Spreadsheet: 583753d1532623864-maximization-problem-excel-help
Sheet: P5

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 | 0.006885593220339103 | 0.05071417128156273 | 0.02286790422383644 | 0.04911814449436022 |  | 0.0552844071082883 | 0.07057461721443184 | 0.004725279154135231 | 0.08997809609204219 |  |  |  |  |  |  | 1
AOA | 0.000608519269776675 | 0.06496865149397478 | 0.01522947108458506 | 0.05909539551927574 |  | 0.04256368033907076 | 0.06696919903178637 | 0.04344699846038247 | 0.1011763991731516 |  |  |  |  |  |  | 2
AOM | -0.0002770850651149237 | 0.02727019889873991 | 0.01064425770308119 | 0.02949573660120397 |  | 0.02276816459851627 | 0.04097473287219808 | 0.009950117433263017 | 0.05423042494733047 |  |  |  |  |  |  | 3
AOR | 0.0002386065378192637 | 0.050378750133881 | 0.01378476420798047 | 0.04358105701998598 |  | 0.03313202482821964 | 0.05192660784256672 | 0.02762707426269895 | 0.0763147572025528
BNDX | 0.002892386320737961 | 0.02377771806711404 | 0.007376256900413436 | 0.02480732088221059 |  | 0.003788005354110169 | 0.03358989284540281 | -0.02150724674900606 | 0.03370476273167058
CMF | -0.0009559095562726716 | 0.03404574561471739 | 0.0007782409218453079 | 0.02661279371052527 |  | 0.00500865929761396 | 0.05204122422790616 | -0.04041690602894277 | 0.04003244918801271 |  |  |  |  |  |  |  | Started
CVY | -0.005774783445620879 | 0.06357131950558943 | 0.003399708596405926 | 0.06837004279386608 |  | 0.02376364455816948 | 0.08604656797114288 | 0.06220322889766083 | 0.1192607093652744 |  |  |  |  |  |  |  | Ended
CWB | -0.004557042593718919 | 0.05577301796120385 | 0.001939532496721963 | 0.05674548602852702 |  | 0.05107173572872403 | 0.0793792770683974 | 0.05612092891678144 | 0.08885767391870006
DLS | -0.001867123074529298 | 0.06956527825535498 | 0.01167008358303123 | 0.07056534689545736 |  | 0.06033469716324924 | 0.07797275878960334 | 0.05068429314469558 | 0.1572297542932477
EFG | -0.001487209994051164 | 0.06403584818335208 | 0.009017132551848439 | 0.06527420449614063 |  | 0.0580740350180724 | 0.08656045164037414 | -0.01805193116418713 | 0.1468614455835786
EMLC | 0.002525651574513788 | 0.08959170682696273 | 0.003629754715014144 | 0.07407780194949372 |  | 0.03907951679035748 | 0.1348090134470257 | -0.02538671348432719 | 0.1250800494911574
EWC | -0.0341972642188626 | 0.1119270946381774 | -0.01613494682801619 | 0.1080182870020398 |  | 0.01681341864330599 | 0.120630853768759 | 0.04143265206933511 | 0.1416020353402026
FENY | -0.007451564828613755 | 0.1629941957981159 | -0.03174218560697839 | 0.1527534680858753 |  | -0.05814315210090737 | 0.1813315996782103 | 0.001104741994611746 | 0.2012339427596941
FHLC | 0.01582815149802141 | 0.0948821251882824 | 0.04842473745624276 | 0.094901029269433 |  | 0.1100766248115186 | 0.1323031358316126 | 0.03913485054440624 | 0.1358469059334861
FLRN | 0.003068269732616535 | 0.01846360104058112 | 0.002086793930529796 | 0.01386925460628933 |  | 0.007588188962960096 | 0.02171802051013121 | 0.01015204791194368 | 0.01849554655215991
FNDF | -0.001529636711281035 | 0.08869532163034873 | 0.000958405213724367 | 0.08739093365657033 |  | 0.0342092567032477 | 0.09801622144181185 | 0.04922131731447554 | 0.169809943683043
FREL | -0.0004173622704508606 | 0.0833682922402816 | 0.01547593809624748 | 0.09642916400823952 |  | 0.03623895250637954 | 0.1467703531761645 | -0.03028516621897814 | 0.1497041409337773
GMF | 0.002975171542508148 | 0.1148499326497394 | 0.03097893432465937 | 0.09143845694481628 |  | 0.06977958098728454 | 0.1325339243946069 | 0.01995952107849042 | 0.1587847580431042
GVI | -0.002328229639800061 | 0.02301106113826657 | 0.0002152293031196795 | 0.02259190822067993 |  | 0.001938126513991723 | 0.02519459096496647 | -0.01745723224682127 | 0.0233143788664649
GXC | -0.004711717296962292 | 0.1361763673608203 | 0.03748222825384517 | 0.1086358623735907 |  | 0.06252315488846083 | 0.1455150239258777 | 0.009074461927896627 | 0.1731465764741466
HYEM | 0.006914841987831322 | 0.03679046507048857 | 0.007736477925805785 | 0.0398412582937868 |  | 0.04517140995583291 | 0.06949161543220678 | 0.03339232371099499 | 0.06257182401152714
HYMB | 0.004323192622667227 | 0.02522148410288825 | 0.01114067767441096 | 0.02780161207857239 |  | 0.01901751455182077 | 0.08355997358815531 | -0.03188940905966231 | 0.06071666236521667
IBDL | 0.0007434200157605542 | 0.01675569614903189 | 0.002718831425187807 | 0.02479951511949055 |  | 0.008190441536173099 | 0.03052890172576021 | -0.006996366766520712 | 0.02814792023373672
IBMG | 0.0005611127768485602 | 0.02592968053189705 | 0.002790260717691284 | 0.01925460996357948 |  | 0.006951229943694015 | 0.01912941492247364 | 0.0007140478661391558 | 0.01552336119215542
IEFA | -0.000177619893428016 | 0.07799860780091786 | 0.006796637453049481 | 0.07421188682692684 |  | 0.0470042787666638 | 0.0874186632017192 | 0.02310179028861836 | 0.1620713015225321
IEMG | -0.001932989690721754 | 0.1392049342090612 | 0.01507208387942316 | 0.1093559546414334 |  | 0.07261748218971897 | 0.1608366583164462 | 0.02323748083809662 | 0.1850578195443985
IEUR | 0.0007085498346717234 | 0.08559878936935619 | 0.005457997152349181 | 0.0841933349077446 |  | 0.05011088020255361 | 0.09856782864883132 | 0.01326488440597307 | 0.1968230065951822
IJH | -0.008499074930619854 | 0.1241460224288007 | 0.007934642059480579 | 0.1102490051151899 |  | 0.02734197024954788 | 0.1177187077199781 | 0.09947321921871977 | 0.1391194741457482
ILF | -0.01193842287150493 | 0.2913580662079027 | 0.02309694209499025 | 0.2343101322347217 |  | 0.1192050093571171 | 0.2827643010466009 | 0.09265803594850897 | 0.2792231623022779
ILTB | -0.003816703035509628 | 0.07205545122893156 | 0.004642929216723823 | 0.06721500951362243 |  | 0.01476450252005068 | 0.09593550895008833 | -0.06970684678804939 | 0.09440478498351763
INDA | 0.02432339842411779 | 0.1548074538230873 | 0.02925989672977636 | 0.1290295520029653 |  | 0.1003010690520572 | 0.1729120051632946 | -0.01012861896109085 | 0.1797147756384629
IPAC | 0.0001929012345680547 | 0.08739773329445161 | 0.00895115781280409 | 0.07818173368992512 |  | 0.03953762114100812 | 0.09442532525536344 | 0.04200439026374725 | 0.1211792170267198
IPE | -0.00511975219642069 | 0.04308008329650608 | -0.001954144195631669 | 0.03696969314613961 |  | 0.001333557425873044 | 0.04649901564435985 | -0.02017904605056453 | 0.04709746274238483
ITE | -0.004191400153720881 | 0.02706784768329195 | -0.002356884227023626 | 0.02507316452732277 |  | -0.002885235174519662 | 0.02810542856561134 | -0.02120968562891223 | 0.02635265582722315
IVOV | -0.013110742068001 | 0.1214824162064749 | -0.001415052622269486 | 0.1125712215660501 |  | 0.007928951180429022 | 0.1275203616750381 | 0.1148796115950725 | 0.1474056731714412
IWP | -0.007145616067980032 | 0.09566513966502961 | 0.0143040347242771 | 0.08108637651860415 |  | 0.04119899523962678 | 0.09731798840905949 | 0.05676943073268759 | 0.1244340393633394
IYF | 0.007339794862143645 | 0.1181752638501896 | 0.03449942017781216 | 0.1159935027448275 |  | 0.05447490972165547 | 0.1253854755554728 | 0.1721379316005258 | 0.1435086749943525
MGV | 0.0094012149262368 | 0.0847218650402431 | 0.03239644970414246 | 0.07958913520514665 |  | 0.04653741809380452 | 0.08570646917402863 | 0.1086223341214356 | 0.1066236293945696
MNA | 0.008443093549476588 | 0.02267224867088786 | 0.005048805116122601 | 0.02918231626442929 |  | 0.02404144560576582 | 0.04041155411172243 | 0.02861777382607356 | 0.05390147119861557
MUB | -0.0006212397657406887 | 0.02727713397484783 | 0.0002099596467080023 | 0.02538250464810664 |  | 0.003910854952878573 | 0.04154296439336095 | -0.03501522875196428 | 0.03725255294969002
NFRA | 0.006706908115359012 | 0.04495798645427098 | 0.01624915368991187 | 0.0517193842389509 |  | 0.05308390770252491 | 0.09006305955830461 | -0.005429724616231257 | 0.1202600220554211
NYF | -0.0007678231597972873 | 0.02620894111159994 | 0.00105559322129789 | 0.02565549927844359 |  | 0.008372138852081212 | 0.04749802353656753 | -0.03222181790667389 | 0.03702860780985764
PBP | 0.008695652173912771 | 0.04151560939075449 | 0.01054562127464442 | 0.03576315351690024 |  | 0.02058562999499536 | 0.04951055382614427 | 0.04955826570372635 | 0.0668425029437424
PFXF | 0.001143951234134244 | 0.02992611372713326 | 0.006844020085318592 | 0.03435045853021691 |  | 0.04331371016024166 | 0.08560014122201076 | -0.0195854345850045 | 0.07236634837398154
PWZ | -0.003955696202531889 | 0.0331655686119743 | 0.000300946193706908 | 0.03707837440953642 |  | 0.001402038832826635 | 0.05517775068389579 | -0.04875783603551931 | 0.04665194639277177
QAI | -0.001724137931034431 | 0.02617476899509663 | 0.004859423811176766 | 0.0234404637726819 |  | 0.01119544633222569 | 0.02771768332761954 | -0.01293809653966516 | 0.0350428045582583
SCHC | -0.013290113452188 | 0.07257819529520892 | -0.003926701570680535 | 0.08034617493080222 |  | 0.04020304203781122 | 0.09051981850830845 | -0.002554179985579941 | 0.1541394201209594
SCJ | 0.006278713629402688 | 0.0692213889179734 | 0.01923375213277478 | 0.07645820170090836 |  | 0.06367435422237544 | 0.1019853105542136 | 0.06757416076933542 | 0.1199315588754195
SGDM | -0.1405895691609977 | 0.367698120066387 | -0.1433092224231465 | 0.3594259158068662 |  | -0.03786450967282196 | 0.4502911211419321 | -0.2642053897730821 | 0.4621907016729385
SHYG | 0.0003656865240628804 | 0.02848711414172885 | 0.00162427199672921 | 0.02219348360294329 |  | 0.01932910439864699 | 0.04156801684159629 | 0.03940252075499262 | 0.04288608178509436
SLQD | -0.001488198199484203 | 0.01471796904161553 | -9.917144817184198e-05 | 0.01460449843088437 |  | 0.005092379346556042 | 0.01829750636320188 | -0.003233928354679061 | 0.01772774985890768
SLV | -0.02989449003516986 | 0.2080171376934885 | -0.001207000603500319 | 0.19103624905302 |  | 0.01971657424522499 | 0.2223752335631796 | -0.111170784103115 | 0.2409814405580821
SNLN | 0.005913978494623828 | 0.01712319606433198 | 0.007982092467500701 | 0.0180953767793629 |  | 0.01087099996756957 | 0.02068157622440647 | 0.02589974710390619 | 0.02228727818051
VAW | -0.01180311401305867 | 0.1282069473045878 | -0.001944538383496841 | 0.1083505545700647 |  | 0.02172024856512711 | 0.1203798878805944 | 0.0952601211716444 | 0.1520663783245702
VB | -0.01313836104513078 | 0.1289529684541226 | 0.004154078549848839 | 0.117921068103753 |  | 0.01989625464798372 | 0.129019342904854 | 0.08457421717715308 | 0.1462296714056327
VCR | -0.00352086848089217 | 0.0907044727889029 | 0.02081454764051682 | 0.07622232774492466 |  | 0.03029554751305197 | 0.09842870581924595 | 0.08378749019460652 | 0.119027391248738
VGT | 0.008203507187476644 | 0.08378082832331778 | 0.04062767031771952 | 0.08027899586546627 |  | 0.1047954149948196 | 0.1149607269195842 | 0.1372500415599558 | 0.13218553173494
VIOG | -0.01744712990936537 | 0.1361708037971883 | 0.00238865772846375 | 0.1360917372633065 |  | 0.01604979459544165 | 0.1530383579264641 | 0.1023426593510033 | 0.1552370423320842
VIOV | -0.02370990237099035 | 0.1537081528912467 | -0.01064183571666111 | 0.1481619535086472 |  | -0.02180077139439951 | 0.1668497933798767 | 0.1058683666476503 | 0.1677648049257953
VIS | -0.001038255730373083 | 0.1166122156019521 | 0.02870301834032385 | 0.1063008549785502 |  | 0.02664006029880817 | 0.1160347911598141 | 0.1279426861008006 | 0.1347271974898534
VNQI | -0.006484836925424453 | 0.07818879416603437 | 0.009104998062766434 | 0.07228065121475677 |  | 0.03514911418097144 | 0.1071240740916501 | -0.05277109620805687 | 0.1445744430866721
VOX | -0.03710086163203263 | 0.1275200240833841 | -0.03680794970594214 | 0.1247310511837989 |  | -0.02442296594442417 | 0.1547146311723605 | 0.003796464694888257 | 0.1538538762410567
VPU | 0.03486878326298415 | 0.1105555545984866 | 0.04726529854211181 | 0.1172415809173733 |  | 0.08947605573013329 | 0.1603968605957191 | 0.04376484510022993 | 0.1565066417522039
VTEB | -0.00173011538279666 | 0.02761385851360603 | 0.0002545165945735395 | 0.0288784503006427 |  | 0.003467888160431754 | 0.04642162713756046 | -0.03264563072290261 | 0.03918392420807666
VTI | 0.004698705795070257 | 0.0811676108717851 | 0.02921803749366636 | 0.0733768547414078 |  | 0.05631494522613822 | 0.08352291961605254 | 0.09590121520841266 | 0.1094188881503628
VUG | 0.008259636242282431 | 0.07384839833245536 | 0.03609396433470491 | 0.0652117141815544 |  | 0.08389570747638242 | 0.08571871486196121 | 0.08249258680925609 | 0.108332980397939
XLP | 0.006793977230995285 | 0.07089116978446464 | 0.03452830188679257 | 0.0766349346376787 |  | 0.07234416200392713 | 0.1061014685264487 | 0.02621495764971016 | 0.1083531690784311
YYY | 0.009161147676486348 | 0.05140779468334462 | 0.01260809852246481 | 0.04133747439052295 |  | 0.05142655360429482 | 0.07792249360713689 | 0.02054634825691615 | 0.08651161266467647
RFR