More bad news on the economic front brought lower stock markets. Copper has been down for the past month, and this is often a harbinger of declining economic growth.
Closed PositionsSymbol Entry Out Profit Days
Short Euro ECU10 122.86 122.61 $313 2
Short Euro FXE 121.57 122.24 -0.6% 2
The active portfolio is as follows:
PORTFOLIO SYMBOL ENTRY CLOSE STOP PROFIT DAYS
Long Cotton CTZ10 79.31 76.38 74.71 -$1,465 20
Long Cotton BAL 38.51 37.65 36.83 -2.2% 20
Short S&P ESU10 1110.50 1026.60 1093.75 $4,195 9
Short S&P SH 50.17 55.01 50.94 9.6% 9
Long Soymeal SMZ10 267.50 266.50 255.50 -$50 2
Long Swiss SFU10 92.58 92.84 92.77 $325 2
Long Swiss FXF 91.81 92.20 92.13 0.4% 2
There are two new signals for tomorrow:
Sell short the New Zealand Dollar: 71 wins out of 81 trades for a 88% win-ratio.
Sell short the British Pound: 6 wins out of 7 trades for a 86% win-ratio.
We will track New Zealand only in the BLOG.
See you tomorrow!
If you wish to be notified of new posts, let me know at bassanalytics@live.com. I will send you an email every time there is a new post.Any views expressed herein are provided for informational purposes only and should not be construed in any way as an offer, an endorsement, or inducement to invest.The quotes and symbols used in the BLOG are believed to be reliable, but no guarantees are made with regard to the accuracy.
Our purpose is to quantitatively analyze markets to identify trends and over-bought/over-sold situations. We use computer programs applied to large amounts of data and trade markets by mathematical algorithms. We track these algorithmically-generated trades with ETFs and Futures. This BLOG is provided free of charge. Any views expressed herein are provided for informational purposes only and should not be construed in any way as an offer, an endorsement, or inducement to invest.
Historical Returns
The following represents the BLOG's 2010 ETF returns vis-a-vis other benchmark investment measures:
------------$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."
Wednesday, June 30, 2010
Tuesday, June 29, 2010
Downward Thrust Dominates the Markets
Most stock markets dropped over 3% today in dangerous trading. Our Short S&P position benefited. However, our position in coffee was narrowly stopped out, before coffee had a snapback. I was sad to see the position go; however, we pocketed over 8% on the ETF.
Closed Positions Symbol Entry Out Profit Days
Long Swiss SFU10 91.59 91.94 $437 2
Long Swiss FXF 91.71 91.21 -0.5% 2
Long Coffee KCU10 146.10 160.50 $5,400 16
Long Coffee JO 40.45 43.79 8.3% 16
Our open positions are shown below:
PORTFOLIO SYMBOL ENTRY CLOSE STOP PROFIT DAYS
Long Cotton CTZ10 79.31 77.82 74.71 -$745 19
Long Cotton BAL 38.51 37.97 36.45 -1.4% 19
Short S&P ESU10 1110.50 1035.30 1093.75 $3,760 8
Short S&P SH 50.17 54.40 50.94 8.4% 8
Short Euro ECU10 122.86 121.93 122.61 $1,162 1
Short Euro FXE 121.57 121.56 122.24 0.0% 1
Long Soymeal SMZ10 267.50 266.50 255.50 -$50 1
There is no ETF for soymeal.
There is one new signal for tonight: buy the Swiss Franc again. The system is 48 wins out of 61 trades for a win ratio of 79%. Good luck. Note: this signal again goes contrary the short Euro position.
Good luck to all, and mind the caveats below.
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.
Closed Positions Symbol Entry Out Profit Days
Long Swiss SFU10 91.59 91.94 $437 2
Long Swiss FXF 91.71 91.21 -0.5% 2
Long Coffee KCU10 146.10 160.50 $5,400 16
Long Coffee JO 40.45 43.79 8.3% 16
Our open positions are shown below:
PORTFOLIO SYMBOL ENTRY CLOSE STOP PROFIT DAYS
Long Cotton CTZ10 79.31 77.82 74.71 -$745 19
Long Cotton BAL 38.51 37.97 36.45 -1.4% 19
Short S&P ESU10 1110.50 1035.30 1093.75 $3,760 8
Short S&P SH 50.17 54.40 50.94 8.4% 8
Short Euro ECU10 122.86 121.93 122.61 $1,162 1
Short Euro FXE 121.57 121.56 122.24 0.0% 1
Long Soymeal SMZ10 267.50 266.50 255.50 -$50 1
There is no ETF for soymeal.
There is one new signal for tonight: buy the Swiss Franc again. The system is 48 wins out of 61 trades for a win ratio of 79%. Good luck. Note: this signal again goes contrary the short Euro position.
Good luck to all, and mind the caveats below.
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, June 28, 2010
Not a Volitile Day
The BLOG's rate of return is shown in the previous post below.
Today featured no climatic movement such as that which we have seen recently. For the year, the metals continue strong, while the stock markets have gone essentially nowhere, although they have gotten there with wild rallies and sharp declines.
Intraday, Sugar triggered a trailing stop, and was stopped out. My futures programs stopped me out; however, I don't do my postings by the minute. For ETF purposes, I will show the BLOG exiting the Sugar ETF with a loss. Because of timing, this is one of those rare occasions wherein the future result and the ETF result differ.
Closed Portfolio Symbol Entry Out Profit Days
Long Sugar SBV10 16.20 16.30 $112 6
Long Sugar SBB 45.18 43.90 -2.8% 6
Our open portfolio is still looking good:
PORTFOLIO SYMBOL ENTRY CLOSE STOP PROFIT DAYS
Long Cotton CTZ10 79.31 78.54 74.71 -$385 18
Long Cotton BAL 38.51 38.25 36.38 -0.7% 18
Long Coffee KCU10 146.10 168.10 160.50 $8,250 15
Long Coffee JO 40.45 45.86 43.79 13.4% 15
Short S&P ESU10 1110.50 1070.90 1100.50 $1,980 7
Short S&P SH 50.17 52.77 50.63 5.2% 7
Long Swiss SFU10 91.59 92.14 91.94 $687 1
Long Swiss FXF 91.71 91.41 91.21 -0.3% 1
There are two new computer-generated signals for tomorrow: sell short the Euro Currency and buy Soymeal.
The Euro System has a historical record of 11 wins out of 11 trades for 100%. The futures symbol is ECU10 and the ETF is FXE. Note that this ETF is not a short ETF, so you would have to short the long FXE ETF.
The Soymeal System has a historical record of 26 wins out of 35 trades for 74%. The futures symbol is SMZ10. There is no ETF that I know of for this grain.
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.
Today featured no climatic movement such as that which we have seen recently. For the year, the metals continue strong, while the stock markets have gone essentially nowhere, although they have gotten there with wild rallies and sharp declines.
Intraday, Sugar triggered a trailing stop, and was stopped out. My futures programs stopped me out; however, I don't do my postings by the minute. For ETF purposes, I will show the BLOG exiting the Sugar ETF with a loss. Because of timing, this is one of those rare occasions wherein the future result and the ETF result differ.
Closed Portfolio Symbol Entry Out Profit Days
Long Sugar SBV10 16.20 16.30 $112 6
Long Sugar SBB 45.18 43.90 -2.8% 6
Our open portfolio is still looking good:
PORTFOLIO SYMBOL ENTRY CLOSE STOP PROFIT DAYS
Long Cotton CTZ10 79.31 78.54 74.71 -$385 18
Long Cotton BAL 38.51 38.25 36.38 -0.7% 18
Long Coffee KCU10 146.10 168.10 160.50 $8,250 15
Long Coffee JO 40.45 45.86 43.79 13.4% 15
Short S&P ESU10 1110.50 1070.90 1100.50 $1,980 7
Short S&P SH 50.17 52.77 50.63 5.2% 7
Long Swiss SFU10 91.59 92.14 91.94 $687 1
Long Swiss FXF 91.71 91.41 91.21 -0.3% 1
There are two new computer-generated signals for tomorrow: sell short the Euro Currency and buy Soymeal.
The Euro System has a historical record of 11 wins out of 11 trades for 100%. The futures symbol is ECU10 and the ETF is FXE. Note that this ETF is not a short ETF, so you would have to short the long FXE ETF.
The Soymeal System has a historical record of 26 wins out of 35 trades for 74%. The futures symbol is SMZ10. There is no ETF that I know of for this grain.
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, June 27, 2010
BLOG's Return for the First Half of 2010
We have completed the last full week of June, and we have our results:
The Year-to-Date ETF return is: 10.3%. This is for the period from January 7 to June 27.
This means $10,000 would have become $11,030, or $100,000 would have become $110,300. The results are mathematically proportional to the amount of investment.
The annualized ETF return to the end of the year would be 21.8%. This assumes that the investment grows at the same rate to the end of the year.
For futures, an investment in one contract in each position returned $48,780 for an annualized return of $103,517.
Two contracts would return twice that, etc.
For ETFs, the assumptions on return are shown in the BLOG Post of March 9. The returns on futures assume no commissions and that one would have had access to my intra-day stops, which are computed continuously throughout the day.
If you have any questions, please email me at bassanalytics@live.com. The harder the question, the better!
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 Year-to-Date ETF return is: 10.3%. This is for the period from January 7 to June 27.
This means $10,000 would have become $11,030, or $100,000 would have become $110,300. The results are mathematically proportional to the amount of investment.
The annualized ETF return to the end of the year would be 21.8%. This assumes that the investment grows at the same rate to the end of the year.
For futures, an investment in one contract in each position returned $48,780 for an annualized return of $103,517.
Two contracts would return twice that, etc.
For ETFs, the assumptions on return are shown in the BLOG Post of March 9. The returns on futures assume no commissions and that one would have had access to my intra-day stops, which are computed continuously throughout the day.
If you have any questions, please email me at bassanalytics@live.com. The harder the question, the better!
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, June 26, 2010
Friday Sees Most Investments Higher (Revised)
Energy, Stocks, Metals and Currencies rose on Friday. Our portfolio rose as well, with our new position in Sugar rising 1.1%. Here is the condition of our current porfolio of computer-generated signals:
PORTFOLIO Symbol Entry Close Stop Profit Days
Long Cotton CTZ10 79.31 78.92 74.71 -195 16
Long Cotton BAL 38.51 38.43 36.38 -0.2% 16
Long Coffee KCU10 146.10 168.80 160.50 8512.5 13
Long Coffee JO 40.45 45.85 43.60 13.3% 13
Short S&P ESU10 1110.50 1074.75 1100.50 1787.5 5
Short S&P SH 50.17 52.58 50.63 4.8% 5
Long Sugar SBV10 16.20 16.39 15.26 212.8 4
Long Sugar SGG 45.18 45.68 42.53 1.1% 4
We exited the Short Canadian Dollar with a small gain:
Closed Portfolio Symbol Entry Out Profit Days
Short Canadian CDU10 96.20 95.90 300 4
Short Canadian FXC 95.38 95.32 0.1% 4
Thanks for all of your support of the BLOG; we now have a world-wide audience, with viewers on every continent.
One new signal for Monday: buy the Swiss Franc. The futures symbol is SFU10 and the ETF symbol is FXF. The track record is 47 wins out of 60 trades for 78%.
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.
PORTFOLIO Symbol Entry Close Stop Profit Days
Long Cotton CTZ10 79.31 78.92 74.71 -195 16
Long Cotton BAL 38.51 38.43 36.38 -0.2% 16
Long Coffee KCU10 146.10 168.80 160.50 8512.5 13
Long Coffee JO 40.45 45.85 43.60 13.3% 13
Short S&P ESU10 1110.50 1074.75 1100.50 1787.5 5
Short S&P SH 50.17 52.58 50.63 4.8% 5
Long Sugar SBV10 16.20 16.39 15.26 212.8 4
Long Sugar SGG 45.18 45.68 42.53 1.1% 4
We exited the Short Canadian Dollar with a small gain:
Closed Portfolio Symbol Entry Out Profit Days
Short Canadian CDU10 96.20 95.90 300 4
Short Canadian FXC 95.38 95.32 0.1% 4
Thanks for all of your support of the BLOG; we now have a world-wide audience, with viewers on every continent.
One new signal for Monday: buy the Swiss Franc. The futures symbol is SFU10 and the ETF symbol is FXF. The track record is 47 wins out of 60 trades for 78%.
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.
Thursday, June 24, 2010
Coffee Soars Again!
Our big winner of the day was coffee: up 4.9% for the day! This brings our total ETF gain for JO to over 13% in 11 days. We have a trailing stop which will allow the position to continue to run before we take our profits. We were also fortune on our short S&P position. Our open portfolio is shown below:
PORTFOLIO Symbol Entry Close Stop Profit Days
Long Cotton CTZ10 79.31 78.93 74.71 -190 14
Long Cotton BAL 38.51 38.43 36.38 -0.2% 14
Long Coffee KCU10 146.10 168.75 151.50 8493.75 11
Long Coffee JO 40.45 45.93 41.23 13.5% 11
Short S&P ESU10 1110.50 1070.50 1106.50 2000 3
Short S&P SH 50.17 52.81 50.35 5.3% 3
Short Canadian CDU10 96.20 95.86 95.90 340 2
Short Canadian FXC 95.38 95.32 95.36 0.1% 2
We exited our program-generated soybeans position with a loss; this was only a futures trade since there is no ETF that I know of.
Closed Portfolio Symbol Entry Out Profit Days
Long Soybeans SX10 938.00 919.00 -950 3
We have two new computer-generated signals for tomorrow. One is to go short the Russell 2000. We will not follow this signal in the BLOG, as we are already short the S&P. Also, a new signal to buy Sugar. The symbols are SBV10 and the ETF is SGG. The historical record for the Sugar signal is 109 wins out of 151 trades for a 72% win-ratio.
Good luck!
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.
PORTFOLIO Symbol Entry Close Stop Profit Days
Long Cotton CTZ10 79.31 78.93 74.71 -190 14
Long Cotton BAL 38.51 38.43 36.38 -0.2% 14
Long Coffee KCU10 146.10 168.75 151.50 8493.75 11
Long Coffee JO 40.45 45.93 41.23 13.5% 11
Short S&P ESU10 1110.50 1070.50 1106.50 2000 3
Short S&P SH 50.17 52.81 50.35 5.3% 3
Short Canadian CDU10 96.20 95.86 95.90 340 2
Short Canadian FXC 95.38 95.32 95.36 0.1% 2
We exited our program-generated soybeans position with a loss; this was only a futures trade since there is no ETF that I know of.
Closed Portfolio Symbol Entry Out Profit Days
Long Soybeans SX10 938.00 919.00 -950 3
We have two new computer-generated signals for tomorrow. One is to go short the Russell 2000. We will not follow this signal in the BLOG, as we are already short the S&P. Also, a new signal to buy Sugar. The symbols are SBV10 and the ETF is SGG. The historical record for the Sugar signal is 109 wins out of 151 trades for a 72% win-ratio.
Good luck!
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, June 23, 2010
Calmer Markets Today
Volatility lessened today as consolidation took place. In contrast to yesterday, there really were no big movers in the markets we track here in the BLOG.
Our short Euro position was stopped out for a small gain. We also exited the New Zealand Dollar for a nice gain, given the short time we were in. The results are shown in the table following:
Closed Portfolio Symbol Entry Out Profit Days
Short Euro ECU10 123.30 123.16 175 2
Short Euro FXE 122.50 122.38 0.1% 2
Long Zealand NE1U10 69.42 70.01 590 8
Long Zealand BNZ 22.02 22.42 1.8% 8
We have one new computerized signal for tomorrow: sell short the Canadian Dollar. The record is 35 wins out of 39 trades for a 90% win-ratio.
Our open positions are shown below:
PORTFOLIO Symbol Entry Close Stop Profit Days
Long Cotton CTZ10 79.31 78.50 74.71 -405 13
Long Cotton BAL 38.51 37.96 36.13 -1.4% 13
Long Coffee KCU10 146.10 160.50 151.50 5400 10
Long Coffee JO 40.45 43.85 41.39 8.4% 10
Short S&P ESU10 1110.50 1087.50 1106.50 1150 2
Short S&P SH 50.17 51.95 50.35 3.5% 2
Long Soybeans SX10 938.00 923.50 919.00 -725 2
Note: there is no ETF position for the soybeans.
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.
Our short Euro position was stopped out for a small gain. We also exited the New Zealand Dollar for a nice gain, given the short time we were in. The results are shown in the table following:
Closed Portfolio Symbol Entry Out Profit Days
Short Euro ECU10 123.30 123.16 175 2
Short Euro FXE 122.50 122.38 0.1% 2
Long Zealand NE1U10 69.42 70.01 590 8
Long Zealand BNZ 22.02 22.42 1.8% 8
We have one new computerized signal for tomorrow: sell short the Canadian Dollar. The record is 35 wins out of 39 trades for a 90% win-ratio.
Our open positions are shown below:
PORTFOLIO Symbol Entry Close Stop Profit Days
Long Cotton CTZ10 79.31 78.50 74.71 -405 13
Long Cotton BAL 38.51 37.96 36.13 -1.4% 13
Long Coffee KCU10 146.10 160.50 151.50 5400 10
Long Coffee JO 40.45 43.85 41.39 8.4% 10
Short S&P ESU10 1110.50 1087.50 1106.50 1150 2
Short S&P SH 50.17 51.95 50.35 3.5% 2
Long Soybeans SX10 938.00 923.50 919.00 -725 2
Note: there is no ETF position for the soybeans.
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.
Tuesday, June 22, 2010
Stocks Markets Plummet Near Close
The stock markets were up early in the day, and plummeted near the close. We closed out the Russell 2000 Long position with a gain:
Long Russell TFM10 634.10 642.40 830 14
Long Russell IWM 63.29 65.39 3.3% 14
In 14 days we made 3.3% on the ETF.
By contrast, the short S&P position,which we took this week, made money. Our open positions appear below:
PORTFOLIO Symbol Entry Close Stop Profit Days
Long Cotton CTZ10 79.31 79.21 74.71 -50 12
Long Cotton BAL 38.51 38.79 36.59 0.7% 12
Long Coffee KCU10 146.10 160.75 151.50 5493.75 9
Long Coffee JO 40.45 43.78 41.26 8.2% 9
Long Zealand NE1U10 69.42 70.01 69.75 590 7
Long Zealand BNZ 22.02 22.27 22.19 1.1% 7
Short S&P ESU10 1110.50 1090.50 1106.50 1000 1
Short S&P SH 50.17 51.78 50.35 3.2% 1
Short Euro ECU10 123.30 122.74 123.16 700 1
Short Euro FXE 122.50 122.38 122.80 0.1% 1
Long Soybeans SX10 938.00 936.00 919.00 -100 1
For tomorrow, exit the long New Zealand Dollar position. Note also, that we got two signals to sell short the Russell 2000. These are duplicate signals for that of the S&P; however, they reinforce the downward market scenario. As usual, we'll only track the first signal: that of the S&P.
That's all for tonight. Please email any questions or comments that you might have.
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 Russell TFM10 634.10 642.40 830 14
Long Russell IWM 63.29 65.39 3.3% 14
In 14 days we made 3.3% on the ETF.
By contrast, the short S&P position,which we took this week, made money. Our open positions appear below:
PORTFOLIO Symbol Entry Close Stop Profit Days
Long Cotton CTZ10 79.31 79.21 74.71 -50 12
Long Cotton BAL 38.51 38.79 36.59 0.7% 12
Long Coffee KCU10 146.10 160.75 151.50 5493.75 9
Long Coffee JO 40.45 43.78 41.26 8.2% 9
Long Zealand NE1U10 69.42 70.01 69.75 590 7
Long Zealand BNZ 22.02 22.27 22.19 1.1% 7
Short S&P ESU10 1110.50 1090.50 1106.50 1000 1
Short S&P SH 50.17 51.78 50.35 3.2% 1
Short Euro ECU10 123.30 122.74 123.16 700 1
Short Euro FXE 122.50 122.38 122.80 0.1% 1
Long Soybeans SX10 938.00 936.00 919.00 -100 1
For tomorrow, exit the long New Zealand Dollar position. Note also, that we got two signals to sell short the Russell 2000. These are duplicate signals for that of the S&P; however, they reinforce the downward market scenario. As usual, we'll only track the first signal: that of the S&P.
That's all for tonight. Please email any questions or comments that you might have.
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, June 21, 2010
What a Roller Coaster Ride!
Stock Markets, Currencies, Energy, and many other markets opened much higher Sunday afternoon, then rocketed up even higher, then fell precipitously before the close on Monday afternoon.
Our new S&P short signal actually made money, then exited for a small gain. However, the same signal is giving a short position for the next session. I will record the futures gain in the BLOG, but under the circumstances, we will show the S&P ETF as still short.
We have two other new signals for tomorrow: sell short the Euro Currency. The record is 10 wins out of 10 trades historically, or 100%. The symbols are ECU10 and for the ETF that means shorting the FXE or buying the EUO (however, this ETF is double short, so be careful). For BLOG purposes, will will be tracking short the FXE.
Also, buy Soybeans: symbol SX10. The record is 29 wins out of 39 trades historically, or 74%.
Here are the open positions:
PORTFOLIO Symbol Entry Close Stop Profit Days
Long Russell TFM10 634.10 658.80 651.00 2470 13
Long Russell IWM 63.29 66.11 65.33 4.5% 13
Long Cotton CTZ10 79.31 79.17 74.71 -70 11
Long Cotton BAL 38.51 38.65 36.47 0.4% 11
Long Coffee KCU10 146.10 160.80 151.50 5512.5 8
Long Coffee JO 40.45 43.39 40.88 7.3% 8
Long Zealand NE1U10 69.42 70.39 69.75 970 6
Long Zealand BNZ 22.02 22.42 22.22 1.8% 6
Our positions are all up at the current time. 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.
Our new S&P short signal actually made money, then exited for a small gain. However, the same signal is giving a short position for the next session. I will record the futures gain in the BLOG, but under the circumstances, we will show the S&P ETF as still short.
We have two other new signals for tomorrow: sell short the Euro Currency. The record is 10 wins out of 10 trades historically, or 100%. The symbols are ECU10 and for the ETF that means shorting the FXE or buying the EUO (however, this ETF is double short, so be careful). For BLOG purposes, will will be tracking short the FXE.
Also, buy Soybeans: symbol SX10. The record is 29 wins out of 39 trades historically, or 74%.
Here are the open positions:
PORTFOLIO Symbol Entry Close Stop Profit Days
Long Russell TFM10 634.10 658.80 651.00 2470 13
Long Russell IWM 63.29 66.11 65.33 4.5% 13
Long Cotton CTZ10 79.31 79.17 74.71 -70 11
Long Cotton BAL 38.51 38.65 36.47 0.4% 11
Long Coffee KCU10 146.10 160.80 151.50 5512.5 8
Long Coffee JO 40.45 43.39 40.88 7.3% 8
Long Zealand NE1U10 69.42 70.39 69.75 970 6
Long Zealand BNZ 22.02 22.42 22.22 1.8% 6
Our positions are all up at the current time. 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, June 19, 2010
For Monday June 21
If you have been following this week carefully, you'd see that we had a great week. The results below speak for themselves and were spectacular. They were better than the stock market indices' rally. Coffee was up almost 10% in one week. Here are the results:
PORTFOLIO Symbol Entry Close Stop Profit Days
Long Russell TFM10 634.10 662.90 649.80 2880 11
Long Russell IWM 63.29 66.80 65.48 5.5% 11
Long Cotton CTZ10 79.31 78.95 74.71 -180 9
Long Cotton BAL 38.51 38.46 36.39 -0.1% 9
Long Coffee KCU10 146.10 162.10 150.80 6000 6
Long Coffee JO 40.45 44.30 41.21 9.5% 6
Long New Zeal NE1U10 69.42 70.11 69.59 690 4
Long New Zeal BNZ 22.02 22.31 22.14 1.3% 4
One position was stopped out, the short Canadian, with a profit:
Short Canadian CDU10 97.46 97.17 290 1
Note that a few days ago I told you that short Canadian and long New Zealand was contradictory, and were likely not to both be profitable. However, they both were profitable. First, the currencies both fell and made money and stopped out the Canadian, then currencies rallied and a trailing stop locked in profits for the New Zealand Dollar. Chalk that up to another time that I was wrong! It won't be the last. Pleasantly, I followed both signals and made money.
Now, for another one of my conundrums. We are long the Russell 2000 and have made 5.5% in 11 days. I just received a signal to sell short the S&P 500. This obviously contradicts the Russell signal. There are two things we could do in the BLOG follow both simultaneously, or cancell each out and become "neutral" with regard to the stock markets. Note the Russell is more growth stocks; the S&P are the 500 largest, so there is a "spread" type play here.
Statistics on the S&P system: 15 wins out of 17 trades for 88%. Symbols ESU10 and SH.
OK, so what shall I do? I am going to leave both signals in the BLOG. Their rates of return beginning on Monday will roughly cancel each other out, but if one is subsequently left by itself, that will probably determine the next intermediate direction of the stock markets. Personally, I will follow this approach as well.
One more caution: Cotton has been in a long position longer than I would have liked with a loss. This is not good for the signal. The mathematical reasons for the long signal have vanished now. So, it might not be a bad idea to go against the signal and take a small loss because the stop is still deep. What will I do? I haven't decided yet. But for BLOG-tracking purposes, I must leave it in.
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.
PORTFOLIO Symbol Entry Close Stop Profit Days
Long Russell TFM10 634.10 662.90 649.80 2880 11
Long Russell IWM 63.29 66.80 65.48 5.5% 11
Long Cotton CTZ10 79.31 78.95 74.71 -180 9
Long Cotton BAL 38.51 38.46 36.39 -0.1% 9
Long Coffee KCU10 146.10 162.10 150.80 6000 6
Long Coffee JO 40.45 44.30 41.21 9.5% 6
Long New Zeal NE1U10 69.42 70.11 69.59 690 4
Long New Zeal BNZ 22.02 22.31 22.14 1.3% 4
One position was stopped out, the short Canadian, with a profit:
Short Canadian CDU10 97.46 97.17 290 1
Note that a few days ago I told you that short Canadian and long New Zealand was contradictory, and were likely not to both be profitable. However, they both were profitable. First, the currencies both fell and made money and stopped out the Canadian, then currencies rallied and a trailing stop locked in profits for the New Zealand Dollar. Chalk that up to another time that I was wrong! It won't be the last. Pleasantly, I followed both signals and made money.
Now, for another one of my conundrums. We are long the Russell 2000 and have made 5.5% in 11 days. I just received a signal to sell short the S&P 500. This obviously contradicts the Russell signal. There are two things we could do in the BLOG follow both simultaneously, or cancell each out and become "neutral" with regard to the stock markets. Note the Russell is more growth stocks; the S&P are the 500 largest, so there is a "spread" type play here.
Statistics on the S&P system: 15 wins out of 17 trades for 88%. Symbols ESU10 and SH.
OK, so what shall I do? I am going to leave both signals in the BLOG. Their rates of return beginning on Monday will roughly cancel each other out, but if one is subsequently left by itself, that will probably determine the next intermediate direction of the stock markets. Personally, I will follow this approach as well.
One more caution: Cotton has been in a long position longer than I would have liked with a loss. This is not good for the signal. The mathematical reasons for the long signal have vanished now. So, it might not be a bad idea to go against the signal and take a small loss because the stop is still deep. What will I do? I haven't decided yet. But for BLOG-tracking purposes, I must leave it in.
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, June 15, 2010
Another Huge Day for the BLOG!
We entered a "dry spell" for the month of May. The major stock market indices collapsed during the month of May. We were mostly out of the market, though we were briefly short and briefly long. However, we avoided the collapse.
Today, our coffee position rose 4.6%! As previously noted, this was the first time this year that the BLOG has taken a position in coffee. The ETF for coffee rose 6.2% in one day! Also, remember that I said emotionally I was somewhat afraid to buy coffee after its recent sharp rise. I was wrong; the computer programs were right.
The Russell 2000 rose 1.9% today! Take note that this is 2000 stocks, so this indicates a very broad market advance. Remember what I had to say about this signal: I said that it was scary and to beware! I even gave reasons for my feelings about the market.
Finally, cotton rose .2%, which is respectable for a one-day move. Here is a summary of our portfolio positions:
PORTFOLIO Symbol Entry Close Stop Profit Days
Long Russell TFM10 634.10 662.80 649.40 2870 7
Long Russell IWM 63.29 66.99 65.64 5.8% 7
Long Cotton CTZ10 79.31 79.62 74.71 155 5
Long Cotton BAL 38.51 38.80 36.41 0.8% 5
Long Coffee KCU10 146.10 159.95 150.25 5193.75 2
Long Coffee JO 40.45 43.75 41.10 8.2% 2
There are two new contradictory signals for tomorrow: sell short the Canadian Dollar and buy the New Zealand Dollar. One indicates U.S. Dollar strength, and one indicates U.S. Dollar weakness. Can they both be right? Yes, it is possible, but not probable.
Canadian Dollar symbols are CDU10 and FXC. Note that the ETF is a long fund, not a short fund (please write to me if you have questions about this.) The track record is 11 wins out of 11 trades for a 100% win-ratio. While this is phenomenal, it is not credible statistically.
New Zealand Dollar symbols are NE1U10 and BNZ. The ETF is thinly traded. The track record for the system is 27 wins out of 35 trades for 77%.
Good luck, and please write to me at the address below if you have any questions.
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.
Today, our coffee position rose 4.6%! As previously noted, this was the first time this year that the BLOG has taken a position in coffee. The ETF for coffee rose 6.2% in one day! Also, remember that I said emotionally I was somewhat afraid to buy coffee after its recent sharp rise. I was wrong; the computer programs were right.
The Russell 2000 rose 1.9% today! Take note that this is 2000 stocks, so this indicates a very broad market advance. Remember what I had to say about this signal: I said that it was scary and to beware! I even gave reasons for my feelings about the market.
Finally, cotton rose .2%, which is respectable for a one-day move. Here is a summary of our portfolio positions:
PORTFOLIO Symbol Entry Close Stop Profit Days
Long Russell TFM10 634.10 662.80 649.40 2870 7
Long Russell IWM 63.29 66.99 65.64 5.8% 7
Long Cotton CTZ10 79.31 79.62 74.71 155 5
Long Cotton BAL 38.51 38.80 36.41 0.8% 5
Long Coffee KCU10 146.10 159.95 150.25 5193.75 2
Long Coffee JO 40.45 43.75 41.10 8.2% 2
There are two new contradictory signals for tomorrow: sell short the Canadian Dollar and buy the New Zealand Dollar. One indicates U.S. Dollar strength, and one indicates U.S. Dollar weakness. Can they both be right? Yes, it is possible, but not probable.
Canadian Dollar symbols are CDU10 and FXC. Note that the ETF is a long fund, not a short fund (please write to me if you have questions about this.) The track record is 11 wins out of 11 trades for a 100% win-ratio. While this is phenomenal, it is not credible statistically.
New Zealand Dollar symbols are NE1U10 and BNZ. The ETF is thinly traded. The track record for the system is 27 wins out of 35 trades for 77%.
Good luck, and please write to me at the address below if you have any questions.
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, June 14, 2010
Big Profits for Monday
This was a spectaular day for the BLOG. The three positions that remained open soared: Coffee was the big winner up 3.3%, with a trailing stop lock on profits. Both the Russell 2000 and Cotton had over 1% gains each.
The Aussie and Canadian were stopped out for futures gains but small ETF loses. The reason for this was simply timing: the futures markets generally are open 24 hours, whereas the ETFs trade for roughly a third of that time.
There are no new signals for tomorrow.
PORTFOLIO Symbol Entry Close Stop Profit Days
Long Russell TFM10 634.10 650.50 648.00 1640 6
Long Russell IWM 63.29 65.35 65.10 3.3% 6
Long Cotton CTN10 82.40 82.56 77.80 80 4
Long Cotton BAL 38.51 38.90 36.66 1.0% 4
Long Coffee KCU10 146.10 151.60 147.80 2062.5 2
Long Coffee JO 40.45 41.18 40.15 1.8% 2
Closed Portfolio Symbol Entry Out Profit Days
Long Aussie ADU10 84.27 84.71 440 2
Long Aussie FXA 86.51 86.00 -0.6% 2
Long Canadian CDU10 96.91 97.36 450 4
Long Canadian FXC 96.76 96.33 -0.4% 4
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 Aussie and Canadian were stopped out for futures gains but small ETF loses. The reason for this was simply timing: the futures markets generally are open 24 hours, whereas the ETFs trade for roughly a third of that time.
There are no new signals for tomorrow.
PORTFOLIO Symbol Entry Close Stop Profit Days
Long Russell TFM10 634.10 650.50 648.00 1640 6
Long Russell IWM 63.29 65.35 65.10 3.3% 6
Long Cotton CTN10 82.40 82.56 77.80 80 4
Long Cotton BAL 38.51 38.90 36.66 1.0% 4
Long Coffee KCU10 146.10 151.60 147.80 2062.5 2
Long Coffee JO 40.45 41.18 40.15 1.8% 2
Closed Portfolio Symbol Entry Out Profit Days
Long Aussie ADU10 84.27 84.71 440 2
Long Aussie FXA 86.51 86.00 -0.6% 2
Long Canadian CDU10 96.91 97.36 450 4
Long Canadian FXC 96.76 96.33 -0.4% 4
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, June 13, 2010
For Monday
We are long the Canadian and Cotton. We are still long the Russell 2000; it was not stopped out intra-day as I had said on Friday. However, most of the ETF followers would most likely still be in; and the position is still valid.
In addition: another new signal to buy the Russell, a new signal to buy the Aussie, and a new signal the buy Coffee.
The new Russell signal will not be formally tracked, since it is a duplication of Friday's signal. Note that its record is 17 wins out of 17 trades for 100% historically. Unlike the currently running Russell signal, this second signal has a deep 5% initial stop, so if it fails, it fails big time. This, in the middle of a traditionally bearish seasonal market, makes it anything from certain (most things aren't!)
The Coffee signal is the first such signal for the BLOG. Be careful on Coffee; it moved up hugely on Friday. Therefore, it may be due for a pullback before it resumes an upward trend. Also, I may pull Sugar from the BLOG as the initial stop is very deep as a percentage of the initial price.
Coffee: 25 wins out of 29 trades historically for 86%. Symbols: KCU10 and JO.
Aussie Dollar: 43 wins out of 58 trades for 74%(revised upward from the previous post); however, very shallow in initial stop. Symbols: ADU10 and FXA.
Best of luck!
PORTFOLIO Symbol Entry Close Stop Profit Days
Long Russell TFM10 634.10 644.80 637.20 1070 5
Long Russell IWM 63.29 64.94 64.17 2.6% 5
Long Cotton CTN10 82.70 81.40 77.80 -650 3
Long Cotton BAL 38.51 38.51 36.81 0.0% 3
Long Canadian CDU10 96.91 96.99 95.51 $490 3
Long Canadian FXC 96.76 97.75 96.26 1.0% 3
Closed Out Positions
Long Yen JYM10 109.26 109.47 262.5 2
Long Yen FXY 108.18 108.51 0.3% 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.
In addition: another new signal to buy the Russell, a new signal to buy the Aussie, and a new signal the buy Coffee.
The new Russell signal will not be formally tracked, since it is a duplication of Friday's signal. Note that its record is 17 wins out of 17 trades for 100% historically. Unlike the currently running Russell signal, this second signal has a deep 5% initial stop, so if it fails, it fails big time. This, in the middle of a traditionally bearish seasonal market, makes it anything from certain (most things aren't!)
The Coffee signal is the first such signal for the BLOG. Be careful on Coffee; it moved up hugely on Friday. Therefore, it may be due for a pullback before it resumes an upward trend. Also, I may pull Sugar from the BLOG as the initial stop is very deep as a percentage of the initial price.
Coffee: 25 wins out of 29 trades historically for 86%. Symbols: KCU10 and JO.
Aussie Dollar: 43 wins out of 58 trades for 74%(revised upward from the previous post); however, very shallow in initial stop. Symbols: ADU10 and FXA.
Best of luck!
PORTFOLIO Symbol Entry Close Stop Profit Days
Long Russell TFM10 634.10 644.80 637.20 1070 5
Long Russell IWM 63.29 64.94 64.17 2.6% 5
Long Cotton CTN10 82.70 81.40 77.80 -650 3
Long Cotton BAL 38.51 38.51 36.81 0.0% 3
Long Canadian CDU10 96.91 96.99 95.51 $490 3
Long Canadian FXC 96.76 97.75 96.26 1.0% 3
Closed Out Positions
Long Yen JYM10 109.26 109.47 262.5 2
Long Yen FXY 108.18 108.51 0.3% 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.
Friday, June 11, 2010
Intra-Day BLOG
The Russell 2000 rallied today and our position was stopped out with a gain. It is 11:30 Pacific Time right now, so the market is open 1 1/2 hours more.
Canadian Dollar and Cotton are still active and long.
Numbers 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.
Canadian Dollar and Cotton are still active and long.
Numbers 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.
Hang On To Your Seats!
Why do I say this? Because one of the signals is frightening to me....so it is probably right. Buy the Russell 2000. Note that seasonality is against this trade. "Sell in May and go away," has been right more often than not. This last May was a bloodbath for the stock markets and we were out. However, this signal bucks the trend down....it only has a 69% win ratio, but with a fairly tight intial stop.
Buy Cotton. This signal had a 90% win ratio. Buy the Canadian Dollar. This signal was 84% profitable historically. Details of each signal will follow tomorrow morning. Good luck!
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.
Buy Cotton. This signal had a 90% win ratio. Buy the Canadian Dollar. This signal was 84% profitable historically. Details of each signal will follow tomorrow morning. Good luck!
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, June 10, 2010
Hump Day Post
The Japanese Yen was stopped out overnight, thus implying that the ETF position will exit in the morning. I'll post the results in the next BLOG.
Two new futures positions were added overnight, and both exited with profits. Thus, no ETF will result. I'll post these results in the next BLOG.
No new signals that would convert to an ETF position.
All the best!
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.
Two new futures positions were added overnight, and both exited with profits. Thus, no ETF will result. I'll post these results in the next BLOG.
No new signals that would convert to an ETF position.
All the best!
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, June 8, 2010
BLOG RESULTS: Year-To Date
Our philosophy is a variant of a Bible Verse: There is a time to be long, a time to be out, and possibly a time to be short. Certainly, this maxim applies to any market. It would have been wise to be out of real estate over the past few years, and the stock market in most of 2008, etc. Sometimes things that did poorly for an entire decade, like gold, soar in a time when all currencies and economies are called into question.
For the year, our BLOG, which follows many diverse investments using computer programs, has generated an ETF return of 5.6% year-to-date (June 8). Annualized, this would be 13.3%.
This return is generated using a plethora of assumptions that can be found on the post of March 9.
For the record, the S&P index of 500 stocks has returned -3.1% year-to-date, and let's just hope that that won't be annualized.
The programs continue to generate signals that are not intuitive to me. However, that is precisely why I use them to begin with...............
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 year, our BLOG, which follows many diverse investments using computer programs, has generated an ETF return of 5.6% year-to-date (June 8). Annualized, this would be 13.3%.
This return is generated using a plethora of assumptions that can be found on the post of March 9.
For the record, the S&P index of 500 stocks has returned -3.1% year-to-date, and let's just hope that that won't be annualized.
The programs continue to generate signals that are not intuitive to me. However, that is precisely why I use them to begin with...............
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.
Back On Line
Good Evening.
It is Tuesday night and we are back on line. All of the signals that we had previously relayed to you were stopped out with very modest gains:
Closed Portfolio Symbol Entry Out Profit Days
Long British BPM10 144.09 144.60 318.75 4
Long British FXB 143.31 144.02 0.5% 4
Long Gold GCM10 1195.00 1205.60 1060 10
Long Gold GLD 117.16 117.96 0.7% 10
Long Heating OilHON10 201.70 203.21 634.2 1
While I was out, there were a number of good signals. A notable one was short copper. However, in the interest of fair play, we will not count any of the signals that were generated while I was out and could not communicate them to you. Likewise, the returns that we have generated will only be quoted with signals that were publicly communicated.
I hope to give you a continuous string of communications from today onward. However, I was told many years ago to caveat all such promises with "God Willing."
All of the previously communicated positions were closed out; there is one new signal for tomorrow. It is to buy the Japanese Yen. Those of you who have followed the BLOG will note that I don't usually give very many signals on this currency. This system, however, is 19 wins out of 25 trades for a 76% win ratio. The symbols are JYM10 and FXY for the ETF.
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.
It is Tuesday night and we are back on line. All of the signals that we had previously relayed to you were stopped out with very modest gains:
Closed Portfolio Symbol Entry Out Profit Days
Long British BPM10 144.09 144.60 318.75 4
Long British FXB 143.31 144.02 0.5% 4
Long Gold GCM10 1195.00 1205.60 1060 10
Long Gold GLD 117.16 117.96 0.7% 10
Long Heating OilHON10 201.70 203.21 634.2 1
While I was out, there were a number of good signals. A notable one was short copper. However, in the interest of fair play, we will not count any of the signals that were generated while I was out and could not communicate them to you. Likewise, the returns that we have generated will only be quoted with signals that were publicly communicated.
I hope to give you a continuous string of communications from today onward. However, I was told many years ago to caveat all such promises with "God Willing."
All of the previously communicated positions were closed out; there is one new signal for tomorrow. It is to buy the Japanese Yen. Those of you who have followed the BLOG will note that I don't usually give very many signals on this currency. This system, however, is 19 wins out of 25 trades for a 76% win ratio. The symbols are JYM10 and FXY for the ETF.
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.
Wednesday, June 2, 2010
Wednesday Post
Due to health issues, I will be unable to update posts this week.
This I can say for now:
Heating Oil was stopped out for a gain.
We are still long the British Pound.
We are still long Gold.
I hope to update and begin again next Monday, if the personal issues have been taken care of.
Thanks for your support of this BLOG.
When I return, I intend to publish results.
Sincerely,
Dan
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 I can say for now:
Heating Oil was stopped out for a gain.
We are still long the British Pound.
We are still long Gold.
I hope to update and begin again next Monday, if the personal issues have been taken care of.
Thanks for your support of this BLOG.
When I return, I intend to publish results.
Sincerely,
Dan
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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