Spreadsheet: 583753d1532623864-maximization-problem-excel-help
Sheet: P8

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 | 0.003494296 | 0.04473358766542201 | 0.0007743619 | 0.05497030197416184 |  | 0.05281737 | 0.064392353868366 | 0.06058358 | 0.08331789514170153 |  |  |  |  |  |  | 1
AOA | -0.004276852 | 0.04671717352384459 | -0.005073607999999999 | 0.0552865581619348 |  | 0.03747128 | 0.05998747285666266 | 0.06772338 | 0.07694146850116702 |  |  |  |  |  |  | 2
AOM | 0.001558125 | 0.03666825813939804 | 0.005972702 | 0.04061452775863711 |  | 0.02893228 | 0.03983091241936587 | 0.03137469 | 0.04622055802469768 |  |  |  |  |  |  | 3
AOR | -0.0008864642000000001 | 0.04434142328576865 | -0.0004148397 | 0.04976045134111844 |  | 0.03323787 | 0.04811239192798556 | 0.05125216 | 0.05942759298960265
BNDX | 0.006082982999999999 | 0.0168229965732553 | 0.01668122 | 0.02606556305893389 |  | 0.01274471 | 0.0303715707248967 | -0.005653854000000001 | 0.03286715290727674
CMF | 0.009890785 | 0.02672303872005063 | 0.02053029 | 0.02307336623681606 |  | 0.01766806 | 0.0312912304348174 | -0.005866688 | 0.0406873633248625 |  |  |  |  |  |  |  | Started
CVY | 0.001457051 | 0.06766328617676977 | -0.0002777292 | 0.08708192535014997 |  | 0.01831511 | 0.07798927999093014 | 0.0884142 | 0.09859746850983589 |  |  |  |  |  |  |  | Ended
CWB | 0 | 0.05503994504959975 | 0.008447095 | 0.05811544225166363 |  | 0.04024154 | 0.06873102698131602 | 0.07177029 | 0.08264737572905653
DLS | -0.0009157137 | 0.04567219013986235 | -0.003272859 | 0.06939188401728787 |  | 0.06076676 | 0.07388952274969786 | 0.09036132000000001 | 0.09159410893402146
EFG | -0.0007187380999999999 | 0.0517467579667663 | 0.005642352000000001 | 0.07029177284329122 |  | 0.06545071 | 0.07501098105102744 | 0.05082314 | 0.09614117522651294
EMLC | 0.0135722 | 0.06221096122344913 | 0.01358317 | 0.08869333468116423 |  | 0.06917658 | 0.08422379607116035 | 0.01640457 | 0.1143450158022837
EWC | 0.0007467718 | 0.1146407299234121 | 0.00336953 | 0.1255681407335224 |  | 0.00336953 | 0.1217555182928227 | 0.0515842 | 0.1296874999341869
FENY | -0.01736467 | 0.1312011419501882 | -0.01130521 | 0.1568191114157441 |  | -0.07811277 | 0.1459982097756938 | -0.02029697 | 0.183384874669534
FHLC | -0.01230077 | 0.0506903124868088 | -0.02132955 | 0.0795485544824929 |  | 0.04888569 | 0.09338926977727782 | 0.06168344000000001 | 0.1242369044227459
FLRN | 0.001303749 | 0.008421084745341676 | 0.002825529 | 0.008954785324495989 |  | 0.006953478 | 0.01571618610799829 | 0.01145777 | 0.01804704705061501
FNDF | -0.01312337 | 0.08240599958309301 | -0.01533857 | 0.09341035075096592 |  | 0.02015506 | 0.09861681645623381 | 0.06983153 | 0.1122209583839665
FREL | 0.03267695 | 0.06234896189118911 | 0.04597179 | 0.1063893174279453 |  | 0.05091381 | 0.1085142257185194 | 0.06173683999999999 | 0.1453515332558923
GMF | -0.01611939 | 0.06883743310434394 | -0.005578244999999999 | 0.1027215907230576 |  | 0.09000514000000001 | 0.118950330884992 | 0.05249713 | 0.141198663797538
GVI | 0.007074177 | 0.01922852034894226 | 0.01350777 | 0.02165342523826876 |  | 0.01444771 | 0.02439870216507554 | -0.003305327 | 0.02341362856725301
GXC | -0.01507659 | 0.09533652645351025 | -0.01400623 | 0.1260097945178814 |  | 0.06968833 | 0.133396470260945 | 0.04440569 | 0.1563795659581557
HYEM | 0.01184161 | 0.05182322715491475 | 0.01783082 | 0.0514892596243901 |  | 0.03335445 | 0.05242273409898379 | 0.04684081 | 0.06558905977520015
HYMB | 0.01060443 | 0.01977242105621781 | 0.0178959 | 0.03230468661512472 |  | 0.01927086 | 0.03631362903016237 | -0.003413972 | 0.06214988621838351
IBDL | 0.004720725 | 0.01715230439837847 | 0.01055221 | 0.0194485255772222 |  | 0.01439708 | 0.02568622320278909 | 0.003148051 | 0.0274016240229848
IBMG | 0.00235847 | 0.01832512888093401 | 0.002694343 | 0.02092209839789286 |  | 0.003898562 | 0.02017086182612654 | 0.003201372 | 0.0169410198489149
IEFA | -0.006736904 | 0.0565567419055216 | -0.006221926 | 0.07613854687975938 |  | 0.04526453 | 0.07946295326178626 | 0.06872406 | 0.09764449973016295
IEMG | -0.01268185 | 0.08791172142093051 | -0.009593307 | 0.1299535978196303 |  | 0.07419142 | 0.1305495850353501 | 0.05324487000000001 | 0.1621752808881233
IEUR | -0.003192689 | 0.06010178222042042 | -0.001484922 | 0.08116564259049812 |  | 0.05376084 | 0.08391479289453654 | 0.08625764999999999 | 0.1060278453137939
IJH | -0.004931582 | 0.1141437218597896 | -0.01559229 | 0.1148284188660925 |  | 0.01629945 | 0.1131030854558583 | 0.1220738 | 0.1216038080140626
ILF | -0.01031895 | 0.2132536354361275 | 0.0082829 | 0.2371901406441049 |  | 0.08279165000000001 | 0.2219005944673837 | 0.03218958 | 0.2613623103300127
ILTB | 0.02079614 | 0.06764287634298247 | 0.03712022 | 0.08299264711502487 |  | 0.03342809 | 0.0793936273673491 | -0.02152428 | 0.09193866843664004
INDA | -0.02042739 | 0.1252487634068413 | 0.001606659 | 0.1483303633325746 |  | 0.1313975 | 0.1409247699060435 | 0.05955045 | 0.1706341281203134
IPAC | -0.01380222 | 0.0796759835505411 | -0.01062218 | 0.092608520428802 |  | 0.03328051 | 0.09916611769176012 | 0.04328297 | 0.1062865356985256
IPE | 0.004572605 | 0.04814543999451721 | 0.01597957 | 0.05210992088643532 |  | 0.01543149 | 0.04856527806153751 | -0.003971791 | 0.04740072298813806
ITE | 0.006173851 | 0.02044779446091923 | 0.01304238 | 0.02355377397309607 |  | 0.01295036 | 0.02579834139021673 | -0.006118101 | 0.02572458243824404
IVOV | -0.006597766000000001 | 0.1184630531581097 | -0.02031131 | 0.1182009968408589 |  | 0.0001795031 | 0.1160958474702722 | 0.1219236 | 0.1286279837680602
IWP | -0.005620717 | 0.07429741748876596 | -0.01537878 | 0.0863756239988421 |  | 0.02752068 | 0.08663589281636519 | 0.0900527 | 0.1031911982749034
IYF | -0.01049891 | 0.1084317329701496 | -0.03110263 | 0.1135040502437979 |  | 0.01446792 | 0.1123582986545731 | 0.1475175 | 0.1204508844230848
MGV | -0.01169082 | 0.07032662802516239 | -0.02480997 | 0.07267401777634286 |  | 0.0134014 | 0.0746023754305905 | 0.1043293 | 0.0889826820374938
MNA | 0.007986012 | 0.0290844727493063 | 0.01474533 | 0.02691451977922995 |  | 0.02739845 | 0.03092674938880367 | 0.04776836 | 0.04581680625469105
MUB | 0.01047697 | 0.01972476970031384 | 0.01896138 | 0.0207681921551756 |  | 0.01475204 | 0.02746853673460958 | -0.003504491 | 0.03310522727909302
NFRA | 0.004605327 | 0.04688006155698646 | 0.009487369 | 0.07465719707646663 |  | 0.04081232 | 0.07306995604032078 | 0.05509946 | 0.09819837653724656
NYF | 0.009545977 | 0.01973302020310054 | 0.01782299 | 0.02276651760449118 |  | 0.01555532 | 0.03192599490662896 | -0.003198499 | 0.03714730997695599
PBP | -0.004990953 | 0.0408503064545627 | -0.006793461 | 0.05212322892428089 |  | 0.01433855 | 0.0472403817034359 | 0.05289719 | 0.06020387505906543
PFXF | 0.001995958 | 0.0369399796520733 | 0.01531068 | 0.06058359428227849 |  | 0.03347975 | 0.05773633880696324 | 0.01308672 | 0.0769078543071129
PWZ | 0.01518993 | 0.04172555671322366 | 0.02445921 | 0.03516231641618717 |  | 0.01258513 | 0.04597842861414533 | -0.004507245999999999 | 0.0473827085047864
QAI | -0.006181329 | 0.0220115647582043 | -0.003100246 | 0.02676470280405095 |  | 0.006958969000000001 | 0.02610630317117095 | -0.002738611 | 0.02981539710803007
SCHC | 0.005745302 | 0.04266743350361318 | 0.01025969 | 0.07813984250533713 |  | 0.05702787 | 0.09268308201122806 | 0.06113115 | 0.103989741015366
SCJ | -0.01557121 | 0.1033320029357213 | -0.01586585 | 0.09268798240522907 |  | 0.04464571000000001 | 0.1060342062403512 | 0.02982542 | 0.1106133862438179
SGDM | 0.04436859 | 0.1787125540265656 | 0.0753012 | 0.3296343650155821 |  | 0.01564722 | 0.3966949607414257 | -0.03449306 | 0.4443018612461476
SHYG | 0.001892748 | 0.03146147389188492 | 0.008129439 | 0.04430632924512991 |  | 0.01529329 | 0.03150209528751528 | 0.03372494 | 0.04127699728460141
SLQD | 0.003574271 | 0.01152596129402506 | 0.007616393 | 0.01306251755982806 |  | 0.009845294 | 0.01475331823036325 | 0.004053327 | 0.01711160716130612
SLV | 0.005800486000000001 | 0.12469512568493 | 0.05282337 | 0.1532329530185766 |  | 0.07103148 | 0.1848357951688461 | 0.04206736000000001 | 0.2181902172555858
SNLN | 0.001281551 | 0.03432715197323527 | 0.0007432158 | 0.03096153359738547 |  | 0.005360377 | 0.02562282693143707 | 0.0175107 | 0.02413709079982814
VAW | -0.01199931 | 0.09518477582552083 | -0.02008682 | 0.1260828165985527 |  | 0.01568201 | 0.1221910266444425 | 0.1188288 | 0.129539742836497
VB | -0.003404168 | 0.1189713746642803 | -0.0135273 | 0.1226466878934362 |  | 0.01262338 | 0.1213735090430358 | 0.113051 | 0.1306225939695941
VCR | -0.001233032 | 0.07117781009897488 | 0.0007761886 | 0.07330582861552648 |  | 0.04452182 | 0.08134138459047208 | 0.121422 | 0.1007288075150764
VGT | -0.008134222 | 0.05785226702497277 | -0.009552624 | 0.076952870945587 |  | 0.07353803 | 0.08371693596485633 | 0.1311283 | 0.1080037382639967
VIOG | -0.003024423 | 0.1527292555335071 | -0.02717537 | 0.1527826092515097 |  | 0.007002819 | 0.142956501834239 | 0.1338774 | 0.1463107277498499
VIOV | -0.001707106 | 0.1589054257883641 | -0.02657407 | 0.1516366229499582 |  | -0.01818879 | 0.1508833944405991 | 0.1229645 | 0.1555923910265944
VIS | -0.005357608000000001 | 0.09765435491935623 | -0.01775545 | 0.110401711439482 |  | 0.02162566 | 0.1045923890295062 | 0.1415392 | 0.1168582631465659
VNQI | 0.02566502 | 0.06601569996940532 | 0.02701179 | 0.08334254333106231 |  | 0.07690794000000001 | 0.1051303182291478 | 0.04751888 | 0.1208102550010479
VOX | 0.03306568 | 0.09924260120634328 | 0.009776762 | 0.116914944706612 |  | -0.02245123 | 0.1321155538860687 | 0.07699719 | 0.1484205830042248
VPU | 0.0142147 | 0.06712953517388132 | 0.0152277 | 0.1069115195226113 |  | 0.06788243 | 0.1207407592940648 | 0.1014131 | 0.1563632192645828
VTEB | 0.007895806 | 0.01619878004624715 | 0.01725898 | 0.01636448963153955 |  | 0.01236109 | 0.02710465199620309 | -0.003783972 | 0.03681782860687317
VTI | -0.005701494000000001 | 0.06424991681393018 | -0.01384704 | 0.07421751572018172 |  | 0.03336554 | 0.07294233293261292 | 0.1072894 | 0.09118179325172289
VUG | -0.001974804 | 0.05482554050944949 | -0.002365899 | 0.06458994110006784 |  | 0.05911784 | 0.06704491386305411 | 0.1026819 | 0.09076886831844458
XLP | 0.01816843 | 0.0529460971127409 | 0.009094216 | 0.05507038057325352 |  | 0.06375135 | 0.07439408516649182 | 0.08153834 | 0.09921144440669863
YYY | 0.01417325 | 0.02544265420383394 | 0.02383254 | 0.08195384531937734 |  | 0.04753586000000001 | 0.05969411110688829 | 0.0640497 | 0.08279814832133878
RFR