Spreadsheet: 583753d1532623864-maximization-problem-excel-help
Sheet: P12

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 | 0.01014914 | 0.05358508467380782 | 0.02726809 | 0.04880995970102489 |  | 0.04362463 | 0.04932787629577674 | 0.1176232 | 0.06941743972800017 |  |  |  |  |  |  | 1
AOA | 0.01048952 | 0.05012762036929561 | 0.01940039 | 0.06186285767853558 |  | 0.04639869 | 0.05993345628941728 | 0.1040685 | 0.06683001785362937 |  |  |  |  |  |  | 2
AOM | 0.006472484 | 0.03688866955586397 | 0.01193055 | 0.04218302670119206 |  | 0.03367384 | 0.03739384166616995 | 0.06821429 | 0.04241055234758444 |  |  |  |  |  |  | 3
AOR | 0.006671229 | 0.0334335392258796 | 0.01554881 | 0.04679677940998685 |  | 0.03849736 | 0.04718226980917214 | 0.08716521 | 0.05219179348102734
BNDX | 0.00214286 | 0.01830153846720006 | 0.007858882000000001 | 0.02261337585613744 |  | 0.01743019 | 0.02368005066346967 | 0.02146253 | 0.03142238545644355
CMF | 0.004179154 | 0.02096251867628356 | 0.01268114 | 0.01932972169295976 |  | 0.03205081 | 0.02548465714442274 | 0.04206019 | 0.04111598916950884 |  |  |  |  |  |  |  | Started
CVY | 0.02071294 | 0.07090502095239581 | 0.02664734 | 0.08846897381655133 |  | 0.03134935 | 0.07864463594471503 | 0.06828738000000001 | 0.08563137462652631 |  |  |  |  |  |  |  | Ended
CWB | 0.0171973 | 0.07888627791587992 | 0.02596085 | 0.08522881586942681 |  | 0.05561534 | 0.06587688059271497 | 0.1098693 | 0.07994296076372036
DLS | 0.01035076 | 0.0963256297739399 | 0.02166009 | 0.0925570676107386 |  | 0.07897914 | 0.07991682707670018 | 0.1823541 | 0.08249752123059832
EFG | 0.00775811 | 0.08593799401499182 | 0.02573178 | 0.08765132434926243 |  | 0.09761068 | 0.08175417418383796 | 0.1968595 | 0.08982621777124425
EMLC | 0.01271774 | 0.05328059818093349 | 0.02410878 | 0.1021161276646984 |  | 0.05227387 | 0.08812448030599968 | 0.1317339 | 0.1146283369227791
EWC | 0.01402578 | 0.08902108107214604 | 0.02451166 | 0.1361991150622718 |  | -0.003724409 | 0.123681715819161 | 0.01836704 | 0.1240265963708364
FENY | 0.009174353 | 0.2043044538104455 | -0.01005816 | 0.1838421382970516 |  | -0.04534368 | 0.1615504169176218 | -0.119854 | 0.1773127303604636
FHLC | 0.02383559 | 0.0740339645708478 | 0.03089652 | 0.0828672911284274 |  | 0.02150361 | 0.08175952140449566 | 0.1273598 | 0.1174476904675874
FLRN | 0.0004381114 | 0.006889334835944018 | 0.0006009655 | 0.008152310100684897 |  | 0.003632127 | 0.0108846389957405 | 0.01087297 | 0.01772784181421967
FNDF | 0.008580589 | 0.06713831750236911 | 0.02247187 | 0.09542940919415085 |  | 0.06332448 | 0.09778407409383796 | 0.1243461 | 0.1037485279691877
FREL | 0.01998335 | 0.08403319511067972 | 0.03945695 | 0.09077874421845192 |  | 0.04217151 | 0.09314166004807792 | 0.08438382000000001 | 0.1290062296982889
GMF | 0.01151337 | 0.1008781813696788 | 0.02514339 | 0.1107999324851867 |  | 0.07053314999999999 | 0.1030381853608284 | 0.2054091 | 0.1295402916824608
GVI | 0.001536035 | 0.01606687401679737 | 0.004750313 | 0.01844348522387469 |  | 0.01608125 | 0.0218834597296635 | 0.02673261 | 0.02308721083941767
GXC | 0.01042731 | 0.1368190015278848 | 0.04269008000000001 | 0.1426755926495023 |  | 0.08389060000000001 | 0.1274384018525652 | 0.2333257 | 0.1442177267375976
HYEM | -0.002242357 | 0.03454049138248536 | 0.0005772867 | 0.02645256157162065 |  | 0.02453301 | 0.04119543663331435 | 0.06428061 | 0.06089150783857604
HYMB | 0.006160845000000001 | 0.03141600264177134 | 0.01307788 | 0.02595255992757062 |  | 0.02643083 | 0.03082370770434735 | 0.05427023 | 0.06275578320302534
IBDL | -0.001311344 | 0.01865844882159557 | 0.002327807 | 0.01786887195385576 |  | 0.01111032 | 0.02079457162795628 | 0.02614465 | 0.02671625018393253
IBMG | -0.0001215273 | 0.0153318898076396 | -0.0002666926 | 0.01373126578553296 |  | 0.002540696 | 0.01812528346523555 | 0.009518997999999999 | 0.01754696295650812
IEFA | 0.009254746000000001 | 0.08068677138411967 | 0.02253658 | 0.0914410200773975 |  | 0.08273820000000001 | 0.08791562523216857 | 0.166271 | 0.09163028047343369
IEMG | -0.0009912889 | 0.08760270280728408 | 0.008808781 | 0.1270823706362162 |  | 0.05661566 | 0.1229914395107312 | 0.1885304 | 0.1491758786599809
IEUR | -0.000209283 | 0.07326984983676 | 0.0137946 | 0.1066679349942353 |  | 0.1042534 | 0.104860796135016 | 0.1921477 | 0.1064161251712136
IJH | 0.02657842 | 0.0869470231392286 | 0.03160717 | 0.1072010532002186 |  | 0.02726693 | 0.1089323564647006 | 0.06654245 | 0.1137349630982661
ILF | -0.01847648 | 0.1243561814106652 | -0.07457214 | 0.4120417822947639 |  | -0.04479496 | 0.3020300232011638 | 0.1152676 | 0.287205367424141
ILTB | 0.009433357 | 0.05185532913833047 | 0.02442173 | 0.05659095159010442 |  | 0.05427148 | 0.0760034560449674 | 0.0847875 | 0.08726286860777917
INDA | 0.0136054 | 0.08100501186624517 | 0.007375471999999999 | 0.117365626277968 |  | 0.04628148000000001 | 0.1335024543545449 | 0.2219784 | 0.1636416282070715
IPAC | 0.025846 | 0.08944080763035628 | 0.03586181 | 0.07481730781292562 |  | 0.04647187 | 0.08047803324612653 | 0.1142332 | 0.09163037195943606
IPE | -0.0009671284 | 0.02874633340928385 | 0.003642456 | 0.03582373584237622 |  | 0.009452403 | 0.0434034462530841 | 0.03347246 | 0.04422533837465651
ITE | 0.0006485365999999999 | 0.01704773744714184 | 0.003482755 | 0.01939778075806149 |  | 0.01279784 | 0.02325157807607178 | 0.0209525 | 0.02499816804784852
IVOV | 0.03091676 | 0.1057054902390322 | 0.03073202 | 0.1138024753474364 |  | 0.01223053 | 0.1135056954420936 | 0.03496612 | 0.1211907896442071
IWP | 0.01214764 | 0.08258555335172334 | 0.02835879 | 0.0986069767066497 |  | 0.047177 | 0.0895632044351583 | 0.1092826 | 0.09681327183986055
IYF | 0.03083277 | 0.09830529798448834 | 0.03911697 | 0.1089118748139919 |  | 0.008491701 | 0.1128785969835744 | 0.05835429 | 0.1183767263873115
MGV | 0.01949086 | 0.0511924951630628 | 0.02695965 | 0.0746182681432274 |  | 0.005902829000000001 | 0.07688304988994828 | 0.04464749 | 0.08226872305444513
MNA | 0.008767569 | 0.03062610444941036 | 0.01094164 | 0.02675812181206104 |  | 0.02242014 | 0.02509505492151982 | 0.04364702 | 0.03738547296931208
MUB | 0.003131589 | 0.02260729759415611 | 0.0117414 | 0.0191689683985927 |  | 0.0288052 | 0.02461912624780544 | 0.04275016 | 0.03391456208312404
NFRA | 0.00841041 | 0.05541472706667994 | 0.03184164 | 0.07606287101561482 |  | 0.06129538 | 0.06994248765200727 | 0.1214439 | 0.08542987667544281
NYF | 0.003291355 | 0.02302492514018879 | 0.0123463 | 0.02209875030326157 |  | 0.02952624 | 0.02433376587689372 | 0.04692738 | 0.03770946849041978
PBP | 0.003097349 | 0.03313354328327283 | 0.01704797 | 0.0355550141006819 |  | 0.02718624 | 0.04535067969782816 | 0.06180535 | 0.05112772990848071
PFXF | 0.003971077 | 0.03933482091052615 | 0.0109848 | 0.04112536866670413 |  | 0.03052224 | 0.04632544641408422 | 0.08302296 | 0.07435011829002709
PWZ | 0.00811438 | 0.04936195212574122 | 0.01937186 | 0.03909046960258783 |  | 0.04314809 | 0.03813357615512512 | 0.06067001 | 0.04859082320776089
QAI | 0.005802025 | 0.03050118229119463 | 0.008210735 | 0.03466955879141059 |  | 0.01585657 | 0.02920566922572673 | 0.03260453 | 0.02946156670606183
SCHC | 0.01021944 | 0.07993155559062656 | 0.02438279 | 0.08969068951501798 |  | 0.08454343 | 0.08145767206280084 | 0.1680885 | 0.09392360722694436
SCJ | 0.02972867 | 0.09945749584015803 | 0.04864636 | 0.07584951028124652 |  | 0.07828172 | 0.07634544216021337 | 0.1610524 | 0.09795959649468008
SGDM | 0.006886341000000001 | 0.2858874982495957 | 0.005896753 | 0.2901860492859306 |  | 0.009866741 | 0.3396958050640448 | 0.1910642 | 0.410458906709474
SHYG | 0.002188668 | 0.02038698895025677 | 0.007435728999999999 | 0.02339119729748017 |  | 0.02017742 | 0.03171402821832003 | 0.04441404 | 0.03942040834651646
SLQD | 0.0006810331 | 0.009927640976273461 | 0.002366212 | 0.01097356328449162 |  | 0.009598618 | 0.01336061645244591 | 0.02072813 | 0.01663219771727307
SLV | -0.02743904 | 0.1410862888997763 | 0.02440592 | 0.1661337760397464 |  | -0.02921488 | 0.1672078248529364 | 0.0507246 | 0.2021513089176845
SNLN | -0.0008088062999999999 | 0.009496616194072478 | 0.002563298 | 0.01466748815381573 |  | 0.003311804 | 0.02275833550867417 | 0.01131888 | 0.02320352652789436
VAW | 0.03629066 | 0.09393119149125971 | 0.0431818 | 0.1221011591395999 |  | 0.0389245 | 0.1212159321382424 | 0.08436277 | 0.1243032151684778
VB | 0.02368858 | 0.09381904189622975 | 0.0287624 | 0.1124275435229512 |  | 0.02685783 | 0.1146648234424709 | 0.05955209 | 0.1224995649304632
VCR | 0.007158359 | 0.08564739491988109 | 0.01528113 | 0.09676071380889731 |  | 0.04565385 | 0.08417262958176742 | 0.09873077999999999 | 0.09401531900468624
VGT | -0.007726294 | 0.1520403229867124 | 0.009828657 | 0.1458875190274184 |  | 0.06520759 | 0.1047958879973166 | 0.1672799 | 0.1121706217968892
VIOG | 0.03461417 | 0.1043061727725518 | 0.03358005 | 0.1198017862226272 |  | 0.03482308 | 0.1346204714022961 | 0.05076472 | 0.1435391090200634
VIOV | 0.03377533 | 0.1155020996154227 | 0.03318696 | 0.1219531350874229 |  | 0.02594171 | 0.1384164168346442 | 0.005689931000000001 | 0.1508107232358706
VIS | 0.01915194 | 0.06864405509534216 | 0.03241515 | 0.09765592646744083 |  | 0.03684376 | 0.1036429779583809 | 0.08174744 | 0.1102083801617288
VNQI | 0.02778769 | 0.08752055442401048 | 0.04415495 | 0.07971595778823233 |  | 0.09053111 | 0.07931897089918188 | 0.180925 | 0.1098669874933861
VOX | 0.02905547 | 0.09359886450045522 | 0.03137767 | 0.1514399787481423 |  | 0.001857184 | 0.1296161852861893 | -0.01225057 | 0.1413955585353105
VPU | 0.006918914000000001 | 0.07245233108659847 | 0.03941446 | 0.07558522583432799 |  | 0.04416511 | 0.09374098713649019 | 0.1270448 | 0.137741904884448
VTEB | 0.002452496 | 0.02465006390614066 | 0.01150665 | 0.02078015011784458 |  | 0.0299702 | 0.02332585956627044 | 0.04058293 | 0.03652477177549708
VTI | 0.01369974 | 0.05146169119269535 | 0.02459888 | 0.07736925641018627 |  | 0.02905281 | 0.07514558945416183 | 0.08716046000000001 | 0.08123067387439134
VUG | 0.003440159 | 0.08324601004443644 | 0.02002859 | 0.0879115361914694 |  | 0.05328985 | 0.07299234087285172 | 0.1435657 | 0.08271749253504805
XLP | 0.004424779 | 0.06244936397346856 | 0.03256916 | 0.05575828709376993 |  | 0.03088506 | 0.06278202728730552 | 0.1022646 | 0.08798611146408782
YYY | 0.00102198 | 0.04521841804482478 | 0.008702495 | 0.05322127524413038 |  | 0.0570505 | 0.06064272872105755 | 0.1041557 | 0.07545440330043779
RFR