For a change tonight, we begin by presenting our current portfolio:
PORTFOLIO Symbol Entry Stop Close Profit Days
Long Aussie ADM10 89.89 87.64 89.30 -590 3
Long Aussie FXA 89.58 88.05 89.72 0.2% 3
Long Russell TFM10 689.00 695.10 710.00 2100 2
Long Russell IWM 69.85 69.44 70.93 1.5% 2
British Pound BPM10 148.29 145.17 146.10 -1368.75 1
British Pound FXB 146.48 144.64 145.57 -0.6% 1
There were positions that were exited on the futures before any ETF trade could come into play. However, I took one of the ETF positions and will probably be able to sell it for a profit in the morning.
Closed Portfolio Symbol Entry Out Profit Days
Long Silver SIN10 19.53 19.60 350.00 1
Long Heating Oil HOM10 213.15 215.89 1150.80 2
Long Platinum PLN10 1700.00 1728.80 1440.00 3
There are no new signals for tomorrow.
As of April 30 the ETFs had earned 6.8%, or 19.6% annualized. See assumptions in our March 9th 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."
No comments:
Post a Comment