Historical Returns

The following represents the BLOG's 2010 ETF returns vis-a-vis other benchmark investment measures:

------------$Initial-----%Growth----$Return-----$Result
BLOG-----$100,000----26.6%-----$26,646-----$126,646
S&P 500--$100,000----12.8%-----$12,783------$112,783
1.5% CD--$100,000-----1.5%----- $1,500-----$101,500


S&P result excludes dividends.
Return on one Futures Contract: $137,684 (roughly margin of $25,000 to $50,000).
Please see the BLOG page on "Shortcomings and Limitations."

Thursday, December 30, 2010

Sugar Down Hard; Copper Surges Ahead

The BLOG took a hit today as our long Sugar position plunged and was stopped out. That's the bad news. The good news is that the ETF position made 5.7% in 18 days. The future made $2,386 in 18 days. For the record,

CLOSED OUT SYMBOL ENTRY OUT PROFIT DAYS
Long Sugar SBH11 29.20 31.33 $2,386 18
Long Sugar SBB 86.25 91.16 5.7% 18

We have four remaining positions:

PORTFOLIO SYMBOL ENTRY CLOSE STOP PROFIT DAYS
Long Coffee KCH11 208.80 236.30 226.25 $10,313 18
Long Coffee JO 57.57 63.27 60.58 9.9% 18
Long Gold GCG10 1386.30 1405.9 1394.8 $1,960 9
Long Gold GLD 135.60 137.03 135.95 1.1% 9
Long British BPH11 154.11 154.91 150.99 $500 3
Long British FXB 152.98 153.35 149.47 0.2% 3
Long Copper HGH11 432.65 437.30 427.95 $1,163 2
Long Copper JJC 57.63 58.28 57.03 1.1% 2

There are no new signals for tomorrow.

All the best,

Dan

If you wish to be notified of new posts, let me know at bassanalytics@live.com. I will send you an email every time there is a new post.Any views expressed herein are provided for informational purposes only and should not be construed in any way as an offer, an endorsement, or inducement to invest. Past performance is not indicative of future results. Investors should discuss any investment with their personal investment counsel. The quotes and symbols used in the BLOG are believed to be reliable, but no guarantees are made with regard to the accuracy. We may have positions in one or more of the ETFs or futures of the computer-generated signals.

Wednesday, December 29, 2010

Two More Market Days to Go and BLOG Ends First Year AT.........

...we won't know until tomorrow, but the year-to-date return today is 27.3% on our ETFs. The assumptions underlying this return on shown in the column on the right-hand side of the BLOG. We will be publishing a special BLOG post with more details, including a special measure with regard to the ETFs called "exposure of capital." I think that those of you who are assiduous in your investment knowledge will find this measure of risk quite interesting. As a preview, realize that our algorithmically-generated ETF portfolio allocates 20% of capital to each position, with a maximum of 5 positions possible. However, most of the time this year, we didn't have 5 active positions. Hence, our total capital was not always exposed to market risk. The return of 27.3% is based upon the capital gains for all of the capital, not just the portion exposed to risk at any given time. We will elaborate on this concept when we discuss the annual rates of return. Bottom line.....the un-leveraged risk-adjusted return is actually higher.

Our portfolio gained ground today, with all positions up, except for copper. However, overnight, copper is surging ahead again, probably sparked by Asian buying.

We will add no positions to the portfolio, since we are fully invested at 5 positions. However, note that we have a new signal to buy the New Zealand Dollar. The historical track record is 30 wins out of 37 trades for 81%. Again, this is presented for informational purposes only; we will not track this computer-trade in the BLOG.

PORTFOLIO SYMBOL ENTRY CLOSE STOP PROFIT DAYS
Long Coffee KCH11 208.80 239.65 226.25 $11,569 17
Long Coffee JO 57.57 63.91 60.34 11.0% 17
Long Sugar SBH11 29.20 33.83 31.33 $5,186 17
Long Sugar SBB 86.25 98.43 91.16 14.1% 17
Long Gold GCG10 1386.30 1413.5 1394.8 $2,720 8
Long Gold GLD 135.60 137.71 135.89 1.6% 8
Long British BPH11 154.11 154.91 150.99 $500 2
Long British FXB 152.98 154.11 150.21 0.7% 2
Long Copper HGH11 432.65 431.15 427.95 -$375 1
Long Copper JJC 57.63 57.39 56.96 -0.4% 1

If you wish to be notified of new posts, let me know at bassanalytics@live.com. I will send you an email every time there is a new post.Any views expressed herein are provided for informational purposes only and should not be construed in any way as an offer, an endorsement, or inducement to invest. Past performance is not indicative of future results. Investors should discuss any investment with their personal investment counsel. The quotes and symbols used in the BLOG are believed to be reliable, but no guarantees are made with regard to the accuracy. We may have positions in one or more of the ETFs or futures of the computer-generated signals.

Tuesday, December 28, 2010

Another Good Day for the BLOG

After today, we are almost at 28% Year-To-Date on our ETF trades. We hope we will finish the year at this level.

Our portfolio:

PORTFOLIO SYMBOL ENTRY CLOSE STOP PROFIT DAYS
Long Coffee KCH11 208.80 239.30 226.25 $11,438 16
Long Coffee JO 57.57 64.13 60.63 11.4% 16
Long Sugar SBH11 29.20 34.39 31.16 $5,813 16
Long Sugar SBB 86.25 100.61 91.16 16.6% 16
Long Gold GCG10 1386.30 1405.2 1392.6 $1,890 7
Long Gold GLD 135.60 137.22 135.99 1.2% 7
Long British BPH11 154.11 153.58 150.99 -331.25 1
Long British FXB 152.98 152.98 150.40 0.0% 1

We have three really good signals for tomorrow; they all have great historical track records. However, BLOG readers know that we limit our ETF portfolio to five positions.

The signals are: buy Silver, buy Copper, and buy the Euro Currency. The track records are, respectively: 103 wins out of 119 trades for 87%, 107 wins out of 123 trades for 87%, and 68 wins out of 86 trades for 79%. Since we are already long the British, and long Gold it is my thought that the Euro and Silver signals are too highly correlated with inherent contagion risk. If they all turn out to be winners, we wouldn't care. But, I think that the most prudent signal to follow would be copper, since it is less directly correlated to all of our four existing positions. This is a judgment call, something we try to avoid in the BLOG, since we seek to use algorithms to establish all our positions. However, we have three good algorithms and only one position left given our methodology. So, copper it is. We hope that they will all make money anyway.

Symbols for copper: HGH11 and JJC. Caution: this copper signal is usually in the market only about 5 days.

Have a profitable day tomorrow!




If you wish to be notified of new posts, let me know at bassanalytics@live.com. I will send you an email every time there is a new post.Any views expressed herein are provided for informational purposes only and should not be construed in any way as an offer, an endorsement, or inducement to invest. Past performance is not indicative of future results. Investors should discuss any investment with their personal investment counsel. The quotes and symbols used in the BLOG are believed to be reliable, but no guarantees are made with regard to the accuracy. We may have positions in one or more of the ETFs or futures of the computer-generated signals.

Monday, December 27, 2010

First BLOG Christmas

MERRY CHRISTMAS FROM THE BLOG

This is our very first BLOG Christmas. We are thankful for the many things we have received in the past year. Christmas is always a very special time of year. We bid you tidings of great joy!

We hope that you will continue to follow us into another profitable year.

Our portfolio:

PORTFOLIO SYMBOL ENTRY CLOSE STOP PROFIT DAYS

Long Coffee KCH11 208.80 237.45 226.25 $10,744 15
Long Coffee JO 57.57 63.75 60.74 10.7% 15
Long Sugar SBH11 29.20 33.64 30.9 $4,973 15
Long Sugar SBB 86.25 98.72 90.68 14.5% 15
Long Gold GCG10 1386.30 1382.9 1361.3 -$340 6
Long Gold GLD 135.60 135.02 132.91 -0.4% 6

New Signal: Buy British Pound. Symbols: FXB and BPH11. Track record: 86 wins out of 109 trades for 79 %. Good luck!

If you wish to be notified of new posts, let me know at bassanalytics@live.com. I will send you an email every time there is a new post.Any views expressed herein are provided for informational purposes only and should not be construed in any way as an offer, an endorsement, or inducement to invest. Past performance is not indicative of future results. Investors should discuss any investment with their personal investment counsel. The quotes and symbols used in the BLOG are believed to be reliable, but no guarantees are made with regard to the accuracy. We may have positions in one or more of the ETFs or futures of the computer-generated signals.

Sunday, December 26, 2010

PORTFOLIO SYMBOL ENTRY CLOSE STOP PROFIT DAYS


Long Coffee KCH11 208.80 235.90 226.25 $10,163 14
Long Coffee JO 57.57 63.59 60.99 10.5% 14
Long Sugar SBH11 29.20 33.98 30.9 $5,354 14
Long Sugar SBB 86.25 98.90 89.94 14.7% 14
Long Gold GCG10 1386.30 1380.5 1361.3 -$580 5
Long Gold GLD 135.60 134.66 132.79 -0.7% 5


Portfolio is doing well; buy Heating Oil is the newest signal. UHN and HOG11.

If you wish to be notified of new posts, let me know at bassanalytics@live.com. I will send you an email every time there is a new post.Any views expressed herein are provided for informational purposes only and should not be construed in any way as an offer, an endorsement, or inducement to invest. Past performance is not indicative of future results. Investors should discuss any investment with their personal investment counsel. The quotes and symbols used in the BLOG are believed to be reliable, but no guarantees are made with regard to the accuracy. We may have positions in one or more of the ETFs or futures of the computer-generated signals.

Wednesday, December 22, 2010

BLOG for Thursday

The portfolio continues to look good. Copper was stopped out after just two days. The anomaly: the future made a nice profit, but the ETF had a mild loss. This sometimes occurs because of timing differences. Likewise, the gold futures are ahead, but the gold ETF is behind. Again, timing differences accout for this, and over the entire year, the futures and the ETFs balanced out.


PORTFOLIO SYMBOL ENTRY CLOSE STOP PROFIT DAYS
Long Coffee KCH11 208.80 230.20 219.3 $8,025 10
Long Coffee JO 57.57 62.46 59.50 8.5% 10
Long Sugar SBH11 29.20 33.13 30.75 $4,402 10
Long Sugar SBB 86.25 97.05 90.08 12.5% 10
Long Gold GCG10 1386.30 1388.3 1361.3 $200 1
Long Gold GLD 135.60 135.05 132.42 -0.4% 1


CLOSED OUT SYMBOL ENTRY OUT PROFIT DAYS
Long Copper HGH11 421.60 426.10 $1,125 2
Long Copper JJC 56.89 56.80 -0.2% 2

There are no new signals for tomorrow.


If you wish to be notified of new posts, let me know at bassanalytics@live.com. I will send you an email every time there is a new post.Any views expressed herein are provided for informational purposes only and should not be construed in any way as an offer, an endorsement, or inducement to invest. Past performance is not indicative of future results. Investors should discuss any investment with their personal investment counsel. The quotes and symbols used in the BLOG are believed to be reliable, but no guarantees are made with regard to the accuracy. We may have positions in one or more of the ETFs or futures of the computer-generated signals.

Tuesday, December 21, 2010

BLOG Soars

Coffee led the way today, with a gain of over 4% just for the day. Copper was also strong. Look at the gains in our algorithmically-generated portfolio:

PORTFOLIO SYMBOL ENTRY CLOSE STOP PROFIT DAYS
Long Coffee KCH11 208.80 233.85 219.3 $9,394 9
Long Coffee JO 57.57 63.05 59.13 9.5% 9
Long Sugar SBH11 29.20 33.02 30.75 $4,278 9
Long Sugar SBB 86.25 94.61 88.11 9.7% 9
Long Copper HGH11 421.60 427.60 426.1 $1,500 1
Long Copper JJC 56.89 57.00 56.80 0.2% 1

There is one new signal for tomorrow: buy Gold. Symbols are GCG11 and GLD. The track record is 31 wins out of 36 trades for 86%.

Good luck to all!







If you wish to be notified of new posts, let me know at bassanalytics@live.com. I will send you an email every time there is a new post.Any views expressed herein are provided for informational purposes only and should not be construed in any way as an offer, an endorsement, or inducement to invest. Past performance is not indicative of future results. Investors should discuss any investment with their personal investment counsel. The quotes and symbols used in the BLOG are believed to be reliable, but no guarantees are made with regard to the accuracy. We may have positions in one or more of the ETFs or futures of the computer-generated signals.

Monday, December 20, 2010

Our portfolio continues to perform well. There is but one new signal shown below.

PORTFOLIO SYMBOL ENTRY CLOSE STOP PROFIT DAYS
Long Coffee KCH11 208.80 224.65 213.85 $5,944 8
Long Coffee JO 57.57 60.48 57.57 5.1% 8
Long Sugar SBH11 29.20 32.96 30.7 $4,211 8
Long Sugar SBB 86.25 95.49 88.94 10.7% 8


New signal: buy Copper. Symbols: HGH11, and JJC. Track record: 106 wins out of 122 trades for 77%.

If you wish to be notified of new posts, let me know at bassanalytics@live.com. I will send you an email every time there is a new post.Any views expressed herein are provided for informational purposes only and should not be construed in any way as an offer, an endorsement, or inducement to invest. Past performance is not indicative of future results. Investors should discuss any investment with their personal investment counsel. The quotes and symbols used in the BLOG are believed to be reliable, but no guarantees are made with regard to the accuracy. We may have positions in one or more of the ETFs or futures of the computer-generated signals.

Friday, December 17, 2010

Thursday and Friday Results with New Signals for Monday

Our portfolio is doing extremely well; no new signals for Friday:

PORTFOLIO SYMBOL ENTRY CLOSE STOP PROFIT DAYS
Long Canadian CDZ10 99.45 98.41 98.30 -$1,040 15
Long Coffee KCH11 208.80 225.30 213.8 $6,188 5
Long Coffee JO 57.57 60.72 57.62 5.5% 5
Long Sugar SBH11 29.20 32.50 30.51 $3,696 5
Long Sugar SBB 86.25 95.50 89.65 10.7% 5

The ETF for the Canadian Dollar was stopped out, while the future position remains active:

CLOSED OUT SYMBOL ENTRY OUT PROFIT DAYS
Long Canadian FXC 99.02 98.92 -0.1% 15

No New Signals for Monday.





If you wish to be notified of new posts, let me know at bassanalytics@live.com. I will send you an email every time there is a new post.Any views expressed herein are provided for informational purposes only and should not be construed in any way as an offer, an endorsement, or inducement to invest. Past performance is not indicative of future results. Investors should discuss any investment with their personal investment counsel. The quotes and symbols used in the BLOG are believed to be reliable, but no guarantees are made with regard to the accuracy. We may have positions in one or more of the ETFs or futures of the computer-generated signals.
If you wish to be notified of new posts, let me know at bassanalytics@live.com. I will send you an email every time there is a new post.Any views expressed herein are provided for informational purposes only and should not be construed in any way as an offer, an endorsement, or inducement to invest. Past performance is not indicative of future results. Investors should discuss any investment with their personal investment counsel. The quotes and symbols used in the BLOG are believed to be reliable, but no guarantees are made with regard to the accuracy. We may have positions in one or more of the ETFs or futures of the computer-generated signals.
If you wish to be notified of new posts, let me know at bassanalytics@live.com. I will send you an email every time there is a new post.Any views expressed herein are provided for informational purposes only and should not be construed in any way as an offer, an endorsement, or inducement to invest. Past performance is not indicative of future results. Investors should discuss any investment with their personal investment counsel. The quotes and symbols used in the BLOG are believed to be reliable, but no guarantees are made with regard to the accuracy. We may have positions in one or more of the ETFs or futures of the computer-generated signals.
If you wish to be notified of new posts, let me know at bassanalytics@live.com. I will send you an email every time there is a new post.Any views expressed herein are provided for informational purposes only and should not be construed in any way as an offer, an endorsement, or inducement to invest. Past performance is not indicative of future results. Investors should discuss any investment with their personal investment counsel. The quotes and symbols used in the BLOG are believed to be reliable, but no guarantees are made with regard to the accuracy. We may have positions in one or more of the ETFs or futures of the computer-generated signals.

Wednesday, December 15, 2010

Wednesday Post

Wednesday finds us with a smaller portfolio, but still resting on some nice profits. The portfolio is as follows:

PORTFOLIO SYMBOL ENTRY CLOSE STOP PROFIT DAYS
Long Canadian CDZ10 99.45 99.32 98.30 -$130 13
Long Canadian FXC 99.02 99.03 98.01 0.0% 13
Long Coffee KCH11 208.80 217.50 212.05 $3,263 3
Long Coffee JO 57.57 58.25 56.79 1.2% 3
Long Sugar SBH11 29.20 31.11 29.92 $2,139 3
Long Sugar SBB 86.25 90.77 87.30 5.2% 3

The copper was stopped out with a nice gain, and the stop was as we showed it in the Monday BLOG:


CLOSED OUT SYMBOL ENTRY OUT PROFIT DAYS
Long Copper HGH11 411.25 417.40 $1,538
Long Copper JJC 55.88 55.66 -0.4%

However, our signal on Monday to buy silver was a disaster.

CLOSED OUT SYMBOL ENTRY OUT PROFIT DAYS
Long Silver SIH10 29.575 29.315 -$1,300
Long Silver SLV 28.69 28.08 -2.1%

There are no new signals for tomorrow.


If you wish to be notified of new posts, let me know at bassanalytics@live.com. I will send you an email every time there is a new post.Any views expressed herein are provided for informational purposes only and should not be construed in any way as an offer, an endorsement, or inducement to invest. Past performance is not indicative of future results. Investors should discuss any investment with their personal investment counsel. The quotes and symbols used in the BLOG are believed to be reliable, but no guarantees are made with regard to the accuracy. We may have positions in one or more of the ETFs or futures of the computer-generated signals.

Tuesday Post

For reasons beyond my control, I wasn't able to do a Tuesday night post; therefore, both Tuesday and Wednesday will be done on the Wednesday night Post. Sorry for any inconvenience that this may have caused.



If you wish to be notified of new posts, let me know at bassanalytics@live.com. I will send you an email every time there is a new post.Any views expressed herein are provided for informational purposes only and should not be construed in any way as an offer, an endorsement, or inducement to invest. Past performance is not indicative of future results. Investors should discuss any investment with their personal investment counsel. The quotes and symbols used in the BLOG are believed to be reliable, but no guarantees are made with regard to the accuracy. We may have positions in one or more of the ETFs or futures of the computer-generated signals.

Monday, December 13, 2010

New Positions In The BLOG EXPLODE!

Copper, Coffee, and Sugar had extremely big moves today, putting very large one-day profits on our books. Look at the porfolio:

PORTFOLIO SYMBOL ENTRY CLOSE STOP PROFIT DAYS
Long Canadian CDZ10 99.45 98.81 98.3 -$640 11
Long Canadian FXC 99.02 98.66 98.15 -0.4% 11
Long Coffee KCH11 208.80 217.55 211.35 $3,281 1
Long Coffee JO 57.57 58.06 56.41 0.9% 1
Long Copper HGH11 411.25 420.70 417.4 $2,363 1
Long Copper JJC 55.88 56.10 55.66 0.4% 1
Long Sugar SBH11 29.20 30.49 29.66 $1,445 1
Long Sugar SBB 86.25 88.70 86.29 2.8% 1

No positions were closed out.

There quite a few new signals for tomorrow; however, as you may know, our ETF portfolio is limited to 5 positions. Here are the new signals:

1) Buy Silver
2) Buy the Swiss Franc

Based upon the statistics involved, we will choose to buy silver. The statistics are:

SIH11, SLV: 103 wins out of 118 trades for 87%.

Best of luck! Things are really heating up!

If you wish to be notified of new posts, let me know at bassanalytics@live.com. I will send you an email every time there is a new post.Any views expressed herein are provided for informational purposes only and should not be construed in any way as an offer, an endorsement, or inducement to invest. Past performance is not indicative of future results. Investors should discuss any investment with their personal investment counsel. The quotes and symbols used in the BLOG are believed to be reliable, but no guarantees are made with regard to the accuracy. We may have positions in one or more of the ETFs or futures of the computer-generated signals.

Sunday, December 12, 2010

Three New Signals for Monday

Before we get into the new signals, we should comment that our short gold futures position abruptly ended intra-day. I posted an intermediate BLOG indicating this, and also sent out a warning to those of you who choose to get my daily emails whenever there is a post. Since the futures position ended abruptly, we cashed out the ETF on the close Friday. The result was:

CLOSED OUT SYMBOL ENTRY OUT PROFIT DAYS
Short Gold GCG11 1383.00 1378.90 $410 4
Short Gold DGZ 15.51 15.55 0.3% 4

This left our portfolio down to one postion:

PORTFOLIO SYMBOL ENTRY CLOSE STOP PROFIT DAYS
Long Canadian CDZ10 99.66 98.81 98.51 -$850 10
Long Canadian FXC 99.02 98.53 98.23 -0.5% 10

BUT WAIT: three new interesting signals with good track records. Buy Copper, Buy Coffee and Buy Sugar. While we have had many Copper signals the Coffee and Sugar signals have been rare.

1) Buy Copper: symbols HGH11 and JJC. Track record: 105 wins out of 121 trades for 87%.

2) Buy Coffee: KCH11 and JO. Track record: 27 wins out of 31 trades for 87%.

3) Buy Sugar: SBH11 and SGG. Track record: 62 wins out of 103 trades for 60%.

These see to be good solid signals and a sort of strange combination to all occur together.

Let me know if you have any commments.

Dan

If you wish to be notified of new posts, let me know at bassanalytics@live.com. I will send you an email every time there is a new post.Any views expressed herein are provided for informational purposes only and should not be construed in any way as an offer, an endorsement, or inducement to invest. Past performance is not indicative of future results. Investors should discuss any investment with their personal investment counsel. The quotes and symbols used in the BLOG are believed to be reliable, but no guarantees are made with regard to the accuracy. We may have positions in one or more of the ETFs or futures of the computer-generated signals.

Friday, December 10, 2010

Gold Stopped Out Overnight

Gold plummeted last night, made a profit, then was stopped out. Thus, we are out of our short gold position.



If you wish to be notified of new posts, let me know at bassanalytics@live.com. I will send you an email every time there is a new post.Any views expressed herein are provided for informational purposes only and should not be construed in any way as an offer, an endorsement, or inducement to invest. Past performance is not indicative of future results. Investors should discuss any investment with their personal investment counsel. The quotes and symbols used in the BLOG are believed to be reliable, but no guarantees are made with regard to the accuracy. We may have positions in one or more of the ETFs or futures of the computer-generated signals.

Thursday, December 9, 2010

Dull Day for the BLOG

Here is how our portfolio looks:

PORTFOLIO SYMBOL ENTRY CLOSE STOP PROFIT DAYS
Long Canadian CDZ10 99.66 98.74 98.51 -$920 7
Long Canadian FXC 99.02 98.41 98.18 -0.6% 7
Short Gold GCG11 1383.00 1392.80 1402 -$980 1
Short Gold DGZ 15.51 15.54 15.44 0.2% 1

...and there are no new signals for tomorrow.

Dan





If you wish to be notified of new posts, let me know at bassanalytics@live.com. I will send you an email every time there is a new post.Any views expressed herein are provided for informational purposes only and should not be construed in any way as an offer, an endorsement, or inducement to invest. Past performance is not indicative of future results. Investors should discuss any investment with their personal investment counsel. The quotes and symbols used in the BLOG are believed to be reliable, but no guarantees are made with regard to the accuracy. We may have positions in one or more of the ETFs or futures of the computer-generated signals.

Wednesday, December 8, 2010

Wednesday Brings Even Smaller Portfolio

Today, we exited yet another position with profits: the New Zealand Dollar. The stats appear below:

CLOSED OUT SYMBOL ENTRY OUT PROFIT DAYS
Long Zealand NE1Z10 74.46 75.25 $790 9
Long Zealand BNZ 23.74 24.00 1.1% 9

Note: BNZ was stopped out lower than its published stop of 24.11, since BNZ "gapped" down.

This leaves us with only one active position, quite a change from a few days ago.

PORTFOLIO SYMBOL ENTRY CLOSE STOP PROFIT
Long Canadian CDZ10 99.66 98.56 98.51 -$1,100
Long Canadian FXC 99.02 98.30 98.25 -0.7%

We have one new signal for tomorrow: sell short gold. Are we kidding? Gold has been in a formidable rally this year. Selling short goes against every fiber of my being. We'll see if I am right, or the computer programs which govern the BLOG. Hang on to your seats.

For the record: the symbols are GCG11 and DGZ. The algorithmic system has a record of 43 wins out of 59 trades for 73%.

Good luck!

If you wish to be notified of new posts, let me know at bassanalytics@live.com. I will send you an email every time there is a new post.Any views expressed herein are provided for informational purposes only and should not be construed in any way as an offer, an endorsement, or inducement to invest. Past performance is not indicative of future results. Investors should discuss any investment with their personal investment counsel. The quotes and symbols used in the BLOG are believed to be reliable, but no guarantees are made with regard to the accuracy. We may have positions in one or more of the ETFs or futures of the computer-generated signals.

Tuesday, December 7, 2010

What a Difference a Day Makes

We were stopped out of 3 out of 5 of our ETF positions today. Each exit posted a profit, but less than we had acheieved yesterday.

Our portfolio looks like this:

PORTFOLIO SYMBOL ENTRY CLOSE STOP PROFIT DAYS
Long Zealand NE1Z10 74.46 75.70 75.25 $1,240 8
Long Zealand BNZ 23.74 24.25 24.11 2.1% 8
Long Canadian CDZ10 99.66 98.56 98.51 -$1,100 5
Long Canadian FXC 99.02 98.30 98.25 -0.7% 5

So, we are left with two foreign currency positions. The positions exited are as follows:

CLOSED OUT SYMBOL ENTRY OUT PROFIT DAYS
Long Silver SIH11 28.625 28.840 $1,075 5
Long Silver SLV 28.33 28.60 1.0% 5
Long Copper HGH11 375.10 401.40 $6,575 9
Long Copper JJC 50.02 53.44 6.8% 9
Long Cotton CTH11 112.25 129.34 $8,545 9
Long Cotton BAL 57.80 65.49 13.3% 9

There are no surprises here with but one exception: copper. The copper stop last shown in the BLOG was 394.15. However,intra-day, copper rose to over 413.00. This moved the intra-day stop to 401.40, and copper subsequently fell to that level for an exit to the position. Usually, such radical moves do not occur in one day. Also, it would have been impossible for the reader to know these facts without an intra-day monitoring system for the BLOG, which we do not have at this time.

There are no new signals for tomorrow.

All the best,

Dan



If you wish to be notified of new posts, let me know at bassanalytics@live.com. I will send you an email every time there is a new post.Any views expressed herein are provided for informational purposes only and should not be construed in any way as an offer, an endorsement, or inducement to invest. Past performance is not indicative of future results. Investors should discuss any investment with their personal investment counsel. The quotes and symbols used in the BLOG are believed to be reliable, but no guarantees are made with regard to the accuracy. We may have positions in one or more of the ETFs or futures of the computer-generated signals.

Monday, December 6, 2010

Level Day

There was not much action for the BLOG portfolio today. Our five positions remain:

PORTFOLIO SYMBOL ENTRY CLOSE STOP PROFIT DAYS
Long Copper HGH11 375.10 400.80 394.15 $6,425 8
Long Copper JJC 50.02 53.38 52.49 6.7% 8
Long Cotton CTH11 112.25 130.43 129.34 $9,090 8
Long Cotton BAL 57.80 66.04 65.49 14.3% 8
Long Zealand NE1Z10 74.46 76.09 75.25 $1,630 7
Long Zealand BNZ 23.74 24.39 24.12 2.7% 7
Long Silver SIH11 28.625 29.735 28.82 $5,550 4
Long Silver SLV 28.33 29.51 28.60 4.2% 4
Long Canadian CDZ10 99.66 99.22 98.51 -$440 4
Long Canadian FXC 99.02 98.94 98.23 -0.1% 4

We are not entertaining any new signals, since we are at our maximum of five ETF positions at one time.

Have a great evening!

Dan



If you wish to be notified of new posts, let me know at bassanalytics@live.com. I will send you an email every time there is a new post.Any views expressed herein are provided for informational purposes only and should not be construed in any way as an offer, an endorsement, or inducement to invest. Past performance is not indicative of future results. Investors should discuss any investment with their personal investment counsel. The quotes and symbols used in the BLOG are believed to be reliable, but no guarantees are made with regard to the accuracy. We may have positions in one or more of the ETFs or futures of the computer-generated signals.

Saturday, December 4, 2010

BLOG Soars To Close Out Eleventh Month

Our positions were up strongly today, led by Cotton. We are up 17% on this position in the last 5 days. This commodity will be in great demand world-wide as the global economy recovers. Our results Year-To-Date will be published soon, but suffice it to say that so far we are over 20!

PORTFOLIO SYMBOL ENTRY CLOSE STOP PROFIT DAYS
Long Copper HGH11 375.10 399.90 391.65 $6,200 5
Long Copper JJC 50.02 53.33 52.23 6.6% 5
Long Cotton CTH11 112.25 132.34 127.09 $10,045 5
Long Cotton BAL 57.80 67.63 64.95 17.0% 5
Long Zealand NE1Z10 74.46 76.10 75.25 $1,640 4
Long Zealand BNZ 23.74 24.52 24.25 3.3% 4
Long Silver SIH11 28.625 29.271 28.82 $3,230 1
Long Silver SLV 28.33 28.60 28.16 1.0% 1
Long Canadian CDZ10 99.66 99.58 98.51 -$80 1
Long Canadian FXC 99.02 99.09 98.03 0.1% 1

No signals for Monday; our ETF portfolio is filled to its maximum value of 5.

Have a great weekend!

If you wish to be notified of new posts, let me know at bassanalytics@live.com. I will send you an email every time there is a new post.Any views expressed herein are provided for informational purposes only and should not be construed in any way as an offer, an endorsement, or inducement to invest. Past performance is not indicative of future results. Investors should discuss any investment with their personal investment counsel. The quotes and symbols used in the BLOG are believed to be reliable, but no guarantees are made with regard to the accuracy. We may have positions in one or more of the ETFs or futures of the computer-generated signals.

Thursday, December 2, 2010

There were two positions closed out with minor changes.

CLOSED OUT SYMBOL ENTRY OUT PROFIT DAYS
Long Gold GCG10 1386.10 1388.3 $220 2
Long Gold GLD 138.71 138.30 -0.3% 2
Long Swiss SFZ10 99.62 99.72 $125 2
Long Swiss FXF 98.75 98.92 0.2% 2


Our active portfolio looks like the following:


PORTFOLIO SYMBOL ENTRY CLOSE STOP PROFIT DAYS
Long Copper HGH11 375.10 397.90 389.65 $5,700 4
Long Copper JJC 50.02 52.39 51.30 4.7% 4
Long Cotton CTH11 112.25 126.34 120.34 $7,045 4
Long Cotton BAL 57.80 64.77 61.69 12.1% 4
Long Zealand NE1Z10 74.46 74.33 74.2 -$130 3
Long Zealand BNZ 23.74 24.11 24.07 1.6% 3


For tomorrow quite a number of signals came up: buy all of the following: Aussie Dollar, British Pound, Canadian Dollar, Euro Currency, Siliver Platinum plus Sugar and a reinforcer for Cotton.

We will track silver and Canadian Dollar here in the BLOB. The track records are as follows:

Canadian: CDZ10 and FXC. Track record 10 wins out of 12 trades for 83%.
Silver: SIH11 and SLV. Track record 58 wins out of 71 trades for 82%.

If you wish to be notified of new posts, let me know at bassanalytics@live.com. I will send you an email every time there is a new post.Any views expressed herein are provided for informational purposes only and should not be construed in any way as an offer, an endorsement, or inducement to invest. Past performance is not indicative of future results. Investors should discuss any investment with their personal investment counsel. The quotes and symbols used in the BLOG are believed to be reliable, but no guarantees are made with regard to the accuracy. We may have positions in one or more of the ETFs or futures of the computer-generated signals.

Wednesday, December 1, 2010

Another Good Day for the BLOG

Most commodities soared today, and so did our ETFs. The portfolio is shown below. Cotton was a particularly good investment; Cotton futures were up the limit today.

PORTFOLIO SYMBOL ENTRY CLOSE STOP PROFIT DAYS

Long Copper HGH11 375.10 394.79 383.45 $4,923 3
Long Copper JJC 50.02 52.39 50.89 4.7% 3
Long Cotton CTH11 112.25 121.34 119.94 $4,545 3
Long Cotton BAL 57.80 62.28 61.56 7.8% 3
Long Zealand NE1Z10 74.46 74.18 73.01 -$280 2
Long Zealand BNZ 23.74 24.02 23.64 1.2% 2
Long Gold GCG10 1386.10 1388.3 1389.7 $220 1
Long Gold GLD 138.71 138.30 138.44 -0.3% 1
Long Swiss SFZ10 99.62 99.72 99.72 $125 1
Long Swiss FXF 98.75 98.92 98.92 0.2% 1

Regretably, the two newest positions, long Gold and long the Swiss Franc, were stopped out intra-day. For ETF traders, this would mean an exit from both positions on the New York Exchange Opening Bell.

The futures position in Copper was stopped out, but NOT the ETF, which is up incredibly. So, we will continue to track the Copper ETF system in the BLOG.

No new signals for tomorrow.



If you wish to be notified of new posts, let me know at bassanalytics@live.com. I will send you an email every time there is a new post.Any views expressed herein are provided for informational purposes only and should not be construed in any way as an offer, an endorsement, or inducement to invest. Past performance is not indicative of future results. Investors should discuss any investment with their personal investment counsel. The quotes and symbols used in the BLOG are believed to be reliable, but no guarantees are made with regard to the accuracy. We may have positions in one or more of the ETFs or futures of the computer-generated signals.

Tuesday, November 30, 2010

Our portfolio continues to gain ground:

PORTFOLIO SYMBOL ENTRY CLOSE STOP PROFIT DAYS
Long Copper HGH11 375.10 382.55 379.45 $1,863 2
Long Copper JJC 50.02 50.63 50.22 1.2% 2
Long Cotton CTH11 112.25 117.34 114.24 $2,545 2
Long Cotton BAL 57.80 59.36 57.79 2.7% 2
Long Zealand NE1Z10 74.46 74.18 73.01 -$280 1
Long Zealand BNZ 23.74 23.77 23.40 0.1% 1

There are three new signals for tomorrow, only 2 of which we'll follow for our BLOG ETFs.

1) Buy the Swiss Franc: SFZ10 and FXF. Record is 25 wins out of 31 trades for 81%.

2) Buy Gold: GCG11 and GLD. Record is 27 wins oout of 31 trades for 87%!

3) Buy Silver: SIH11 and SLV. Record is 97 wins out of 112 trades for 87%.

I am going to track only the Swiss and Gold in the BLOG for ETF purposes. Silver does have a great track record; however, the expected profits on silver are the lowest of the three algorithimic systems.

Good luck to all!

If you wish to be notified of new posts, let me know at bassanalytics@live.com. I will send you an email every time there is a new post.Any views expressed herein are provided for informational purposes only and should not be construed in any way as an offer, an endorsement, or inducement to invest. Past performance is not indicative of future results. Investors should discuss any investment with their personal investment counsel. The quotes and symbols used in the BLOG are believed to be reliable, but no guarantees are made with regard to the accuracy. We may have positions in one or more of the ETFs or futures of the computer-generated signals.

Monday, November 29, 2010

Monday Is a Good Day

Cotton gained strongly today, and our two new positions look favorable so far:

PORTFOLIO SYMBOL ENTRY CLOSE STOP PROFIT DAYS

Long Copper HGH11 375.10 375.80 371 $175 1
Long Copper JJC 50.02 50.14 49.50 0.2% 1
Long Cotton CTH11 112.25 115.76 115.15 $1,755 1
Long Cotton BAL 57.80 58.80 58.49 1.7% 1

One new signal for tomorrow: buy the New Zealand Dollar. Track record: 18 wins out of 22 trades for 82%. Symbols are NE1Z10 and BNZ.

See you tomorrow.

If you wish to be notified of new posts, let me know at bassanalytics@live.com. I will send you an email every time there is a new post.Any views expressed herein are provided for informational purposes only and should not be construed in any way as an offer, an endorsement, or inducement to invest. Past performance is not indicative of future results. Investors should discuss any investment with their personal investment counsel. The quotes and symbols used in the BLOG are believed to be reliable, but no guarantees are made with regard to the accuracy. We may have positions in one or more of the ETFs or futures of the computer-generated signals.

Sunday, November 28, 2010

BLOG Has a Bad Friday

We were stopped out of all three of our active ETF positions on Friday. Two of the three exited with maximum losses, our worst outcome. This leaves us with nothing in the active portfolio. However, two new signals emerge for Monday.

First, the postions stopped out:

CLOSED OUT SYMBOL ENTRY OUT PROFIT DAYS
Long Russell TFZ10 725.60 728.30 $270 5
Long Russell IWM 72.17 73.73 2.2% 5
Long Gold GCZ10 1377.10 1352.1 -$2,500 3
Long Gold GLD 134.35 132.00 -1.7% 3
Long Silver SIH11 27.590 27.140 -$2,250 3
Long Silver SLV 26.77 26.46 -1.2% 3

Two new signals for Monday: Buy Copper and Buy Cotton.

The track records are as follows:

1) Cotton: CTH11 and BAL. The record is 18 wins out of 22 trades for 82% historically.

2) Copper: HGH11 and JJC. The record is 42 wins out of 56 trades for 75% historically. Be careful on the Copper ETF; Copper futures have quite frequently stopped out overnight, so the ETF is never entered. Watch for updates here on the BLOG.

If you wish to be notified of new posts, let me know at bassanalytics@live.com. I will send you an email every time there is a new post.Any views expressed herein are provided for informational purposes only and should not be construed in any way as an offer, an endorsement, or inducement to invest. Past performance is not indicative of future results. Investors should discuss any investment with their personal investment counsel. The quotes and symbols used in the BLOG are believed to be reliable, but no guarantees are made with regard to the accuracy. We may have positions in one or more of the ETFs or futures of the computer-generated signals.

Thursday, November 25, 2010

No New Signals for Friday--Minor Changes to Portfolio

Here is our portfolio again. No new signals for tomorrow. No positions were exited from last time. Have a great weekend!

PORTFOLIO SYMBOL ENTRY CLOSE STOP PROFIT DAYS
Long Russell TFZ10 725.60 728.30 728.30 $270 4
Long Russell IWM 72.17 73.73 73.73 2.2% 4
Long Gold GCZ10 1377.10 1374.4 1352.1 ($270) 2
Long Gold GLD 134.35 134.18 132.00 ($0) 2
Long Silver SIH11 27.590 27.630 27.14 $200 2
Long Silver SLV 26.77 26.94 26.46 0.6% 2



If you wish to be notified of new posts, let me know at bassanalytics@live.com. I will send you an email every time there is a new post.Any views expressed herein are provided for informational purposes only and should not be construed in any way as an offer, an endorsement, or inducement to invest. Past performance is not indicative of future results. Investors should discuss any investment with their personal investment counsel. The quotes and symbols used in the BLOG are believed to be reliable, but no guarantees are made with regard to the accuracy. We may have positions in one or more of the ETFs or futures of the computer-generated signals.

Happy Thanksgiving! Corrrected

The BLOG is celebrating its first Thanksgiving! No turkey, lamb, or brisket, though. Just lots of data and equations. Have a Happy Thanksgiving!

Our portfolio:

PORTFOLIO SYMBOL ENTRY CLOSE STOP PROFIT DAYS
Long Russell TFZ10 725.60 728.30 727.90 $270 2
Long Russell IWM 72.17 73.73 73.69 2.2% 2
Long Gold GCZ10 1377.10 1374.4 1352.1 ($270) 2
Long Gold GLD 134.35 134.18 132.00 ($0) 2
Long Silver SIZ10 27.590 27.630 27.14 $200 2
Long Silver SLV 26.77 26.94 26.46 0.6% 2

New signal: buy Heating Oil. Symbols HOF11 and UHN. Historical record: 50 wins out of 62 trades for 81%. Good luck!

All the best,

Dan


If you wish to be notified of new posts, let me know at bassanalytics@live.com. I will send you an email every time there is a new post.Any views expressed herein are provided for informational purposes only and should not be construed in any way as an offer, an endorsement, or inducement to invest. Past performance is not indicative of future results. Investors should discuss any investment with their personal investment counsel. The quotes and symbols used in the BLOG are believed to be reliable, but no guarantees are made with regard to the accuracy. We may have positions in one or more of the ETFs or futures of the computer-generated signals.

Tuesday, November 23, 2010

BLOG Has BLAH Day

After a string of wins that lasted almost a month, the BLOG suffered a number of losses today. The Law of Large Numbers predicts that even when the probabilities favor a given direction, there will nonetheless be losses. Today we accumulated our share. However, nothwithstanding today's action, our year-to-date return on ETFs is over 18%, with mathematically extrapolated annual return of over 20%. The positions closed out today are as follows:

CLOSED OUT SYMBOL ENTRY OUT PROFIT DAYS
Long Soybeans SF10 1196.00 1218.50 $1,125 2
Long Silver SIZ10 27.550 27.450 -$500 2
Long Silver SLV 26.64 26.99 1.3% 2
Long Aussie ADZ10 98.61 97.01 -$1,600 2
Long Aussie FXA 99.04 97.54 -1.5% 2
Long Platinum PLF11 1668.90 1641.40 -$1,375 5
Long Platinum PTM 19.92 19.48 -2.2% 5
Long Euro ECZ10 136.39 134.54 -$2,313 5
Long Euro FXE 136.25 134.17 -1.5% 5

Our portfolio has shrunk to one position:
PORTFOLIO SYMBOL ENTRY CLOSE STOP PROFIT DAYS
Long Russell TFZ10 729.40 719.60 697.90 -$980 2
Long Russell IWM 72.17 72.11 69.94 -0.1% 2


However, we have three new signals for tomorrow:
1) Buy Gold: GCZ10, GLD. Track record: 30 wins out of 34 trades 88%.
2) Buy Silver: SIZ10, SLV. Track record: 57 wins out of 70 trades for 81%.
3) Buy Soymeal: SMF11, no ETF. Track record: 40 wins out of 42 trades for 95%.

That's all for tonight!

All the best,

Dan

If you wish to be notified of new posts, let me know at bassanalytics@live.com. I will send you an email every time there is a new post.Any views expressed herein are provided for informational purposes only and should not be construed in any way as an offer, an endorsement, or inducement to invest. Past performance is not indicative of future results. Investors should discuss any investment with their personal investment counsel. The quotes and symbols used in the BLOG are believed to be reliable, but no guarantees are made with regard to the accuracy. We may have positions in one or more of the ETFs or futures of the computer-generated signals.

Monday, November 22, 2010

Silver Shines Again

Silver rose sharply again today; the rest of the algorithmic portfolio did not stand out.

PORTFOLIO SYMBOL ENTRY CLOSE STOP PROFIT DAYS
Long Euro ECZ10 136.39 136.26 134.54 -$162 4
Long Euro FXE 136.25 136.36 134.64 0.1% 4
Long Platinum PLF11 1668.90 1665.50 1641.90 -$170 4
Long Platinum PTM 19.92 19.76 19.48 -0.8% 4
Long Aussie ADZ10 98.61 98.62 97.01 $10 1
Long Aussie FXA 99.04 99.16 97.54 0.1% 1
Long Russell TFZ10 729.40 727.10 697.90 -$230 1
Long Russell IWM 72.17 72.80 69.88 0.9% 1
Long Silver SIZ10 27.590 27.461 27.45 -$645 1
Long Silver SLV 26.64 27.17 27.16 2.0% 1
Long Soybeans SF10 1196.00 1221.50 1210.00 $1,275 1

No new signals for tomorrow.



If you wish to be notified of new posts, let me know at bassanalytics@live.com. I will send you an email every time there is a new post.Any views expressed herein are provided for informational purposes only and should not be construed in any way as an offer, an endorsement, or inducement to invest. Past performance is not indicative of future results. Investors should discuss any investment with their personal investment counsel. The quotes and symbols used in the BLOG are believed to be reliable, but no guarantees are made with regard to the accuracy. We may have positions in one or more of the ETFs or futures of the computer-generated signals.

Friday, November 19, 2010

Short Gold Position To Be Exited with EXCITING Developments

On Monday we will be exiting our short Gold position, with profits. We have six new signals for Monday, so we won't be following all of them here in the BLOG. Our portfolio is directly below:

PORTFOLIO SYMBOL ENTRY CLOSE STOP PROFIT DAYS
Short Gold GCZ10 1403.00 1352.30 1363.5 $5,070 9
Short Gold DGZ 15.27 15.93 15.80 4.3% 9
Long Euro ECZ10 136.39 136.69 136.57 $375 1
Long Euro FXE 136.25 136.36 136.24 0.1% 1
Long Platinum PLF11 1668.90 1668.70 1641.90 -$10 1
Long Platinum PTM 19.92 19.79 19.47 -0.7% 1

We suffered a loss last night on our Copper futures and did not enter the ETF:

CLOSED OUT SYMBOL ENTRY OUT PROFIT DAYS
Long Copper HGH11 385.75 379.15 -$1,650 1

For Monday, we got buy signals for all of the following: Aussie Dollar, British Pound, Soybeans, Russell 2000 Stock Index, Gold, and Silver. Since we will have only two ETF positions after exiting short Gold, we will have three ETF slots to fill. The soybeans signal will be tracked here in the BLOG, since it is futures only (there is no ETF). We will not track the British Pound here in the BLOG, since it is normally quite close to the Euro in its behavior.

1) Aussie Dollar: ADZ10 and FXA. 35 wins out of 42 trades for 83%.
2) Russell 2000: TFZ10 and IWM. 74 wins out of 80 trades for 93%! Careful, this system has a 3% initial stop.
3) Silver: SIZ10 and SLV. 18 wins out of 21 trades for 86%.
4) Soybeans: SF11. 74 wins out of 92 trades for 80%.

This is an exciting group of signals. Good luck and have a great weekend.

If you wish to be notified of new posts, let me know at bassanalytics@live.com. I will send you an email every time there is a new post.Any views expressed herein are provided for informational purposes only and should not be construed in any way as an offer, an endorsement, or inducement to invest. Past performance is not indicative of future results. Investors should discuss any investment with their personal investment counsel. The quotes and symbols used in the BLOG are believed to be reliable, but no guarantees are made with regard to the accuracy. We may have positions in one or more of the ETFs or futures of the computer-generated signals.

Copper Stopped Out Overnight

If you wish to be notified of new posts, let me know at bassanalytics@live.com. I will send you an email every time there is a new post.Any views expressed herein are provided for informational purposes only and should not be construed in any way as an offer, an endorsement, or inducement to invest. Past performance is not indicative of future results. Investors should discuss any investment with their personal investment counsel. The quotes and symbols used in the BLOG are believed to be reliable, but no guarantees are made with regard to the accuracy. We may have positions in one or more of the ETFs or futures of the computer-generated signals.

Thursday, November 18, 2010

Metals Explode; BLOG is stopped out with Profits

Our portfolio is down to one position after today's action; however not for long. We have three new signals for tonight. First, the portfolio:

PORTFOLIO SYMBOL ENTRY CLOSE STOP PROFIT DAYS
Short Gold GCZ10 1403.00 1353.00 1363.5 $5,000 8
Short Gold DGZ 15.27 15.92 15.80 4.3% 8

And the positions closed out:

CLOSED OUT SYMBOL ENTRY OUT PROFIT DAYS
Short Soybeans SF11 1286.25 1236.5 $2,488 3
Short Heating Oil HOJ10 236.86 229.83 $2,953 3
Short Heating Oil UHN 27.72 27.37 1.3% 3
Short Canadian CDZ10 98.98 98.22 $760 3
Short Canadian FXC 97.57 97.75 -0.2% 3

Three new signals-------
1) Buy copper: HGH10, JJC. 75 wins out of 94 trades for 80%.
2) Buy platinum: PLF11, PTM. 31 wins out of 35 trades for 89%.
3) Buy the Euro Currency: ECZ10, FXE. 75 wins out of 95 trades for 80%.

These signals have great historical records and could signal a change in market direction. However, complacency is forever to be avoided.


If you wish to be notified of new posts, let me know at bassanalytics@live.com. I will send you an email every time there is a new post.Any views expressed herein are provided for informational purposes only and should not be construed in any way as an offer, an endorsement, or inducement to invest. Past performance is not indicative of future results. Investors should discuss any investment with their personal investment counsel. The quotes and symbols used in the BLOG are believed to be reliable, but no guarantees are made with regard to the accuracy. We may have positions in one or more of the ETFs or futures of the computer-generated signals.

Wednesday, November 17, 2010

BLOG Gains Ground Again; No New Signals for Tomorrow

Most Markets were lower today; all of our positions are short. Therefore, our ETF portfolio increased in value once again.

PORTFOLIO SYMBOL ENTRY CLOSE STOP PROFIT DAYS
Short Gold GCZ10 1403.00 1336.90 1363.5 $6,610 7
Short Gold DGZ 15.27 16.12 15.81 5.6% 7
Short Canadian CDZ10 98.98 97.53 98.2 $1,450 2
Short Canadian FXC 97.57 97.08 97.75 0.5% 2
Short Heating Oil HOJ10 236.86 225.19 229.83 $4,901 2
Short Heating Oil UHN 27.72 26.82 27.37 3.2% 2
Short Soybeans SF11 1286.25 1205 1236.5 $4,063 2

Our futures profits in the above positions exceed $15,000 per contract. This may increase or decrease depending upon market movements. However, it is a very good start for these positions.

There are no new signals for tomorrow.

All the best,

Dan






If you wish to be notified of new posts, let me know at bassanalytics@live.com. I will send you an email every time there is a new post.Any views expressed herein are provided for informational purposes only and should not be construed in any way as an offer, an endorsement, or inducement to invest. Past performance is not indicative of future results. Investors should discuss any investment with their personal investment counsel. The quotes and symbols used in the BLOG are believed to be reliable, but no guarantees are made with regard to the accuracy. We may have positions in one or more of the ETFs or futures of the computer-generated signals.

Tuesday, November 16, 2010

BLOG Soars Today; No New Positions for Tomorrow

Gold, Heating Oil, and the Canadian Dollar all fell today, and the BLOG was short all three. These are the ETF positions. If you also follow futures, the soybeans plummeted for a very large gain to our short postion. Our soyoil was stopped out with a nice gain. Note that three of these signals were put into the portfolio just yesterday. In the introduction to the BLOG it says: "there is a time to be long, a time to be out, and possibly a time to be short."

PORTFOLIO SYMBOL ENTRY CLOSE STOP PROFIT DAYS
Short Gold GCZ10 1403.00 1368.50 1378.9 $3,450 6
Short Gold DGZ 15.27 15.89 15.77 4.1% 6
Short Canadian CDZ10 98.98 97.75 98.32 $1,230 1
Short Canadian FXC 97.57 97.30 97.87 0.3% 1
Short Heating Oil HOJ10 236.86 230.90 233.28 $2,503 1
Short Heating Oil UHN 27.72 27.47 27.75 0.9% 1
Short Soybeans SF11 1286.25 1219.75 1255 $3,325 1

My apologizes for the last couple of days: the number of days in the positions were incorrect, and have corrected them.

There are no new algorithimically generated signals for tomorrow.

If you wish to be notified of new posts, let me know at bassanalytics@live.com. I will send you an email every time there is a new post.Any views expressed herein are provided for informational purposes only and should not be construed in any way as an offer, an endorsement, or inducement to invest. Past performance is not indicative of future results. Investors should discuss any investment with their personal investment counsel. The quotes and symbols used in the BLOG are believed to be reliable, but no guarantees are made with regard to the accuracy. We may have positions in one or more of the ETFs or futures of the computer-generated signals.

Monday, November 15, 2010

From One Position to Many

Our portfolio has shrunk to one ETF position:

PORTFOLIO SYMBOL ENTRY CLOSE STOP PROFIT DAYS
Long Soy Oil BOZ10 40.86 52.47 50.38 $6,966 70
Short Gold GCZ10 1403.00 1368.50 1378.9 $3,450 5
Short Gold DGZ 15.27 15.89 15.77 4.1% 5

Yet, we now have received a number of new signals!

Sell short the Canadian Dollar: CDZ10 and short CDX. The track record is 15 wins out of 15 trades for 100% historically.

Sell short Soybeans: SF10. The track record is 28 wins out of 38 trades for 74% historically.

Sell short Heating Oil: HOZ10 and short UHN. The track record is 9 wins out of 9 losses for 100%.


If you wish to be notified of new posts, let me know at bassanalytics@live.com. I will send you an email every time there is a new post.Any views expressed herein are provided for informational purposes only and should not be construed in any way as an offer, an endorsement, or inducement to invest. Past performance is not indicative of future results. Investors should discuss any investment with their personal investment counsel. The quotes and symbols used in the BLOG are believed to be reliable, but no guarantees are made with regard to the accuracy. We may have positions in one or more of the ETFs or futures of the computer-generated signals.

Friday, November 12, 2010

Lots of Signals Exited on Friday--with Profits

Good afternoon. I had lunch today with a dear long-time friend. Life is so good!

Our portfolio has shrunk to one ETF position. Remember, just a week ago we were full at five!

PORTFOLIO SYMBOL ENTRY CLOSE STOP PROFIT DAYS
Long Soy Oil BOZ10 40.86 52.30 50.33 $6,864 67
Short Gold GCZ10 1403.00 1365.50 1381.2 $3,750 2
Short Gold DGZ 15.27 15.75 15.57 3.1% 2

The following were closed out today with profits:

CLOSED OUT SYMBOL ENTRY OUT PROFIT DAYS
Long Soymeal SMZ10 335.9 344.3 $840 16
Long Copper HGZ10 382.50 403.15 $5,163 10
Long Copper JJC 50.83 52.85 4.0% 10
Long Canadian CDZ10 97.92 98.59 $670 18
Long Canadian FXC 97.01 98.09 1.1% 18

No new signals for Monday.

If you wish to be notified of new posts, let me know at bassanalytics@live.com. I will send you an email every time there is a new post.Any views expressed herein are provided for informational purposes only and should not be construed in any way as an offer, an endorsement, or inducement to invest. Past performance is not indicative of future results. Investors should discuss any investment with their personal investment counsel. The quotes and symbols used in the BLOG are believed to be reliable, but no guarantees are made with regard to the accuracy. We may have positions in one or more of the ETFs or futures of the computer-generated signals.

Thursday, November 11, 2010

Actions for Friday

Exit Copper on the Open.

Our portfolio:

PORTFOLIO SYMBOL ENTRY CLOSE STOP PROFIT
Long Soy Oil BOZ10 40.86 54.87 49.46 $8,406
Long Canadian CDZ10 97.92 99.64 98.58 $1,720
Long Canadian FXC 97.01 99.13 98.08 2.2%
Long Soy Meal SMZ10 335.9 358.2 344.3 $2,230
Long Copper HGZ10 382.50 404.00 390.1 $5,375
Long Copper JJC 50.83 53.86 52.01 6.0%
Short Gold GCZ10 1403.00 1403.30 1422 -$30
Short Gold DGZ 15.27 15.25 15.45 -0.1%

We didn't get the latest signal up in time; it was to short gold, and it the position is now slightly down.

No new signals for Friday.





If you wish to be notified of new posts, let me know at bassanalytics@live.com. I will send you an email every time there is a new post.Any views expressed herein are provided for informational purposes only and should not be construed in any way as an offer, an endorsement, or inducement to invest. Past performance is not indicative of future results. Investors should discuss any investment with their personal investment counsel. The quotes and symbols used in the BLOG are believed to be reliable, but no guarantees are made with regard to the accuracy. We may have positions in one or more of the ETFs or futures of the computer-generated signals.

Wednesday, November 10, 2010

All Good Things Must Come To An End

After about a month and a half of a good move in our favor, a number of our positions were closed out yesterday--all with profits. Listed below are those trades:

CLOSED OUT SYMBOL ENTRY OUT PROFIT DAYS
Long Aussie ADZ10 99.37 99.97 $600 8
Long Aussie FXA 99.78 100.48 0.7% 8
Long Crude Oil CLZ10 82.88 85.69 $2,810 9
Long Crude Oil OIL 23.75 24.27 2.2% 9
Long British FXB 157.44 158.64 0.8% 14

Our portfolio, therefore is smaller.

PORTFOLIO SYMBOL ENTRY CLOSE STOP PROFIT DAYS
Long Soy Oil BOZ10 40.86 53.40 49.46 $7,524 65
Long Canadian CDZ10 97.92 99.16 98.58 $1,240 16
Long Canadian FXC 97.01 98.71 98.13 1.8% 16
Long Soy Meal SMZ10 335.9 362.3 344.3 $2,640 14
Long Copper HGZ10 382.50 404.30 390.1 $5,450 8
Long Copper JJC 50.83 53.14 51.27 4.5% 8

There are no signals for our next trading day(actually, today). Sorry for the late post.

All the best,

Dan

If you wish to be notified of new posts, let me know at bassanalytics@live.com. I will send you an email every time there is a new post.Any views expressed herein are provided for informational purposes only and should not be construed in any way as an offer, an endorsement, or inducement to invest. Past performance is not indicative of future results. Investors should discuss any investment with their personal investment counsel. The quotes and symbols used in the BLOG are believed to be reliable, but no guarantees are made with regard to the accuracy. We may have positions in one or more of the ETFs or futures of the computer-generated signals.

Monday, November 8, 2010

All Systems Go!

All of our systems are still up handsomely. Since we have 5 ETF positions, our theoretical portfolio is fully invested. There were no positions exited. There were 2 new signals today: buy heating oil and buy natural gas. We will follow neither here in the BLOG.

PORTFOLIO SYMBOL ENTRY CLOSE STOP PROFIT DAYS
Long Soy Oil BOZ10 40.86 52.01 48.10 $6,690 63
Long Canadian CDZ10 97.92 99.57 98.54 $1,650 14
Long Canadian FXC 97.01 99.08 98.06 2.1% 14
Long British FXB 157.44 160.44 158.64 1.9% 13
Long Soy Meal SMZ10 335.9 344.9 339.9 $900 12
Long Crude Oil CLZ10 82.88 87.06 85.69 $4,180 7
Long Crude Oil OIL 23.75 24.66 24.27 3.8% 7
Long Aussie ADZ10 99.37 100.93 99.97 $1,560 6
Long Aussie FXA 99.78 101.44 100.48 1.7% 6
Long Copper HGZ10 382.50 395.65 390.1 $3,288 6
Long Copper JJC 50.83 52.70 51.96 3.7% 6

Our year-to-date ETF return has swelled to 18.8%.

If you wish to be notified of new posts, let me know at bassanalytics@live.com. I will send you an email every time there is a new post.Any views expressed herein are provided for informational purposes only and should not be construed in any way as an offer, an endorsement, or inducement to invest. Past performance is not indicative of future results. Investors should discuss any investment with their personal investment counsel. The quotes and symbols used in the BLOG are believed to be reliable, but no guarantees are made with regard to the accuracy. We may have positions in one or more of the ETFs or futures of the computer-generated signals.

Saturday, November 6, 2010

No Changes

Our ETF portfolio is full, therefore, we will ignore a signal for Monday to buy Gold. There were also signals to buy the Canadian Dollar, British Pound, and Copper, but these are redundant.


PORTFOLIO SYMBOL ENTRY CLOSE STOP PROFIT DAYS

Long Soy Oil BOZ10 40.86 52.40 47.75 $6,924 61
Long Canadian CDZ10 97.92 99.87 98.54 $1,950 12
Long Canadian FXC 97.01 99.41 98.09 2.5% 12
Long British FXB 157.44 161.04 158.82 2.3% 11
Long Soy Meal SMZ10 335.9 348 339.9 $1,210 10
Long Crude Oil CLZ10 82.88 86.85 85.63 $3,970 5
Long Crude Oil OIL 23.75 24.70 24.35 4.0% 5
Long Aussie ADZ10 99.37 101.24 99.97 $1,870 4
Long Aussie FXA 99.78 101.57 100.30 1.8% 4
Long Copper HGZ10 382.50 394.85 389.95 $3,088 4
Long Copper JJC 50.83 52.75 52.10 3.8% 4









If you wish to be notified of new posts, let me know at bassanalytics@live.com. I will send you an email every time there is a new post.Any views expressed herein are provided for informational purposes only and should not be construed in any way as an offer, an endorsement, or inducement to invest. Past performance is not indicative of future results. Investors should discuss any investment with their personal investment counsel. The quotes and symbols used in the BLOG are believed to be reliable, but no guarantees are made with regard to the accuracy. We may have positions in one or more of the ETFs or futures of the computer-generated signals.

Thursday, November 4, 2010

ETF Portfolio Full

Another massively profitable up-day. We are full with five ETF positions. Our portfolio looks like this:

PORTFOLIO SYMBOL ENTRY CLOSE STOP PROFIT DAYS
Long Soy Oil BOZ10 40.86 52.40 47.74 $6,924 59
Long Canadian CDZ10 97.92 99.69 99.39 $1,770 10
Long Canadian FXC 97.01 99.19 98.89 2.2% 10
Long British FXB 157.44 162.07 159.01 2.9% 9
Long Soy Meal SMZ10 335.9 348.2 339.9 $1,230 8
Long Crude Oil CLZ10 82.88 86.49 85.42 $3,610 3
Long Crude Oil OIL 23.75 24.60 24.30 3.6% 3
Long Aussie ADZ10 99.37 101.05 99.95 $1,680 2
Long Aussie FXA 99.78 101.7 100.59 1.9% 2
Long Copper HGZ10 382.50 391.20 389.95 $2,175 2
Long Copper JJC 50.83 52.15 51.98 2.6% 2

New signals today to buy gold and heating oil, but we will not be tracking them in the BLOG, because we are already "full."

Our year-to-date return is now 18.8%.

If you wish to be notified of new posts, let me know at bassanalytics@live.com. I will send you an email every time there is a new post.Any views expressed herein are provided for informational purposes only and should not be construed in any way as an offer, an endorsement, or inducement to invest. Past performance is not indicative of future results. Investors should discuss any investment with their personal investment counsel. The quotes and symbols used in the BLOG are believed to be reliable, but no guarantees are made with regard to the accuracy. We may have positions in one or more of the ETFs or futures of the computer-generated signals.

Tuesday, November 2, 2010

BLOG Posts Return of 16.4% Through October

Year-To-Date Results as of October 29, 2010

--------------Initial----Growth---Return----Result
BLOG------$100,000---16.4%---$16,440---$116,440
S&P 500---$100,000----6.5%----$6,500---$106,500
1.5% CD---$100,000--- 1.2%-----$1,216----$101,216

BLOG Annualized Return: 20.3%


Year-To-Date Return on one Futures Contract: $89,339
Futures Annualized Return: $110,164


If you wish to be notified of new posts, let me know at bassanalytics@live.com. I will send you an email every time there is a new post.Any views expressed herein are provided for informational purposes only and should not be construed in any way as an offer, an endorsement, or inducement to invest. Past performance is not indicative of future results. Investors should discuss any investment with their personal investment counsel. The quotes and symbols used in the BLOG are believed to be reliable, but no guarantees are made with regard to the accuracy. We may have positions in one or more of the ETFs or futures of the computer-generated signals.

New Signals Replace Old Ones

We received two new signals today: one to buy Copper, and one to buy the Aussie Dollar. The symbols are HGZ10 and JJC for Copper. The symbols are ADZ10 and FXA for the Aussie Dollar. The track records are: 104 wins out of 120 trades for 87% for Copper, and for the Aussie they are 34 wins out of 53 trades for 64%.

Our portfolio consists of:
PORTFOLIO SYMBOL ENTRY CLOSE STOP PROFIT DAYS
Long Soy Oil BOZ10 40.86 49.63 45.45 $5,262 57
Long Canadian CDZ10 97.92 99.10 98.39 $1,180 8
Long Canadian FXC 97.01 98.48 97.77 1.5% 8
Long British BPZ10 158.40 160.37 159.01 $1,231 7
Long British FXB 157.44 159.41 158.06 1.3% 7
Long Gold GCZ10 1340.40 1356.9 1348.2 $1,650 7
Long Gold GLD 129.93 132.49 131.64 2.0% 7
Long Soy Meal SMZ10 335.9 337.7 324.9 $180 6
Long Crude Oil CLZ10 82.88 83.90 83.50 $1,020 1
Long Crude Oil OIL 23.75 23.75 23.64 0.0% 1



CLOSED OUT SYMBOL ENTRY OUT PROFIT DAYS
Long Platinum PLZ11 1696.20 1709.80 $680 7
Long Platinum PTM 19.86 20.28 2.1% 8


If you wish to be notified of new posts, let me know at bassanalytics@live.com. I will send you an email every time there is a new post.Any views expressed herein are provided for informational purposes only and should not be construed in any way as an offer, an endorsement, or inducement to invest. Past performance is not indicative of future results. Investors should discuss any investment with their personal investment counsel. The quotes and symbols used in the BLOG are believed to be reliable, but no guarantees are made with regard to the accuracy. We may have positions in one or more of the ETFs or futures of the computer-generated signals.

Monday, November 1, 2010

New Crude Signal

There is a new signal to buy Crude Oil: historically it has had 36 wins out of 50 trades for a 72% win-ratio. The symbols are: CLZ10 and OIL.

Technically, Platinum was stopped out intra-day, so we will exit the ETF on the open in the morning.

Here is our algorithmically-generated portfolio:
PORTFOLIO SYMBOL ENTRY CLOSE STOP PROFIT
Long Soy Oil BOZ10 40.86 49.75 45.45 $5,334
Long Platinum PLZ11 1696.20 1709.80 1709.8 $680
Long Platinum PTM 19.86 20.10 20.10 1.2%
Long Canadian CDZ10 97.92 98.42 96.12 $500
Long Canadian FXC 97.01 97.87 95.58 0.9%
Long British BPZ10 158.40 159.01 158.90 $381
Long British FXB 157.44 159.57 159.46 1.4%
Long Gold GCZ10 1340.40 1350.6 1348.2 $1,020
Long Gold GLD 129.93 131.92 131.69 1.5%
Long Soy Meal SMZ10 335.9 337.8 324.9 $190


If you wish to be notified of new posts, let me know at bassanalytics@live.com. I will send you an email every time there is a new post.Any views expressed herein are provided for informational purposes only and should not be construed in any way as an offer, an endorsement, or inducement to invest. Past performance is not indicative of future results. Investors should discuss any investment with their personal investment counsel. The quotes and symbols used in the BLOG are believed to be reliable, but no guarantees are made with regard to the accuracy. We may have positions in one or more of the ETFs or futures of the computer-generated signals.

Sunday, October 31, 2010

BLOG Finishes the Month Well

The portfolio was mostly higher on Friday; Gold was up very strongly. The Year-To-Date results for the BLOG will be very strong; they will be published in the next several days.

PORTFOLIO SYMBOL ENTRY CLOSE STOP PROFIT DAYS
Long Soy Oil BOZ10 40.86 49.23 43.77 $5,022 55
Long Platinum PLZ11 1696.20 1709.80 1669.1 $680 6
Long Platinum PTM 19.86 20.10 19.62 1.2% 6
Long Canadian CDZ10 97.92 98.01 96.12 $90 6
Long Canadian FXC 97.01 97.50 95.62 0.5% 6
Long British FXB 157.44 159.45 157.97 1.3% 5
Long Gold GCZ10 1340.40 1357.6 1315.4 $1,720 5
Long Gold GLD 129.93 132.62 128.50 2.1% 5
Long Soy Meal SMZ10 335.9 337.7 324.9 $180 4

The crude oil being stopped out for a full loss. The other postions were very strong and offset that. The Wheat Futures position was stopped out with a profit, and the British Pound Future was stopped out with a profit, leaving us with an ETF position on the British Pound.

CLOSED OUT SYMBOL ENTRY OUT PROFIT DAYS
Long Wheat WZ10 702.75 712.75 $500 2
Long Crude Oil CLZ10 81.99 80.84 -$1,150 2
Long Crude Oil OIL 23.34 22.79 -2.4% 1
Long British BPZ10 158.40 158.81 $256 3

For Monday, buy the Swiss Franc, SFZ10 and FXF. The record is 31 wins out of 32 trades for 96%.

Have a great weekend.

If you wish to be notified of new posts, let me know at bassanalytics@live.com. I will send you an email every time there is a new post.Any views expressed herein are provided for informational purposes only and should not be construed in any way as an offer, an endorsement, or inducement to invest. Past performance is not indicative of future results. Investors should discuss any investment with their personal investment counsel. The quotes and symbols used in the BLOG are believed to be reliable, but no guarantees are made with regard to the accuracy. We may have positions in one or more of the ETFs or futures of the computer-generated signals.

Thursday, October 28, 2010

Full Portfolio Rises

The dollar was mostly lower today, sending commodities upward. Gold and silver were very volitile. Our portfolio is shown below:

PORTFOLIO SYMBOL ENTRY CLOSE STOP PROFIT DAYS
Long Soy Oil BOZ10 40.86 49.70 43.77 $5,304 52
Long Platinum PLZ11 1696.20 1692.00 1669.1 1440.00 3
Long Platinum PTM 19.86 19.87 19.60 0.1% 3
Long Canadian CDZ10 97.92 97.82 96.12 -$100 3
Long Canadian FXC 97.01 97.36 95.67 0.4% 3
Long British BPZ10 158.40 159.37 158.81 606.25 2
Long British FXB 157.44 158.59 158.03 0.7% 2
Long Gold GCZ10 1340.40 1342.5 1315.4 $210 2
Long Gold GLD 129.93 131.24 128.59 1.0% 2
Long Crude Oil CLZ10 81.99 82.18 80.84 $190 1
Long Crude Oil OIL 23.34 23.17 22.79 -0.7% 1
Long Wheat WZ10 702.75 718.25 712.75 $775 1
Long Soy Meal SMZ10 335.9 336.3 324.9 $40 1

There were no positions ended.

There are no new computer-generated algorithmic signals for tomorrow.



If you wish to be notified of new posts, let me know at bassanalytics@live.com. I will send you an email every time there is a new post.Any views expressed herein are provided for informational purposes only and should not be construed in any way as an offer, an endorsement, or inducement to invest. Past performance is not indicative of future results. Investors should discuss any investment with their personal investment counsel. The quotes and symbols used in the BLOG are believed to be reliable, but no guarantees are made with regard to the accuracy. We may have positions in one or more of the ETFs or futures of the computer-generated signals.

Post for Thursday

We are again posting a little late today due to circumstances beyond our control.

Our portfolio is as follows:


PORTFOLIO SYMBOL ENTRY CLOSE STOP PROFIT DAYS
Long Soy Oil BOZ10 40.86 49.60 43.77 $5,244 52
Long Platinum PLZ11 1696.20 1678.10 1669.1 1440.00 3
Long Platinum PTM 19.86 19.87 19.76 0.1% 3
Long Canadian CDZ10 97.92 97.16 96.12 -$760 3
Long Canadian FXC 97.01 96.66 95.63 -0.4% 3
Long British BPZ10 158.40 157.59 158.81 -506.25 2
Long British FXB 157.44 156.82 158.03 -0.4% 2
Long Gold GCZ10 1340.40 1322.6 1315.4 -$1,780 2
Long Gold GLD 129.93 129.52 128.81 -0.3% 2

As I write this POST on Thursday morning, the positions are up strongly from yesterday.

We were stopped out of one position, that of heating oil:

CLOSED OUT SYMBOL ENTRY OUT PROFIT DAYS
Heating Oil HOZ10 227.43 223.38 -$1,701 2
Heating Oil UHN 26.96 26.57 -1.4% 2


Finally, new signals for tomorrow: buy Crude Oil, buy Wheat, and buy Soymeal. Only one has an ETF, and we have one place left in our portfolio for an ETF. The symbols for Crude Oil are CLZ10 and OIL. The track record is 36 wins out of 49 trades for 73%. The other commodities will be tracked via the futures only.

That's all for now; have a good day.


If you wish to be notified of new posts, let me know at bassanalytics@live.com. I will send you an email every time there is a new post.Any views expressed herein are provided for informational purposes only and should not be construed in any way as an offer, an endorsement, or inducement to invest. Past performance is not indicative of future results. Investors should discuss any investment with their personal investment counsel. The quotes and symbols used in the BLOG are believed to be reliable, but no guarantees are made with regard to the accuracy. We may have positions in one or more of the ETFs or futures of the computer-generated signals.

Tuesday, October 26, 2010

....And the Boards Lit Up!

As if to welcome me home, I received a plethora of signals this evening. We have gone weeks without utilizing all five of our ETF positions, and tonight we must decide which signals not to follow.

Here is our current portfolio:

PORTFOLIO SYMBOL ENTRY CLOSE STOP PROFIT DAYS
Long Soy Oil BOZ10 40.86 49.58 43.77 $5,232 50
Long Platinum PLZ11 1696.20 1704.00 1669.1 1440.00 1
Long Platinum PTM 19.86 20.15 19.74 1.5% 1
Long Canadian CDZ10 97.92 97.53 96.12 -$390 1
Long Canadian FXC 97.01 97.11 95.71 0.1% 1
Heating Oil HOZ10 227.43 226.84 223.38 -$248 1
Heating Oil UHN 26.96 26.98 26.57 0.1% 1

To reiterate, we received the following signals:

3 signals to buy the British Pound
1 signal to buy Crude Oil
2 signals to buy Gold
1 (more) signal to buy Platinum
1 signal to buy silver.

Since we're already long Platinum, we really must choose 2 out of 4. Since we received 3 signals on British, and 2 on Gold, we'll choose those two. Note, too, that we are already long a metal, a currency, and an energy, so that is another reason for our approach. The historical records on these systems are quite good:

British Pound, BPZ10 and FXB, 22 wins out of 24 historical for 92%.
Gold, GCZ10 and GLD, 26 wins out of 29 historical for 90%.

All the best to you!






If you wish to be notified of new posts, let me know at bassanalytics@live.com. I will send you an email every time there is a new post.Any views expressed herein are provided for informational purposes only and should not be construed in any way as an offer, an endorsement, or inducement to invest. Past performance is not indicative of future results. Investors should discuss any investment with their personal investment counsel. The quotes and symbols used in the BLOG are believed to be reliable, but no guarantees are made with regard to the accuracy. We may have positions in one or more of the ETFs or futures of the computer-generated signals.

QUICK, IMPORTANT UPDATE, MORE LATER

I'll be doing a complete BLOG update later this afternoon. However, I don't remember when I've gotten so many signals in one day:

3 signals to buy the British Pound
1 signal to buy Crude Oil
2 signals to buy Gold
1 (more) signal to buy Platinum
1 signal to buy silver.



More later



If you wish to be notified of new posts, let me know at bassanalytics@live.com. I will send you an email every time there is a new post.Any views expressed herein are provided for informational purposes only and should not be construed in any way as an offer, an endorsement, or inducement to invest. Past performance is not indicative of future results. Investors should discuss any investment with their personal investment counsel. The quotes and symbols used in the BLOG are believed to be reliable, but no guarantees are made with regard to the accuracy. We may have positions in one or more of the ETFs or futures of the computer-generated signals.

The Worst Possible Timing

Both of my signals for Monday were stopped out while I was on a plane, so there is no way that the ETF tracker could have duplicated my results. The net of the two signals was a negative, and is being recorded on the BLOG as such.

There were three new signals for Tuesday:

buy heating oil HOZ10 and UHN. Win ratio: 46/55 for 84%
buy canadian dollar CDZ10 and FXC. Win ratio: 74/78 for 95%
buy platinum PLF11 and PTM. Win ratio: 30/34 for 88%


CLOSED OUT SYMBOL ENTRY OUT PROFIT
Short Silver SIZ10 23.30 23.64 -$1,700
Short Silver ZSL 19.05 18.78 -1.4%
Long Crude Oil CLZ10 82.01 82.47 $460
Long Crude Oil OIL 23.22 23.28 0.2%

PORTFOLIO SYMBOL ENTRY CLOSE STOP PROFIT
Long Soy Oil BOZ10 40.86 47.10 43.77 $3,744


Sorry for any inconvenience that this has caused.

If you wish to be notified of new posts, let me know at bassanalytics@live.com. I will send you an email every time there is a new post.Any views expressed herein are provided for informational purposes only and should not be construed in any way as an offer, an endorsement, or inducement to invest. Past performance is not indicative of future results. Investors should discuss any investment with their personal investment counsel. The quotes and symbols used in the BLOG are believed to be reliable, but no guarantees are made with regard to the accuracy. We may have positions in one or more of the ETFs or futures of the computer-generated signals.

Sunday, October 24, 2010

Three Signals for Monday

I am on the run, so I'll forego the usual statistics for today. There are three new signals: buy crude oil, buy heating oil, and sell short silver. We'll track Oil and Silver, but there is too much contagion risk with heating oil, plus, the crude is much more "liquid" in terms of volume on the exchanges. We'll probably be back to normal on Tuesday. The crude oil signal has a 75% win-ratio; the silver has an 83% win-ration.

See you soon!




If you wish to be notified of new posts, let me know at bassanalytics@live.com. I will send you an email every time there is a new post.Any views expressed herein are provided for informational purposes only and should not be construed in any way as an offer, an endorsement, or inducement to invest. Past performance is not indicative of future results. Investors should discuss any investment with their personal investment counsel. The quotes and symbols used in the BLOG are believed to be reliable, but no guarantees are made with regard to the accuracy. We may have positions in one or more of the ETFs or futures of the computer-generated signals.

Thursday, October 21, 2010

Two More Positions Are Exited; No New Signals

While there has been quite a lot of both up and down activity in the markets we follow, we have no new signals for tomorrow. Two of our active positions were exited today: Long New Zealand Dollar, and Short Gold. Our Short Gold was barely stopped out, and then Gold plummeted. So, though we made money, we missed another downward move in the metal. Our two exited positions racked up profits as follows:

CLOSED OUT SYMBOL ENTRY OUT PROFIT DAYS In Out
Short Gold GCZ10 1370.60 1349.5 $2,110 3 10/19/10 10/21/10
Short Gold DGZ 16.15 16.16 0.1% 3 10/19/10 10/21/10
Long Zealand NE1U10 72.90 74.23 $1,330 37 9/15/10 10/21/10
Long Zealand BNZ 23.36 23.99 2.7% 37 9/15/10 10/21/10

and our current portfolio is down to one future and NO ETFs.

PORTFOLIO SYMBOL ENTRY CLOSE STOP PROFIT DAYS
Long Soy Oil BOZ10 40.86 47.10 43.77 $3,744 45

I am proud to say that our year-to-date ETF return is up to 16.0%. If this keeps up, we will close the year up over 20%; no guarantees. We base this result on a simple mathematical extrapolation.

Best of luck to all!

If you wish to be notified of new posts, let me know at bassanalytics@live.com. I will send you an email every time there is a new post.Any views expressed herein are provided for informational purposes only and should not be construed in any way as an offer, an endorsement, or inducement to invest. Past performance is not indicative of future results. Investors should discuss any investment with their personal investment counsel. The quotes and symbols used in the BLOG are believed to be reliable, but no guarantees are made with regard to the accuracy. We may have positions in one or more of the ETFs or futures of the computer-generated signals.

Wednesday, October 20, 2010

Exit Long-Running Position

We will exit the New Zealand Dollar on the open; this brings us to the end of a long-running position.

Here is our portfolio:

PORTFOLIO SYMBOL ENTRY CLOSE STOP PROFIT DAYS

Long Soy Oil BOZ10 40.86 47.10 43.77 $3,744 44
Long Zealand NE1U10 72.90 74.10 73.53 $1,200 36
Long Zealand BNZ 23.36 23.77 23.59 1.8% 36
Short Gold GCZ10 1370.60 1345 1349.5 $2,560 2
Short Gold DGZ 16.15 16.21 16.16 0.4% 2

We were stopped out of the short Canadian Dollar:

CLOSED OUT SYMBOL ENTRY OUT PROFIT DAYS
Short Canadian CDZ10 98.21 97.35 $860 2
Short Canadian FXC 96.05 97.05 -1.0% 2

There are no new signals exit for the exit of the New Zealand. Have a great day!


If you wish to be notified of new posts, let me know at bassanalytics@live.com. I will send you an email every time there is a new post.Any views expressed herein are provided for informational purposes only and should not be construed in any way as an offer, an endorsement, or inducement to invest. Past performance is not indicative of future results. Investors should discuss any investment with their personal investment counsel. The quotes and symbols used in the BLOG are believed to be reliable, but no guarantees are made with regard to the accuracy. We may have positions in one or more of the ETFs or futures of the computer-generated signals.

Markets Collapse As China Raises Interest Rates

In an effort to slow growth, China raised its interest rates yesterday, sending many of the foreign currencies we track plummeting versus the dollar. Our new positions in short gold and short the Canadian Dollar rose rapidly in futures trading. However, the collapse came before the New York stock markets opened, so the results on the ETFs were mixed.

PORTFOLIO SYMBOL ENTRY CLOSE STOP PROFIT DAYS
Long Soy Oil BOZ10 40.86 47.10 43.50 $3,744 44
Long Zealand NE1U10 72.90 74.10 73.53 $1,200 36
Long Zealand BNZ 23.36 23.77 23.59 1.8% 36
Short Canadian CDU10 98.21 96.66 97.35 $1,550 2
Short Canadian FXC 96.05 96.36 97.05 -0.3% 2
Short Gold GCZ10 1370.60 1336 1349.5 $3,460 2
Short Gold DGZ 16.15 16.21 16.05 0.4% 2

There were no new signals for Wednesday.

If you wish to be notified of new posts, let me know at bassanalytics@live.com. I will send you an email every time there is a new post.Any views expressed herein are provided for informational purposes only and should not be construed in any way as an offer, an endorsement, or inducement to invest. Past performance is not indicative of future results. Investors should discuss any investment with their personal investment counsel. The quotes and symbols used in the BLOG are believed to be reliable, but no guarantees are made with regard to the accuracy. We may have positions in one or more of the ETFs or futures of the computer-generated signals.

Tuesday, October 19, 2010

Monday brings two new Signals

I AM CURRENTLY TRAVELING. WHILE I EXPECT POSTS WILL GO UP EVERY DAY, I DO NOT KNOW HOW LATE THEY MAY BE DURING THIS PERIOD. I WILL LET YOU KNOW WHEN I HAVE RETURNED AND I AM BACK TO "NORMAL." I APOLOGIZE FOR ANY INCONVENIENCE THIS MAY CAUSE.

Here is our current portfolio:


PORTFOLIO SYMBOL ENTRY CLOSE STOP PROFIT DAYS

Long Soy Oil BOZ10 40.86 47.66 43.50 $4,080 43
Long Zealand NE1U10 72.90 75.21 73.53 $2,310 35
Long Zealand BNZ 23.36 24.22 23.68 3.7% 35


We have two new hard-to-follow algorithmically-generated signals for tomorrow: sell short the Canadian Dollar, and sell short Gold. These are not for the faint-hearted, after the ralleys that these investments have had recently. The record on Canadian: 14 wins out of 14 trades for 100%. Symbols are CDZ10 and FXC (this one is long).

The record on gold is 24 wins out of 29 trades for 83%. The symbols on Gold are GCZ10 and DGZ (short gold already).

Good luck!. God willing, we'll see you tomorrow.

All the best!


If you wish to be notified of new posts, let me know at bassanalytics@live.com. I will send you an email every time there is a new post.Any views expressed herein are provided for informational purposes only and should not be construed in any way as an offer, an endorsement, or inducement to invest. Past performance is not indicative of future results. Investors should discuss any investment with their personal investment counsel. The quotes and symbols used in the BLOG are believed to be reliable, but no guarantees are made with regard to the accuracy. We may have positions in one or more of the ETFs or futures of the computer-generated signals.

Friday, October 15, 2010

Cotton--Up 5%, then down 10% for a net Minus 5%

I AM CURRENTLY TRAVELING. WHILE I EXPECT POSTS WILL GO UP EVERY DAY, I DO NOT KNOW HOW LATE THEY MAY BE DURING THIS PERIOD. I WILL LET YOU KNOW WHEN I HAVE RETURNED AND I AM BACK TO "NORMAL." I APOLOGIZE FOR ANY INCONVENIENCE THIS MAY CAUSE.

If you wish to review our feelings about the Cotton position, then just look at yesterday's POST. However, the important thing is that the system got us out of the position at today's open. For the ETF, this was the high of the day:


CLOSED OUT
Long Cotton CTZ10 99.80 118.50 $9,350 9
Long Cotton BAL 50.07 56.47 12.8% 9

Our portfolio has shrunk to virtually nothing. Our Year-to-Date ETF return is slightly over 16%.

PORTFOLIO SYMBOL ENTRY CLOSE STOP PROFIT DAYS
Long Soy Oil BOZ10 40.86 48.02 43.50 $4,296 39
Long Zealand NE1U10 72.90 75.16 73.53 $2,260 31
Long Zealand BNZ 23.36 24.04 23.52 2.9% 31

There are no new signals for tomorrow.



If you wish to be notified of new posts, let me know at bassanalytics@live.com. I will send you an email every time there is a new post.Any views expressed herein are provided for informational purposes only and should not be construed in any way as an offer, an endorsement, or inducement to invest. Past performance is not indicative of future results. Investors should discuss any investment with their personal investment counsel. The quotes and symbols used in the BLOG are believed to be reliable, but no guarantees are made with regard to the accuracy. We may have positions in one or more of the ETFs or futures of the computer-generated signals.

Thursday, October 14, 2010

One loss; lots more profit

I AM CURRENTLY TRAVELING. WHILE I EXPECT POSTS WILL GO UP EVERY DAY, I DO NOT KNOW HOW LATE THEY MAY BE DURING THIS PERIOD. I WILL LET YOU KNOW WHEN I HAVE RETURNED AND I AM BACK TO "NORMAL." I APOLOGIZE FOR ANY INCONVENIENCE THIS MAY CAUSE.If you wish to be notified of new posts, let me know at bassanalytics@live.com.

Our ETF return year-to-date is now 15.8%, even after today's loss on the short gold position. Cotton is again soaring to new heights. Our closed-out positions and current portfolio appear below:

PORTFOLIO SYMBOL ENTRY CLOSE STOP PROFIT DAYS
Long Soy Oil BOZ10 40.86 47.58 42.89 $4,032 38
Long Zealand NE1U10 72.90 75.89 73.51 $2,990 30
Long Zealand BNZ 23.36 24.26 23.50 3.9% 30
Long Cotton CTZ10 99.80 110.87 106.97 $5,535 8
Long Cotton BAL 50.07 54.80 52.87 9.4% 8


CLOSED OUT SYMBOL ENTRY OUT PROFIT DAYS
Long Soy Meal SMZ10 332.40 333.10 $70 1
Short Gold GCZ10 1348.90 1367.9 -$1,900 3
Short Gold DGZ 16.07 15.66 -2.6% 3

No new signals for Thursday!

Have a great day!

I will send you an email every time there is a new post.Any views expressed herein are provided for informational purposes only and should not be construed in any way as an offer, an endorsement, or inducement to invest. Past performance is not indicative of future results. Investors should discuss any investment with their personal investment counsel. The quotes and symbols used in the BLOG are believed to be reliable, but no guarantees are made with regard to the accuracy. We may have positions in one or more of the ETFs or futures of the computer-generated signals.

Wednesday, October 13, 2010

Signals for Wednesday

I AM CURRENTLY TRAVELING. WHILE I EXPECT POSTS WILL GO UP EVERY DAY, I DO NOT KNOW HOW LATE THEY MAY BE DURING THIS PERIOD. I WILL LET YOU KNOW WHEN I HAVE RETURNED AND I AM BACK TO "NORMAL." I APOLOGIZE FOR ANY INCONVENIENCE THIS MAY CAUSE.

I'll try and be brief. Exit corn and copper:

CLOSED OUT SYMBOL ENTRY OUT PROFIT DAYS
Long Copper HGZ10 378.55 373.90 -$1,163 1
Long Copper JJC 50.42 50.54 0.2% 1
Long Corn CZ10 488.25 578.00 $4,488 6
Long Corn CORN 32.25 35.63 10.5% 6

Signal for tomorrow: buy Soymeal: SMZ10: 38 wins 54 trades 70% win-ratio.


PORTFOLIO SYMBOL ENTRY CLOSE STOP PROFIT DAYS

Long Soy Oil BOZ10 40.86 46.95 42.89 $3,654 37
Long Zealand NE1U10 72.90 75.16 73.42 $2,260 29
Long Zealand BNZ 23.36 23.96 23.41 2.6% 29
Long Cotton CTZ10 99.80 109.58 106.97 $4,890 7
Long Cotton BAL 50.07 54.58 53.28 9.0% 7
Short Gold GCZ10 1348.90 1346.70 1367.9 $220 3
Short Gold DGZ 16.07 15.91 15.66 -1.0% 3

Year-to-Date ETF return: over 15%.

See you next time!



If you wish to be notified of new posts, let me know at bassanalytics@live.com. I will send you an email every time there is a new post.Any views expressed herein are provided for informational purposes only and should not be construed in any way as an offer, an endorsement, or inducement to invest. Past performance is not indicative of future results. Investors should discuss any investment with their personal investment counsel. The quotes and symbols used in the BLOG are believed to be reliable, but no guarantees are made with regard to the accuracy. We may have positions in one or more of the ETFs or futures of the computer-generated signals.

Monday, October 11, 2010

I AM CURRENTLY TRAVELING. WHILE I EXPECT POSTS WILL GO UP EVERY DAY, I DO NOT KNOW HOW LATE THEY MAY BE DURING THIS PERIOD. I WILL LET YOU KNOW WHEN I HAVE RETURNED AND I AM BACK TO "NORMAL." I APOLOGIZE FOR ANY INCONVENIENCE THIS MAY CAUSE.


While the new gold position didn't make money, cotton was up strongly again, along with the grains. Our portfolio is as follows:

PORTFOLIO SYMBOL ENTRY CLOSE STOP PROFIT

Long Soy Oil BOZ10 40.86 46.35 42.89 $3,294
Long Zealand NE1U10 72.90 74.72 73.42 $1,820
Long Zealand BNZ 23.36 23.96 23.54 2.6%
Long Corn CZ10 488.25 555.75 533.25 $3,375
Long Corn CORN 32.25 35.63 34.19 10.5%
Long Cotton CTZ10 99.80 110.50 106.97 $5,350
Long Cotton BAL 50.07 54.58 52.84 9.0%
Short Gold GCZ10 1348.90 1354.40 1367.9 -$550
Short Gold DGZ 16.07 15.91 15.75 -1.0%


New signal: buy copper. Record: 102 wins out of 118 trades for 86%. Entry HGZ10: 378.55, stop 373.95. ETF symbol JJC.

That's all folks.


If you wish to be notified of new posts, let me know at bassanalytics@live.com. I will send you an email every time there is a new post.Any views expressed herein are provided for informational purposes only and should not be construed in any way as an offer, an endorsement, or inducement to invest. Past performance is not indicative of future results. Investors should discuss any investment with their personal investment counsel. The quotes and symbols used in the BLOG are believed to be reliable, but no guarantees are made with regard to the accuracy. We may have positions in one or more of the ETFs or futures of the computer-generated signals.

Sunday, October 10, 2010

A Quick Post; Unconvential Wisdom Again.

I AM CURRENTLY TRAVELING. WHILE I EXPECT POSTS WILL GO UP EVERY DAY, I DO NOT KNOW HOW LATE THEY MAY BE DURING THIS PERIOD. I WILL LET YOU KNOW WHEN I HAVE RETURNED AND I AM BACK TO "NORMAL." I APOLOGIZE FOR ANY INCONVENIENCE THIS MAY CAUSE.

The year-to-date BLOG return soared to 16.3% on Friday. Cotton and the grains led all the markets higher, based upon supply-and-demand fundamentals. Our corn signal is up over 15% in FOUR DAYS. However, we know that that is not what led the BLOG into these positions. Our positions are based upon algorithms that have been back-tested based upon historical data.

Gold and silver have been strong, and we exited two profitable silver positions just recently. And so the signals for tomorrow, 2 to sell short gold and 2 to sell short silver scare us to death. Given our recent success, it may be time for a pullback for the BLOG. In any event, the BLOG will only follow one of the gold shorts, since there is too much contagion risk for us to do anything else. The gold system had 28 trades, 24 of which were profitable, for a win-ratio of 85%. I will give no guarantees about whether the gold will be stopped out overnight or not; and I may not be posting again for at least another 24 hours. All I can tell you is that the initial stop is 1.4%, so even if the signal is wrong and gets stopped out, it will only affect our year-to-date return by -.3%, since each ETF position is only 20% of the portfolio. Good luck!

Our portfolio:

PORTFOLIO SYMBOL ENTRY CLOSE STOP PROFIT DAYS

Long Soy Oil BOZ10 40.86 46.62 42.58 $3,456 34
Long Zealand NE1U10 72.90 75.15 73.42 $2,250 26
Long Zealand BNZ 23.36 24.03 23.48 2.9% 26
Long Corn CZ10 488.25 528.25 499.75 $2,000 4
Long Corn CORN 32.25 37.15 35.15 15.2% 4
Long Cotton CTZ10 99.80 107.17 103.55 $3,685 4
Long Cotton BAL 50.07 53.12 51.33 6.1% 4





If you wish to be notified of new posts, let me know at bassanalytics@live.com. I will send you an email every time there is a new post.Any views expressed herein are provided for informational purposes only and should not be construed in any way as an offer, an endorsement, or inducement to invest. Past performance is not indicative of future results. Investors should discuss any investment with their personal investment counsel. The quotes and symbols used in the BLOG are believed to be reliable, but no guarantees are made with regard to the accuracy. We may have positions in one or more of the ETFs or futures of the computer-generated signals.

Thursday, October 7, 2010

October 7 Begins with a surge, ends with a decline

I AM CURRENTLY TRAVELING. WHILE I EXPECT POSTS WILL GO UP EVERY DAY, I DO NOT KNOW HOW LATE THEY MAY BE DURING THIS PERIOD. I WILL LET YOU KNOW WHEN I HAVE RETURNED AND I AM BACK TO "NORMAL." I APOLOGIZE FOR ANY INCONVENIENCE THIS MAY CAUSE.



I'll be quick as I am on the road. There is one new signal to buy soybeans; however, we are already long soy oil and corn, so I will not track this additional signal in the BLOG. Three positions were taken out today, all with profits.

Silver Stop Filled @ 23.18; Oil 82.63; Swiss 104.36

Our computer-generated portfolio:

PORTFOLIO SYMBOL ENTRY CLOSE STOP PROFIT DAYS

Long Soy Oil BOZ10 40.86 44.12 42.23 $1,956 31
Long Zealand BNZ 23.36 23.90 23.51 2.3% 23
Long Corn CZ10 488.25 498.25 492.25 $500 1
Long Corn CORN 32.25 32.36 31.97 0.3% 1
Long Cotton CTZ10 99.80 103.75 100.7 $1,975 1
Long Cotton BAL 50.07 50.50 49.02 0.9% 1

And our closed out positions:


CLOSED OUT SYMBOL ENTRY OUT PROFIT DAYS

Long Swiss SFZ10 104.05 104.36 $388 1
Long Silver SIZ10 22.865 23.180 $1,575 2
Long Silver SLV 22.40 22.82 1.9% 2
Long Crude Oil CLX10 76.47 82.63 $6,160 11
Long Crude Oil OIL 21.93 23.60 7.6% 11

I'm off to catch a plane.

All the best!




If you wish to be notified of new posts, let me know at bassanalytics@live.com. I will send you an email every time there is a new post.Any views expressed herein are provided for informational purposes only and should not be construed in any way as an offer, an endorsement, or inducement to invest. Past performance is not indicative of future results. Investors should discuss any investment with their personal investment counsel. The quotes and symbols used in the BLOG are believed to be reliable, but no guarantees are made with regard to the accuracy. We may have positions in one or more of the ETFs or futures of the computer-generated signals.