Recommended number of holdings: 3
| Market/Sector | ETF | ETF Ticker | Rank | Sum |
|---|---|---|---|---|
| Small Cap Stocks | iShares Russell 2000 Index Fund | IWM | 1 | 44.22 |
| Real Estate | iShares Cohen & Steers Realty Majors Index Fund | ICF | 2 | 42.29 |
| Long Term Treasuries | iShares Barclays 20+ Year Treasury Bond Fund | TLT | 3 | 40.38 |
| Large Cap Stocks | iShares S&P 500 Index Fund | IVV | 4 | 38.41 |
| Emerging Markets | Vanguard MSCI Emerging Markets ETF | VWO | 5 | 22.90 |
| Gold | iShares Gold Trust | IAU | 6 | 16.91 |
| International Stocks | iShares MSCI EAFE Index Fund | EFA | 7 | 12.51 |
| Commodities | PowerShares DB Commodity Index Fund | DBC | 8 | 3.73 |
| Short Term Treasuries | iShares Barclays 1-3 Year Treasury Bond Fund | SHY | 9 | 1.49 |
As of: 02/18/12
Recommended number of holdings: 5
| Market/Sector | ETF | ETF Ticker | Rank | Sum |
|---|---|---|---|---|
| Small Cap U.S. Stocks | iShares Russell 2000 Index Fund | IWM | 1 | 44.22 |
| Real Estate | iShares Cohen & Steers Realty Majors Index Fund | ICF | 2 | 42.29 |
| Long Term Treasuries | iShares Barclays 20+ Year Treasury Bond Fund | TLT | 3 | 40.38 |
| Large Cap U.S. Stocks | iShares S&P 500 Index Fund | IVV | 4 | 38.41 |
| Asia | iShares S&P Asia 50 Index Fund | AIA | 5 | 32.20 |
| Energy | PowerShares DB Energy Fund | DBE | 6 | 23.27 |
| Latin America | iShares S&P Latin America 40 Index Fund | ILF | 7 | 21.93 |
| High Yield Bonds | SPDR Barclays Capital High Yield Bond ETF | JNK | 8 | 21.27 |
| Emerging Market Debt | iShares JPMorgan USD Emerging Markets Bond Fund | EMB | 9 | 17.46 |
| Europe | Vanguard MSCI European ETF | VGK | 10 | 15.47 |
| Emerging Markets Small Cap | SPDR S&P Emerging Markets Small Cap ETF | EWX | 11 | 14.92 |
| International Small Cap | iShares MSCI EAFE Small Cap Index Fund | SCZ | 12 | 13.91 |
| Africa | Market Vectors Africa Index ETF | AFK | 13 | 7.98 |
| Australia | iShares MSCI Australia Index Fund | EWA | 14 | 7.19 |
| Precious Metals | PowerShares DB Precious Metals Fund | DBP | 15 | 6.79 |
| Japan Small Cap | SPDR Russell/Nomura Small Cap Japan ETF | JSC | 16 | 6.21 |
| Japan | iShares MSCI Japan Index Fund | EWJ | 17 | 4.90 |
| Short Term Corporate Bonds | iShares Barclays 1-3 Year Credit Bond Fund | CSJ | 18 | 4.49 |
| International Treasury Bonds | SPDR Barclays Capital International Treasury Bond ETF | BWX | 19 | 4.08 |
| Short Term Treasuries | iShares Barclays 1-3 Year Treasury Bond Fund | SHY | 20 | 1.49 |
| Canada | iShares MSCI Canada Index Fund | EWC | 21 | -0.76 |
| Middle East | Market Vectors Gulf States Index ETF | MES | 22 | -0.97 |
| Base Metals | PowerShares DB Base Metals Fund | DBB | 23 | -27.98 |
| Agriculture | PowerShares DB Agriculture Fund | DBA | 24 | -30.39 |
As of: 02/18/12
Recommended number of holdings: 3
| Market/Sector | ETF | ETF Ticker | Rank | Sum |
|---|---|---|---|---|
| Small Cap | iShares Russell 2000 Index Fund | IWM | 1 | 44.22 |
| Large Cap | iShares S&P 500 Index Fund | IVV | 2 | 38.41 |
| International Stocks | iShares MSCI ACWI Index Fund | ACWI | 3 | 23.89 |
| Emerging Markets | iShares MSCI Emerging Markets Index Fund | EEM | 4 | 23.59 |
| Investment Grade Corporate Bonds | iShares iBoxx $ Investment Grade Corporate Bond Fund | LQD | 5 | 21.15 |
| Treasury Inflation Protected Securities | iShares Barclays TIPS Bond Fund | TIP | 6 | 20.29 |
| Emerging Market Debt | iShares JPMorgan USD Emerging Markets Bond Fund | EMB | 7 | 17.46 |
| International Small Cap | iShares MSCI EAFE Small Cap Index Fund | SCZ | 8 | 13.91 |
| Broad Bond | iShares Barclays Aggregate Bond Fund | AGG | 9 | 12.05 |
As of: 02/18/12
The market rotation model is a tactical asset allocation system that uses the well-documented momentum effect. We have several variations of this model. One, the Major Market Rotation System, ranks eight major markets, while the Minor Market Rotation System ranks twenty-three. The last variation, iShares / Fidelity ETF Market Rotation ranks several markets that correspond to ETFs that can be traded for free through Fidelity Investments.
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