Spreadsheet: 583753d1532623864-maximization-problem-excel-help
Sheet: P14

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 | -0.01949514 | 0.06375206489497268 | -0.0125235 | 0.07312522971015213 |  | 0.02275718 | 0.05908457785156256 | 0.07751551 | 0.0684551719614393 |  |  |  |  |  |  | 1
AOA | -0.004347228 | 0.08876682472518149 | -0.00156393 | 0.07680281581721651 |  | 0.04328928000000001 | 0.06684164733503486 | 0.08145808 | 0.06782924771291816 |  |  |  |  |  |  | 2
AOM | -0.00920419 | 0.06670169180416428 | -0.004158594 | 0.05673374061368664 |  | 0.02186035 | 0.04633476548182669 | 0.04907355 | 0.04457214742102203 |  |  |  |  |  |  | 3
AOR | -0.005677344 | 0.07859636336393513 | -0.003403047 | 0.06417815827201649 |  | 0.0320042 | 0.05517051322063825 | 0.06525198 | 0.05396508580867995
BNDX | -0.01459281 | 0.03348792846966309 | -0.01153198 | 0.02870466258849445 |  | -0.004019462 | 0.02605788580009878 | 0.004416852 | 0.03210270258285034
CMF | -0.006494723 | 0.02442910411188794 | -0.004982922 | 0.02303527413659117 |  | 0.01083284 | 0.02260061420468789 | 0.0223767 | 0.04091026132904576 |  |  |  |  |  |  |  | Started
CVY | -0.003347673 | 0.08680600934147638 | 0.0003406502 | 0.0847476812279198 |  | 0.02318614 | 0.08365358633938041 | 0.04194065 | 0.0851800672089845 |  |  |  |  |  |  |  | Ended
CWB | -0.002043925 | 0.09789761666005688 | 0.007588468 | 0.09151962385731005 |  | 0.05173867000000001 | 0.07445614029508729 | 0.09552322 | 0.0814249054380447
DLS | 0.003915362 | 0.08330801383103635 | 0.006505739999999999 | 0.1046220758186727 |  | 0.07245821000000001 | 0.08807412025398924 | 0.1346801 | 0.08323171621409103
EFG | -0.01486938 | 0.07639694577305964 | -0.009367338 | 0.1070146629046188 |  | 0.06781924 | 0.0933367099640233 | 0.1392579 | 0.09021879490107208
EMLC | -0.01451581 | 0.07780650513899924 | -0.01139554 | 0.07362976558499842 |  | 0.01973583 | 0.08910271317013871 | 0.08146347000000001 | 0.1146921954422786
EWC | 0.01702608 | 0.1066727814649595 | 0.02231955 | 0.1236637292795157 |  | 0.001910978 | 0.1275183331445996 | 0.00376634 | 0.1244420366105493
FENY | 0.006756709 | 0.1739947225990612 | -0.02167285 | 0.1878015588725354 |  | -0.08854585 | 0.1660645872279309 | -0.1372637 | 0.1731528962831419
FHLC | -0.01699721 | 0.1302407364896199 | 0.02542141 | 0.1059546290697437 |  | 0.07611645 | 0.0909003219011605 | 0.1316572 | 0.113117128178543
FLRN | 0.001096476 | 0.006469384221085468 | 0.001585612 | 0.006874233727330925 |  | 0.004028562 | 0.008348005230576213 | 0.01035189 | 0.01644444301460079
FNDF | 0.007168472 | 0.06362683817571814 | 0.002497338 | 0.08487907029756014 |  | 0.05758377000000001 | 0.09876704131581814 | 0.08578057 | 0.1025746175549164
FREL | -0.035409 | 0.1370808055859566 | -0.01536638 | 0.116191589036005 |  | -0.01738905 | 0.1042103897853961 | 0.02529598 | 0.1262542148757326
GMF | 0.0001620625 | 0.1116883660255035 | 0.01682227 | 0.1098014797981006 |  | 0.07700946 | 0.1041870851908741 | 0.1842851 | 0.1233542584209021
GVI | -0.004919131 | 0.01796946681194446 | -0.002498228 | 0.01976987665504837 |  | 0.002923822 | 0.02054153294462211 | 0.01328383 | 0.02359705441367276
GXC | 0.006525128 | 0.1315247777497545 | 0.01942887 | 0.1461488596164956 |  | 0.1053483 | 0.130757829795082 | 0.2035821 | 0.1410795481017414
HYEM | -0.0009884267 | 0.03584525692475606 | -0.007060215 | 0.03188803786659725 |  | 0.002294568 | 0.039623920554919 | 0.03323789 | 0.05931398372378514
HYMB | -0.006908625000000001 | 0.05059115067152311 | -0.005695425 | 0.04039382915812386 |  | 0.006777331 | 0.03380280792453694 | 0.01845613 | 0.06370748999037316
IBDL | 0.001074005 | 0.01921975255006384 | 0.002644933 | 0.01698930577268667 |  | 0.008333236 | 0.01816650992229435 | 0.01804122 | 0.02573986929585868
IBMG | -0.0006473004 | 0.01895804586687788 | -0.0004786214 | 0.01486077847422715 |  | 0.0007498019 | 0.01700783427259499 | 0.004257687 | 0.01812903464219374
IEFA | -0.001641502 | 0.06187223538677435 | -0.001196244 | 0.1090838355871459 |  | 0.07007271 | 0.09852026026005654 | 0.1209362 | 0.0936371215100167
IEMG | -0.0003958377 | 0.1226678288959949 | 0.00949212 | 0.1243753517345256 |  | 0.06462443999999999 | 0.1256647909348457 | 0.1451362 | 0.1458364700280083
IEUR | 0.001707584 | 0.06927424007434285 | -7.159169e-05 | 0.122137450251931 |  | 0.08790937 | 0.1184667161045378 | 0.1519812 | 0.1085278199134051
IJH | -0.002198025 | 0.118309772368722 | -0.005551884999999999 | 0.1102068109763276 |  | 0.03055539 | 0.109610065057987 | 0.04754975 | 0.1143369613222582
ILF | 0.03711064 | 0.1676956198822709 | 0.04254378 | 0.1781107748979793 |  | 0.003196244 | 0.2917302756384431 | 0.07844454 | 0.2861486199529559
ILTB | -0.02144098 | 0.05791050518378265 | -0.002241408 | 0.06753123990441445 |  | 0.01726258 | 0.07315974018770233 | 0.03916877 | 0.08784448539588578
INDA | 0.01937863 | 0.1526034639748968 | 0.01675008 | 0.1262506167166135 |  | 0.05145586 | 0.1356403057278497 | 0.2027499 | 0.1553471236798369
IPAC | -0.008661981 | 0.07452191420094843 | -0.003967671 | 0.0985145586483184 |  | 0.03880907 | 0.08370551117413182 | 0.07132298 | 0.09216562554633677
IPE | -0.01316871 | 0.04967409051345335 | -0.01002983 | 0.04122323476437496 |  | -0.01396333 | 0.04446927585358149 | -0.003848383 | 0.04536166678805417
ITE | -0.005168259 | 0.01725140635368482 | -0.002687794 | 0.01887644000646722 |  | 0.0005573712 | 0.02099296797677402 | 0.008296142 | 0.02516741976117962
IVOV | -0.001939151 | 0.1089980729716104 | -0.007450882 | 0.1146400567747323 |  | 0.01351595 | 0.1133278673167422 | 0.01743196 | 0.1203408072635332
IWP | -0.008908022 | 0.1167809174101254 | -3.12054e-05 | 0.1059511875301072 |  | 0.05779081 | 0.09628520101080934 | 0.08849024 | 0.09781035700515617
IYF | 0.01586159 | 0.1033000327382089 | 0.01347985 | 0.1006756269205733 |  | 0.05236492 | 0.1085128577062997 | 0.0617422 | 0.1180344086109066
MGV | -0.002305759 | 0.07755958026987878 | -0.001253604 | 0.07069414602517289 |  | 0.0238546 | 0.0748930624825328 | 0.04014982 | 0.0808812495323616
MNA | 0.005557379 | 0.0175830420744652 | 0.01417739 | 0.02845240261444469 |  | 0.01618764 | 0.02526664365912192 | 0.04697077 | 0.03366608819746273
MUB | -0.006382557 | 0.01996153468491972 | -0.004586592 | 0.02181190031258016 |  | 0.009156671 | 0.02172862327460186 | 0.0178898 | 0.03402600674056024
NFRA | -0.01876848 | 0.07680717466814922 | -0.01472648 | 0.08104260084481735 |  | 0.02434954 | 0.07838734791267833 | 0.06656804 | 0.08507052786622965
NYF | -0.007581689 | 0.01867062273844491 | -0.005478787000000001 | 0.02169063146848784 |  | 0.009145285 | 0.02174032937416856 | 0.02165236 | 0.03774363963487934
PBP | 0.003147458 | 0.04994790501803537 | 0.004588487 | 0.07975632161615555 |  | 0.03752586 | 0.06104667557907444 | 0.05857195 | 0.05657022309283175
PFXF | -0.002582367 | 0.04034943268304277 | 0.003871804 | 0.03922883452583873 |  | 0.01232336 | 0.04605815339769698 | 0.04555323999999999 | 0.07248335840007787
PWZ | -0.007654026 | 0.04257940585865955 | -0.002893032 | 0.04404460222317882 |  | 0.01786384 | 0.0380280454951486 | 0.02506069 | 0.04877631827272369
QAI | -0.005067542 | 0.04857540117623185 | -0.001017613 | 0.04173552180909233 |  | 0.01551727 | 0.03432519810455063 | 0.02292462 | 0.03109539640277402
SCHC | -0.0002994195 | 0.07308342731912214 | 0.0005993223999999999 | 0.09218083910616304 |  | 0.06134775999999999 | 0.08530267069128024 | 0.116349 | 0.09214539742919134
SCJ | -0.0175386 | 0.0630730993380015 | -0.01096494 | 0.08863505091401186 |  | 0.06578877999999999 | 0.07825756686205336 | 0.09730309 | 0.0953928015781835
SGDM | -0.03306617 | 0.283019383352917 | -0.05899565 | 0.2935115397925128 |  | -0.1089566 | 0.3145276166954518 | -0.06987956 | 0.38778068423893
SHYG | -0.00167374 | 0.03885314230884629 | -0.00167374 | 0.03068368126771588 |  | 0.0121795 | 0.0348464376382106 | 0.0276597 | 0.0397874944207231
SLQD | -0.000665689 | 0.01280020858219886 | 0.0009167881 | 0.01109862663938018 |  | 0.005470635000000001 | 0.01200373245149363 | 0.01337764 | 0.01615556519003829
SLV | -0.04400512 | 0.2028267861284985 | -0.07923834 | 0.1627324025107036 |  | -0.1414662 | 0.1645969433324598 | -0.05782527 | 0.1942792321873328
SNLN | 0.00381059 | 0.0156388620177095 | -0.0006827046 | 0.01966108709797331 |  | 0.002626801 | 0.02277624917408285 | 0.006320999000000001 | 0.0235739571001909
VAW | 0.01345951 | 0.1004662458244503 | 0.004561566 | 0.1129186685746009 |  | 0.05238563 | 0.1206636308781078 | 0.07569324 | 0.1211025837559095
VB | -0.004560782 | 0.1229730558147892 | -0.002979575 | 0.112777752867052 |  | 0.03098482 | 0.1143695703297513 | 0.04249612 | 0.1227520049245851
VCR | -0.008961293 | 0.09122099500667905 | -0.009447879 | 0.09496981212174654 |  | 0.02924721 | 0.0871644043139245 | 0.07351883 | 0.09486524109326283
VGT | -0.006051613999999999 | 0.1623836240266036 | -3.355365e-05 | 0.1600339265830774 |  | 0.07710034 | 0.1221627943149099 | 0.1524987 | 0.119250401784794
VIOG | -0.006150124 | 0.1274695606302546 | -0.01511034 | 0.1225866177981525 |  | 0.03805023 | 0.131962532330101 | 0.04262866 | 0.1435806566610117
VIOV | -0.0007415280000000001 | 0.1303233703748073 | -0.01401908 | 0.1315356428159238 |  | 0.02840957 | 0.1347015609932647 | 0.00817226 | 0.1511231191083464
VIS | 0.01023587 | 0.09776057669896349 | 0.01267758 | 0.09176659536003239 |  | 0.06064043 | 0.101471972717628 | 0.08295845 | 0.1099800847494836
VNQI | -0.01609133 | 0.0437625323334339 | -0.02056677 | 0.07939525246932393 |  | 0.02874688 | 0.07789029586325939 | 0.1009716 | 0.1012268143536754
VOX | -0.03580559 | 0.1063568606518885 | -0.05352788999999999 | 0.1090413571476232 |  | -0.07423861999999999 | 0.1294755876302595 | -0.1013253 | 0.1425098024836184
VPU | -0.03967872 | 0.09105215826622183 | -0.03462782 | 0.08909323078596493 |  | -0.000456094 | 0.09148756626034205 | 0.07336016 | 0.1326928925216037
VTEB | -0.005489107 | 0.01978438627262874 | -0.003750114 | 0.0222724794902445 |  | 0.01084333 | 0.01972203276387193 | 0.01952807 | 0.03651117312692766
VTI | -0.004474973 | 0.09087468258237824 | -0.0002836123 | 0.07880363055884418 |  | 0.03974821 | 0.07815944672059273 | 0.07516482 | 0.08105474817157315
VUG | -0.008322315 | 0.1088315517005531 | -0.0004877979 | 0.09895165273131074 |  | 0.05755802 | 0.08214167171389636 | 0.1217605 | 0.08511306825147838
XLP | -0.03105368 | 0.07320797505501726 | -0.04004863 | 0.0894009451302749 |  | -0.0125169 | 0.07223536536282447 | 0.06209430000000001 | 0.09050306963579756
YYY | 0.005656036 | 0.07210117357849007 | 0.00463038 | 0.05645272828545941 |  | 0.03604729 | 0.06423860802492393 | 0.08565487 | 0.07224601205578364
RFR