Spreadsheet: 583753d1532623864-maximization-problem-excel-help
Sheet: P21

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 | 0.01523529 | 0.03341807551386145 | 0.01150692 | 0.0393934650872096 |  | 0.03520421 | 0.05645458531569394 | 0.07586586 | 0.05321436018494929 |  |  |  |  |  |  | 1
AOA | 0.01282835 | 0.03551439034612876 | 0.01928553 | 0.03948440817344507 |  | 0.03658462 | 0.06322137950046708 | 0.1002293 | 0.06153507500020172 |  |  |  |  |  |  | 2
AOM | 0.008495538 | 0.03048243617026987 | 0.01009042 | 0.03028800230398155 |  | 0.02276035 | 0.04266314083576198 | 0.05951396 | 0.04031573395522437 |  |  |  |  |  |  | 3
AOR | 0.01030298 | 0.03140664378043288 | 0.0143704 | 0.03136813439294956 |  | 0.02956869 | 0.0518827434973267 | 0.08038152999999999 | 0.04939695110487816
BNDX | 0.005690161999999999 | 0.01635831293606158 | 0.004382396 | 0.01913402315091522 |  | 0.01060728 | 0.02384111379660484 | 0.01138875 | 0.02366999829862224
CMF | 0.006679631 | 0.01780703108677183 | 0.002481105 | 0.02193818459996461 |  | 0.01132241 | 0.02158766995290855 | 0.02624852 | 0.02355076620868254 |  |  |  |  |  |  |  | Started
CVY | -0.00138058 | 0.04330604434956673 | 0.01896855 | 0.05380271911223296 |  | 0.02997667 | 0.07326674204733599 | 0.06985581 | 0.07606323129233455 |  |  |  |  |  |  |  | Ended
CWB | 0.004697593 | 0.04446973070393682 | 0.003512876 | 0.06083319765832425 |  | 0.01616827 | 0.07356523353915244 | 0.08225756000000001 | 0.06955064303024004
DLS | 0.01623377 | 0.06480533724204213 | 0.02625332 | 0.07190781470127101 |  | 0.06242655 | 0.08332809461745454 | 0.1652323 | 0.08021744058922821
EFG | 0.01730148 | 0.06107607719186125 | 0.01795866 | 0.06418123547726369 |  | 0.04440615000000001 | 0.08386355382358703 | 0.1440506 | 0.0821742687113076
EMLC | -0.000524659 | 0.06311606891160584 | -0.02050394 | 0.06823232017568572 |  | 0.007867697 | 0.06967704275812503 | 0.04963619 | 0.07974795453176921
EWC | 0.006906077 | 0.05145531257099352 | 0.01993704 | 0.05165388658722572 |  | 0.04929831 | 0.09396102324194035 | 0.1032081 | 0.1095471610152077
FENY | -0.004746836 | 0.05831486675214462 | 0.03738318 | 0.1005591194129969 |  | 0.04396254 | 0.1326714044568328 | 0.01176453 | 0.1476574687598808
FHLC | 0.004758327 | 0.08225034513704933 | 0.008547009 | 0.08150089826547526 |  | 0.03611656 | 0.09632797692720253 | 0.1329361 | 0.08900728996029744
FLRN | 0.0006510416 | 0.006249942338628093 | 0.003179524 | 0.006568689291674643 |  | 0.004441637 | 0.007842225733154524 | 0.009309313 | 0.009475639741807136
FNDF | 0.01172922 | 0.05883871760682195 | 0.02062204 | 0.05902192157982726 |  | 0.05264993 | 0.07543088632004254 | 0.1431276 | 0.08651135208889205
FREL | 0.02105698 | 0.06046459875498967 | 0.0008093889 | 0.1134418986953624 |  | 0.01721744 | 0.1077501415470589 | 0.02193593 | 0.1012054033842537
GMF | 0.03705942 | 0.08434169143163463 | 0.01839399 | 0.1198460266621279 |  | 0.07568552 | 0.1190692849844407 | 0.2020237 | 0.1108310257727969
GVI | 0.00176327 | 0.01906025917742604 | -0.001185922 | 0.01921762203177493 |  | 0.003063783 | 0.01971932278510224 | 0.008543842000000001 | 0.02073911814890618
GXC | 0.0322424 | 0.1483312108143635 | 0.02994186 | 0.1634350389732992 |  | 0.113684 | 0.1532617545773502 | 0.2882771 | 0.1401953939214118
HYEM | 0.003637834 | 0.0358260288369155 | 0.006788883999999999 | 0.02996738808714257 |  | 0.02518537 | 0.0355552609726347 | 0.03638518 | 0.03870408797039383
HYMB | -0.009195402 | 0.06397101016095523 | -0.02314074 | 0.04797698041128453 |  | -0.01109177 | 0.04054887838611237 | -1.403907e-05 | 0.03592841138678349
IBDL | 0.0005255603 | 0.01405271311129908 | -0.0001367204 | 0.01316884284506204 |  | 0.0038807 | 0.01560041201335371 | 0.01184481 | 0.01825736428758618
IBMG | 0.0001492191 | 0.009052217479490348 | 0.0001490622 | 0.01266623485022262 |  | 0.001396875 | 0.01602361517924191 | 0.004322294 | 0.0170321986794716
IEFA | 0.01388672 | 0.05673857532764166 | 0.019614 | 0.05947756619391185 |  | 0.045535 | 0.08316667521279837 | 0.1420774 | 0.08484863662316328
IEMG | 0.03367876 | 0.1009545905646064 | 0.01600582 | 0.1123064808865673 |  | 0.06096866 | 0.1214909223966229 | 0.1771428 | 0.1216752702030075
IEUR | 0.005245108000000001 | 0.06633353998763099 | 0.01157125 | 0.07126797326013078 |  | 0.03942428 | 0.09620282172189874 | 0.1535581 | 0.1000995885621861
IJH | 0.002768856 | 0.04780785096846572 | 0.0370333 | 0.06147563248831622 |  | 0.02417559 | 0.09466133001780141 | 0.06352293 | 0.1024827981348273
ILF | 0.01251778 | 0.1593539499003502 | -0.0111142 | 0.148061253934929 |  | 0.09037991 | 0.1570159876297637 | 0.1531297 | 0.2399282085531136
ILTB | 0.008342515 | 0.04793173820900583 | 0.003328332 | 0.05342854403678226 |  | 0.01677808 | 0.06399522501307982 | 0.04609881 | 0.06990860600212212
INDA | 0.05599755 | 0.1129725730078536 | 0.0005798782 | 0.1459670921555356 |  | 0.01709402 | 0.146775905629753 | 0.1004878 | 0.139972327549016
IPAC | 0.03023873 | 0.06050950383491419 | 0.0327956 | 0.05590016200095897 |  | 0.0567749 | 0.07341303657392431 | 0.1244911 | 0.07614681152621855
IPE | 0.003998934 | 0.02736300958583187 | -0.007205624000000001 | 0.03358932940778401 |  | 0.004719705 | 0.03835357977045769 | 0.001837465 | 0.04073050113276348
ITE | 0.0001668057 | 0.0117584434121357 | -0.003294622 | 0.01698819767533485 |  | 0.0007156234 | 0.01856485161532461 | 0.003167882 | 0.02095148409970755
IVOV | -0.003338122 | 0.05600087721516046 | 0.0338827 | 0.06802882430389785 |  | 0.01870087 | 0.09949917777797528 | 0.04747313 | 0.1068750318539753
IWP | 0.01458315 | 0.032870264848822 | 0.03651507 | 0.05214203885854757 |  | 0.05167623 | 0.08876233449025724 | 0.1146336 | 0.08858544868963616
IYF | 0.006558539 | 0.06137621448156394 | 0.04070424 | 0.08035254345099316 |  | 0.04922989000000001 | 0.09348757956856972 | 0.1023048 | 0.1049999775708086
MGV | 0.008026571 | 0.0438071268805743 | 0.02833033 | 0.05464475292205787 |  | 0.04652048 | 0.06871973761808473 | 0.08670723000000001 | 0.07323990364253961
MNA | -0.003557568 | 0.03725058934486535 | -0.0003244646 | 0.03400117789947724 |  | 0.004892368 | 0.03345944770671037 | 0.0175033 | 0.02934274421502646
MUB | 0.005602747 | 0.01301592432126428 | 0.002342905 | 0.01672164234118333 |  | 0.01068025 | 0.01809017859280074 | 0.02557938 | 0.0215920207712281
NFRA | 0.004804679 | 0.04125269820103528 | -0.002520048 | 0.05678727957150054 |  | 0.02037913 | 0.0721373361831057 | 0.0712339 | 0.07069072146652783
NYF | 0.007418746 | 0.02184992838142809 | 0.002937534 | 0.02006181080899205 |  | 0.009878864000000001 | 0.02103992567429482 | 0.0241903 | 0.02270740160496665
PBP | 0.000448833 | 0.02159650677842373 | 0.008070753 | 0.06206883415160155 |  | 0.01616049 | 0.07068639360877904 | 0.05420287 | 0.05945253253947894
PFXF | 0.001003009 | 0.04172468206236304 | -0.0003821521 | 0.03719668252319457 |  | 0.005077886 | 0.03558538791266236 | 0.02662202 | 0.04149380862388179
PWZ | 0.00958589 | 0.02132508771218177 | 0.007837832 | 0.03114465613260101 |  | 0.01417091 | 0.03143931748748809 | 0.03699553 | 0.0348247687578714
QAI | 0.005683718 | 0.01924139190772823 | 0.008042895 | 0.02108678977604869 |  | 0.01245372 | 0.03384329452463169 | 0.03759917 | 0.03147058723154799
SCHC | 0.01087866 | 0.06326461258774957 | 0.01740595 | 0.06483561659567418 |  | 0.05226480999999999 | 0.0771248884903663 | 0.1464726 | 0.07806755136268605
SCJ | 0.01927224 | 0.07736331468328979 | 0.02996051 | 0.06961996355981627 |  | 0.07048832 | 0.07298952764435185 | 0.1510826 | 0.07432827641037862
SGDM | 0.00968523 | 0.1716924559547411 | -0.03606103 | 0.2304324143517543 |  | 0.05409504 | 0.2416331377680762 | 0.005788712000000001 | 0.2933064687344018
SHYG | 0.001680319 | 0.02403720940016009 | 0.00404211 | 0.02086696816721256 |  | 0.008980740000000001 | 0.02923729380779141 | 0.02749352 | 0.03029299852837377
SLQD | 0.001188354 | 0.01642808083440559 | 0.0007560426 | 0.01318575522688572 |  | 0.003564528 | 0.01259102064869946 | 0.0110512 | 0.01296149708580098
SLV | 0.02680281 | 0.1240374260381908 | -0.03188929 | 0.1521308034033873 |  | 0.04480519 | 0.1703142384172613 | -0.05685815 | 0.1677677343741028
SNLN | 0.003757806 | 0.02128717896610387 | 0.005954212 | 0.02174775059274422 |  | 0.007450426999999999 | 0.02381341037915835 | 0.01011355 | 0.02325859308046871
VAW | 0.01075269 | 0.07184103483589659 | 0.04143989000000001 | 0.06994508248328324 |  | 0.04895782 | 0.1005020399548519 | 0.1209723 | 0.1098896707712375
VB | -0.00105123 | 0.04875633283071033 | 0.03784835 | 0.06196797382727135 |  | 0.03409808 | 0.096121208936263 | 0.07488494 | 0.105999573093763
VCR | 0.007789137000000001 | 0.05587162160140595 | 0.01822649 | 0.06007598015050004 |  | 0.01051586 | 0.08452478182176787 | 0.04633614 | 0.08367090298572252
VGT | 0.02919564 | 0.04324996691601084 | 0.03620188 | 0.08724266820151223 |  | 0.05958378 | 0.1184523032083999 | 0.1641255 | 0.1111487269379653
VIOG | -0.009759944999999999 | 0.06871334179735816 | 0.05228748 | 0.08669390395381091 |  | 0.04038619 | 0.1099637111707458 | 0.08178749 | 0.1237896236585617
VIOV | -0.01216931 | 0.07449632100280645 | 0.05796557 | 0.08268467186347445 |  | 0.0451454 | 0.1105124144065477 | 0.08101978000000001 | 0.1260738911370453
VIS | 0.003400606 | 0.05223940120129736 | 0.04000313 | 0.05237159911155023 |  | 0.0438255 | 0.08303555216157854 | 0.1018959 | 0.09397689237542187
VNQI | 0.01806822 | 0.07492117618280429 | 0.0003338969 | 0.08703136961574787 |  | 0.05019423 | 0.08340388101050195 | 0.1137836 | 0.080105766620128
VOX | -0.013805 | 0.1271692131221489 | 0.01304987 | 0.1454776254221089 |  | 0.02293329 | 0.1353233787135266 | -0.04950445000000001 | 0.1325909040021219
VPU | 0.02167975 | 0.07687034772910246 | -0.00454798 | 0.120466714305138 |  | 0.0461004 | 0.09672002483627225 | 0.07739473000000001 | 0.09546965084939744
VTEB | 0.006595538 | 0.01436221333656277 | 0.002247729 | 0.01634392026122065 |  | 0.01221765 | 0.01630910914746647 | 0.02736753 | 0.02006021325306789
VTI | 0.01006144 | 0.03436724194982558 | 0.02703364 | 0.04656475151598184 |  | 0.0396452 | 0.07343818602824893 | 0.09458496 | 0.07417346418361156
VUG | 0.01698737 | 0.03320593580151444 | 0.02154107 | 0.05055626229665654 |  | 0.03683687 | 0.08339941591960194 | 0.1138686 | 0.07789573996138646
XLP | 0.009465479 | 0.07126446285413618 | -0.01503079 | 0.07853439402422471 |  | -0.00453187 | 0.08265008757251775 | -5.201569e-05 | 0.07480099480392888
YYY | 0.006048387 | 0.02481426261600537 | 0.01936321 | 0.03110176642736958 |  | 0.02508809 | 0.06510531045898003 | 0.07110762 | 0.06284181613091543
RFR