Thanks to all of your for your support of the BLOG. We welcome emails/comments at any time.
Our intra-day update saw us getting out of the Short New Zealand futures position before an ETF trade became relevant.
Closed Positions Symbol Entry Out Profit Days
Short Zealand NE1U10 68.12 67.77 $350 1
The Swiss Franc rallied because of a "flight to quality," and our portfolio benefited.
PORTFOLIO SYMBOL ENTRY CLOSE STOP PROFIT DAYS
Long Cotton CTZ10 79.31 76.45 74.71 -$1,430 21
Long Cotton BAL 38.51 37.08 36.24 -3.7% 21
Short S&P ESU10 1110.50 1021.75 1093.75 $4,438 10
Short S&P SH 50.17 55.15 50.94 9.9% 10
Long Soymeal SMZ10 267.50 261.40 255.50 -$610 3
Long Swiss SFU10 92.58 94.31 93.47 $2,163 4
Long Swiss FXF 91.81 93.81 92.97 2.2% 4
We have but one new signal for tomorrow: buy Corn. The track record is merely 9 wins out of 13 trades for a mere 69%. The symbol is CZ10 for futures; there is no ETF that I know of. Sorry. The system has a tight initial stop of 372.6.
Good luck to everyone! See you tomorrow!
If you wish to be notified of new posts, let me know at bassanalytics@live.com. I will send you an email every time there is a new post.Any views expressed herein are provided for informational purposes only and should not be construed in any way as an offer, an endorsement, or inducement to invest.The quotes and symbols used in the BLOG are believed to be reliable, but no guarantees are made with regard to the accuracy.
Our purpose is to quantitatively analyze markets to identify trends and over-bought/over-sold situations. We use computer programs applied to large amounts of data and trade markets by mathematical algorithms. We track these algorithmically-generated trades with ETFs and Futures. This BLOG is provided free of charge. Any views expressed herein are provided for informational purposes only and should not be construed in any way as an offer, an endorsement, or inducement to invest.
Historical Returns
The following represents the BLOG's 2010 ETF returns vis-a-vis other benchmark investment measures:
------------$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."
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