Spreadsheet: 583753d1532623864-maximization-problem-excel-help
Sheet: P3

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 | 0.00992252276743244 | 0.0547635179368607 | 0.02060439560439553 | 0.05316027721054741 |  | 0.0186008884826081 | 0.07603407164473919 | -0.02788418493789491 | 0.09189106436460562 |  |  |  |  |  |  | 1
AOA | 0.007075962539021985 | 0.05760722167333909 | 0.02002529510961226 | 0.05381792495189595 |  | 0.04684856141417026 | 0.06807116242966277 | 0.03416951635214494 | 0.1045900564728061 |  |  |  |  |  |  | 2
AOM | 0.003654765251616565 | 0.03597240382585572 | 0.01190476190476186 | 0.03731597531032865 |  | 0.01542768106813841 | 0.04246210812998521 | 0.003761977066719657 | 0.05665775856631414 |  |  |  |  |  |  | 3
AOR | 0.005600194789384005 | 0.04190468337461738 | 0.01499139837797991 | 0.04075098815479586 |  | 0.03174320266643638 | 0.05270552930568517 | 0.01860776389557861 | 0.07856100595165363
BNDX | -0.003978454991684144 | 0.03101129012772441 | -0.005451314947334085 | 0.0287353930509547 |  | -0.01571888424341705 | 0.03357958110169582 | -0.02816334349506922 | 0.03405309013262823
CMF | 0.004376561916560995 | 0.02963321915907953 | 0.004202508270964245 | 0.03522832881687373 |  | -0.02417228623816636 | 0.05125941250048908 | -0.03540750836538276 | 0.0393411455194346 |  |  |  |  |  |  |  | Started
CVY | 0.007862407862407661 | 0.08583381069419158 | 0.006872852233676952 | 0.07654104307177084 |  | 0.08380273741672806 | 0.08860863145776962 | 0.07281143707226767 | 0.1236751569253587 |  |  |  |  |  |  |  | Ended
CWB | 0.02299853478452762 | 0.06125890287258817 | 0.04476446105653897 | 0.07134404578118268 |  | 0.07393685435317665 | 0.08342838710910448 | 0.06764632793247771 | 0.08982834071768867
DLS | 0.01010101010100994 | 0.07656371340315951 | 0.04132231404958664 | 0.07408480423867428 |  | 0.05797925416069671 | 0.08197099387060146 | 0.07254110215469334 | 0.1648650903296849
EFG | 0.008057926829268647 | 0.06883809440922192 | 0.03666091863928522 | 0.06918292366651708 |  | 0.02511677640118659 | 0.09097463955778269 | -0.01799985306669105 | 0.1560944663043128
EMLC | 0.01232670926334212 | 0.06141065790922766 | 0.03608480604628239 | 0.07451718034407974 |  | -0.03106222919085011 | 0.1349253898889664 | -0.03530879140254195 | 0.1309300705964426
EWC | 0.006711409395973034 | 0.1210224050356569 | 0.02661596958174872 | 0.1197865005663635 |  | 0.07319072009911953 | 0.1200302518626078 | 0.07024239394500098 | 0.1464685802681617
FENY | -0.02776436504104296 | 0.158446234407857 | -0.06174277726001876 | 0.1397567579493398 |  | 0.04687877821897479 | 0.1794455980503848 | 0.0597870397906799 | 0.2028155487267219
FHLC | 0.02864856757162126 | 0.1130503871049873 | 0.02972972972972965 | 0.1076961517793461 |  | 0.06041870617347045 | 0.1407093912014379 | -0.02783083942410425 | 0.13809858209092
FLRN | 0.001089247311828023 | 0.01009183293521741 | 0.003052809091452113 | 0.01102148332541943 |  | 0.006521279921691381 | 0.02289492380696355 | 0.008412792141261116 | 0.01942960008644765
FNDF | -0.00616570327553001 | 0.09116253549918546 | 0.01977066034005537 | 0.08768377824863453 |  | 0.0570977667934931 | 0.1001897403170573 | 0.06691733409407874 | 0.1800859443515344
FREL | -0.0130471380471382 | 0.1189325346070373 | -0.002662402286433552 | 0.1186615607372562 |  | 0.03812879773672373 | 0.1570231128443276 | -0.06316951120996173 | 0.1493763485744953
GMF | 0.02279057989364386 | 0.0689307137799645 | 0.0662618796198522 | 0.08798575998296786 |  | 0.01122266981809461 | 0.1402345477991841 | 0.0257173235672008 | 0.1627014020039352
GVI | 0.002531524713375477 | 0.02384535235854039 | 0.005178171433146916 | 0.02379358077656471 |  | -0.01157375521912274 | 0.02395085774578102 | -0.01529614053701978 | 0.02322754276606254
GXC | 0.01634627958676615 | 0.06574663123126592 | 0.07008123365000718 | 0.0942980114198682 |  | 0.009669081667143198 | 0.1515902607917216 | 0.06245156666941387 | 0.1789378917256113
HYEM | 0.009909053525883227 | 0.04143014631088088 | 0.02504507597672911 | 0.04472461133795871 |  | 0.02534695385193553 | 0.07111140974995568 | 0.04363186154266696 | 0.06312455436977933
HYMB | 0.002432637141195793 | 0.03435466903421136 | 0.006543897956860611 | 0.03425252646637646 |  | -0.02590372107090977 | 0.08323775605875781 | -0.03423717152311778 | 0.06063365424036127
IBDL | 0.001479097617399949 | 0.03354014939486937 | 0.008224400572826251 | 0.02977294942116391 |  | -0.004837435930402867 | 0.03221744998013108 | -0.006298455434988748 | 0.02915556844531746
IBMG | 0.001142939742279081 | 0.009796887916241616 | 0.004336944158330525 | 0.01493821567118986 |  | 0.0005449040461944499 | 0.01662577441310447 | -0.002593770216229085 | 0.01430632413976651
IEFA | 0.0037974683544304 | 0.07795178679331045 | 0.02891566265060219 | 0.07599767226800798 |  | 0.04635514487713577 | 0.0905773876639949 | 0.03382740783218963 | 0.1717748006928503
IEMG | 0.01427297056199817 | 0.09342572838761548 | 0.05989279888137955 | 0.1004899332514514 |  | 0.01443547111661436 | 0.16507502976598 | 0.02253296046477371 | 0.1880935403605569
IEUR | 0 | 0.09107968662872587 | 0.02128180039138927 | 0.08446635280975782 |  | 0.05602070574017537 | 0.1044053069882488 | 0.03094506107510875 | 0.2079091554407405
IJH | 0.01381298420515287 | 0.1182727468659528 | 0.01552066414004694 | 0.1166639373946422 |  | 0.1233396001031715 | 0.1165452658625442 | 0.09242137684858998 | 0.1395836641939038
ILF | -0.007871433256805505 | 0.1816479795075237 | 0.06739590684544816 | 0.1723874436147819 |  | -0.02882388945695513 | 0.268733655127215 | 0.059342479552843 | 0.2817230516128829
ILTB | 0.002851228332225952 | 0.06479477769106858 | 0.0134950745504423 | 0.07392492012283941 |  | -0.03025899005360988 | 0.09440473154475186 | -0.06558870805447825 | 0.09441763431174287
INDA | 0.04667149059334297 | 0.1220540092190765 | 0.07426661715558858 | 0.1236208411369861 |  | 0.02692052627243768 | 0.1756271947698518 | -0.02288632983508376 | 0.1831149588797998
IPAC | 0.007289204097715052 | 0.06691739903173193 | 0.03838342810723017 | 0.08661793813634436 |  | 0.03284515612059824 | 0.0936097435630598 | 0.04468113800617801 | 0.127937973242822
IPE | -0.001408698714562284 | 0.02949620129977417 | 0.006745961299485348 | 0.03946362306205039 |  | -0.01203619415739421 | 0.04558937489212035 | -0.01395383240463188 | 0.04760607860821713
ITE | 0.001428030647632639 | 0.02483722609086884 | 0.005291305505884303 | 0.02530421135030825 |  | -0.01220693070722656 | 0.02638109610838172 | -0.01867148975430455 | 0.02670198647708305
IVOV | 0.01239034096047775 | 0.128061509360906 | 0.007560756075607689 | 0.1239958582758598 |  | 0.1342657277576027 | 0.1270074843753395 | 0.1177172277764156 | 0.1482837255059392
IWP | 0.01625526791089715 | 0.07545791918995452 | 0.03315311639294083 | 0.08729341117942167 |  | 0.08110425741948091 | 0.1013891628362566 | 0.04371367622510935 | 0.1258811912592337
IYF | 0.01529806553493884 | 0.1149313391644975 | 0.006260393230949957 | 0.1129962534846898 |  | 0.139907401655017 | 0.1204007887786406 | 0.1465096350315831 | 0.1444316215777823
MGV | 0.00808262236192192 | 0.07921566758108851 | -0.003403373779224506 | 0.07172134442828987 |  | 0.08385094169273244 | 0.08500293175836544 | 0.07559014445016965 | 0.1067532755442456
MNA | 0.01061657819518169 | 0.0407063481515078 | 0.01123595505617958 | 0.03841894136607647 |  | 0.02983239420158479 | 0.04641535600936376 | 0.05092359436531768 | 0.05440578809955338
MUB | 0.002094001923077071 | 0.02744443195312126 | 0.005524560589912131 | 0.02856318835341537 |  | -0.02061699578061826 | 0.04021892780520221 | -0.03194878452720096 | 0.0367021759651606
NFRA | -0.01033940211283424 | 0.05365552597798679 | 0.01381533502187438 | 0.06752282349947389 |  | 0.02589713517185155 | 0.09643279670685898 | -0.01813294960972223 | 0.1246869230452364
NYF | 0.003860065981481364 | 0.03220467440245846 | 0.009936066688930767 | 0.03082593238824365 |  | -0.01815369280697565 | 0.04654429011645606 | -0.02823688879970032 | 0.0367899509776789
PBP | 0.0119610570236437 | 0.0421587261296405 | 0.01904761904761876 | 0.04697531458789272 |  | 0.03798358564682647 | 0.05320511785706678 | 0.05085271142993419 | 0.06670365050241696
PFXF | 0.01421608829958276 | 0.04987809261953256 | 0.03098865410091922 | 0.05760601108063303 |  | 0.01664050930135108 | 0.0880863003197079 | -0.02553731382750379 | 0.07362501561296529
PWZ | -0.004329004329004182 | 0.05683975895820442 | -0.001365833837209895 | 0.04773045391453418 |  | -0.02541470437247351 | 0.0553047040976065 | -0.0431980730357191 | 0.04748305978489296
QAI | 0.004871259568545616 | 0.02357088797150961 | 0.006973500697350143 | 0.02341296197173287 |  | 0.005239274540267846 | 0.02959411186612788 | -0.01360960560326874 | 0.03576781272235605
SCHC | 0.01132578281145924 | 0.08675185713159382 | 0.03688524590163933 | 0.08696967953126021 |  | 0.0483530349884278 | 0.09459977758449373 | 0.01904053236539616 | 0.1633424869372634
SCJ | 0.01149570390475207 | 0.09928059690078517 | 0.03453841187863138 | 0.1021550380248621 |  | 0.01316415663087156 | 0.1037767976225639 | 0.0606819173037576 | 0.1280740255415687
SGDM | 0.0492700729927007 | 0.3084653504399267 | 0.1686991869918699 | 0.4177223073366764 |  | 0.05237597536552907 | 0.477399535959164 | -0.2031541800661425 | 0.4739191720822542
SHYG | 0.006321300904977178 | 0.01965760608428973 | 0.009502506281916068 | 0.01846075433318808 |  | 0.03161518079301051 | 0.04140378941699387 | 0.04845194829162347 | 0.04371192400545063
SLQD | 0.002161432007288466 | 0.01298830439252356 | 0.005407420301113408 | 0.01244862071736403 |  | -0.001353330284199261 | 0.01821507065893629 | -0.00274966990854808 | 0.02011953261826744
SLV | 0.0306936771025168 | 0.1627396378869503 | 0.08743523316062185 | 0.1624771621637849 |  | -0.03505747126436776 | 0.2342244939566384 | -0.1102278749337574 | 0.2444294560643731
SNLN | -0.003210272873194309 | 0.01532433712380086 | -0.003602563001819048 | 0.01810257675760101 |  | 0.01948524341471125 | 0.02039552786299197 | 0.02514785299212074 | 0.0223939045472757
VAW | 0.01095299698145724 | 0.142854259504278 | 0.03414203793559767 | 0.1286969602318087 |  | 0.1154138365085871 | 0.1247435580725233 | 0.09409343746587595 | 0.1517535879180573
VB | 0.01078998073217718 | 0.1234911499498841 | 0.0111016883817745 | 0.1216038177509112 |  | 0.1233877700340167 | 0.1277287312838022 | 0.08717909954752323 | 0.1470377827823234
VCR | 0.001663641863279164 | 0.06058918047784026 | 0.02483558994197299 | 0.07229881656956598 |  | 0.07827631438144089 | 0.1009225853588278 | 0.05241686582855687 | 0.1196194152600607
VGT | 0.02960604854755289 | 0.09187655068550868 | 0.05642658827372227 | 0.09224334968415979 |  | 0.08305122575143287 | 0.1178345530666761 | 0.1104542529922394 | 0.1351389578441242
VIOG | 0.009843294747617914 | 0.1443878045465074 | -0.005506010081426815 | 0.1467813306332635 |  | 0.1495582539492335 | 0.1533798346374245 | 0.1139362459875581 | 0.1564871003581837
VIOV | 0.003550595992898531 | 0.156241692698598 | -0.02288254177298554 | 0.1577634903651368 |  | 0.1447642016831605 | 0.1630537854996683 | 0.1276087515691768 | 0.1665809071581302
VIS | 0.01165113182423427 | 0.1069746619516871 | 0.01266244585138288 | 0.1012757943251205 |  | 0.1086595964157595 | 0.1137293409804014 | 0.1063711661849946 | 0.1341249396566765
VNQI | 0.01176470588235312 | 0.07043003116008063 | 0.03489771359807459 | 0.0802676633815706 |  | -0.0007232526097352698 | 0.1176204291729554 | -0.05524220628960241 | 0.1496788129063239
VOX | -0.04482758620689653 | 0.1310003694178326 | -0.06256043318507065 | 0.1541897144055034 |  | 0.08588365397896669 | 0.1529675861017326 | 0.003749239077534439 | 0.152616680937802
VPU | 0.01051840721262187 | 0.121771831797161 | 0.009475560559151885 | 0.1157423299935922 |  | 0.01154494911701942 | 0.1644985655306545 | -0.007964902226480497 | 0.1557954928071041
VTEB | 6.239441673838719e-05 | 0.03415975089288312 | 0.005247164557283801 | 0.03163778092953914 |  | -0.02137369936678257 | 0.04562101931158847 | -0.03241861842824612 | 0.03899639800775159
VTI | 0.01312178387650098 | 0.07423769509523996 | 0.01660929432013769 | 0.07200699483646197 |  | 0.0843353214704523 | 0.08522376035330687 | 0.06730745913658964 | 0.1103903124833427
VUG | 0.0179630275549354 | 0.06156431792289 | 0.03972212326327029 | 0.06579529965351892 |  | 0.06626072798485105 | 0.08915631566916415 | 0.04299058225771013 | 0.1098786297164236
XLP | 0.01103500761035003 | 0.09401829873364648 | 0.0238921001926784 | 0.08914403142941002 |  | 0.01582390950170165 | 0.1079858565371361 | -0.01523416272226419 | 0.1093938804759246
YYY | 0.02080561339276299 | 0.04096321573879156 | 0.03425170883798989 | 0.03216427518555459 |  | 0.06282916407697514 | 0.08535739354195211 | 0.03002122290652487 | 0.08851277873168979
RFR