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 -$1,880 3
Long Natural Gas UNG 7.56 7.24 7.35 -2.8% 3
These are our portfolios. There are two issues I'll need to resolve tomorrow: Both the Canandian and Gold futures positions were technically stopped out, but their ETFs were not. This hasn't happen before, while the reverse has. Personally, for today, I am staying long both. However, since the underlying positions have gone away, I'm not sure I can continue tracking the ETFs. Thoughts?
Also, the night before I did not notice a signal to buy Silver. Sorry for any inconvenience. It is 23/23, but is has a very deep stop: 7.145 on the futures. I'll publish stops for it in the next BLOG.
If you wish to be notified of new posts, let me know at bassanalytics@live.com. I will send you an email every time there is a new post.
Any views expressed herein are provided for informational purposes only and should not be construed in any way as an offer, an endorsement, or inducement to invest.
The quotes and symbols used in the BLOG are believed to be reliable, but no guarantees are made with regard to the accuracy.
Our purpose is to quantitatively analyze markets to identify trends and over-bought/over-sold situations. We use computer programs applied to large amounts of data and trade markets by mathematical algorithms. We track these algorithmically-generated trades with ETFs and Futures. This BLOG is provided free of charge. Any views expressed herein are provided for informational purposes only and should not be construed in any way as an offer, an endorsement, or inducement to invest.
Historical Returns
The following represents the BLOG's 2010 ETF returns vis-a-vis other benchmark investment measures:
------------$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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