0.1406810179907761 | 0.1231995 | 0.1478905584853157
VIS | -0.006746045000000001 | 0.0825008333596855 | 0.006910837 | 0.09196243998420313 |  | 0.08077858 | 0.1288181466803517 | 0.1291768 | 0.1375167810279159
IEUR | 0.01545922 | 0.09838118024844839 | 0.04813228 | 0.114897478025435 |  | -0.007859293 | 0.126955764904278 | 0.03517932 | 0.2111244582058538
FNDF | 0.000393038 | 0.09064979339973106 | 0.03419554 | 0.1056726087616618 |  | 0.01983748 | 0.125606830361859 | 0.08025638 | 0.1854090553890657
VTI | -0.00780367 | 0.07317745225183056 | 0.01983968 | 0.07830654369926085 |  | 0.04228290999999999 | 0.1053130981916512 | 0.08607226000000001 | 0.1137498167823906
YYY | 0.01014466 | 0.04171212544949889 | 0.02283361 | 0.06362058387986666 |  | -0.01676084 | 0.09859619951275375 | 0.04201436 | 0.09179511693364267
HYEM | 0.01264925 | 0.06519387698120534 | 0.01748431 | 0.05986935556363308 |  | -0.006065676 | 0.07641831870912674 | 0.05086629 | 0.06340329762974896
FENY | -0.009288952999999999 | 0.133679900830824 | 0.01605808 | 0.2124754821450885 |  | 0.07344517 | 0.2078923359947198 | 0.09597224 | 0.2080500638367569
FREL | 0.03069393 | 0.1552382617893795 | 0.04498574 | 0.1526977556587056 |  | -0.03136224 | 0.1805217181206937 | -0.0371569 | 0.1560345576266256
VPU | 0.01479379 | 0.1452684401059435 | 0.04808592 | 0.1722653875283316 |  | 0.00947839 | 0.1862541862946998 | -0.04807634 | 0.1616034237462137
DLS | 0.008439130999999999 | 0.08207599100180889 | 0.0206874 | 0.07926537572436752 |  | -0.01407285 | 0.1055621255467967 | 0.07902802 | 0.1661806231596173
CWB | 0.003394809 | 0.08328779919789961 | 0.01264512 | 0.07841856335026065 |  | 0.006498675000000001 | 0.09342201826405949 | 0.07548110999999999 | 0.09145319407214557
EWC | -0.004474851 | 0.1135769238001782 | 0.01542801 | 0.1108645107007668 |  | 0.02807638 | 0.1408134620083845 | 0.06368437 | 0.1538599638883622
IEFA | 0.006227733 | 0.09136113487045275 | 0.02583449 | 0.09693606971203744 |  | -0.01658302 | 0.1148407250308187 | 0.04380389 | 0.176447266823131
VGT | -0.01667204 | 0.1007220765513073 | 0.01310886 | 0.1318778944434868 |  | 0.01294049 | 0.1303783208196028 | 0.1416834 | 0.1399519171022157
AOA | -0.0003527446 | 0.0649907491896628 | 0.01673523 | 0.07078599865046042 |  | 0.005126474 | 0.09070936013940469 | 0.04646233 | 0.1081666122670586
ILF | 0.01582169 | 0.2184455260883871 | -0.008390358 | 0.2396060341844224 |  | -0.005914880999999999 | 0.2994014361827507 | 0.05145785 | 0.2979259908551192
AOR | 0.004533721 | 0.05230193902868236 | 0.01577283 | 0.05604244593265441 |  | -0.003771218 | 0.0691948479264806 | 0.0285743 | 0.08099074152229412
VAW | -0.0203868 | 0.09496161245669815 | -0.0003135975 | 0.1068348391147479 |  | 0.05672049999999999 | 0.1370246335137616 | 0.1050421 | 0.1566021290062919
EMLC | 0.02381051 | 0.09860735017692483 | 0.0253776 | 0.0999259080021434 |  | -0.06156429 | 0.1400672859528929 | -0.04065611 | 0.1360616696556032
SCHC | 0.01134704 | 0.1011647278968451 | 0.01411029 | 0.09182047785190686 |  | -0.03843424 | 0.1173566679977691 | 0.02248698 | 0.1647090141340379
NFRA | 0.008654489 | 0.103280791354526 | 0.02401595 | 0.09702296336749112 |  | -0.03221875 | 0.1224002271735228 | -0.02459963 | 0.128869505979066
VCR | -0.01786121 | 0.0980538509946645 | 0.001915812 | 0.1133573851849151 |  | 0.02884815 | 0.1174678430761173 | 0.05545645 | 0.1262856296653425
MNA | 0.002914307 | 0.02654606891923568 | 0.004836379 | 0.0301354029815869 |  | 0.005524573000000001 | 0.04754106343798893 | 0.03702604 | 0.05555486512500238
PBP | -0.003767084 | 0.03804009053126789 | 0.001315766 | 0.04063197754364495 |  | 0.02606304 | 0.07116843522185266 | 0.04334094 | 0.07264291901675682
VUG | -0.009778439 | 0.07347818722791309 | 0.01168785 | 0.09002273698455104 |  | -0.002547329 | 0.1092452222509297 | 0.04411193 | 0.1139078968886603
SCJ | 0.001907416 | 0.1317546678368713 | 0.002227318 | 0.1233372015235161 |  | -0.02817931 | 0.1205140825626124 | 0.04267594 | 0.136263982480169
XLP | -0.0008952951000000001 | 0.07802162759335703 | 0.02991927 | 0.1072025819928972 |  | -0.02098629 | 0.1226850362517447 | -0.04505128 | 0.1158783084960377
IWP | -0.01229324 | 0.08835293861378522 | 0.003416857 | 0.099660323218078 |  | 0.004241211999999999 | 0.1180201062957993 | 0.04768919000000001 | 0.128961633417762
HYMB | 0.01333561 | 0.04196091558731302 | 0.03526118 | 0.08830848205083722 |  | -0.04462054 | 0.0818176726337531 | -0.04467437 | 0.05975602897324815
SGDM | 0.0973851 | 0.547179678671592 | -0.0144174 | 0.4726181925568486 |  | -0.2182324 | 0.509941724568283 | -0.308249 | 0.4971653005118894
IEMG | 0.001252566 | 0.1733627612278069 | -0.005226507 | 0.1495943087885196 |  | -0.0562629 | 0.1947789366264039 | 0.02120639 | 0.1953555916254058
EFG | 0.01178632 | 0.09887392718364751 | 0.01611774 | 0.09712101661865999 |  | -0.06278812 | 0.1151961046984443 | -0.02202739 | 0.1615050134381235
ACWV | 0.006581687 | 0.08075737093239616 | 0.01587874 | 0.08359717681785746 |  | -0.03278853 | 0.1009023834864216 | -0.03947022 | 0.09607843514834549
AOM | 0.004614139 | 0.04285173519912412 | 0.01091438 | 0.04614376505734502 |  | -0.01356982 | 0.05101414236785379 | 0.01132663 | 0.05784393903494178
IPAC | -0.01421562 | 0.1074345616746716 | -0.005519876999999999 | 0.1051150360186035 |  | -0.02449024 | 0.1162520403398307 | 0.05834584 | 0.1395555789699968
PFXF | 0.01303375 | 0.05270510087494278 | 0.009967312 | 0.07632547877726933 |  | -0.04793917 | 0.08769868426599876 | -0.04044921000000001 | 0.072337197472235
INDA | -0.0005722942000000001 | 0.1610125873294403 | -0.001685681 | 0.1605599501710175 |  | -0.08586858 | 0.1997486850519203 | -0.04934212 | 0.1899222629641261
ILTB | 0.02303752 | 0.06108779471899282 | 0.01026854 | 0.07746623708727511 |  | -0.07743007 | 0.09848360660012892 | -0.07819969 | 0.09360215124248458
FHLC | -0.01121146 | 0.0877971289182887 | 0.003824863 | 0.1070733013469045 |  | -0.04192273 | 0.147835904067804 | -0.02783417 | 0.1405191180720732
VNQI | 0.01453126 | 0.1299340052874869 | -0.002848238 | 0.1109726998553323 |  | -0.0880597 | 0.1356743655690189 | -0.04766729 | 0.1529381929576185
GMF | -0.008839007 | 0.1541733497243404 | -0.02747832 | 0.1283345963755002 |  | -0.07137279 | 0.1666203118022642 | 0.01697387 | 0.169305196552307
GXC | -0.003240419 | 0.1681463574468658 | -0.04950799 | 0.1373916371350945 |  | -0.08519157999999999 | 0.1802875219145884 | 0.03986265 | 0.1873914903927542
IPE | 0.01784877 | 0.06240866278682373 | -0.001488924 | 0.05051760489247091 |  | -0.02986541 | 0.04813853349979649 | -0.02561398 | 0.04931049986466578
VTEB | 0.008783421999999999 | 0.02575582817984511 | 0.01472668 | 0.04287020323900394 |  | -0.03155075 | 0.04327198077874366 | -0.03766409 | 0.03780698173232413
PWZ | 0.01849614 | 0.06643090952220067 | 0.0147002 | 0.06602485357403597 |  | -0.04151513 | 0.05077382590225184 | -0.05005472 | 0.0463188467663145
SLV | -0.004611373 | 0.2524468883889726 | -0.03512134 | 0.2099184713927464 |  | -0.1697803 | 0.2495066058679565 | -0.1937033 | 0.2545659888921561
MUB | 0.0101016 | 0.02709100725682679 | 0.01720696 | 0.04298566513108819 |  | -0.03390798 | 0.03765329497579987 | -0.03957573 | 0.03568327563110327
CMF | 0.008919194 | 0.03330502499362824 | 0.01624742 | 0.05256784910363548 |  | -0.03655665 | 0.04781088034404406 | -0.04345324 | 0.03774618799790107
BNDX | 0.008959983 | 0.02639949141573255 | 0.004261846000000001 | 0.03786602079486071 |  | -0.02073428 | 0.03377271483745593 | -0.01430343 | 0.03320059268022862
FLRN | 0.002429526 | 0.02713947294658532 | 0.0008383776 | 0.02582552713008529 |  | 0.002794239 | 0.02256534356508934 | 0.01118722 | 0.02032764604329976
QAI | 0.00457322 | 0.03481122398478206 | 0.005630319 | 0.03153665201003186 |  | -0.02148391 | 0.03326398535934338 | -0.018469 | 0.03666923556108361
IBDL | 0.006633632 | 0.02634773280929496 | -6.063577e-05 | 0.03149601875746436 |  | -0.01276828 | 0.03049522341873894 | -0.01178951 | 0.02807910399690248
NYF | 0.008029619 | 0.04867308327855441 | 0.0105184 | 0.05721001386858164 |  | -0.03768794 | 0.04366851099720925 | -0.04397508 | 0.0356768620948035
SLQD | 0.006089526 | 0.0176996394219969 | 0.002279523 | 0.02553946898423388 |  | -0.007409067 | 0.01835700084624668 | -0.005097367 | 0.02099085961274994
GVI | 0.008628528 | 0.02784862266370742 | 0.002210243 | 0.02517927204244094 |  | -0.02090458 | 0.02273282894123442 | -0.02173464 | 0.02264001418779566
ITE | 0.006961342000000001 | 0.02709688054404645 | 2.993826e-05 | 0.02869608031457028 |  | -0.02350348 | 0.02530893070810077 | -0.02791799 | 0.02655030606074822
IBMG | 0.003402253 | 0.02524682048880139 | 0.002548633 | 0.01990527193529984 |  | -0.002829138 | 0.01553874995142797 | -0.005373620999999999 | 0.01385924986416312
RFR