Spreadsheet: 583753d1532623864-maximization-problem-excel-help
Sheet: P7

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 | -0.0003320597914353574 | 0.03221093596768762 | 0.01264331710381672 | 0.05662536647668036 |  | 0.05581331877729268 | 0.06151886906974124 | 0.05103419708702495 | 0.08046452540191863 |  |  |  |  |  |  | 1
AOA | -0.001466906906906984 | 0.04385995122329634 | 0.00517388149939535 | 0.05976184768510724 |  | 0.04300978670012556 | 0.05953665022135965 | 0.0639366976843696 | 0.07543598782117496 |  |  |  |  |  |  | 2
AOM | 0.004061918890550853 | 0.03003106516475519 | 0.009040531561461895 | 0.03919859842422285 |  | 0.02579634112018003 | 0.03948728314562948 | 0.02593580730903988 | 0.04525673690534554 |  |  |  |  |  |  | 3
AOR | 0.001457267086906633 | 0.03333153178402227 | 0.005992930011862629 | 0.05001645127217273 |  | 0.03623172043010747 | 0.04654407226294303 | 0.04630657697827401 | 0.05765437433785111
BNDX | 0.009034821369672041 | 0.02581685273724401 | 0.004552712224221045 | 0.02826634907029067 |  | 0.004391373189260195 | 0.03103318714051599 | -0.01291838440165705 | 0.03147968192909763
CMF | 0.008704751988080295 | 0.02352210423165867 | 0.01036899220063447 | 0.02931454875485749 |  | 0.01479628647175946 | 0.03766460014517146 | -0.01949397371801143 | 0.03929790862678555 |  |  |  |  |  |  |  | Started
CVY | 0.0005854277028372046 | 0.06921153902006077 | -0.002661918100397842 | 0.07697400924530219 |  | 0.01238308459492443 | 0.07612937654113272 | 0.09372045847399169 | 0.09468314504955082 |  |  |  |  |  |  |  | Ended
CWB | 0.008437531144347643 | 0.05631316383095104 | 0.01035311746112533 | 0.0547788610395152 |  | 0.04949822999705278 | 0.06469461274950762 | 0.06411171667627324 | 0.07774162636038603
DLS | -0.004924841086087595 | 0.05286222947356262 | 0.01700112001760923 | 0.07588660269510136 |  | 0.06948721407698644 | 0.07523303907196181 | 0.07885815506455174 | 0.09342335249773578
EFG | 0.00792822474063537 | 0.04468162513576054 | 0.02911616908069758 | 0.07461317433318398 |  | 0.07986972704714623 | 0.0774006474024377 | 0.03460617803340593 | 0.09702091436703873
EMLC | -0.002599742933968141 | 0.0610020085309389 | 0.0243300640068147 | 0.09916822806216907 |  | 0.06316047202611341 | 0.0873518297166383 | 0.001255864805421281 | 0.1141088647049228
EWC | 0.0104959249345884 | 0.09208697349214726 | 0.001490312965722884 | 0.1294339317289036 |  | 0.00523560209424101 | 0.1161310036267959 | 0.07094979062703888 | 0.1287432646415828
FENY | 0.01349439491297844 | 0.1109371588782939 | -0.01331546580981646 | 0.1649419120406071 |  | -0.07587448522700302 | 0.1736667371527747 | -0.001474129587463069 | 0.1880055465255152
FHLC | -0.01011518609224338 | 0.07024410290714514 | -0.017190440932767 | 0.09060059636450497 |  | 0.06429659234502139 | 0.09757311578839302 | 0.04810514128915955 | 0.12427599379894
FLRN | 0.002542047347550369 | 0.009730731407979623 | 0.001846019133453281 | 0.01147904335247899 |  | 0.006626808143424645 | 0.01672546233374203 | 0.0111300377929695 | 0.01812951620187891
FNDF | 0.0002512817243176535 | 0.05932837327209417 | 0.01368301026225782 | 0.09211541450642914 |  | 0.04179687499999996 | 0.08987430752575197 | 0.08319838240107114 | 0.1075253499554875
FREL | 0.01334987550879929 | 0.06031318317369943 | -0.007562636096624553 | 0.1030282150308558 |  | 0.006178772343856664 | 0.1213295504927799 | 0.04584413755662542 | 0.1464623780971319
GMF | 0.0001210939977740466 | 0.08862879238584548 | 0.04532304725168768 | 0.1170479843228974 |  | 0.1350785340314136 | 0.1115595327877981 | 0.05890661036150591 | 0.1377955690807182
GVI | 0.005631584618348784 | 0.01646844590313282 | 0.005929244240389764 | 0.02335941165875265 |  | 0.008681348429698588 | 0.02312888273298389 | -0.009068271549418028 | 0.02247783483904443
GXC | -0.01084917417712883 | 0.1244627521803137 | 0.03455157789696894 | 0.1386346203568382 |  | 0.1275149537792277 | 0.1276232939381299 | 0.03418209475999201 | 0.1545574905323218
HYEM | 0.004893255528607421 | 0.02511097541492066 | 0.001218310668892775 | 0.0425697417831002 |  | 0.02950314965737433 | 0.04654953167202287 | 0.02889550051861889 | 0.06158799085488841
HYMB | 0.007442603702377593 | 0.02340784841613361 | 0.004810144213178269 | 0.03346970378244562 |  | 0.01611619733367031 | 0.04917183144090208 | -0.02394027911503072 | 0.0616092925053349
IBDL | 0.004911078228272858 | 0.01616517503807824 | 0.00540698776154791 | 0.02000210941447578 |  | 0.01443864073368339 | 0.02527341674651278 | 0.003893094334240343 | 0.026968092411273
IBMG | -0.00193762492425964 | 0.02751111952559583 | -0.002000273013710974 | 0.02616936125986394 |  | 0.002880062444748255 | 0.02019929941358381 | 0.0004577428697833952 | 0.01671085150491379
IEFA | 0.001335806536454154 | 0.04675123415562095 | 0.02081495854648097 | 0.08209192694223293 |  | 0.06125068769484665 | 0.08047773126738543 | 0.06502912190344379 | 0.09782961667550201
IEMG | -0.007353092794134208 | 0.09783970647317657 | 0.03794739111686063 | 0.1458380016978228 |  | 0.112035112035112 | 0.1282780108601114 | 0.05977959703363678 | 0.160540529399928
IEUR | 0.004813201925280897 | 0.06130867356655218 | 0.02429906542056082 | 0.08949707094920104 |  | 0.06562955760816735 | 0.09017247471246807 | 0.0720565535734139 | 0.1065299915220098
IJH | -0.008221808173302425 | 0.1049093787658406 | -0.01723667476855806 | 0.1177734324506258 |  | 0.009760079888205375 | 0.1095511784478245 | 0.1135872341401003 | 0.1180614195646688
ILF | 0.01412622608237291 | 0.1950144242296424 | 0.01667190940547347 | 0.2678995670094098 |  | 0.1356289529163739 | 0.2279579082190561 | 0.1259807320745003 | 0.2598830049129244
ILTB | 0.01499724914489731 | 0.07590283044861694 | 0.01109091270747964 | 0.08642288305028088 |  | 0.02019061528182631 | 0.07856768351748904 | -0.04106819876486789 | 0.08931492554701408
INDA | 0.01341853035143759 | 0.1130557108931296 | 0.06229068988613529 | 0.1537643779877489 |  | 0.1713441654357462 | 0.1420179899395741 | 0.06774987348061479 | 0.1694335752270112
IPAC | -0.001899518864383332 | 0.07972767949425937 | 0.01269474899019052 | 0.09715097140961548 |  | 0.05047885075818037 | 0.09403561346371095 | 0.06207198679556081 | 0.1044272068189201
IPE | 0.007349229044032901 | 0.04156162850160388 | 0.007794171283010076 | 0.05414856298000544 |  | 0.01099949265296529 | 0.04719389284838443 | -0.007340552843109971 | 0.04703078791334162
ITE | 0.004408720011224831 | 0.02151035263930369 | 0.006831177051762616 | 0.02655596947469894 |  | 0.006737900431143418 | 0.02622760434321749 | -0.01142136781960601 | 0.02518730506320961
IVOV | -0.007082662911419457 | 0.1123696409610859 | -0.01990744783026277 | 0.1201950105106963 |  | -0.005669235539020212 | 0.1144583657083122 | 0.1214755741537199 | 0.1264558502378034
IWP | -0.01349743062448339 | 0.08943164117435216 | -0.01064061637220293 | 0.09384119482653391 |  | 0.03402729345674449 | 0.09060110879425214 | 0.06794529644548719 | 0.102260638970209
IYF | -0.01575773325821794 | 0.1336831169501773 | -0.03636419471945507 | 0.1210649329120157 |  | 0.006517924892526006 | 0.1131187647360915 | 0.1632958617690898 | 0.1166644694305008
MGV | -0.009417489050659533 | 0.07368842976830622 | -0.01915549052859955 | 0.07984814853554954 |  | 0.01614333842582805 | 0.07464962814165414 | 0.1087065862804655 | 0.0874605480649847
MNA | 0.009048257372654245 | 0.02701188000410406 | 0.007697456492637311 | 0.02397503643060775 |  | 0.02589437819420781 | 0.03083890813820945 | 0.03509482816032317 | 0.04646406344494537
MUB | 0.007953047695506532 | 0.0179687993577244 | 0.00941936473324212 | 0.02386358077043206 |  | 0.01118617464198257 | 0.03221833042721564 | -0.01690600452682933 | 0.03191449306632721
NFRA | 0.009072823262109564 | 0.04107219236985076 | 0.01531613449690683 | 0.07149778440232706 |  | 0.04637122740322619 | 0.07509746742269578 | 0.05041687442704523 | 0.09859080755805855
NYF | 0.006731363828207826 | 0.01835408252876697 | 0.007650417474207583 | 0.02586314759268863 |  | 0.01511671519244162 | 0.03840182925273842 | -0.01562336809134546 | 0.03588070689142314
PBP | 0.0009293048346517008 | 0.06298115443990361 | 0 | 0.04824927916456005 |  | 0.02745463006049342 | 0.04350099230082968 | 0.05670545987802256 | 0.05808399135374168
PFXF | 0.01337154727642709 | 0.03522810833866605 | 0.01277694110274918 | 0.06033364801465479 |  | 0.03772125579016716 | 0.06223516680125161 | 0.01189976521338232 | 0.07268945410102451
PWZ | 0.007134363852556502 | 0.02659777306564504 | 0.01054066812632692 | 0.02868777718026988 |  | 0.007867691227215756 | 0.047747138418018 | -0.02288026300496682 | 0.04463776420785073
QAI | 0.001949042524250988 | 0.02518998533985404 | 0.0009115927072582686 | 0.02810312989955137 |  | 0.01134862704205775 | 0.02704385728411808 | -0.002501601357291161 | 0.03005020617939037
SCHC | 0.003494597800647758 | 0.0424440026820852 | 0.02354480052321795 | 0.08910271815890784 |  | 0.05600539811066119 | 0.08644494856138789 | 0.04680407529219099 | 0.1023208701034508
SCJ | -0.00659571278668869 | 0.1035649997055302 | 0.01005944215820742 | 0.08605253163702783 |  | 0.05073727604249223 | 0.1012527944446873 | 0.05812478165036961 | 0.1094602567332396
SGDM | 0.01898799541652108 | 0.2503043174676239 | 0.04964539007092195 | 0.4249757805104545 |  | 0.04120603015075375 | 0.4067209258820584 | 0.003605289780571619 | 0.4587705851675216
SHYG | 0.007520498906202766 | 0.03410891697444284 | -0.001349558183707522 | 0.04360274971600449 |  | 0.01305538767183911 | 0.03220265675024205 | 0.03571093245547741 | 0.03824863539412457
SLQD | 0.002879882470467221 | 0.009703094821400226 | 0.002680542402395014 | 0.01442307569216136 |  | 0.008305634531006634 | 0.01405030974180878 | 0.003093961054944971 | 0.01674702315590572
SLV | 0.04986399626822702 | 0.09560831311804413 | 0.02061248527679616 | 0.1938295669187647 |  | 0.112323491655969 | 0.1857918100152708 | 0.05413625304136227 | 0.2261831641222491
SNLN | -0.0005379236148470579 | 0.01938952497835319 | -0.005467946518749156 | 0.02127342215788813 |  | 0.002062219533899512 | 0.01907582399410903 | 0.01895745022786466 | 0.0194316314410298
VAW | -0.006941925598868415 | 0.124054268480188 | -0.004996230864722007 | 0.1350286977913007 |  | 0.0347935624707536 | 0.1183950212469656 | 0.1255280090295747 | 0.1263260137781852
VB | -0.006910582544612298 | 0.1186947871938185 | -0.0161161204344451 | 0.1267211870467574 |  | 0.005071551827961596 | 0.1184770065136546 | 0.0979666861482873 | 0.1268848750915475
VCR | 0.002765303424054011 | 0.08088923137608131 | 0.00889657241150088 | 0.07899018355345329 |  | 0.05221303472124483 | 0.08659678757958085 | 0.1021252264545081 | 0.09880271079207442
VGT | -0.003341936347560082 | 0.08943560068015274 | 0.01055627826116545 | 0.08496175409002459 |  | 0.09996426067225861 | 0.09915785191399208 | 0.1279138950661183 | 0.1083525637991656
VIOG | -0.01910502757360955 | 0.1661092766468295 | -0.01880683788750959 | 0.1539561266824289 |  | -0.01483863967370103 | 0.1432338514309952 | 0.1037555125349918 | 0.143624615427448
VIOV | -0.01803435576887669 | 0.1613149648994431 | -0.03037172739242755 | 0.1575142800464572 |  | -0.04981761220616499 | 0.1505843338862044 | 0.101346242540852 | 0.1523016433465957
VIS | -0.008941010384534542 | 0.1016077253146515 | -0.01706890510536729 | 0.1166717124462963 |  | 0.02497770883311734 | 0.1017354543271792 | 0.1236896317345124 | 0.1142159304424998
VNQI | 0.002999062792877094 | 0.055132164545958 | 0.02411483253588509 | 0.0894211756380161 |  | 0.0591844813935074 | 0.09181133989676199 | 0.01701537607387205 | 0.1129015274043068
VOX | -0.00598935767315889 | 0.1272585430146297 | -0.002552048237921323 | 0.1335241059351124 |  | -0.06787995595920582 | 0.1411587261812169 | 0.05512527510312193 | 0.148303740476757
VPU | 0.01144739254466098 | 0.09755449237730306 | 0.006241755133676863 | 0.1207703295579756 |  | 0.06289041336779189 | 0.1346221043128484 | 0.1140681704464501 | 0.1550489890407215
VTEB | 0.00800365850923046 | 0.0160749890962762 | 0.009296022347733413 | 0.0211991355221284 |  | 0.01101981102622074 | 0.03288925655616961 | -0.0156043194905916 | 0.03611035533352955
VTI | -0.00527963706837864 | 0.0742992225142244 | -0.00915560244182212 | 0.07864358761001992 |  | 0.03874071056679762 | 0.07436760161702312 | 0.1029446272870804 | 0.08867017824861075
VUG | -0.0008560495843201732 | 0.06348388108144479 | 0.003062403850849105 | 0.06929174772620243 |  | 0.0764183189178429 | 0.07250398428348347 | 0.09521362274863865 | 0.08890118680936533
XLP | -0.007754584028570877 | 0.03270116235920081 | -0.003661438531478045 | 0.04785823190692559 |  | 0.05853773177985166 | 0.08287019077415178 | 0.05480002776938231 | 0.1002795942912875
YYY | 0.006345848757271177 | 0.05348979800638425 | -0.001520325151722735 | 0.08639650332326293 |  | 0.04092106668124851 | 0.06253699666941756 | 0.04002859606465026 | 0.08205789267058977
 | 0.003494296 | 0.04473358766542201 | 0.0007743619 | 0.05497030197416184 |  | 0.05281737 | 0.064392353868366 | 0.06058358 | 0.08331789514170153
RFR