Spreadsheet: 583753d1532623864-maximization-problem-excel-help
Sheet: P2

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 | 0.006129183 | 0.04959009956009036 | 0.0195998 | 0.06505065157241384 |  | 0.0143501 | 0.08307939353591262 | -0.03151247 | 0.09440717029819101 |  |  |  |  |  |  | 1
AOA | 0.009623412 | 0.05264682358954097 | 0.02059187 | 0.05959262945271978 |  | 0.04023967 | 0.0757061347442701 | 0.04179759 | 0.1064963451357779 |  |  |  |  |  |  | 2
AOM | 0.003662002 | 0.0454909201248906 | 0.01257837 | 0.04314610138052133 |  | 0.008875520999999999 | 0.04649798807389147 | 0.007681804 | 0.05783037690053665 |  |  |  |  |  |  | 3
AOR | 0.004885217 | 0.04658603929883054 | 0.01564909 | 0.04876862327553543 |  | 0.02317611 | 0.05866707921187555 | 0.02139439 | 0.0798305415115489
BNDX | -0.003142947 | 0.02858075281841872 | -0.004615101 | 0.02969233551956787 |  | -0.01786835 | 0.03370641448337843 | -0.02677892 | 0.03376516810497569
CMF | -0.002250321 | 0.04707933445184164 | 0.001912057 | 0.03957209913013829 |  | -0.02846015 | 0.05096438463567183 | -0.04090405 | 0.03950276177897265 |  |  |  |  |  |  |  | Started
CVY | 0.006869544 | 0.07315847356395572 | 0.01433519 | 0.07666290809783347 |  | 0.06979146 | 0.09255338760113305 | 0.07774021 | 0.1256064133837985 |  |  |  |  |  |  |  | Ended
CWB | 0.01163544 | 0.06065300998143596 | 0.02174051 | 0.07212236804956929 |  | 0.04026411999999999 | 0.08554093389209019 | 0.05954539 | 0.09065226331601996
DLS | 0.02365803 | 0.07389184460860135 | 0.05339153999999999 | 0.08244924926741437 |  | 0.05081228 | 0.08993429624494137 | 0.08007736 | 0.1652314486803555
EFG | 0.01215386 | 0.07230027088598112 | 0.03769715 | 0.08523963400804734 |  | 0.008525645 | 0.1025319773574036 | -0.01517967 | 0.158324074959086
EMLC | 0.01473924 | 0.08045361180153768 | 0.02173812 | 0.09093480069003837 |  | -0.03474576 | 0.1374786884330667 | -0.02013628 | 0.1329393434019922
EWC | 0.02247185 | 0.1459735450947153 | 0.04718065 | 0.1311401061466527 |  | 0.08255884 | 0.1296643307302473 | 0.103794 | 0.1495014965090148
FENY | -0.004277574 | 0.1351381114073811 | -0.02399252 | 0.1367025863923924 |  | 0.07589488 | 0.1934157526039313 | 0.124328 | 0.2024707293280204
FHLC | -0.02928257 | 0.09856100700885222 | -0.002407403 | 0.09744966324778301 |  | 0.01639413 | 0.142886359546098 | -0.0609445 | 0.139382624563934
FLRN | 0.001958909 | 0.01229313548257444 | 0.002099579 | 0.02061683572809513 |  | 0.005453848999999999 | 0.02285381792053604 | 0.01018245 | 0.02001070402820501
FNDF | 0.01835218 | 0.08333163540874575 | 0.03863 | 0.08934541081815316 |  | 0.06514840999999999 | 0.1111168992977954 | 0.09888614000000001 | 0.1818261799179949
FREL | 0.002107974 | 0.1167308756072626 | 0.03061499 | 0.132464812228934 |  | 0.02977171 | 0.1606620501298472 | -0.05334606 | 0.1530590063238621
GMF | 0.02906977 | 0.1018015280325025 | 0.07956089000000001 | 0.1371399155348803 |  | -0.009737235 | 0.154615575959042 | 0.03576887 | 0.1672986429446347
GVI | -0.0006359562000000001 | 0.0255309914457701 | 0.005576383000000001 | 0.02576093684449533 |  | -0.01609146 | 0.02318249508612262 | -0.01953313 | 0.02314073006177655
GXC | 0.03226243 | 0.1162256808263459 | 0.09313864000000001 | 0.1529572555677681 |  | -0.007154272000000001 | 0.1669890390758401 | 0.08195611 | 0.1849989935528901
HYEM | 0.004948488 | 0.04488336538226612 | 0.01422294 | 0.05424950742069717 |  | 0.01430073 | 0.07203076522908682 | 0.04145173 | 0.06287903924424326
HYMB | -0.003015289 | 0.03794519948577564 | 0.007138584 | 0.0390987392494247 |  | -0.02952374 | 0.08270761741010471 | -0.0392877 | 0.06038562465601873
IBDL | 0.003562951 | 0.02727064057779863 | 0.00755169 | 0.0259004576635914 |  | -0.00879661 | 0.03110443925162421 | -0.01054091 | 0.02860989460246919
IBMG | 0.003148364 | 0.0170478986493619 | 0.006316615 | 0.02090678293477045 |  | 0.0008476493999999999 | 0.01653118685104493 | -0.004179661 | 0.01430044604144172
IEFA | 0.01260048 | 0.07702408274563799 | 0.03625495 | 0.08495439559922693 |  | 0.03998933 | 0.1024535827442975 | 0.0499218 | 0.1734776191055284
IEMG | 0.03701993 | 0.1025713763171259 | 0.08361363000000001 | 0.1459702652775597 |  | 0.006402298 | 0.1783504319761516 | 0.04623471000000001 | 0.1914201692449223
IEUR | 0.01701086 | 0.07126085333918837 | 0.03691769 | 0.08383584061016625 |  | 0.05300514 | 0.1138677517407564 | 0.04208779 | 0.2082707311724431
IJH | 0.01611347 | 0.1320397635941667 | 0.01489308 | 0.1140548512379912 |  | 0.1245295 | 0.1199621713001312 | 0.09964334 | 0.1415869216113159
ILF | 0.07567757 | 0.1500350158486908 | 0.1280915 | 0.2030209417351714 |  | -0.00464296 | 0.2777153831379924 | 0.1313527 | 0.2904272258452567
ILTB | -0.01045111 | 0.0921218094177178 | 0.01830328 | 0.07581066660152053 |  | -0.05103319 | 0.09777400625814758 | -0.07322937 | 0.09478820562561202
INDA | 0.03369122 | 0.1363195409254336 | 0.06932208000000001 | 0.1479069739424934 |  | -0.03985959 | 0.190738217666106 | -0.04963699 | 0.1854342316761046
IPAC | 0.006719370999999999 | 0.0983445210068098 | 0.03747455 | 0.1089400898426634 |  | 0.02184538 | 0.1070951283042936 | 0.06806983999999999 | 0.1335891500048726
IPE | 0.002299683 | 0.04855727303593537 | 0.01314478 | 0.05427372987727758 |  | -0.01753937 | 0.04713080029988689 | -0.01441798 | 0.04878560256274585
ITE | -0.001170759 | 0.02851797104483512 | 0.005093201 | 0.02690554303187205 |  | -0.01701329 | 0.02572400436975054 | -0.02346061 | 0.02669513252070751
IVOV | 0.01472047 | 0.1378558452003366 | 0.01043169 | 0.1216965383412809 |  | 0.1387014 | 0.1304837645327566 | 0.1264616 | 0.1495630196297512
IWP | 0.01532873 | 0.09146399596030513 | 0.02327473 | 0.09241256865136384 |  | 0.07848332 | 0.1054519674895121 | 0.0355153 | 0.1285084648425139
IYF | -0.0005864291 | 0.1189503765034354 | 0.001371064 | 0.10282029532533 |  | 0.1364179 | 0.1215590086072807 | 0.1555425 | 0.1464839977549032
MGV | -0.0008912103 | 0.06548884670664472 | -0.00708492 | 0.06892682343634488 |  | 0.08812665000000001 | 0.08873506410530227 | 0.08129295 | 0.1086590463750217
MNA | 0.00544773 | 0.04584330680705577 | 0.008582173 | 0.03669920602311457 |  | 0.02181637 | 0.04575969671872841 | 0.03860035 | 0.05532017155029435
MUB | -0.002854034 | 0.03599563158909923 | 0.004451412 | 0.03090094775232111 |  | -0.02324231 | 0.03985917761436508 | -0.03562583 | 0.03672539667286239
NFRA | 0.0145819 | 0.07011200425371436 | 0.02793165 | 0.08590407708565403 |  | 0.03301941 | 0.1033056411935788 | -0.008613569 | 0.1267824763827203
NYF | 0.001083083 | 0.03733609331218265 | 0.009676552 | 0.04203734798639236 |  | -0.02325485 | 0.04586108528514288 | -0.0346849 | 0.03684890445971577
PBP | 0.007903304 | 0.03741973330791748 | 0.01808059 | 0.04465986471273026 |  | 0.03991041 | 0.05586800826992112 | 0.06089842 | 0.07149966210317667
PFXF | 0.002036707 | 0.07322632705536565 | 0.01625634 | 0.06186383431081777 |  | -0.02317182 | 0.08835804571644 | -0.03647878 | 0.07383611802817538
PWZ | -0.006066646 | 0.05159845524318337 | 0.008366831 | 0.05779151790798441 |  | -0.02914379 | 0.05361461689484836 | -0.04070946 | 0.04760436269025862
QAI | -0.002429701 | 0.025143561770082 | 0.001063131 | 0.02928732150010959 |  | -0.007235895 | 0.03044363231515519 | -0.01976393 | 0.03618340860229884
SCHC | 0.01684069 | 0.09408646926660957 | 0.04899235 | 0.09756320210536427 |  | 0.03131459 | 0.1018445802224447 | 0.02787346 | 0.1637939287967786
SCJ | 0.002522066 | 0.1097433151816009 | 0.03515625 | 0.1196997607612418 |  | -0.003849502 | 0.1155928633192423 | 0.05945754 | 0.1309178207587483
SGDM | 0.06744874000000001 | 0.3607813033069216 | 0.2508592 | 0.4647144017787357 |  | 0.01132822 | 0.4888280734973982 | -0.2245407 | 0.4824574118809101
SHYG | 0.001260983 | 0.0198823268699641 | 0.006762462 | 0.02497610180348539 |  | 0.02030191 | 0.04268161164088757 | 0.04987200999999999 | 0.04424898150885503
SLQD | 0.001792475 | 0.01082853368222702 | 0.006402555 | 0.01428073965949323 |  | -0.004558075999999999 | 0.01774877622900956 | -0.004187364 | 0.02046041800920542
SLV | 0.03312099 | 0.132362007122032 | 0.08786046 | 0.2135958042100717 |  | -0.02932375 | 0.2381249281153484 | -0.1556481 | 0.2464865591856945
SNLN | -0.0003935494 | 0.01983495549381682 | 0.002812103 | 0.01828953967233647 |  | 0.01398484 | 0.02073547069947501 | 0.02789626 | 0.0225568085692835
VAW | 0.03989157 | 0.148478607845977 | 0.04299651 | 0.1309256021860289 |  | 0.145872 | 0.127890182195937 | 0.1055089 | 0.1550790785181572
VB | 0.0133211 | 0.1348576930007196 | 0.0113742 | 0.1219431447674304 |  | 0.1209417 | 0.1306419766176032 | 0.09811553999999999 | 0.1483058327108058
VCR | 0.01791573 | 0.07590578819957261 | 0.0261298 | 0.09253925382541757 |  | 0.08611374 | 0.1052572219896337 | 0.05502505 | 0.1247967080390889
VGT | 0.01885429 | 0.07564445113146781 | 0.03101404 | 0.09204047581403293 |  | 0.05976691 | 0.119793660985378 | 0.110183 | 0.1372949100505486
VIOG | 0.009873077000000001 | 0.163421562558128 | -0.00394153 | 0.1412103746152656 |  | 0.1525145 | 0.1542559718517825 | 0.1203024 | 0.1568609081416615
VIOV | 0.003927149 | 0.1807993973283631 | -0.01070396 | 0.1558827818338248 |  | 0.1605374 | 0.1629186371787067 | 0.1453911 | 0.1672191678016927
VIS | 0.01628662 | 0.1053143762783938 | 0.008035799 | 0.09576946367726212 |  | 0.1291192 | 0.115993765232728 | 0.1111669 | 0.1364727671192894
VNQI | 0.003139098 | 0.09329030606034343 | 0.04517586 | 0.1127770473199985 |  | -0.01700969 | 0.1260766674145217 | -0.05166587 | 0.1525472825053039
VOX | -0.008320915 | 0.1115720576107969 | -0.01125925 | 0.1499799395572925 |  | 0.1152047 | 0.1510900431790431 | 0.01852395 | 0.1522142523066219
VPU | 0.006512529 | 0.1041473797930558 | -0.004016067 | 0.1230858369534356 |  | 0.01500302 | 0.1680176564969751 | -0.03808135 | 0.1569762936372822
VTEB | -0.002179957 | 0.03562199939093551 | 0.005190623 | 0.03083502962312123 |  | -0.02102685 | 0.04472279931704179 | -0.03337197 | 0.03878802205384099
VTI | 0.006251099 | 0.06655664142084745 | 0.009362687 | 0.07208173536688191 |  | 0.07933345 | 0.08987387644142052 | 0.06896464 | 0.1128733771576045
VUG | 0.009013796 | 0.05308054985899015 | 0.0246157 | 0.06785275440934588 |  | 0.050625 | 0.09319936646005587 | 0.0366479 | 0.1130517109541468
XLP | 0.02340424 | 0.08834750064518235 | 0.01632728 | 0.08147543106982584 |  | 0.01161921 | 0.1077798037441018 | -0.01463263 | 0.1139377961850516
YYY | 0.01120603 | 0.03771202910175909 | 0.02762862 | 0.03917624078942036 |  | 0.01740998 | 0.08839658676940976 | 0.01988544 | 0.09015203428979808
RFR