Spreadsheet: 583753d1532623864-maximization-problem-excel-help
Sheet: P16

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 | 0.005493145 | 0.03113011837126923 | 0.02546474 | 0.05686895705708776 |  | 0.03716208 | 0.0559141621391648 | 0.08877048 | 0.0633493329390549 |  |  |  |  |  |  | 1
AOA | 0.004006849 | 0.02053906144192457 | 0.02653139 | 0.06714047636208943 |  | 0.03979957 | 0.06429937547424029 | 0.09344932 | 0.06377060311782672 |  |  |  |  |  |  | 2
AOM | 0.002133894 | 0.03146520284874229 | 0.01815717 | 0.05459456472884115 |  | 0.0279747 | 0.04580525450443269 | 0.05977461 | 0.04407266245342296 |  |  |  |  |  |  | 3
AOR | 0.002727248 | 0.02514315544242243 | 0.02176931 | 0.06150421312303667 |  | 0.03174738 | 0.05334309225147565 | 0.07360336 | 0.05139888976257791
BNDX | 0.002901941 | 0.02447803724805368 | 0.01051234 | 0.03002250537837342 |  | 0.007819971 | 0.02500781026266163 | 0.01770105 | 0.03048916119383379
CMF | 0.004341324 | 0.0148584297760017 | 0.01246637 | 0.02088253592315216 |  | 0.0238682 | 0.02131494994462869 | 0.03615296 | 0.03141904609142201 |  |  |  |  |  |  |  | Started
CVY | -0.003294103 | 0.04472326533149006 | 0.01242831 | 0.06453588917040758 |  | 0.02739866 | 0.07535960144311299 | 0.04664432 | 0.07832161331858482 |  |  |  |  |  |  |  | Ended
CWB | -0.00437377 | 0.05740743074551049 | 0.02131463 | 0.07675560314137238 |  | 0.04565042 | 0.07521181771653396 | 0.07480976 | 0.0746110705302846
DLS | 0.01188972 | 0.03390379903351898 | 0.04734322 | 0.05583609112713562 |  | 0.06268872 | 0.08368016794411083 | 0.1596378 | 0.08026154033486503
EFG | 0.007039442999999999 | 0.05429784507611115 | 0.03536801 | 0.07614204051522154 |  | 0.04956902000000001 | 0.09113242860034314 | 0.1518314 | 0.08523165105226413
EMLC | 0.001388914 | 0.06147305738513845 | 0.02886112 | 0.07503853691197496 |  | 0.04231674 | 0.083525892729311 | 0.08037794 | 0.08710363899027274
EWC | -0.004313416 | 0.05432646031464489 | 0.03512708 | 0.09409729007072358 |  | 0.05909954 | 0.1204646907468066 | 0.02339519 | 0.1206579268011348
FENY | -0.003897584 | 0.1301721896964067 | 0.01187779 | 0.1439668760023996 |  | -0.0520375 | 0.157692239666029 | -0.1094212 | 0.1676047498710924
FHLC | -0.02555581 | 0.07338171406375904 | -0.004438615 | 0.08823209301178321 |  | 0.05484018 | 0.08650563565408241 | 0.1140734 | 0.09391668951710554
FLRN | 0.0006902455000000001 | 0.007472649440887459 | 0.001342161 | 0.008526616990885376 |  | 0.003859362 | 0.008412693289736551 | 0.007973036999999999 | 0.01360937515712079
FNDF | 0.01713287 | 0.05538386382234158 | 0.04190545 | 0.06487011994795604 |  | 0.0539855 | 0.0938743484835685 | 0.1218666 | 0.09757809356930956
FREL | -0.003924644 | 0.05557443282496868 | 0.01647991 | 0.1137824200761121 |  | 0.03094821 | 0.09626826339006131 | 0.04254671 | 0.109654246191604
GMF | 0.0247339 | 0.06727922074459905 | 0.07629071999999999 | 0.1025222801206908 |  | 0.108622 | 0.1016429753376625 | 0.2028664 | 0.1111695319838649
GVI | 0.0007021114000000001 | 0.0177359514299249 | 0.007140702 | 0.01762226962223939 |  | 0.01099715 | 0.01954748636865228 | 0.01683786 | 0.02192752170267727
GXC | 0.03762708 | 0.0852593969892607 | 0.1116102 | 0.1253533916753395 |  | 0.1685693 | 0.128192708378356 | 0.2502309 | 0.1304833693819422
HYEM | 0.004918338 | 0.03073273621393121 | 0.01484346 | 0.03541405847083431 |  | 0.005766768 | 0.03633476981668268 | 0.03274753 | 0.04584047448692577
HYMB | -0.002917689 | 0.02938190149706392 | 0.006902325999999999 | 0.04207349048130729 |  | 0.01604841 | 0.03270538517860583 | 0.03362835 | 0.04560668317872266
IBDL | 0.001425133 | 0.02053921559114964 | 0.005611245999999999 | 0.01917026997741053 |  | 0.01144836 | 0.01769459851135388 | 0.01757241 | 0.02344607229980022
IBMG | 0.0004121956 | 0.02427309990506361 | 0.003464634 | 0.02166890143428448 |  | 0.001407549 | 0.01656959611388991 | 0.003623588 | 0.0184548255975012
IEFA | 0.01240934 | 0.05061655510473125 | 0.03731836 | 0.0628768287199764 |  | 0.05223025 | 0.09468658803675278 | 0.1436876 | 0.08911005225066315
IEMG | 0.01118484 | 0.06518193109842249 | 0.072592 | 0.1065446295398936 |  | 0.08215597000000001 | 0.1167226339215037 | 0.1682767 | 0.1255573135471636
IEUR | 0.01151831 | 0.0704270867893867 | 0.03205127 | 0.07508554181553344 |  | 0.04577038 | 0.1157290665378497 | 0.1706348 | 0.1044036517790873
IJH | -0.01631291 | 0.07313628586999037 | 0.0009189838 | 0.09382150308080224 |  | 0.009097494000000001 | 0.1037184685917481 | 0.0281946 | 0.1071512821612655
ILF | 0.03374235 | 0.07291384590218279 | 0.1078238 | 0.1193413598130107 |  | 0.06325771 | 0.2745103579364584 | 0.1082377 | 0.2536076832133985
ILTB | -0.005069590000000001 | 0.074310602226119 | 0.01693817 | 0.06923456185190267 |  | 0.04090059 | 0.06919752977740615 | 0.05208241 | 0.07606959938578531
INDA | 0.01085048 | 0.106991877042897 | 0.05671371 | 0.1189882562468978 |  | 0.06701214 | 0.127387883881844 | 0.177781 | 0.1357564585499882
IPAC | 0.01429349 | 0.03832117265664529 | 0.04765467 | 0.06410364675687096 |  | 0.06396412 | 0.07549431828878109 | 0.1032301 | 0.08840613306662357
IPE | 0.004053836 | 0.02828680371376992 | 0.01414664 | 0.03729648737756913 |  | 0.01155317 | 0.03908953044793419 | 0.00806358 | 0.04331323153550067
ITE | -1.891395e-05 | 0.01536316490428989 | 0.005661848000000001 | 0.01758045126121633 |  | 0.008401389 | 0.01918514348317609 | 0.01154525 | 0.0233768594007816
IVOV | -0.01451284 | 0.08558128262404813 | 0.002431872 | 0.09767717843642926 |  | 0.006247082 | 0.1082475436865023 | 0.005713002 | 0.1114018920628048
IWP | -0.01234123 | 0.04993785684813737 | 0.008524799 | 0.08550664392929919 |  | 0.0205671 | 0.0908964741781009 | 0.06587289 | 0.09078027684694351
IYF | 0.0105582 | 0.06972575287221615 | 0.01559328 | 0.08093330440070996 |  | 0.05971746000000001 | 0.09783101776744292 | 0.07072615 | 0.105977041618703
MGV | 0.01115724 | 0.04270664277113498 | 0.01697601 | 0.0594559529211097 |  | 0.03570175 | 0.06888575515147186 | 0.05596988999999999 | 0.07241064885462606
MNA | -0.009424779 | 0.03423549571960862 | -0.01071082 | 0.02937411187567553 |  | 0.007936499999999999 | 0.02791631614230861 | 0.02903439 | 0.02973052790069805
MUB | 0.001403206 | 0.01701176369242133 | 0.01133975 | 0.02147700414478615 |  | 0.02085005 | 0.02101632218976119 | 0.03458229 | 0.02837539822657537
NFRA | 0.01391228 | 0.04921448766360414 | 0.0332975 | 0.06773395547288841 |  | 0.04367496 | 0.07346209103726255 | 0.09660273 | 0.07635267058977065
NYF | 0.001051673 | 0.02452422640081508 | 0.009604592 | 0.02483383355064457 |  | 0.01859316 | 0.02211260123698595 | 0.02992486 | 0.03297656983228192
PBP | 0.004450365 | 0.02759348895710546 | 0.01301614 | 0.03848713102553308 |  | 0.03361402 | 0.05673614731870178 | 0.05345488 | 0.05171827125483908
PFXF | 9.372568e-05 | 0.03402710312566602 | 0.0080626 | 0.03388325226391667 |  | 0.02156935 | 0.03665414164600356 | 0.04146053 | 0.0557398477265032
PWZ | -0.001527315 | 0.03259326616530558 | 0.01101706 | 0.03603922036259156 |  | 0.02885104 | 0.03831305410247424 | 0.04676307 | 0.04463519299693609
QAI | 0.0006747586999999999 | 0.02470601357112345 | 0.009874016 | 0.03849594852070843 |  | 0.01644961 | 0.03459525115921024 | 0.02523331 | 0.03086126169827547
SCHC | 0.002603409 | 0.0482327778089833 | 0.04052836 | 0.06928686269014003 |  | 0.05509898 | 0.07925943296687245 | 0.134905 | 0.08785050588344587
SCJ | 0.01446745 | 0.04382756971231373 | 0.05712032 | 0.06668496101540385 |  | 0.0733724 | 0.07289705916835787 | 0.1365022 | 0.09237340941591642
SGDM | -0.001015213 | 0.2276548743141693 | 0.05128207 | 0.2475804980566752 |  | 0.01078588 | 0.2731699262759348 | -0.1315092 | 0.3495653506674012
SHYG | -0.001764668 | 0.02196886407868091 | 0.007065551 | 0.02809523077069676 |  | 0.01010173 | 0.0279317930630054 | 0.0271222 | 0.03215172808330364
SLQD | 0.0003044303 | 0.01304848600888615 | 0.004668241 | 0.01335861050559872 |  | 0.009269276 | 0.01183922224582112 | 0.01443443 | 0.01447228985274299
SLV | -0.00128367 | 0.1537738742814451 | 0.05634762 | 0.184501976364596 |  | 0.01368078 | 0.1603649955956961 | -0.07104475 | 0.1749792084791862
SNLN | 0.001084549 | 0.02643262493063602 | 0.006483166 | 0.02456500931938688 |  | 0.006733602 | 0.0234062998961221 | 0.014309 | 0.02336237617795538
VAW | -0.02099693 | 0.08895423658629899 | -0.0007361663999999999 | 0.1000268877493436 |  | 0.02769909 | 0.1125735243276253 | 0.04622777 | 0.1176301053841492
VB | -0.01476872 | 0.07072608718339946 | 0.004650792 | 0.09818103556660811 |  | 0.01304827 | 0.1062983982620805 | 0.0311992 | 0.1130722371574764
VCR | 0.004392714 | 0.05680947736605924 | 0.02351857 | 0.07584075814586637 |  | 0.0129191 | 0.08501207430781674 | 0.07940155 | 0.08754601784339622
VGT | -0.004836476 | 0.06548396729919513 | 0.04551866 | 0.1132975228164831 |  | 0.0444948 | 0.1223498882604055 | 0.1439936 | 0.1115928485123203
VIOG | -0.01655869 | 0.08885723833986937 | -0.0001496081 | 0.1083158549178974 |  | 0.009593952 | 0.1217674521473278 | 0.03045996 | 0.1309683071245897
VIOV | -0.02220769 | 0.08773467004144725 | -0.005135463 | 0.110571805366768 |  | -0.003954608 | 0.1256943778018571 | 0.001495362 | 0.1376004435971232
VIS | -0.000232079 | 0.04419368554350203 | 0.0008516803 | 0.06952165860033688 |  | 0.02759594 | 0.08972581920158998 | 0.06496667 | 0.09738292903896795
VNQI | 0.01088838 | 0.04321985404573141 | 0.05160017 | 0.06548442775846995 |  | 0.0650136 | 0.07320849500063649 | 0.1225764 | 0.09160225185061786
VOX | 0.04538933 | 0.1620147227561845 | 0.04666081 | 0.1408308015595015 |  | 0.01755466 | 0.1343957697557598 | -0.01594085 | 0.1387083650196262
VPU | 0.02443008 | 0.07812506717382174 | 0.05101047 | 0.09235304485264266 |  | 0.06453858999999999 | 0.08185386224244517 | 0.1225667 | 0.1155055388199593
VTEB | 0.00182183 | 0.01255524123702808 | 0.01161481 | 0.0195181605087732 |  | 0.02202222 | 0.01947454466631662 | 0.03539942 | 0.02803722561021287
VTI | -0.001181494 | 0.03024091571228087 | 0.0183906 | 0.06423419292368787 |  | 0.03262358 | 0.0721919306532163 | 0.07501182 | 0.07353154009356964
VUG | -0.006021847 | 0.03850216184645281 | 0.02652912 | 0.07998042453407911 |  | 0.03889778 | 0.08042836257338931 | 0.114518 | 0.07736037191204417
XLP | 0.005828801999999999 | 0.0781443468497247 | 0.01302516 | 0.07681710037420895 |  | 0.01108473 | 0.07626287478435306 | 0.04411129 | 0.08061013850158083
YYY | 0.0009975091 | 0.04105795981473895 | 0.01867121 | 0.05386672730407909 |  | 0.03070944 | 0.05008000683633032 | 0.07857563 | 0.05842250624005017
RFR