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.