Most of the markets we track were down today, owing to the strength of the U.S. Dollar. We do not have very many outstanding postions right now. Our overall postions were up slightly today. There were no new signals and no positions closed out today.
Open Positions Symbol Entry Stop Close Profit
Long Cotton CTK10 70.34 78.40 81.41 $5,535
Long Cotton BAL 34.02 37.78 39.23 15.3%
Long Russell TFM10 608.50 648.60 687.60 $7,910
Long Russell IWM 61.66 64.40 68.27 10.7%
Long Platinum PLJ10 1534.90 1563.30 1587.90 $2,650
Short Euro ECM10 136.78 135.92 133.13 $4,563
Short Euro EUO 20.20 20.97 21.41 6.0%
Short Russell TFM10 680.80 704.80 689.60 -$880
Short Russell RRZ 29.62 28.89 29.53 -0.3%
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Any views expressed herein are provided for information purposes only and should not be construed in any way as an offer, an endorsement, or inducement to invest.
The quotes and symbols used in the BLOG are believed to be reliable, but no guarantees are made with regard to the accuracy.
Our purpose is to quantitatively analyze markets to identify trends and over-bought/over-sold situations. We use computer programs applied to large amounts of data and trade markets by mathematical algorithms. We track these algorithmically-generated trades with ETFs and Futures. This BLOG is provided free of charge. Any views expressed herein are provided for informational purposes only and should not be construed in any way as an offer, an endorsement, or inducement to invest.
Historical Returns
The following represents the BLOG's 2010 ETF returns vis-a-vis other benchmark investment measures:
------------$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 $50,000).
Please see the BLOG page on "Shortcomings and Limitations."
------------$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."
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