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."

Sunday, March 28, 2010

Last Week of March Begins

Good Evening! It's the last Sunday Evening in March, and we are updating you on our computer-generated portfolio. We are currently long Cotton since 2/4, long the Russell 2000 since 2/16, long Platinum since 2/25, and short the Euro since 3/16. These positions all have nice gains. The details are shown in the table below:

Position Symbol Entry Stop Last Profit Days In
Long Cotton CTK10 70.34 78.40 80.18 $4,920 53
Long Cotton BAL 34.02 37.66 38.51 13.2% 53
Long Russell TFM10 608.50 651.20 676.20 $6,770 41
Long Russell IWM 61.66 65.33 67.84 10.0% 41
Long Platinum PLJ10 1534.90 1563.30 1604.00 $3,455 32
Short Euro ECM10 136.78 135.46 132.71 $5,087 13
Short Euro EUO 20.20 21.10 21.54 6.6% 13

There is one new signal for Monday: buy Copper. However, I must warn that Copper opened over-seas this evening. It is already up 6 cents, which is a huge move (2%). Also, a trailing stop has kicked in. Therefore, it may not be a viable buy on Monday morning for the ETFs. I will try and let you know if it gets stopped out overnight. The record on the Copper system is 82 wins out of 100 trades for 82%.

There was a short period in which we had a simultaneous signal to short the Russell; it made money and closed out on Friday. The results are shown below.


Closed Positions Symbol Entry Out Profit Days
Short Russell TFM10 680.80 678.40 240.00 4
Short Russell RRZ 29.62 29.88 0.9% 4


The Russell stop came about intra-day on Friday. Unfortunately, I don't yet have intra-day update capacity for the BLOG yet. However, I am working on it.


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 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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