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.
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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