Spreadsheet: 583753d1532623864-maximization-problem-excel-help
Sheet: P15

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 | 0.02025218 | 0.06312953611532145 | 0.001750856 | 0.07329880225408557 |  | 0.03717872 | 0.0561620904288296 | 0.09557183 | 0.06807969415465012 |  |  |  |  |  |  | 1
AOA | 0.02084145 | 0.08257300176261151 | 0.01727266 | 0.07681015273447414 |  | 0.04362456 | 0.06592666775180236 | 0.09155511000000001 | 0.06732368371043407 |  |  |  |  |  |  | 2
AOM | 0.01353182 | 0.06567155160621076 | 0.007175228000000001 | 0.05917991964440238 |  | 0.02916597 | 0.0454870334623058 | 0.06112828999999999 | 0.04501825040631573 |  |  |  |  |  |  | 3
AOR | 0.01848855 | 0.07247677831366153 | 0.01456372 | 0.06725023317088212 |  | 0.03707795 | 0.05388717926184175 | 0.07940087 | 0.05383529228065452
BNDX | 0.004437083 | 0.02552799626608366 | -0.008946413 | 0.03118054647954848 |  | 0.002798892 | 0.02479406226911144 | 0.01752109 | 0.03178342750848843
CMF | 0.009877242000000001 | 0.01543151008444001 | 0.003909664 | 0.02255456454663039 |  | 0.02109134 | 0.02266169729689042 | 0.03785963000000001 | 0.0407832790168177 |  |  |  |  |  |  |  | Started
CVY | 0.02282699 | 0.05930641948167188 | 0.0236757 | 0.0776458670968186 |  | 0.03003087 | 0.08039145709134334 | 0.05845168 | 0.08279008481829887 |  |  |  |  |  |  |  | Ended
CWB | 0.02529109 | 0.06758196563639883 | 0.0180978 | 0.08100694361856385 |  | 0.05676898 | 0.07493872450401905 | 0.1020014 | 0.0782639040258099
DLS | 0.03474189 | 0.05603497414477042 | 0.03710701 | 0.09378840394487326 |  | 0.07530453 | 0.08498365348202733 | 0.1540934 | 0.08304351144819924
EFG | 0.02477871 | 0.0738447073965203 | 0.01006437 | 0.1017583515610483 |  | 0.06661438 | 0.09071365262532881 | 0.1514276 | 0.090221769379223
EMLC | 0.02365596 | 0.06689295976469165 | 0.01141267 | 0.08275133523023358 |  | 0.03547513 | 0.08314605233021378 | 0.09419307 | 0.1151041505368196
EWC | 0.03866173 | 0.08614510928036259 | 0.05993932 | 0.1243507513864998 |  | 0.06343657999999999 | 0.1232428082428852 | 0.0254982 | 0.1254083188292574
FENY | 0.026753 | 0.1342402093542953 | 0.02415728 | 0.167584897156534 |  | -0.04258776 | 0.158397952294496 | -0.1239225 | 0.1742583878608424
FHLC | 0.01810077 | 0.09782628641320665 | -0.002826275 | 0.1052042045945021 |  | 0.07632196000000001 | 0.08625709135270916 | 0.1762554 | 0.1082595669186031
FLRN | 0.001302924 | 0.008597358093058737 | 0.002237602 | 0.007553479581562871 |  | 0.004682198 | 0.00852677843447285 | 0.007881635 | 0.01497260408328994
FNDF | 0.02391151 | 0.06416618193770564 | 0.0301616 | 0.0844315289987128 |  | 0.05400445 | 0.09426248730312131 | 0.09420295 | 0.1018305650712652
FREL | 0.03122365 | 0.127372427175822 | 2.185178573199664e-08 | 0.1197016472798822 |  | 0.01873272 | 0.09681842227256103 | 0.05015639 | 0.1174828992751923
GMF | 0.04433554 | 0.1198745629746891 | 0.04399437 | 0.1152807602760256 |  | 0.09923272000000001 | 0.1035456528156178 | 0.2014071 | 0.1241822926305331
GVI | 0.003621534 | 0.01735995590013613 | -0.001050508 | 0.02091448262354728 |  | 0.006463735000000001 | 0.01955339150212659 | 0.01843763 | 0.02376420285342222
GXC | 0.06417409 | 0.1462890596510369 | 0.06144939 | 0.1438518943107158 |  | 0.1383468 | 0.1314719068662209 | 0.2314256 | 0.1418312945810758
HYEM | 0.009441714 | 0.03404808163117591 | 0.007616718 | 0.035103792810135 |  | 0.005633076 | 0.03656994954980514 | 0.03363057 | 0.05851509675651036
HYMB | 0.007352787 | 0.0254358140326032 | 0.003898168 | 0.04009196716398266 |  | 0.01542869 | 0.03199807727637476 | 0.03909109 | 0.06373374512411682
IBDL | 0.00314092 | 0.02011324378080327 | 0.003429742 | 0.01802296048945974 |  | 0.008328893 | 0.0178028644391105 | 0.02064442 | 0.0256195896537554
IBMG | -0.000785525 | 0.02059536409172764 | -0.001627295 | 0.01724500885243667 |  | 0.0005531853 | 0.01673317605562227 | 0.002878254 | 0.01846015578064688
IEFA | 0.02423345 | 0.05955664172517568 | 0.02170697 | 0.1029559360133893 |  | 0.06096498 | 0.09455971208194804 | 0.1311256 | 0.09303981543359433
IEMG | 0.05008978 | 0.1219846599144877 | 0.04988027 | 0.1327770510065643 |  | 0.08994020000000001 | 0.1197905101912652 | 0.1692872 | 0.1455831824640899
IEUR | 0.01939884 | 0.0662561164897563 | 0.02310654 | 0.1217987121821607 |  | 0.06508299000000001 | 0.1145062309169791 | 0.1565206 | 0.1082461683493482
IJH | 0.02877698 | 0.09897202151464529 | 0.02939563 | 0.1038994356650509 |  | 0.02986846 | 0.1084245114260619 | 0.05934527 | 0.1125734786180815
ILF | 0.05650634 | 0.1440876441880098 | 0.1084011 | 0.1836107612202185 |  | 0.05878281999999999 | 0.2819532865179235 | 0.07846663000000001 | 0.2839359450560728
ILTB | 0.01151815 | 0.07995390794415376 | -0.01277182 | 0.07485301295564734 |  | 0.02670669 | 0.07086340606818727 | 0.06024259 | 0.08753527596542159
INDA | 0.02713294 | 0.1167640567524274 | 0.05840322 | 0.1358153869778972 |  | 0.05985919 | 0.1275965877342677 | 0.2119652 | 0.1536958068545582
IPAC | 0.03211952 | 0.06274969851481983 | 0.01767631 | 0.08515640061277457 |  | 0.05232647 | 0.07882112888710743 | 0.08879726 | 0.091287115863657
IPE | 0.00754176 | 0.03735595737639331 | -0.006126121 | 0.0431085992144493 |  | -0.005015832 | 0.04074533830662723 | 0.004323674 | 0.04526029992150984
ITE | 0.002503779 | 0.01720642041597149 | -0.002183015 | 0.01961558176577485 |  | 0.004064287 | 0.02006804910867524 | 0.01302313 | 0.02529823889177401
IVOV | 0.0314432 | 0.1033434536649546 | 0.03575748 | 0.1046425573430222 |  | 0.01587845 | 0.1128631247225154 | 0.03400032 | 0.1193033943123966
IWP | 0.02268939 | 0.08948601066801233 | 0.01320075 | 0.09710400197846153 |  | 0.04673777 | 0.09443440079067035 | 0.09814731 | 0.09473201311027551
IYF | 0.0170213 | 0.07796391040595059 | 0.04256787 | 0.0841939259952142 |  | 0.04960755 | 0.108779128472642 | 0.07080561 | 0.1170183208794003
MGV | 0.01310482 | 0.06737569406961202 | 0.01515149 | 0.06873902800913595 |  | 0.02832398 | 0.07487913418446446 | 0.05011574000000001 | 0.08069444627515604
MNA | 0.003572576 | 0.03165861400084292 | 0.01013402 | 0.02930225907046112 |  | 0.02013862 | 0.02649017909168242 | 0.04462473 | 0.03360086065511911
MUB | 0.008098997 | 0.01738219775882574 | 0.001661719 | 0.02069313537564953 |  | 0.01928551 | 0.02146459462195258 | 0.03628822 | 0.03393303279769937
NFRA | 0.01869765 | 0.06894444633560977 | 0.004876013 | 0.08598785889211304 |  | 0.03942542 | 0.07412208498375393 | 0.08088714 | 0.0844960555373264
NYF | 0.006294431000000001 | 0.0217687968452108 | 0.0005859074 | 0.02197165044622171 |  | 0.01806537 | 0.02164157706116095 | 0.03710918 | 0.03788573090856764
PBP | 0.008512555 | 0.05024543848209693 | 0.0121403 | 0.0793337146625963 |  | 0.03271865 | 0.06121466756308392 | 0.05839402 | 0.05542253597709546
PFXF | 0.00697554 | 0.02919948436782656 | 0.006867697000000001 | 0.03484369830642695 |  | 0.01584587 | 0.03663954007290213 | 0.05564389 | 0.06845350551300748
PWZ | 0.01091805 | 0.03528503741931713 | 0.001625813 | 0.03562403836409618 |  | 0.02881704 | 0.03791526254793774 | 0.04878532 | 0.04815265362087225
QAI | 0.007470291 | 0.04199330967248231 | 0.004740944 | 0.04232703256456861 |  | 0.01748972 | 0.03476632857052429 | 0.03092423 | 0.03134198748944915
SCHC | 0.03479304 | 0.06095066209810743 | 0.03212759 | 0.08574564513650146 |  | 0.07176146 | 0.07874153101962215 | 0.1382382 | 0.09111494695829224
SCJ | 0.03962773 | 0.06871685201348356 | 0.01306635 | 0.07250750341682592 |  | 0.07284771 | 0.0794972100218642 | 0.1239675 | 0.09656067232234047
SGDM | 0.03124996 | 0.216947673270907 | -0.01492541 | 0.2534049049837787 |  | 0.01382481 | 0.2746532423019895 | -0.05534351 | 0.3818321116279443
SHYG | 0.009048836999999999 | 0.02156021536273212 | 0.009260805 | 0.03165147647697628 |  | 0.01515546 | 0.02934415468815608 | 0.03413301 | 0.03826948841538963
SLQD | 0.002441729 | 0.01297133398489471 | 0.00230444 | 0.01275799734157795 |  | 0.007051389999999999 | 0.0116329969487706 | 0.0149635 | 0.01635530242163192
SLV | 0.05124748 | 0.178706439861391 | -0.01266623 | 0.1676261717388011 |  | -0.059143 | 0.1570637664031851 | -0.02134339 | 0.1927637963150869
SNLN | 0.001579728 | 0.02644117402330009 | 0.005396308 | 0.02555994649938058 |  | 0.003461474 | 0.02220102514136622 | 0.008847293 | 0.02315742151701136
VAW | 0.02536792 | 0.09580457957439957 | 0.04139235 | 0.1099288849759463 |  | 0.04267814 | 0.1185682362706039 | 0.06255682 | 0.1218386655802426
VB | 0.03163432 | 0.1040184355385324 | 0.02775113 | 0.1059834901341598 |  | 0.02816871 | 0.1123748291058518 | 0.05793482 | 0.1202062697790793
VCR | 0.0249095 | 0.08036160241285142 | 0.01923647 | 0.08778874803981992 |  | 0.02045713 | 0.0882353352207092 | 0.08096624000000001 | 0.09192326481134398
VGT | 0.04175718 | 0.09617825918088828 | 0.02594249 | 0.1363599039280739 |  | 0.08255027999999999 | 0.1246241647425619 | 0.1678032 | 0.1179951994131544
VIOG | 0.03062511 | 0.1116494634760435 | 0.02437412 | 0.1120061232084244 |  | 0.02138325 | 0.1299862145430764 | 0.06066881 | 0.1404091196041541
VIOV | 0.03198331 | 0.1159893176764502 | 0.03286978 | 0.1192978938297407 |  | 0.01568773 | 0.1329035680120321 | 0.03249671000000001 | 0.1498666471098864
VIS | -0.0003864317 | 0.07199607413729439 | 0.01086644 | 0.0847469887573641 |  | 0.02515122 | 0.09707437207610757 | 0.05854363 | 0.108829190674701
VNQI | 0.03640604 | 0.07824967007623061 | 0.02172151 | 0.07599075151963876 |  | 0.05956302 | 0.07396217725359668 | 0.1380492 | 0.1014035756475898
VOX | 0.008635012 | 0.1231581662790277 | -0.01366479 | 0.1117413312278174 |  | -0.06952147 | 0.1259556547051845 | -0.07783279 | 0.1382885983923003
VPU | 0.02432981 | 0.08598778183226397 | -0.008333513 | 0.1012982133327587 |  | 0.02612053 | 0.08514870634381834 | 0.102207 | 0.12906259176526
VTEB | 0.008405006999999999 | 0.01890717399698832 | 0.002282057 | 0.02003701629152332 |  | 0.02014506 | 0.0199609328008005 | 0.03607766 | 0.0361994556715361
VTI | 0.02222933 | 0.0690545782152184 | 0.01863253 | 0.07770413343023953 |  | 0.0412319 | 0.0774471754754771 | 0.08613958000000001 | 0.07956517846633436
VUG | 0.02840993 | 0.075538883527286 | 0.01754926 | 0.0931086394138166 |  | 0.05999984999999999 | 0.08273631083772895 | 0.1340577 | 0.08300994588266143
XLP | 0.02124513 | 0.0711595275961951 | -0.003784488 | 0.0927082777809866 |  | 0.007971209 | 0.07212147130648826 | 0.06330493 | 0.08962757290370522
YYY | 0.01790279 | 0.03738492450819505 | 0.02209743 | 0.05614648645754212 |  | 0.03895328 | 0.05069213915392565 | 0.0929163 | 0.0684232630252505
RFR