The big market winners today were Silver, Crude Oil and the stock markets. Our computer positions generally gained, except for the short S&P. Crude oil was up 2.8%. It is not illogical to believe that a worldwide recovery will result in much, much higher oil prices.
The usual results are shown below.
There are three new signals for tomorrow: Buy Crude Oil, buy Silver, and buy the Aussie. However, only one is effective for BLOG-tracking purposes, and I will explain.
We are already long the Aussie in the BLOG. The signal (actually two new Aussie signals) is redundant and will not be tracked in the BLOG results. However, the new signals are simply reinforcing (or, should I say, reassuring). The track record for the system is 20/23=87% historically.
The second signal was to buy silver, and has already been stopped out overnight with a gain of $200 on the futures contract. Therefore, there will be no corresponding entry for the ETF.
Finally, there is another signal to buy Crude Oil. Our BLOG record on Oil has not been very good. However, the system has a historical record of 31/40=78%. The symbol for the future is CLM10 and for the ETF it is OIL. That's certainly easy to remember. Crude is up 34 cents tonight in overseas trading as I write this BLOG.
PORTFOLIO #1 Symbol Entry Stop Close Profit Days
Long Platinum PLJ10 1534.90 1653.70 1713.60 $8,935 64
Long Zealand NE1M10 71.15 69.20 72.15 $1,000 15
Long Zealand BNZ 22.45 21.87 22.80 1.6% 15
Short S&P SPM10 1195.75 1230.75 1205.25 -$475 10
Short S&P SH 48.00 46.84 47.83 -0.4% 10
Long Aussie ADM10 92.13 90.53 92.31 $180 9
Long Aussie FXA 92.87 91.24 93.03 0.2% 9
Short Zealand NE1M10 71.70 73.13 72.15 -$450 1
PORTFOLIO #2 Symbol Entry Stop Close Profit Days
Long British BPM10 149.75 151.11 153.25 $2,188 31
Long British FXB 150.46 150.55 152.68 1.5% 31
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 informational 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.
Thursday, April 29, 2010
Wednesday, April 28, 2010
A Mirror Image of Yesterday
Yesterday, the currencies fell, and the S&P fell, giving the signals a gain on the short S&P, and losses on the long currencies. Today, they all rose, giving a loss on the short S&P, and a gain on the currencies. The results are shown in the tables below.
There is one new signal for tomorrow, sell short the New Zealand Dollar. This signal is 70 wins out of 77 trades for 91%. This signal can be taken in two ways: it neutralizes the earlier long position, or it is fresher so more valid. For BLOG purposes, we will track both. There is no short ETF for the Zealand, so we'll only track the future. The future is down strongly in overseas trading tonight.
Have a great day!
PORTFOLIO #1 Symbol Entry Stop Close Profit Days
Long Platinum PLJ10 1534.90 1653.70 1720.90 $9,300 63
Long Zealand NE1M10 71.15 69.20 71.91 $760 14
Long Zealand BNZ 22.45 21.86 22.72 1.2% 14
Short S&P SPM10 1195.75 1230.75 1190.00 $288 9
Short S&P SH 48.00 46.86 48.46 1.0% 9
Long Aussie ADM10 92.13 90.53 92.07 -$60 8
Long Aussie FXA 92.87 91.17 92.72 -0.2% 8
PORTFOLIO #2 Symbol Entry Stop Close Profit Days
Long British BPM10 149.75 151.11 151.22 $919 30
Long British FXB 150.46 151.23 151.34 0.6% 30
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 informational 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.
There is one new signal for tomorrow, sell short the New Zealand Dollar. This signal is 70 wins out of 77 trades for 91%. This signal can be taken in two ways: it neutralizes the earlier long position, or it is fresher so more valid. For BLOG purposes, we will track both. There is no short ETF for the Zealand, so we'll only track the future. The future is down strongly in overseas trading tonight.
Have a great day!
PORTFOLIO #1 Symbol Entry Stop Close Profit Days
Long Platinum PLJ10 1534.90 1653.70 1720.90 $9,300 63
Long Zealand NE1M10 71.15 69.20 71.91 $760 14
Long Zealand BNZ 22.45 21.86 22.72 1.2% 14
Short S&P SPM10 1195.75 1230.75 1190.00 $288 9
Short S&P SH 48.00 46.86 48.46 1.0% 9
Long Aussie ADM10 92.13 90.53 92.07 -$60 8
Long Aussie FXA 92.87 91.17 92.72 -0.2% 8
PORTFOLIO #2 Symbol Entry Stop Close Profit Days
Long British BPM10 149.75 151.11 151.22 $919 30
Long British FXB 150.46 151.23 151.34 0.6% 30
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 informational 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.
Tuesday, April 27, 2010
It Was Anything But Lackluster Today
The markets moved spectacularly today after the Greece's Debt was downgraded to "junk" status. The stock market plumeted. The short S&P position did well. Gold also rallied, and was stopped out with a profit this morning. However, all of the other computer-generated signals did poorly. Besides Gold and the Dollar, most of the other entities that we track fell. It was a day that will be remembered because of Greece, and the movement that it caused.
There are no new signals for tomorrow.
PORTFOLIO #1 Symbol Entry Stop Close Profit Days
Long Platinum PLJ10 1534.90 1653.70 1739.40 $10,225 62
Long Zealand NE1M10 71.15 69.20 69.35 -$1,800 13
Long Zealand BNZ 22.45 22.43 22.48 0.1% 13
Short S&P SPM10 1195.75 1230.75 1181.00 $738 8
Short S&P SH 48.00 46.82 48.79 1.6% 8
Long Aussie ADM10 92.13 90.53 91.04 -$1,090 7
Long Aussie FXA 92.87 91.12 91.63 -1.3% 7
Closed Portfolio 1 Symbol Entry Out Profit Days
Long Natural Gas NGN10 4.33 4.37 360 1
Long Natural Gas UNG 7.56 7.56 0.0% 1
Long Gold GCM10 1154.20 1159.40 520 1
Long Gold GLD 112.43 112.93 0.4% 1
Long Crude Oil CLM10 85.12 83.71 -1410.00 2
Long Crude Oil OIL 26.96 26.47 -1.8% 2
Long Silver SIN10 17.995 18.18 900.00 5
Long Silver SLV 17.57 17.77 1.1% 5
PORTFOLIO #2 Symbol Entry Stop Close Profit Days
Long British BPM10 149.75 151.11 152.64 $1,806 29
Long British FXB 150.46 150.33 151.85 0.9% 29
Have a great day!
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 informational 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.
There are no new signals for tomorrow.
PORTFOLIO #1 Symbol Entry Stop Close Profit Days
Long Platinum PLJ10 1534.90 1653.70 1739.40 $10,225 62
Long Zealand NE1M10 71.15 69.20 69.35 -$1,800 13
Long Zealand BNZ 22.45 22.43 22.48 0.1% 13
Short S&P SPM10 1195.75 1230.75 1181.00 $738 8
Short S&P SH 48.00 46.82 48.79 1.6% 8
Long Aussie ADM10 92.13 90.53 91.04 -$1,090 7
Long Aussie FXA 92.87 91.12 91.63 -1.3% 7
Closed Portfolio 1 Symbol Entry Out Profit Days
Long Natural Gas NGN10 4.33 4.37 360 1
Long Natural Gas UNG 7.56 7.56 0.0% 1
Long Gold GCM10 1154.20 1159.40 520 1
Long Gold GLD 112.43 112.93 0.4% 1
Long Crude Oil CLM10 85.12 83.71 -1410.00 2
Long Crude Oil OIL 26.96 26.47 -1.8% 2
Long Silver SIN10 17.995 18.18 900.00 5
Long Silver SLV 17.57 17.77 1.1% 5
PORTFOLIO #2 Symbol Entry Stop Close Profit Days
Long British BPM10 149.75 151.11 152.64 $1,806 29
Long British FXB 150.46 150.33 151.85 0.9% 29
Have a great day!
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 informational 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.
Monday, April 26, 2010
Crude Oil Falls....But It's Not Over Yet!
The BLOG's positions were all higher today, except for the new crude oil position. We are long currencies and metals yet short the S&P. Of late, the S&P has been positively correlated to the currencies and metals, but today went against them.
For the record, the system for today on crude oil is 31 wins out of 39 trades for 79% historically.
For tomorrow, we have two new signals: buy Gold and buy Natural Gas.
The Gold System record is 61 wins out of 72 trades for 85%. The symbols are GCM10 and GLD for the ETF.
The Natural Gas system is 141 wins out of 161 trades for 88%. This is highly credible. The symbols are NGN10 and UNG.
Listed below are the results for the open positions. There were no positions closed yesterday.
PORTFOLIO #1 Symbol Entry Stop Close Profit Days
Long Platinum PLJ10 1534.90 1653.70 1745.00 $10,505 61
Long Zealand NE1M10 71.15 69.20 72.10 $950 12
Long Zealand BNZ 22.45 21.89 22.81 1.6% 12
Short S&P SPM10 1195.75 1230.75 1201.75 -$300 7
Short S&P SH 48.00 46.69 47.82 -0.4% 7
Long Aussie ADM10 92.13 90.53 92.23 $100 6
Long Aussie FXA 92.87 91.38 93.10 0.2% 6
Long Silver SIN10 17.995 18.18 18.34 $1,710 4
Long Silver SLV 17.57 17.77 17.93 2.0% 4
Long Crude Oil CLM10 85.12 83.71 84.20 -$920 1
Long Crude Oil OIL 26.96 26.47 26.62 -1.3% 1
PORTFOLIO #2 Symbol Entry Stop Close Profit Days
Long British BPM10 149.75 151.11 154.52 $2,981 28
Long British FXB 150.46 150.59 153.99 2.3% 28
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 informational 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.
For the record, the system for today on crude oil is 31 wins out of 39 trades for 79% historically.
For tomorrow, we have two new signals: buy Gold and buy Natural Gas.
The Gold System record is 61 wins out of 72 trades for 85%. The symbols are GCM10 and GLD for the ETF.
The Natural Gas system is 141 wins out of 161 trades for 88%. This is highly credible. The symbols are NGN10 and UNG.
Listed below are the results for the open positions. There were no positions closed yesterday.
PORTFOLIO #1 Symbol Entry Stop Close Profit Days
Long Platinum PLJ10 1534.90 1653.70 1745.00 $10,505 61
Long Zealand NE1M10 71.15 69.20 72.10 $950 12
Long Zealand BNZ 22.45 21.89 22.81 1.6% 12
Short S&P SPM10 1195.75 1230.75 1201.75 -$300 7
Short S&P SH 48.00 46.69 47.82 -0.4% 7
Long Aussie ADM10 92.13 90.53 92.23 $100 6
Long Aussie FXA 92.87 91.38 93.10 0.2% 6
Long Silver SIN10 17.995 18.18 18.34 $1,710 4
Long Silver SLV 17.57 17.77 17.93 2.0% 4
Long Crude Oil CLM10 85.12 83.71 84.20 -$920 1
Long Crude Oil OIL 26.96 26.47 26.62 -1.3% 1
PORTFOLIO #2 Symbol Entry Stop Close Profit Days
Long British BPM10 149.75 151.11 154.52 $2,981 28
Long British FXB 150.46 150.59 153.99 2.3% 28
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 informational 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.
Friday, April 23, 2010
Monday Should Be Interesting
Due to some unexpected responsibilities, I won't be able to do a recap of stops until tomorrow. However, the new signal is to buy crude oil. The record of the system is a 75% winning ratio. The ETF symbol is OIL. I am sorry for the brevity of this post. We hope to be back to normal on Monday.
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 informational 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.
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 informational 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.
Thursday, April 22, 2010
Lackluster Day
Today was not very memorable. We were stopped out of silver. Most of our programmed trades lose ground in the first couple of days.
The winners tend to last much longer as evidenced by the current Platinum and British Pound positions. If you haven't had a chance yet, take a look at the post dated April 19. It shows a graph of our best trade of the year so far, up 17.1%. This Russell 2000 move is quite impressive, when you think about it. The breadth of market move was strong, and outpaced less broad stock market indices.
The winners tend to last much longer as evidenced by the current Platinum and British Pound positions. If you haven't had a chance yet, take a look at the post dated April 19. It shows a graph of our best trade of the year so far, up 17.1%. This Russell 2000 move is quite impressive, when you think about it. The breadth of market move was strong, and outpaced less broad stock market indices.
For tomorrow, buy silver (I know, we were just stopped out). The record on the computer system is 91 wins out of 106 trades, or 86%. The symbols are SIK10 and SLV. The average number of bars in each trade is only 4! So, if you are looking for a long-term trade, this isn't it!
Our usual statistics follow:
PORTFOLIO #1 Symbol Entry Stop Close Profit Days
Long Platinum PLJ10 1534.90 1653.70 1744.20 $10,465 57
Long Zealand NE1M10 71.15 69.20 70.83 -$320 8
Long Zealand BNZ 22.45 21.92 22.44 0.0% 8
Short S&P SPM10 1195.75 1230.75 1201.75 -$300 3
Short S&P SH 48.00 46.69 47.82 -0.4% 3
Long Aussie ADM10 92.13 90.53 92.23 $100 2
Long Aussie FXA 92.87 91.38 93.10 0.2% 2
PORTFOLIO #2
Open Positions Symbol Entry Stop Close Profit Days
Long British BPM10 149.75 151.11 153.77 $2,513 24
Long British FXB 150.46 150.66 153.31 1.9% 24
Closed Positions #2 Symbol Entry Out Profit Days
Short Silver SIK10 17.77 18.01 -$1,200 2
Short Silver ZSL 38.17 37.96 -0.6% 2
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 informational 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.
Wednesday, April 21, 2010
New Signal for Down Under
Today was a fairly lackluster day in the markets. The stock markets fell slightly.
One signal was closed out today: short silver.
For tomorrow there is one new signal: buy the Aussie Dollar. The statistical record is 33 wins out of 38 trades for 87%.
PORTFOLIO #1
Open Positions Symbol Entry Stop Close Profit Days
Long Platinum PLJ10 1534.90 1643.00 1740.30 $10,270 56
Long Zealand NE1M10 71.15 69.20 70.74 -$410 7
Long Zealand BNZ 22.45 21.92 22.41 -0.2% 7
Short S&P SPM10 1195.75 1230.75 1200.50 -$238 2
Short S&P SH 48.00 46.76 47.94 -0.1% 2
PORTFOLIO #2
Open Positions Symbol Entry Stop Close Profit Days
Long British BPM10 149.75 151.11 154.01 $2,662 23
Long British FXB 150.46 150.63 153.52 2.0% 23
Closed Positions Symbol Entry Out Profit Days
Short Silver SIK10 17.77 18.01 -$1,200 2
Short Silver ZSL 38.17 37.96 -0.6% 2
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 informational 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.
One signal was closed out today: short silver.
For tomorrow there is one new signal: buy the Aussie Dollar. The statistical record is 33 wins out of 38 trades for 87%.
PORTFOLIO #1
Open Positions Symbol Entry Stop Close Profit Days
Long Platinum PLJ10 1534.90 1643.00 1740.30 $10,270 56
Long Zealand NE1M10 71.15 69.20 70.74 -$410 7
Long Zealand BNZ 22.45 21.92 22.41 -0.2% 7
Short S&P SPM10 1195.75 1230.75 1200.50 -$238 2
Short S&P SH 48.00 46.76 47.94 -0.1% 2
PORTFOLIO #2
Open Positions Symbol Entry Stop Close Profit Days
Long British BPM10 149.75 151.11 154.01 $2,662 23
Long British FXB 150.46 150.63 153.52 2.0% 23
Closed Positions Symbol Entry Out Profit Days
Short Silver SIK10 17.77 18.01 -$1,200 2
Short Silver ZSL 38.17 37.96 -0.6% 2
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 informational 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.
No New ETF Signals for Today
We got two new futures signals for which there are no ETFs. Sell short Corn and Sell Short Wheat.
The new stops and profit positions are shown below.
PORTFOLIO #1
Open Positions Symbol Entry Stop Close Profit Days
Long Platinum PLJ10 1534.90 1637.30 1721.80 $9,345 56
Long Zealand NE1M10 71.15 69.20 70.56 -$590 7
Long Zealand BNZ 22.45 21.99 22.42 -0.1% 7
Short Silver SIK10 17.78 18.11 17.82 -$220 2
Short Silver ZSL 38.17 37.96 38.58 1.1% 2
Short S&P SPM10 1195.75 1230.75 1205.50 -$488 2
Short S&P SH 48.00 46.89 47.87 -0.3% 2
PORTFOLIO #2
Open Positions Symbol Entry Stop Close Profit Days
Long British BPM10 149.75 151.11 153.54 $2,369 23
Long British FXB 150.46 150.47 152.89 1.6% 23
No positions were closed out yesterday.
Good luck, and we'll see you tonight.
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 informational 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.
The new stops and profit positions are shown below.
PORTFOLIO #1
Open Positions Symbol Entry Stop Close Profit Days
Long Platinum PLJ10 1534.90 1637.30 1721.80 $9,345 56
Long Zealand NE1M10 71.15 69.20 70.56 -$590 7
Long Zealand BNZ 22.45 21.99 22.42 -0.1% 7
Short Silver SIK10 17.78 18.11 17.82 -$220 2
Short Silver ZSL 38.17 37.96 38.58 1.1% 2
Short S&P SPM10 1195.75 1230.75 1205.50 -$488 2
Short S&P SH 48.00 46.89 47.87 -0.3% 2
PORTFOLIO #2
Open Positions Symbol Entry Stop Close Profit Days
Long British BPM10 149.75 151.11 153.54 $2,369 23
Long British FXB 150.46 150.47 152.89 1.6% 23
No positions were closed out yesterday.
Good luck, and we'll see you tonight.
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 informational 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.
Monday, April 19, 2010
A Reversed Direction from the Programs
First, have a graphical look at our best trade of the year, long the Russell 2000 stock index.
There were a plethora of signals stopped out today; most were gainers. Our portfolios continue to do well on the year. The usual statistics appear below:
PORTFOLIO #1
Open Positions Symbol Entry Stop Close Profit Days
Long Platinum PLJ10 1534.90 1637.30 1695.30 $8,020 54
Long Zealand NE1M10 71.15 69.20 70.80 -$350 5
Long Zealand BNZ 22.45 21.87 22.38 -0.3% 5
PORTFOLIO #2
Open Positions Symbol Entry Stop Close Profit Days
Long British BPM10 149.75 151.11 153.41 $2,288 21
Long British FXB 150.46 150.53 152.82 1.6% 21
Closed Positions Portfolio #1
Symbol Entry Out Profit Days
GCM10 1152.00 1138.20 $1,380 6
DGZ 18.84 19.25 2.2% 6
SIK10 17.70 17.62 400.00 1
ZSL 39.50 39.13 -0.9% 1
SWM10 94.95 93.75 -1500.00 6
SWM10 94.39 93.19 -1.3% 6
ADM10 92.25 92.00 $250 6
ADM10 90.90 91.40 $500 21
FXA 92.24 92.21 0.0% 21
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 informational 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.
This trade generated a 17.1% return for the ETF. Now, for tomorrow: Sell Short the S&P 500. The record is 18 wins out of 23 trades for 78%. After such a metrioric rise in the stock market indices, this signal is a bit scary for me. The symbols are ESM10 and SH. Note that SH traded over 2 million shares yesterday, so it is highly liquid. Obviously, this is a program-generated signal.
The other new signal for tomorrow is to sell short silver. The record on this system is 18 wins out of 23 trades for 78%. No, this is not a typo; the two systems giving signals for tomorrow have exactly the same records. Also, there was another signal to sell silver short that was 10 for 10 or 100%. We will track one of the two systems in the BLOG, but not both.
There were a plethora of signals stopped out today; most were gainers. Our portfolios continue to do well on the year. The usual statistics appear below:
PORTFOLIO #1
Open Positions Symbol Entry Stop Close Profit Days
Long Platinum PLJ10 1534.90 1637.30 1695.30 $8,020 54
Long Zealand NE1M10 71.15 69.20 70.80 -$350 5
Long Zealand BNZ 22.45 21.87 22.38 -0.3% 5
PORTFOLIO #2
Open Positions Symbol Entry Stop Close Profit Days
Long British BPM10 149.75 151.11 153.41 $2,288 21
Long British FXB 150.46 150.53 152.82 1.6% 21
Closed Positions Portfolio #1
Symbol Entry Out Profit Days
GCM10 1152.00 1138.20 $1,380 6
DGZ 18.84 19.25 2.2% 6
SIK10 17.70 17.62 400.00 1
ZSL 39.50 39.13 -0.9% 1
SWM10 94.95 93.75 -1500.00 6
SWM10 94.39 93.19 -1.3% 6
ADM10 92.25 92.00 $250 6
ADM10 90.90 91.40 $500 21
FXA 92.24 92.21 0.0% 21
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 informational 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.
Sunday, April 18, 2010
New signal for tomorrow sell short silver. Historical record 35wins/38trades=92%.
This is a good one. Symbols are SIK10, and ZSL, which is a double short silver ETF. This is therefore, extremely risky.
All the best to all!
PORTFOLIO #1
Open Positions Symbol Entry Stop Close Profit Days
Long Platinum PLJ10 1534.90 1637.30 1695.30 $8,020 53
Long Aussie ADM10 90.90 91.40 91.89 $990 20
Long Aussie FXA 92.24 92.21 92.70 0.5% 20
Short Gold GCM10 1152.00 1141.00 1136.90 $1,510 5
Short Gold DGZ 18.84 19.14 19.21 2.0% 5
Short Aussie ADM10 92.25 92.05 92.70 -$450 5
Long Swiss SWM10 94.95 93.75 94.31 -$640 5
Long Swiss SWM10 94.39 93.19 93.75 -0.7% 5
Long Zealand NE1M10 71.15 69.20 70.65 -$500 4
Long Zealand BNZ 22.45 21.89 22.35 -0.4% 4
PORTFOLIO #2
Open Positions Symbol Entry Stop Close Profit Days
Long British BPM10 149.75 153.62 154.90 $3,219 20
Long British FXB 150.46 153.30 154.42 2.6% 20
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 informational 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.
This is a good one. Symbols are SIK10, and ZSL, which is a double short silver ETF. This is therefore, extremely risky.
All the best to all!
PORTFOLIO #1
Open Positions Symbol Entry Stop Close Profit Days
Long Platinum PLJ10 1534.90 1637.30 1695.30 $8,020 53
Long Aussie ADM10 90.90 91.40 91.89 $990 20
Long Aussie FXA 92.24 92.21 92.70 0.5% 20
Short Gold GCM10 1152.00 1141.00 1136.90 $1,510 5
Short Gold DGZ 18.84 19.14 19.21 2.0% 5
Short Aussie ADM10 92.25 92.05 92.70 -$450 5
Long Swiss SWM10 94.95 93.75 94.31 -$640 5
Long Swiss SWM10 94.39 93.19 93.75 -0.7% 5
Long Zealand NE1M10 71.15 69.20 70.65 -$500 4
Long Zealand BNZ 22.45 21.89 22.35 -0.4% 4
PORTFOLIO #2
Open Positions Symbol Entry Stop Close Profit Days
Long British BPM10 149.75 153.62 154.90 $3,219 20
Long British FXB 150.46 153.30 154.42 2.6% 20
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 informational 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.
Friday, April 16, 2010
Copper was stopped out overnight
Copper was stopped out overnight, so there is no signal to buy the ETF this morning. Details to follow this weekend.
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 informational 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.
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 informational 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.
Thursday, April 15, 2010
As mentioned in last night's BLOG, our program exited the Russell 2000 last night on the future, and this morning on the ETF. The signal went long February 16, and exited on tax day. The total ETF gain was 17.1%. This is an amazing rally for the stock market!
There is one new signal for tomorrow: Buy Copper. The system's record is 81 wins out of 101 trades for a win-ratio of 80%. This is highly credible, but there are no guarantees!
Note also, that there was a second signal to buy the Swiss Franc. We are already long the Swiss in the BLOG by virtue of another programmed signal; however, this new signal reinforces the first and its record is 12/12=100%. We will not be statistically tracking this second signal in the BLOG.
Our portfolio is shown below, and the exited Russell is underneath that. Also, our second portfolio continues to have one position.
PORTFOLIO #1
Open Positions Symbol Entry Stop Close Profit
Long Platinum PLJ10 1534.90 1637.30 1723.30 $9,420
Long Aussie ADM10 90.90 91.40 92.82 $1,920
Long Aussie FXA 92.24 92.09 93.52 1.4%
Short Gold GCM10 1152.00 1171.00 1160.30 -$830
Short Gold DGZ 18.84 18.60 18.77 -0.4%
Short Aussie ADM10 92.25 93.30 92.82 -$570
Long Swiss SWM10 94.95 93.75 94.29 -$660
Long Swiss SWM10 94.39 93.63 94.17 -0.2%
Long Zealand NE1M10 71.15 69.20 70.88 -$270
Long Zealand BNZ 22.45 21.87 22.40 -0.2%
Closed Positions Symbol Entry Out Profit Days
Long Russell TFM10 608.50 720.20 $11,170 59
Long Russell IWM 61.66 72.18 17.1% 59
PORTFOLIO #2
Open Positions Symbol Entry Stop Close Profit Days
Long British BPM10 149.75 151.11 154.90 $3,219 17
Long British FXB 150.46 150.64 154.42 2.6% 17
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 informational 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.
There is one new signal for tomorrow: Buy Copper. The system's record is 81 wins out of 101 trades for a win-ratio of 80%. This is highly credible, but there are no guarantees!
Note also, that there was a second signal to buy the Swiss Franc. We are already long the Swiss in the BLOG by virtue of another programmed signal; however, this new signal reinforces the first and its record is 12/12=100%. We will not be statistically tracking this second signal in the BLOG.
Our portfolio is shown below, and the exited Russell is underneath that. Also, our second portfolio continues to have one position.
PORTFOLIO #1
Open Positions Symbol Entry Stop Close Profit
Long Platinum PLJ10 1534.90 1637.30 1723.30 $9,420
Long Aussie ADM10 90.90 91.40 92.82 $1,920
Long Aussie FXA 92.24 92.09 93.52 1.4%
Short Gold GCM10 1152.00 1171.00 1160.30 -$830
Short Gold DGZ 18.84 18.60 18.77 -0.4%
Short Aussie ADM10 92.25 93.30 92.82 -$570
Long Swiss SWM10 94.95 93.75 94.29 -$660
Long Swiss SWM10 94.39 93.63 94.17 -0.2%
Long Zealand NE1M10 71.15 69.20 70.88 -$270
Long Zealand BNZ 22.45 21.87 22.40 -0.2%
Closed Positions Symbol Entry Out Profit Days
Long Russell TFM10 608.50 720.20 $11,170 59
Long Russell IWM 61.66 72.18 17.1% 59
PORTFOLIO #2
Open Positions Symbol Entry Stop Close Profit Days
Long British BPM10 149.75 151.11 154.90 $3,219 17
Long British FXB 150.46 150.64 154.42 2.6% 17
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 informational 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.
Wednesday, April 14, 2010
Russell 2000 Soars and Marks BLOG's Biggest Gain
Today the Russell 2000 ETF was up another 2.1%! What a run for this ETF and the future as well. Our Russell position closed up since entry 17.1%!!!!!!!! However, the story does not end here. The system that went long on 2/16 exited this evening, or beginning the day for futures. This means that the ETF should be exited tomorrow morning. I never list the profit targets for these programmed systems. Some systems do not have targets. However, this system does. The run on the Russell 2000 has been extended, and our system exiting does not mean the run is over; it does not mean to go short. What is does mean is that based upon the historical data studied, that exiting at this time optimized the historical data. Does this make sense? I would appreciate any questions that you might have.
One new signal for tomorrow: buy the New Zealand Dollar. The system is historically 23 wins for 25 trades or a 92% win ratio. However, I hesitate to publish the result because the New Zealand Dollar futures and ETFs are thinnly traded. Yesterday, the ETF only traded 6,379 shares. This is a very small number. So, I wouldn't risk a market order; a limit order might be better. Send me an email with any questions you might have.
Open Positions Symbol Entry Stop Close Profit Days
Long Russell TFM10 608.50 665.00 720.20 $11,170 58
Long Russell IWM 61.66 66.68 72.21 17.1% 58
Long Platinum PLJ10 1534.90 1637.30 1717.30 $9,120 49
Long Aussie ADM10 90.90 91.40 92.27 $1,370 16
Long Aussie FXA 92.24 92.07 92.95 0.8% 16
Short Gold GCM10 1152.00 1171.00 1159.60 -$760 1
Short Gold DGZ 18.84 18.70 18.88 0.2% 1
Short Aussie ADM10 92.25 93.30 92.87 -$620 1
Long Swiss SWM10 94.95 93.75 94.75 -$200 1
Long Swiss SWM10 94.39 93.58 94.58 0.2% 1
Note the mixed results on the Swiss Franc and Short Gold: the reason is timing differences between the futures markets and ETF markets.
Open Positions#2Symbol Entry Stop Close Profit Days
Long British BPM10 149.75 151.10 153.76 $2,506 16
Long British FXB 150.46 150.45 153.10 1.8% 16
Have a great day! Please feel free to post any comments or questions you might have. Or, please drop me an email.
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 informational 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.
One new signal for tomorrow: buy the New Zealand Dollar. The system is historically 23 wins for 25 trades or a 92% win ratio. However, I hesitate to publish the result because the New Zealand Dollar futures and ETFs are thinnly traded. Yesterday, the ETF only traded 6,379 shares. This is a very small number. So, I wouldn't risk a market order; a limit order might be better. Send me an email with any questions you might have.
Open Positions Symbol Entry Stop Close Profit Days
Long Russell TFM10 608.50 665.00 720.20 $11,170 58
Long Russell IWM 61.66 66.68 72.21 17.1% 58
Long Platinum PLJ10 1534.90 1637.30 1717.30 $9,120 49
Long Aussie ADM10 90.90 91.40 92.27 $1,370 16
Long Aussie FXA 92.24 92.07 92.95 0.8% 16
Short Gold GCM10 1152.00 1171.00 1159.60 -$760 1
Short Gold DGZ 18.84 18.70 18.88 0.2% 1
Short Aussie ADM10 92.25 93.30 92.87 -$620 1
Long Swiss SWM10 94.95 93.75 94.75 -$200 1
Long Swiss SWM10 94.39 93.58 94.58 0.2% 1
Note the mixed results on the Swiss Franc and Short Gold: the reason is timing differences between the futures markets and ETF markets.
Open Positions#2Symbol Entry Stop Close Profit Days
Long British BPM10 149.75 151.10 153.76 $2,506 16
Long British FXB 150.46 150.45 153.10 1.8% 16
Have a great day! Please feel free to post any comments or questions you might have. Or, please drop me an email.
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 informational 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.
Russell 2000 Higher and Higher
The Russell 2000 continued to gain ground and is now up almost 15% from where the program gave its signal to buy. This has been a great run.
There are three new signals for tomorrow, none of which seem intuatively right to me at the present time. However, they are what the programs are generating. The most hard to believe is to Sell Short Gold, with record 23 wins and 25 trades for 92%. The signal suggests that gold has been over-bought. The symbols are DGZ and GCM10. The next signal is to sell short the Aussie Dollar. This will neutalize the long Aussie position. The next is to buy the Swiss Franc. The record is 40 wins out of 50 trades for 80%. These statistics are all based upon the mathematical models and historical data.
Have a great day!
As usual, the open positions are shown below.
Open Positions Symbol Entry Stop Close Profit Days
Long Russell TFM10 608.50 665.00 704.70 $9,620 58
Long Russell IWM 61.66 66.72 70.70 14.7% 58
Long Platinum PLJ10 1534.90 1637.30 1717.30 $9,120 49
Long Aussie ADM10 90.90 91.40 92.27 $1,370 16
Long Aussie FXA 92.24 92.07 92.95 0.8% 16
Open Positions#2 Symbol Entry Stop Close Profit Days
Long British BPM10 149.75 151.01 153.76 $2,506 16
Long British FXB 150.46 150.36 153.10 1.8% 16
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 informational 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.
There are three new signals for tomorrow, none of which seem intuatively right to me at the present time. However, they are what the programs are generating. The most hard to believe is to Sell Short Gold, with record 23 wins and 25 trades for 92%. The signal suggests that gold has been over-bought. The symbols are DGZ and GCM10. The next signal is to sell short the Aussie Dollar. This will neutalize the long Aussie position. The next is to buy the Swiss Franc. The record is 40 wins out of 50 trades for 80%. These statistics are all based upon the mathematical models and historical data.
Have a great day!
As usual, the open positions are shown below.
Open Positions Symbol Entry Stop Close Profit Days
Long Russell TFM10 608.50 665.00 704.70 $9,620 58
Long Russell IWM 61.66 66.72 70.70 14.7% 58
Long Platinum PLJ10 1534.90 1637.30 1717.30 $9,120 49
Long Aussie ADM10 90.90 91.40 92.27 $1,370 16
Long Aussie FXA 92.24 92.07 92.95 0.8% 16
Open Positions#2 Symbol Entry Stop Close Profit Days
Long British BPM10 149.75 151.01 153.76 $2,506 16
Long British FXB 150.46 150.36 153.10 1.8% 16
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 informational 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.
Monday, April 12, 2010
Positions Exited with Gains
There were a number of positions exited today with gains: Copper, Gold, and Silver. Is this the end of the rally? Not necessarily. These positions were exited based upon mathematical formulae. For those of you who follow this BLOG closely, you'll notice that based upon the last post, you might conclude that silver should not have been exited. However, silver rallied sharply during the last 23-hour trading day, triggering a stop intra-session. The stops on Gold and Copper were as expected by the last post on the BLOG.
Ironically, after forming a second portfolio to accommodate the surplus of positions (over five), both portfolios have now shrunk considerably.
There are no new computer signals for tomorrow.
Open Positions Symbol Entry Stop Close Profit Days
Long Russell TFM10 608.50 665.00 701.30 $9,280 56
Long Russell IWM 61.66 66.89 70.54 14.4% 56
Long Platinum PLJ10 1534.90 1637.30 1739.40 $10,225 47
Long Aussie ADM10 90.90 91.40 92.07 $1,170 14
Long Aussie FXA 92.24 92.27 92.95 0.8% 14
Closed Positions Symbol Entry Out Profit Days
Long Copper HGK10 341.15 355.35 3550.00 15
Long Copper JJC 47.49 48.05 1.2% 15
Open Positions #2 Symbol Entry Stop Close Profit Days
Long British BPM10 149.75 151.01 153.65 $2,438 14
Long British FXB 150.46 150.52 153.15 1.8% 14
Closed Positions #2 Symbol Entry Out Profit Days
Long Silver SIK10 18.10 18.20 $500 7
Long Silver SLV 17.69 17.80 0.7% 7
Long Gold GCM10 1151.80 1156.50 470.00 6
Long Gold GLD 112.47 112.99 0.5% 6
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 informational 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.
Ironically, after forming a second portfolio to accommodate the surplus of positions (over five), both portfolios have now shrunk considerably.
There are no new computer signals for tomorrow.
Open Positions Symbol Entry Stop Close Profit Days
Long Russell TFM10 608.50 665.00 701.30 $9,280 56
Long Russell IWM 61.66 66.89 70.54 14.4% 56
Long Platinum PLJ10 1534.90 1637.30 1739.40 $10,225 47
Long Aussie ADM10 90.90 91.40 92.07 $1,170 14
Long Aussie FXA 92.24 92.27 92.95 0.8% 14
Closed Positions Symbol Entry Out Profit Days
Long Copper HGK10 341.15 355.35 3550.00 15
Long Copper JJC 47.49 48.05 1.2% 15
Open Positions #2 Symbol Entry Stop Close Profit Days
Long British BPM10 149.75 151.01 153.65 $2,438 14
Long British FXB 150.46 150.52 153.15 1.8% 14
Closed Positions #2 Symbol Entry Out Profit Days
Long Silver SIK10 18.10 18.20 $500 7
Long Silver SLV 17.69 17.80 0.7% 7
Long Gold GCM10 1151.80 1156.50 470.00 6
Long Gold GLD 112.47 112.99 0.5% 6
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 informational 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.
Saturday, April 10, 2010
Cotton Ends Huge Gain While All Other Positions Rise
Our programmed Cotton position earned 11.1% over a 66-day holding period, and was stopped out today. It was the only down position on the day; the rest of the positions were up. The big winner on the day was silver, up 1.64%, followed by gold, up .88%. This means that our 26/26 gold system will most likely end up 27/27! As I had said before, there are no guarantees, but nonetheless, this is encouraging. Note that the new Gold stop is now higher than the entry price.
Also, if you had followed the original Gold ETF signal, you are in a much better position than the current signal. For BLOG-tracking performance purposes I closed out the former gold ETF position at today's opening price; and, I opened the new ETF position at today's opening price. Therefore, the return for the BLOG gold signals for ETFs will be preserved, but we will track only the latest signal as an open position
There are no new signals for Monday.
The open positions for Portfolio 1 are shown below:
Open Positions Symbol Entry Stop Close Profit Days
Long Russell TFM10 608.50 660.70 701.80 $9,330 54
Long Russell IWM 61.66 66.14 70.25 13.9% 54
Long Platinum PLJ10 1534.90 1623.80 1722.10 $9,360 45
Long Copper HGK10 341.15 353.15 359.00 $4,463 13
Long Copper JJC 47.49 48.05 48.85 2.9% 13
Long Aussie ADM10 90.90 91.16 92.73 $1,830 12
Long Aussie FXA 92.24 91.83 93.41 1.3% 12
The statistics for the closed out Cotton position are as follows:
Closed Positions Symbol Entry Out Profit Days In Out
Long Cotton CTK10 70.34 78.40 $4,030 66 2/4/10 4/10/10
Long Cotton BAL 34.02 37.81 11.1% 66 2/4/10 4/10/10
Our open positions for Portfolio 2 are as follows:
Open Positions Symbol Entry Stop Close Profit Days
Long British BPM10 149.75 150.06 153.74 $2,494 12
Long British FXB 150.46 149.58 153.25 1.9% 12
Long Silver SIK10 18.10 17.15 18.40 $1,525 5
Long Silver SLV 17.69 16.78 18.01 1.8% 5
Long Gold GCM10 1151.80 1155.30 1161.90 630.00 4
Long Gold GLD 112.47 112.99 113.64 1.0% 4
I wish everyone a nice weekend. See you next week!
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 informational 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.
Also, if you had followed the original Gold ETF signal, you are in a much better position than the current signal. For BLOG-tracking performance purposes I closed out the former gold ETF position at today's opening price; and, I opened the new ETF position at today's opening price. Therefore, the return for the BLOG gold signals for ETFs will be preserved, but we will track only the latest signal as an open position
There are no new signals for Monday.
The open positions for Portfolio 1 are shown below:
Open Positions Symbol Entry Stop Close Profit Days
Long Russell TFM10 608.50 660.70 701.80 $9,330 54
Long Russell IWM 61.66 66.14 70.25 13.9% 54
Long Platinum PLJ10 1534.90 1623.80 1722.10 $9,360 45
Long Copper HGK10 341.15 353.15 359.00 $4,463 13
Long Copper JJC 47.49 48.05 48.85 2.9% 13
Long Aussie ADM10 90.90 91.16 92.73 $1,830 12
Long Aussie FXA 92.24 91.83 93.41 1.3% 12
The statistics for the closed out Cotton position are as follows:
Closed Positions Symbol Entry Out Profit Days In Out
Long Cotton CTK10 70.34 78.40 $4,030 66 2/4/10 4/10/10
Long Cotton BAL 34.02 37.81 11.1% 66 2/4/10 4/10/10
Our open positions for Portfolio 2 are as follows:
Open Positions Symbol Entry Stop Close Profit Days
Long British BPM10 149.75 150.06 153.74 $2,494 12
Long British FXB 150.46 149.58 153.25 1.9% 12
Long Silver SIK10 18.10 17.15 18.40 $1,525 5
Long Silver SLV 17.69 16.78 18.01 1.8% 5
Long Gold GCM10 1151.80 1155.30 1161.90 630.00 4
Long Gold GLD 112.47 112.99 113.64 1.0% 4
I wish everyone a nice weekend. See you next week!
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 informational 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.
Thursday, April 8, 2010
One Position Down Today But Still Ahead
The big loser today was cotton. The ETF dropped 94 cents to 37.91. However, the Cotton programmed ETF is still up 11.4% since entry. Crude Oil was stopped out for a good gain; Heating Oil was also stopped out with a winner on the future and a loser on the ETF.
One new signal for tomorrow: buy Gold. The programmed signal has a historical record of 26 wins out of 26 trades. That's 100% based upon the historical models, but no guarantees for the future.
Note that we are already long a Gold ETF position, and its stop is shown below. This is based upon an earlier program entrance.
Portfolio 1 Active Positions are shown below:
Open Positions Symbol Entry Stop Close Profit Days
Long Cotton CTK10 70.34 78.40 78.60 $4,130 64
Long Cotton BAL 34.02 37.81 37.91 11.4% 64
Long Russell TFM10 608.50 660.70 696.70 $8,820 52
Long Russell IWM 61.66 66.22 69.83 13.3% 52
Long Platinum PLJ10 1534.90 1623.80 1717.10 $9,110 43
Long Copper HGK10 341.15 353.15 359.10 $4,488 11
Long Copper JJC 47.49 47.89 48.70 2.5% 11
Long Aussie ADM10 90.90 91.16 92.20 $1,300 10
Long Aussie FXA 92.24 91.82 92.87 0.7% 10
And positions closed:
Long Crude Oil CLJ10 82.50 85.29 $2,790 10
Long Crude Oil OIL 26.38 27.50 4.2% 10
Open Positions for Portfolio 2 are as follows:
Open Positions Symbol Entry Stop Close Profit Days
Long British BPM10 149.75 150.06 152.34 $1,619 10
Long British FXB 150.46 149.63 151.90 1.0% 10
Long Silver SIK10 18.10 17.15 17.93 -$820 3
Long Silver SLV 17.69 16.99 17.77 0.5% 3
Long Gold GLD 110.56 111.26 112.65 1.9% 5
And positions closed:
Closed Positions Symbol Entry Out Profit Days
Long Heating Oil HOK10 221.67 223.24 $659 5
Long Heating Oil UHN 28.73 28.59 -0.5% 5
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 informational 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.
One new signal for tomorrow: buy Gold. The programmed signal has a historical record of 26 wins out of 26 trades. That's 100% based upon the historical models, but no guarantees for the future.
Note that we are already long a Gold ETF position, and its stop is shown below. This is based upon an earlier program entrance.
Portfolio 1 Active Positions are shown below:
Open Positions Symbol Entry Stop Close Profit Days
Long Cotton CTK10 70.34 78.40 78.60 $4,130 64
Long Cotton BAL 34.02 37.81 37.91 11.4% 64
Long Russell TFM10 608.50 660.70 696.70 $8,820 52
Long Russell IWM 61.66 66.22 69.83 13.3% 52
Long Platinum PLJ10 1534.90 1623.80 1717.10 $9,110 43
Long Copper HGK10 341.15 353.15 359.10 $4,488 11
Long Copper JJC 47.49 47.89 48.70 2.5% 11
Long Aussie ADM10 90.90 91.16 92.20 $1,300 10
Long Aussie FXA 92.24 91.82 92.87 0.7% 10
And positions closed:
Long Crude Oil CLJ10 82.50 85.29 $2,790 10
Long Crude Oil OIL 26.38 27.50 4.2% 10
Open Positions for Portfolio 2 are as follows:
Open Positions Symbol Entry Stop Close Profit Days
Long British BPM10 149.75 150.06 152.34 $1,619 10
Long British FXB 150.46 149.63 151.90 1.0% 10
Long Silver SIK10 18.10 17.15 17.93 -$820 3
Long Silver SLV 17.69 16.99 17.77 0.5% 3
Long Gold GLD 110.56 111.26 112.65 1.9% 5
And positions closed:
Closed Positions Symbol Entry Out Profit Days
Long Heating Oil HOK10 221.67 223.24 $659 5
Long Heating Oil UHN 28.73 28.59 -0.5% 5
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 informational 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.
Wednesday, April 7, 2010
Losses Today, but some Glossy Gains
All of our positions went down today except for Gold and Silver, which were up strongly.
Three futures positions were closed out today, the Canadian Dollar (with a gain), Gold (with a gain), and Natural Gas (with a big loss). However, the Gold ETF did not get stopped out. The Gold ETF stop moves up to 111.10. Note that we have one futures position, Platinum, with no ETF. This is the exact opposite case.
The U.S. is beginning to negotiate with China on a variety of issues. The Chinese currency being fixed in price relative to the U.S. Dollar gives China a big unfair trade advantage. Also, the U.S. is trying to get China to go along with sanctions against Iran. These negotiations will undoubtedly affect the value of the Dollar to some extent.
There are no new signals for tomorrow.
Here are the open positions for Portfolio 1
Open Positions Symbol Entry Stop Close Profit Days
Long Cotton CTK10 70.34 78.40 80.98 $5,320 63
Long Cotton BAL 34.02 37.61 38.85 14.2% 63
Long Russell TFM10 608.50 660.70 697.20 $8,870 51
Long Russell IWM 61.66 66.24 69.90 13.4% 51
Long Platinum PLJ10 1534.90 1623.80 1711.50 $8,830 42
Long Copper HGK10 341.15 353.15 359.75 $4,650 10
Long Copper JJC 47.49 47.89 48.78 2.7% 10
Long Aussie ADM10 90.90 91.16 91.92 $1,020 9
Long Aussie FXA 92.24 92.07 92.84 0.7% 9
Long Crude Oil CLJ10 82.50 85.29 85.64 $3,140 9
Long Crude Oil OIL 26.38 27.39 27.50 4.2% 9
And here are the open positions for Portfolio 2
Open Positions Symbol Entry Stop Close Profit Days
Long British BPM10 149.75 150.06 152.34 $1,619 9
Long British FXB 150.46 149.63 151.90 1.0% 9
Long Heating Oil HOK10 221.67 223.24 224.39 $1,142 4
Long Heating Oil UHN 28.73 28.44 28.59 -0.5% 4
Long Gold GLD 110.56 111.099046 112.49 1.7% 4
Long Silver SIK10 18.10 17.15 17.93 -$820 2
Long Silver SLV 17.69 16.99 17.77 0.5% 2
These postions were closed out:
Closed Positions Symbol Entry Out Profit Days
Long Gold GCM10 1126.10 1132.40 630.00 4
Long Natural Gas NGK10 4.28 4.03 -2500.00 3
Long Natural Gas UNG 7.56 7.24 -4.2% 3
Long Canadian CDM10 99.13 99.53 $400 6
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 informational 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.
Three futures positions were closed out today, the Canadian Dollar (with a gain), Gold (with a gain), and Natural Gas (with a big loss). However, the Gold ETF did not get stopped out. The Gold ETF stop moves up to 111.10. Note that we have one futures position, Platinum, with no ETF. This is the exact opposite case.
The U.S. is beginning to negotiate with China on a variety of issues. The Chinese currency being fixed in price relative to the U.S. Dollar gives China a big unfair trade advantage. Also, the U.S. is trying to get China to go along with sanctions against Iran. These negotiations will undoubtedly affect the value of the Dollar to some extent.
There are no new signals for tomorrow.
Here are the open positions for Portfolio 1
Open Positions Symbol Entry Stop Close Profit Days
Long Cotton CTK10 70.34 78.40 80.98 $5,320 63
Long Cotton BAL 34.02 37.61 38.85 14.2% 63
Long Russell TFM10 608.50 660.70 697.20 $8,870 51
Long Russell IWM 61.66 66.24 69.90 13.4% 51
Long Platinum PLJ10 1534.90 1623.80 1711.50 $8,830 42
Long Copper HGK10 341.15 353.15 359.75 $4,650 10
Long Copper JJC 47.49 47.89 48.78 2.7% 10
Long Aussie ADM10 90.90 91.16 91.92 $1,020 9
Long Aussie FXA 92.24 92.07 92.84 0.7% 9
Long Crude Oil CLJ10 82.50 85.29 85.64 $3,140 9
Long Crude Oil OIL 26.38 27.39 27.50 4.2% 9
And here are the open positions for Portfolio 2
Open Positions Symbol Entry Stop Close Profit Days
Long British BPM10 149.75 150.06 152.34 $1,619 9
Long British FXB 150.46 149.63 151.90 1.0% 9
Long Heating Oil HOK10 221.67 223.24 224.39 $1,142 4
Long Heating Oil UHN 28.73 28.44 28.59 -0.5% 4
Long Gold GLD 110.56 111.099046 112.49 1.7% 4
Long Silver SIK10 18.10 17.15 17.93 -$820 2
Long Silver SLV 17.69 16.99 17.77 0.5% 2
These postions were closed out:
Closed Positions Symbol Entry Out Profit Days
Long Gold GCM10 1126.10 1132.40 630.00 4
Long Natural Gas NGK10 4.28 4.03 -2500.00 3
Long Natural Gas UNG 7.56 7.24 -4.2% 3
Long Canadian CDM10 99.13 99.53 $400 6
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 informational 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.
Open Positions Symbol Entry Stop Close Profit Days
Long Cotton CTK10 70.34 78.40 82.29 $5,975 63
Long Cotton BAL 34.02 37.72 39.59 16.4% 63
Long Russell TFM10 608.50 660.70 698.80 $9,030 51
Long Russell IWM 61.66 66.30 70.12 13.7% 51
Long Platinum PLJ10 1534.90 1613.40 1704.50 $8,480 42
Long Copper HGK10 341.15 353.15 361.70 $5,138 10
Long Copper JJC 47.49 48.19 49.36 3.9% 10
Long Aussie ADM10 90.90 91.16 92.09 $1,190 9
Long Aussie FXA 92.24 91.95 92.89 0.7% 9
Long Crude Oil CLJ10 82.50 85.29 86.84 $4,340 9
Long Crude Oil OIL 26.38 27.34 27.84 5.5% 9
Open Positions Symbol Entry Stop Close Profit Days
Long British BPM10 149.75 150.06 152.56 $1,756 9
Long British FXB 150.46 149.72 152.21 1.2% 9
Long Canadian CDM10 99.13 99.53 99.84 $710 6
Long Canadian FXC 99.08 99.12 99.43 0.4% 5
Long Heating Oil HOK10 221.67 223.24 226.83 $2,167 4
Long Heating Oil UHN 28.73 28.51 28.97 0.8% 4
Long Gold GCM10 1126.10 1132.40 1136.00 $990 4
Long Gold GLD 110.56 110.68 111.03 0.4% 4
Long Natural Gas NGK10 4.28 4.03 4.10 -$1,880 3
Long Natural Gas UNG 7.56 7.24 7.35 -2.8% 3
These are our portfolios. There are two issues I'll need to resolve tomorrow: Both the Canandian and Gold futures positions were technically stopped out, but their ETFs were not. This hasn't happen before, while the reverse has. Personally, for today, I am staying long both. However, since the underlying positions have gone away, I'm not sure I can continue tracking the ETFs. Thoughts?
Also, the night before I did not notice a signal to buy Silver. Sorry for any inconvenience. It is 23/23, but is has a very deep stop: 7.145 on the futures. I'll publish stops for it in the next BLOG.
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 informational 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.
Long Cotton CTK10 70.34 78.40 82.29 $5,975 63
Long Cotton BAL 34.02 37.72 39.59 16.4% 63
Long Russell TFM10 608.50 660.70 698.80 $9,030 51
Long Russell IWM 61.66 66.30 70.12 13.7% 51
Long Platinum PLJ10 1534.90 1613.40 1704.50 $8,480 42
Long Copper HGK10 341.15 353.15 361.70 $5,138 10
Long Copper JJC 47.49 48.19 49.36 3.9% 10
Long Aussie ADM10 90.90 91.16 92.09 $1,190 9
Long Aussie FXA 92.24 91.95 92.89 0.7% 9
Long Crude Oil CLJ10 82.50 85.29 86.84 $4,340 9
Long Crude Oil OIL 26.38 27.34 27.84 5.5% 9
Open Positions Symbol Entry Stop Close Profit Days
Long British BPM10 149.75 150.06 152.56 $1,756 9
Long British FXB 150.46 149.72 152.21 1.2% 9
Long Canadian CDM10 99.13 99.53 99.84 $710 6
Long Canadian FXC 99.08 99.12 99.43 0.4% 5
Long Heating Oil HOK10 221.67 223.24 226.83 $2,167 4
Long Heating Oil UHN 28.73 28.51 28.97 0.8% 4
Long Gold GCM10 1126.10 1132.40 1136.00 $990 4
Long Gold GLD 110.56 110.68 111.03 0.4% 4
Long Natural Gas NGK10 4.28 4.03 4.10 -$1,880 3
Long Natural Gas UNG 7.56 7.24 7.35 -2.8% 3
These are our portfolios. There are two issues I'll need to resolve tomorrow: Both the Canandian and Gold futures positions were technically stopped out, but their ETFs were not. This hasn't happen before, while the reverse has. Personally, for today, I am staying long both. However, since the underlying positions have gone away, I'm not sure I can continue tracking the ETFs. Thoughts?
Also, the night before I did not notice a signal to buy Silver. Sorry for any inconvenience. It is 23/23, but is has a very deep stop: 7.145 on the futures. I'll publish stops for it in the next BLOG.
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 informational 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.
Monday, April 5, 2010
Monday Markets Mostly Monotone Increasing
The markets we track were mostly monotone increasing. The biggest winners were Crude Oil, Heating Oil and the Russell 2000. These three were up about 2%. In addition, there were strong gains in practically every programmed position that we are tracking. Please see Saturday's BLOG post on the Rate of Return. These rates of return were updated this evening from data revisions.
Open Positions Symbol Entry Stop Close Profit Days
Long Cotton CTK10 70.34 78.40 82.28 $5,970 61
Long Cotton BAL 34.02 37.88 39.75 16.8% 61
Long Russell TFM10 608.50 655.00 694.20 $8,570 49
Long Russell IWM 61.66 65.77 69.71 13.1% 49
Long Platinum PLJ10 1534.90 1604.60 1709.80 $8,745 40
Long Copper HGK10 341.15 353.00 363.15 $5,500 8
Long Copper JJC 47.49 48.11 49.49 4.2% 8
Long Aussie ADM10 90.90 89.35 91.44 $540 7
Long Aussie FXA 92.24 90.00 92.11 -0.1% 7
Long Crude Oil CLJ10 82.50 85.10 86.62 $4,120 7
Long Crude Oil OIL 26.38 27.36 27.85 5.6% 7
And listed below is our second, more recent portfolio:
Open Positions Symbol Entry Stop Close Profit Days
Long British BPM10 149.75 150.06 152.87 $1,950 7
Long British FXB 150.46 149.48 152.28 1.2% 7
Long Canadian CDM10 99.13 99.53 99.79 $660 4
Long Canadian FXC 99.08 99.03 99.29 0.2% 3
Long Heating Oil HOK10 221.67 223.08 226.75 $2,134 2
Long Heating Oil UHN 28.73 28.48 28.95 0.8% 2
Long Gold GCM10 1126.10 1129.90 1133.80 $770 2
Long Gold GLD 110.56 110.51 110.89 0.3% 2
Our programmed trades are looking very good. We have one new signal for tomorrow, buy Natural Gas. I personally have been waiting for this signal. Natural Gas is a plentiful energy alternative, but we have not had a signal for this commodity in the BLOG up until now. The track record is 23 wins out of 24 trades for 95%. The ETF symbol is UNG. If any of you know of any others, please feel free to post a comment.
Good luck to all!
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 informational 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.
Open Positions Symbol Entry Stop Close Profit Days
Long Cotton CTK10 70.34 78.40 82.28 $5,970 61
Long Cotton BAL 34.02 37.88 39.75 16.8% 61
Long Russell TFM10 608.50 655.00 694.20 $8,570 49
Long Russell IWM 61.66 65.77 69.71 13.1% 49
Long Platinum PLJ10 1534.90 1604.60 1709.80 $8,745 40
Long Copper HGK10 341.15 353.00 363.15 $5,500 8
Long Copper JJC 47.49 48.11 49.49 4.2% 8
Long Aussie ADM10 90.90 89.35 91.44 $540 7
Long Aussie FXA 92.24 90.00 92.11 -0.1% 7
Long Crude Oil CLJ10 82.50 85.10 86.62 $4,120 7
Long Crude Oil OIL 26.38 27.36 27.85 5.6% 7
And listed below is our second, more recent portfolio:
Open Positions Symbol Entry Stop Close Profit Days
Long British BPM10 149.75 150.06 152.87 $1,950 7
Long British FXB 150.46 149.48 152.28 1.2% 7
Long Canadian CDM10 99.13 99.53 99.79 $660 4
Long Canadian FXC 99.08 99.03 99.29 0.2% 3
Long Heating Oil HOK10 221.67 223.08 226.75 $2,134 2
Long Heating Oil UHN 28.73 28.48 28.95 0.8% 2
Long Gold GCM10 1126.10 1129.90 1133.80 $770 2
Long Gold GLD 110.56 110.51 110.89 0.3% 2
Our programmed trades are looking very good. We have one new signal for tomorrow, buy Natural Gas. I personally have been waiting for this signal. Natural Gas is a plentiful energy alternative, but we have not had a signal for this commodity in the BLOG up until now. The track record is 23 wins out of 24 trades for 95%. The ETF symbol is UNG. If any of you know of any others, please feel free to post a comment.
Good luck to all!
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 informational 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.
Saturday, April 3, 2010
BLOG Rate of Return for the First Quarter
For the period from January 7 through Friday, April 2, 2010, the program-generated positons that are tracked in the BLOG are up 6.0%, or about 24% annualized. This is solely for the ETF positions that were program-generated. This also assumes the methodology in the March 9 BLOG Post.
We have similar results for the single-contract futures trades, and that is available upon request.
Our biggest winning position for the year so far is Cotton, up 16%, and still open. China consumes 70% of the world's Cotton. The chart of Cotton appears below. A Blue Arrow indicates where the program entered the position.
We have similar results for the single-contract futures trades, and that is available upon request.
Our biggest winning position for the year so far is Cotton, up 16%, and still open. China consumes 70% of the world's Cotton. The chart of Cotton appears below. A Blue Arrow indicates where the program entered the position.
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 informational 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.
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.
The quotes and symbols used in the BLOG are believed to be reliable, but no guarantees are made with regard to the accuracy.
We Finish the Quarter with a Bang!
We will be posting the annualized returns for the quarter soon. The results were very, very good.
Thursday's results were extraordinary! Crude Oil was up 2.3%. Copper, the Russell 2000 and Cotton were all up about 1% each.
I think we need to step back and reflect upon what all this means. I think that the markets are intimating that the economy will recover. Copper, cotton, and crude oil are commodities that will be in demand as the world recovers from the so-called "Great Recession." The stock market is indicating that businesses will recover; it is a well-known belief that the Market runs about 9 months ahead of the actual economy. Note also that while the stock market is a leading indicator, the unemployment rate is a lagging indicator. Realize please, that no one has a crystal ball. However, I must ask the question, if recovery isn't on the way, then what might these prices increases mean? I am open to any other interpretation.
Listed below are our program-generated positions:
Open Positions Symbol Entry Stop Close Profit Days
Long Cotton CTK10 70.34 78.40 81.50 $5,580 59
Long Cotton BAL 34.02 37.75 39.24 15.3% 59
Long Russell TFM10 608.50 651.20 682.10 $7,360 47
Long Russell IWM 61.66 65.33 68.43 11.0% 47
Long Platinum PLJ10 1534.90 1578.40 1672.50 $6,880 38
Long Copper HGK10 341.15 351.45 358.40 $4,313 6
Long Copper JJC 47.49 47.79 48.73 2.6% 6
Long Aussie ADM10 90.90 89.35 91.14 $240 5
Long Aussie FXA 92.24 90.28 92.09 -0.2% 5
Long Crude Oil CLJ10 82.50 83.61 84.87 $2,370 5
Long Crude Oil OIL 26.38 26.87 27.28 3.4% 5
The very attentive reader will notice that only five ETF positions appear above. For most of the first quarter, we have only had five or less open positions. In the past week they have expanded beyond five. This "overflow" of signals will be tracked in a second portfolio. This will avoid daily re-balancing the exisiting portfolio, which is difficult for an investor to do who is not a full-time investor. For the rest of the year, we will limit portfolio one to five postions, and then fill portfolio two with five postions if generate enough.
The second portfolio appears below:
Open Positions Symbol Entry Stop Close Profit
Long British BPM10 149.75 150.54 151.81 $1,288
Long British FXB 150.46 151.07 152.34 1.2%
One postion was closed out of the second portfolio:
Closed Positions Symbol Entry Out Profit Days
Long Gold GCM10 1110.60 1114.90 430.00 5
Long Gold GLD 108.57 108.87 0.3% 5
We have three new signals for Monday, all of which will go into the second portfolio.
They are all buy signals: Gold, Heating Oil and the Canadian Dollar. Actually, the Canadian Dollar futures position went long on Friday, and since the stock markets were closed on Good Friday, the ETF version of the signal will be tracked beginning on Monday. The symbols for this postions, and their track records appear below
Gold, GCM10, GLD, 60 wins/71 trades = 85%
Heating Oil, HOK10, UHN, 46 wins 62 trades = 74%
Canadian Dollar, CDM10, FXC, 56 wins/67 trades= 84%
Good luck to all! The next BLOG post will show the results for portfolio 1 for the first quarter.
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 informational 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.
Thursday's results were extraordinary! Crude Oil was up 2.3%. Copper, the Russell 2000 and Cotton were all up about 1% each.
I think we need to step back and reflect upon what all this means. I think that the markets are intimating that the economy will recover. Copper, cotton, and crude oil are commodities that will be in demand as the world recovers from the so-called "Great Recession." The stock market is indicating that businesses will recover; it is a well-known belief that the Market runs about 9 months ahead of the actual economy. Note also that while the stock market is a leading indicator, the unemployment rate is a lagging indicator. Realize please, that no one has a crystal ball. However, I must ask the question, if recovery isn't on the way, then what might these prices increases mean? I am open to any other interpretation.
Listed below are our program-generated positions:
Open Positions Symbol Entry Stop Close Profit Days
Long Cotton CTK10 70.34 78.40 81.50 $5,580 59
Long Cotton BAL 34.02 37.75 39.24 15.3% 59
Long Russell TFM10 608.50 651.20 682.10 $7,360 47
Long Russell IWM 61.66 65.33 68.43 11.0% 47
Long Platinum PLJ10 1534.90 1578.40 1672.50 $6,880 38
Long Copper HGK10 341.15 351.45 358.40 $4,313 6
Long Copper JJC 47.49 47.79 48.73 2.6% 6
Long Aussie ADM10 90.90 89.35 91.14 $240 5
Long Aussie FXA 92.24 90.28 92.09 -0.2% 5
Long Crude Oil CLJ10 82.50 83.61 84.87 $2,370 5
Long Crude Oil OIL 26.38 26.87 27.28 3.4% 5
The very attentive reader will notice that only five ETF positions appear above. For most of the first quarter, we have only had five or less open positions. In the past week they have expanded beyond five. This "overflow" of signals will be tracked in a second portfolio. This will avoid daily re-balancing the exisiting portfolio, which is difficult for an investor to do who is not a full-time investor. For the rest of the year, we will limit portfolio one to five postions, and then fill portfolio two with five postions if generate enough.
The second portfolio appears below:
Open Positions Symbol Entry Stop Close Profit
Long British BPM10 149.75 150.54 151.81 $1,288
Long British FXB 150.46 151.07 152.34 1.2%
One postion was closed out of the second portfolio:
Closed Positions Symbol Entry Out Profit Days
Long Gold GCM10 1110.60 1114.90 430.00 5
Long Gold GLD 108.57 108.87 0.3% 5
We have three new signals for Monday, all of which will go into the second portfolio.
They are all buy signals: Gold, Heating Oil and the Canadian Dollar. Actually, the Canadian Dollar futures position went long on Friday, and since the stock markets were closed on Good Friday, the ETF version of the signal will be tracked beginning on Monday. The symbols for this postions, and their track records appear below
Gold, GCM10, GLD, 60 wins/71 trades = 85%
Heating Oil, HOK10, UHN, 46 wins 62 trades = 74%
Canadian Dollar, CDM10, FXC, 56 wins/67 trades= 84%
Good luck to all! The next BLOG post will show the results for portfolio 1 for the first quarter.
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 informational 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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