Spreadsheet: 583753d1532623864-maximization-problem-excel-help
Sheet: P9

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 | 0.003472179 | 0.05481019890763264 | 0.01166863 | 0.04247704890208227 |  | 0.05975827 | 0.05042093558476976 | 0.08245753 | 0.08046903009776943 |  |  |  |  |  |  | 1
AOA | 0.02050252 | 0.07566819265127867 | 0.01920961 | 0.0555823975291723 |  | 0.05338011 | 0.05663390279666995 | 0.1155031 | 0.07587522417436074 |  |  |  |  |  |  | 2
AOM | 0.01126683 | 0.03198433891093429 | 0.01618672 | 0.03051953617815384 |  | 0.03613981 | 0.03487324327238999 | 0.0578252 | 0.04398306547855885 |  |  |  |  |  |  | 3
AOR | 0.01585428 | 0.05729222293492038 | 0.01639677 | 0.04464219865826725 |  | 0.04600777 | 0.04524224474669956 | 0.08685491000000001 | 0.05854320378110679
BNDX | -0.0006226466 | 0.02059146872815694 | 0.006692091999999999 | 0.0198667817289553 |  | 0.01637337 | 0.02585844648418743 | -0.001825798 | 0.03001849151882121
CMF | -0.003612925 | 0.02322102405681948 | 0.004145109 | 0.02504077519521305 |  | 0.0160201 | 0.02910205802589782 | -0.01316141 | 0.03946018717407863 |  |  |  |  |  |  |  | Started
CVY | 0.009708682 | 0.06620763241690199 | 0.005301965 | 0.06094563827079089 |  | 0.03224695 | 0.0715154211443688 | 0.1270223 | 0.09200663885798656 |  |  |  |  |  |  |  | Ended
CWB | 0.01856414 | 0.06178464652350088 | 0.01883522 | 0.05050581321014158 |  | 0.0422528 | 0.06101911747870289 | 0.1304405 | 0.07701917190831789
DLS | 0.04740132 | 0.08009214693784118 | 0.04964106 | 0.06779675084092776 |  | 0.08857782 | 0.07192687017672743 | 0.1595883 | 0.0913680684503666
EFG | 0.03524859 | 0.1127540732593446 | 0.03971798 | 0.08423818778523423 |  | 0.09040141 | 0.07460217964618564 | 0.1248622 | 0.09883058701935472
EMLC | 0.008191043 | 0.07182640138431204 | 0.01914515 | 0.0616108082290274 |  | 0.05651316999999999 | 0.0775541458101348 | 0.03338453 | 0.1136131470600788
EWC | -0.02996675 | 0.1296774409898019 | -0.02455357 | 0.1091694502670721 |  | -0.03247236 | 0.1183465406523154 | 0.05632159 | 0.1300645755390844
FENY | -0.03249093 | 0.1344758368700518 | -0.04431987 | 0.1275485112026488 |  | -0.07148806 | 0.1439132337466272 | -0.00167911 | 0.1804246799943864
FHLC | 0.0252384 | 0.07842231251968149 | 0.02380292 | 0.06259912298862115 |  | 0.07838312 | 0.09096519233578172 | 0.177346 | 0.1243068618265431
FLRN | 0.001184848 | 0.008118974292145555 | 0.00172722 | 0.007721093560289608 |  | 0.004097585 | 0.01316326253444339 | 0.008662888 | 0.01773040050251128
FNDF | 0.02937856 | 0.1434115793116381 | 0.01977615 | 0.105294327169608 |  | 0.04994235 | 0.09397094509067412 | 0.1301698 | 0.1109460899962135
FREL | -0.01904119 | 0.09541299597485775 | 0.009212782000000001 | 0.08131588607365717 |  | 0.04696871 | 0.1024406716328825 | 0.1071877 | 0.1455391139021105
GMF | 0.02249278 | 0.09794677444914403 | 0.02475023 | 0.07795285857267241 |  | 0.09770982 | 0.09816470263876621 | 0.1262646 | 0.1371910718384238
GVI | 0.0006376 | 0.02088486232094415 | 0.007373205000000001 | 0.01935656539901472 |  | 0.01227473 | 0.02231541706671859 | -0.00494033 | 0.02254977491175832
GXC | 0.01460655 | 0.1145777764318725 | 0.02437538 | 0.09580172345601257 |  | 0.08732212 | 0.1153743553691878 | 0.1220739 | 0.151212749702289
HYEM | 0.009649138 | 0.04757963575102559 | 0.01644574 | 0.03748593788828339 |  | 0.03261803 | 0.04323830685234401 | 0.05543766 | 0.06115552254144899
HYMB | -0.00227316 | 0.03131233751801982 | 0.009416042999999999 | 0.02784314289003913 |  | 0.02685207 | 0.03244091385085837 | -0.006704858 | 0.06189431220758497
IBDL | 0.001872945 | 0.01887698799471939 | 0.006092845 | 0.01736041879926805 |  | 0.01201351 | 0.02262992537203325 | 0.001992688 | 0.02678212571017307
IBMG | 0.0009063939999999999 | 0.0130658212623073 | 0.003036963 | 0.01885462977251724 |  | 0.002657484 | 0.01897015434659486 | 0.002983084 | 0.01693559182098534
IEFA | 0.04085166 | 0.1233756017981251 | 0.03761864 | 0.09211634972181673 |  | 0.07992099 | 0.08201935787831079 | 0.1404577 | 0.1005331898898256
IEMG | 0.02455776 | 0.114500798160109 | 0.0301318 | 0.09240468833901423 |  | 0.08675497 | 0.117049785730104 | 0.1314301 | 0.1606049606146341
IEUR | 0.05355512 | 0.1622767906838499 | 0.05139864 | 0.119051920018449 |  | 0.09953625 | 0.0966424004980981 | 0.1773081 | 0.1133760811213285
IJH | 0.02000944 | 0.1281116252620031 | 0.009286276999999999 | 0.1012840031407754 |  | 0.03373532 | 0.1117183825204551 | 0.1829004 | 0.1209144256513302
ILF | 0.001251593 | 0.2229046734826034 | 0.009145409 | 0.1854950121489564 |  | 0.04952444 | 0.2156553557913156 | 0.09334984 | 0.259770932942263
ILTB | -0.002951035 | 0.07998484151607291 | 0.01420715 | 0.07664908308099785 |  | 0.03195472 | 0.07711362571001015 | -0.008156312 | 0.08866086145415115
INDA | 0.02083333 | 0.1572387674711977 | 0.02715577 | 0.1247822401207438 |  | 0.1287958 | 0.1377264084799615 | 0.1351066 | 0.172010870788321
IPAC | 0.01924351 | 0.08533700399692988 | 0.01595246 | 0.07688922006936913 |  | 0.04656424000000001 | 0.08395469297424418 | 0.08266800999999999 | 0.1019545899499734
IPE | -0.003375311 | 0.04107010516967061 | 0.001562577 | 0.04192235167470054 |  | 0.008101197 | 0.04386947272198904 | -0.005613157 | 0.04599835065524523
ITE | -0.0003931655 | 0.02032354469727806 | 0.005630250999999999 | 0.02119554782179005 |  | 0.01011267 | 0.02432050427340705 | -0.008815005 | 0.02476766066502054
IVOV | 0.0110274 | 0.1351693113221033 | -0.001858795 | 0.1093454125060604 |  | 0.01166229 | 0.1166180701941479 | 0.1716036 | 0.1291047360769115
IWP | 0.02862431 | 0.09339422266394802 | 0.01821511 | 0.07616543737282304 |  | 0.05396056 | 0.08668489633493659 | 0.1621013 | 0.102691150514944
IYF | 0.01027137 | 0.1377037025738403 | 0.002018252 | 0.1103589586160863 |  | 0.02826145 | 0.1135360002181707 | 0.1870725 | 0.1193392518550776
MGV | 0.006621609000000001 | 0.09240645806889239 | -0.001750987 | 0.0722584214679638 |  | 0.02707875 | 0.07486418904081271 | 0.134066 | 0.08879372916955383
MNA | 0.001654571 | 0.02210264787854736 | 0.009336469 | 0.02448548028673737 |  | 0.02263514 | 0.02967401956998784 | 0.05691111 | 0.04449056557542202
MUB | -0.00298152 | 0.0254272710479063 | 0.005065039 | 0.02098270336858571 |  | 0.01515064 | 0.02542599722184596 | -0.01006204 | 0.0322750822778442
NFRA | 0.008493102 | 0.07526710367000074 | 0.01379382 | 0.05760605240988923 |  | 0.05217242 | 0.0651540964522661 | 0.09755362999999999 | 0.09843035506090404
NYF | -0.003641706 | 0.01720310504285128 | 0.005842393 | 0.01944439355218296 |  | 0.01511174 | 0.02599337600899543 | -0.008647572999999999 | 0.03607196007664193
PBP | 0.01183433 | 0.06411023751693429 | 0.008163279 | 0.05378919783774381 |  | 0.02536897 | 0.04854945997969108 | 0.08110851000000001 | 0.0600228073961691
PFXF | 0.005932726 | 0.03803508012338765 | 0.01319612 | 0.03418945046751592 |  | 0.03704338 | 0.05146940432700609 | 0.04765424 | 0.0722054702841732
PWZ | -0.004295221 | 0.04946970331389719 | 0.008109769 | 0.04079102915850331 |  | 0.01502987 | 0.03983884167859539 | -0.01191405 | 0.04611216558102436
QAI | 0.008284425 | 0.02900733941827819 | 0.004125092 | 0.02496233639141766 |  | 0.01564669 | 0.02523070466384046 | 0.01814322 | 0.02984047734717173
SCHC | 0.03260522 | 0.07899045171481511 | 0.04117456 | 0.05925637210145539 |  | 0.06985894 | 0.07992680392154057 | 0.1290671 | 0.1016703687170414
SCJ | 0.03255742 | 0.05882995484922671 | 0.02321726 | 0.09115263860133868 |  | 0.05700052999999999 | 0.08483714632246468 | 0.06663511 | 0.1044660372097309
SGDM | -0.1054105 | 0.3021859171971003 | -0.04529616 | 0.2796492125294018 |  | -0.1209899 | 0.3824355201760244 | -0.1580299 | 0.4493584056497841
SHYG | 0.006282830000000001 | 0.02062078087288867 | 0.007776374 | 0.021572176339877 |  | 0.01685455 | 0.02905201485920316 | 0.05400082 | 0.03793884776162194
SLQD | 0.0005891296 | 0.008833619742960706 | 0.003937183 | 0.008976768867938712 |  | 0.008316537 | 0.01266259232584657 | 0.004438473 | 0.01565725903204835
SLV | -0.08605852 | 0.1194378158643357 | -0.07652172 | 0.1449604125185467 |  | -0.04093921 | 0.1691717086531289 | -0.08553386 | 0.214972346086105
SNLN | 0.001617288 | 0.02012217372557027 | 0.00506374 | 0.01837457170990811 |  | 0.008881028 | 0.01907286802482872 | 0.02825868 | 0.01946858406686341
VAW | 0.02754163 | 0.1388609703715294 | 0.010005 | 0.1098554985253136 |  | 0.01992397 | 0.1219765101956718 | 0.1755174 | 0.1290837612433563
VB | 0.02148009 | 0.1239907241121456 | 0.009753925 | 0.1030290151058007 |  | 0.03318664 | 0.1178115114846071 | 0.1894313 | 0.1290946346350403
VCR | 0.03330426 | 0.08624150102982134 | 0.0262151 | 0.07074380506882055 |  | 0.0698878 | 0.07847324509785823 | 0.1908172 | 0.09827206797485732
VGT | 0.04591535 | 0.09229773139623978 | 0.03457939 | 0.07703093505625225 |  | 0.1022294 | 0.08329505514425646 | 0.2075158 | 0.1080007679772382
VIOG | 0.03674011 | 0.1507088178328843 | 0.01439451 | 0.1347636006922298 |  | 0.03774777 | 0.1433309823329441 | 0.2338878 | 0.147387537220011
VIOV | 0.02816299 | 0.1539211142958902 | 0.005020487000000001 | 0.1395267467637322 |  | 0.01376463 | 0.1496264941999402 | 0.2023127 | 0.1559021272184127
VIS | 0.0289276 | 0.1247839587087049 | 0.02052851 | 0.09651994866165989 |  | 0.04993280000000001 | 0.1040847482709022 | 0.1935656 | 0.1158935256421495
VNQI | 0.003642932 | 0.08165506617271985 | 0.03454751 | 0.06658889573410284 |  | 0.07302824000000001 | 0.07930150168357651 | 0.06765734 | 0.1123133097963816
VOX | -0.01155897 | 0.1154705564106348 | 0.01855164 | 0.1131918667579466 |  | -0.01411241 | 0.1296877936605341 | 0.1220889 | 0.1467813867042173
VPU | -0.009387609 | 0.07443806520476669 | 0.002486073 | 0.06575801697282897 |  | 0.0694862 | 0.1058746961899946 | 0.09433499 | 0.1525156271442377
VTEB | -0.002197748 | 0.01893306775002775 | 0.005041664 | 0.01816315801051157 |  | 0.0147135 | 0.02534041285831034 | -0.008755441000000001 | 0.03562658027579346
VTI | 0.01940463 | 0.08735486794321043 | 0.01327069 | 0.06723344419648988 |  | 0.05137928999999999 | 0.07295545341967373 | 0.162761 | 0.08993344939923544
VUG | 0.03196577 | 0.0737653549975419 | 0.02959065 | 0.05947052460952102 |  | 0.08471983 | 0.06515408574342617 | 0.1786436 | 0.08986423772487677
XLP | -0.01140686 | 0.0843803105938302 | 0.0003663731 | 0.06240952650501493 |  | 0.05189427 | 0.07071561458563426 | 0.06172653 | 0.0996805344413408
YYY | 0.0197447 | 0.0277374935972518 | 0.03448475 | 0.02832173612690942 |  | 0.05504476999999999 | 0.05555473603582923 | 0.1243508 | 0.08055035420539533
RFR