Today was a roller-coaster for the markets. We did nicely on the short Russell and the short Euro, in addition to Platinum.
There were no positions closed out, nor are there any new computer-generated signals for tomorrow. I show the open positions below, with the entry dates shown for reminders of when the BLOG entered the positions.
Open Positions Symbol Entry Stop Close Profit Days In
Long Cotton CTK10 70.34 78.40 80.18 $4,920 50 2/4/10
Long Cotton BAL 34.02 37.66 38.51 13.2% 50 2/4/10
Long Russell TFM10 608.50 651.20 676.20 $6,770 38 2/16/10
Long Russell IWM 61.66 65.33 67.84 10.0% 38 2/16/10
Long Platinum PLJ10 1534.90 1563.30 1604.00 $3,455 29 2/25/10
Short Euro ECM10 136.78 135.46 132.71 $5,087 10 3/16/10
Short Euro EUO 20.20 21.10 21.54 6.6% 10 3/16/10
Short Russell TFM10 680.80 704.80 676.20 $460 3 3/23/10
Short Russell RRZ 29.62 28.76 29.98 1.2% 3 3/23/10
If you wish to be notified of new posts, let me know at bassanalytics@live.com. I will send you an email every time there is a new post.
Any views expressed herein are provided for information purposes only and should not be construed in any way as an offer, an endorsement, or inducement to invest.
The quotes and symbols used in the BLOG are believed to be reliable, but no guarantees are made with regard to the accuracy.
Our purpose is to quantitatively analyze markets to identify trends and over-bought/over-sold situations. We use computer programs applied to large amounts of data and trade markets by mathematical algorithms. We track these algorithmically-generated trades with ETFs and Futures. This BLOG is provided free of charge. Any views expressed herein are provided for informational purposes only and should not be construed in any way as an offer, an endorsement, or inducement to invest.
Historical Returns
The following represents the BLOG's 2010 ETF returns vis-a-vis other benchmark investment measures:
------------$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."
No comments:
Post a Comment