The systems generated trades were mixed today, with a slighty upward bias. The biggest winner was short gold, which I was skeptical about, with a 1.3% gain for the day. Cocoa and the Russell 2000 were up about .9%, while Cotton fell 1.1% and Platinum .6%. As you can see from the table below, all of the system trades are up at the present time:
Open Positions Symbol Entry Stop Close Profit
Long Cotton CTH10 69.82 78.40 82.04 $6,110
Long Cotton BAL 34.02 36.61 38.31 12.6%
Long Russell TFH10 611.00 633.30 674.80 $6,380
Long Russell IWM 61.66 63.40 67.55 9.6%
Long Platinum PLJ10 1534.90 1556.60 1595.50 $3,030
Long Platinum PTM 18.40 18.40 18.86 2.5%
Long Aussie ADH10 90.47 90.75 91.47 $1,000
Long Aussie FXA 90.30 90.85 91.57 1.4%
Long Cocoa CCK10 2828 2638 2845 $170
Long Cocoa NIB 41.10 39.00 42.06 2.3%
Short Gold GCJ10 1121.50 1114.60 1108.70 $1,280
Short Gold DGZ 19.47 19.59 19.74 1.4%
We closed out one position, the Canadian Dollar, and the results are shown below:
Symbol Entry Out Profit Days In Out
CDH10 97.32 97.62 $263 3 3/8/10 3/10/10
FXC 97.05 97.34 0.3% 3 3/8/10 3/10/10
There are two new signals for tomorrow: buy the Canadian Dollar (again, same system, 88% win ratio) and buy Soybeans. Note, there is no ETF for Soybeans that I know of.
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Any views expressed herein are provided for information purposes only and should not be construed in any way as an offer, an endorsement, or inducement to invest.
The quotes and symbols used in the BLOG are believed to be reliable, but no guarantees are made with regard to the accuracy.
Our purpose is to quantitatively analyze markets to identify trends and over-bought/over-sold situations. We use computer programs applied to large amounts of data and trade markets by mathematical algorithms. We track these algorithmically-generated trades with ETFs and Futures. This BLOG is provided free of charge. Any views expressed herein are provided for informational purposes only and should not be construed in any way as an offer, an endorsement, or inducement to invest.
Historical Returns
The following represents the BLOG's 2010 ETF returns vis-a-vis other benchmark investment measures:
------------$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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