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.
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