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."

Wednesday, February 3, 2010

The Day After the Boards Lit Up

Many of yesterday's signals were stopped out during the night. Therefore, the ETFs were never entered. This is one of the drawbacks of using futures signals to generate ETF positions. However, ETF data does not go back for many years like futures data does. So, we use futures data to write systems that have lots of winning trades.

There are 2 new signals for tomorrow: buy Platinum (again). PGM and PTM are two ETFs; I will track PGM herein. The futures symbol is PLG10. The last signal was short-lived, as you see from below. Also, buy Cotton BAL is the ETF, and CTH10 is the future.

Open Positions
Long Aussie ETF FXA: Entry Price 88.55 Stop: 86.63 Last: 88.31
Long Aussie ADH10: Entry Price: 88.24 Stop: 86.99 Last: 87.95

Long Canadian ETF FXC: Entry Price 94.01 Stop: 92.60 Last: 93.75
Long Canadian CDH10: Entry Price: 94.59 Stop: 92.99 Last: 94.14

Short Euro ETF EOU: Entry Price 18.49 Stop: 19.32 Last: 19.69
Short Euro EUH10: Entry Price: 144.97 Stop: 141.31 Last: 139.22

Long Russell 2000 ETF IWM: Entry Price 61.20 Stop: 59.60 Last: 61.08
Long Russell 2000 TFH10: Entry Price: 612 Stop: 596 Last: 611.80

Closed Out Positions
Long Euro (ECH10) in 139.65 out 139.77 gain $150.00 no ETF position
Long Swiss (SFH10) in 94.79 out 94.90 gain $137.50 no ETF position
Long Gold (GCJ10) in 115.80 out 1119.20 gain $340.00 no ETF position
Long Platinum (PLG10) in 1579.00 out 1582.70 gain $185.00 no ETF position
Long Crude (CLH10) in 76.99 out 77.20 gain $210 no ETF position
Long Heating Oil (HOH10) in 202.93 out 204.70 gain $743.40 no ETF position

By the way, I know that we were stopped out of crude oil at a small profit. However, take a look at this. Any comments?










Any views expressed herein are provided for information purposes only and should not be construed in any way as an offer, an endorsement, or inducement to invest.

The quotes and symbols used in the BLOG are believed to be reliable, but no guarantees are made with regard to the accuracy.



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