Today, our short Euro gained ground, and our long New Zealand gained ground. Our new long Russell 2000 was stopped out with a gain. Our Canadian Dollar was stopped out with a gain, but our new Crude Oil position was stopped out with a loss. Our closed out positions are as follows:
CLOSED OUT SYMBOL ENTRY OUT PROFIT DAYS
Long Crude Oil CLM10 76.30 74.80 -$1,500 1
Long Crude Oil OIL 22.20 21.96 -1.1% 1
Long Russell TFU10 618.30 620.20 $190 4
Long Russell IWM 61.98 62.40 0.7% 4
Long Canadian CDU10 95.75 96.27 $520 4
Long Canadian FXC 95.60 96.24 0.7% 4
Our current active portfolio is as follows:
PORTFOLIO SYMBOL ENTRY CLOSE STOP PROFIT DAYS
Long Soymeal SMZ10 267.50 279.20 270.60 $1,170 14
Long Corn CZ10 382.75 395.25 387.00 $625 11
Short Euro ECU10 126.40 125.98 128.12 $525 1
Short Euro FXE 125.23 125.48 127.61 -0.2% 1
Long Zealand NE1U10 70.70 70.88 69.25 $180 1
Long Zealand BNZ 22.36 22.51 21.99 0.7% 1
Special thanks to a reader who pointed out that Corn does indeed have an ETF that began trading in June; its symbol is CORN.
Two new signals for tomorrow:
Sell short Wheat: symbols WU10 and no ETF. Track record 34 wins out of 37 trades for 92%.
Sell short Swiss Franc: symbols SFU10 and ETF FXF. Track record 6 wins out of 7 trades.
Good luck to all!
If you wish to be notified of new posts, let me know at bassanalytics@live.com. I will send you an email every time there is a new post.Any views expressed herein are provided for informational purposes only and should not be construed in any way as an offer, an endorsement, or inducement to invest.The quotes and symbols used in the BLOG are believed to be reliable, but no guarantees are made with regard to the accuracy.
Our purpose is to quantitatively analyze markets to identify trends and over-bought/over-sold situations. We use computer programs applied to large amounts of data and trade markets by mathematical algorithms. We track these algorithmically-generated trades with ETFs and Futures. This BLOG is provided free of charge. Any views expressed herein are provided for informational purposes only and should not be construed in any way as an offer, an endorsement, or inducement to invest.
Historical Returns
The following represents the BLOG's 2010 ETF returns vis-a-vis other benchmark investment measures:
------------$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."
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