Crude Oil rose sharply again due the perception of less world supply. It rose over $2.00 per barrel to nearly $80 per barrel. As of the time of this post, it is trading overnight on the Globex for over $80. Just as an aside, gasoline prices lag crude oil prices, so if this trend continues, except to pay more to fill up your car over the next several months. Since our signals have us long both the future and the ETF, both positions surged ahead.
We shorted corn last night reluctantly, and it fell sharply, then rose to stop us out with a gain. This was only a futures position. We bought copper, it rose then fell, and we were also stopped out with a gain.
Finally, we are embarrassed by the last result. The bottom dropped out of sugar. The futures loss was small compared to the gains in crude oil, corn, and copper. The net was about $2000 for the day. However, the sugar ETF fell a whopping 5.9%, so our ETFs lost money on the day. This is a paradoxical situation. In the future, we will not put on any ETF system with a stop deeper than 2% or 3%, even if the future stop is small. We can simply take the future trade and ignore the ETF partner. However, for BLOG-tracking purposes, we recorded the large percentage loss this time, since that's the way we put it in the BLOG. As you may know, the loss was applied only to 20% of the computer-generated portfolio, so its effect was "diluted." Likewise, the gain on crude oil was equally "diluted."
Our overall return for the first nine months of the year is over 10%. Our "official" results will be released over the weekend or early next week if all goes well.
There are no new signals for tomorrow.
Our active portfolio and closed-out positions appear below.
PORTFOLIO SYMBOL ENTRY CLOSE STOP PROFIT DAYS
Long Soy Oil BOZ10 40.86 45.09 42.23 $2,538 24
Long Zealand NE1U10 72.90 72.97 71.45 $70 16
Long Zealand BNZ 23.36 23.38 22.89 0.1% 16
Long Crude Oil CLX10 76.47 79.97 78.63 $3,500 4
Long Crude Oil OIL 21.93 22.78 22.40 3.9% 4
Crude Oil Profit Target 85.57 limit
24.38
85.00
24.21
Note: some of our systems have a profit target or other exit criteria. Crude has been so volitile, that I decided to publish its target now. I also show below the psychological (integer) level target and its ETF companion for reference.
Have a great day!
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. Past performance is not indicative of future results. Investors should discuss any investment with their personal investment counsel. The quotes and symbols used in the BLOG are believed to be reliable, but no guarantees are made with regard to the accuracy. We may have positions in one or more of the ETFs or futures of the computer-generated signals.
Thursday, September 30, 2010
Wednesday, September 29, 2010
Crude Bubbles Up
Our big winner of the day was crude oil, surging nearly $1.70 per barrel to 77.86. The signal was based upon a computer-controlled algorithm. However, the news today was that OPEC announced the lowest crude production in more than 8 months. I love it when the mathematics precedes the actual news....or maybe it was just luck.
For tomorrow, there are two new signals: again sell short Corn (futures only). The other, buy Copper (again). The symbols are CZ10 and HGZ10 & JJC. The track record for Corn is 22 wins out of 25 trades for 88%. This is the same system that gave a signal yesterday, and was stopped out intra-day. This is a rare case where all the action occurred intra-day; so this futures signal could not have been tracked by the reader. The signal is the same for the next session. Corn opened at 505 and is trading right now at 504. So, it traded lower yesterday, and closed higher. The track record for the copper system is 101 wins out of 117 trades for 86%.
Our algorithmically generated portfolio:
PORTFOLIO SYMBOL ENTRY CLOSE STOP PROFIT DAYS
Long Soy Oil BOZ10 40.86 44.44 42.23 $2,148 23
Long Zealand NE1U10 72.90 73.29 71.45 $390 15
Long Zealand BNZ 23.36 23.41 22.82 0.2% 15
Long Crude Oil CLX10 76.47 77.86 77.11 $1,390 3
Long Crude Oil OIL 21.93 22.16 21.95 1.0% 3
Long Sugar SBV10 24.30 24.93 23.45 $706 3
Long Sugar SBB 72.51 72.54 68.23 0.0% 3
And our closed-out trades:
CLOSED OUT SYMBOL ENTRY OUT PROFIT DAYS
Short Corn CZ10 500.00 493.00 $350 1
Long Swiss SFZ10 101.72 102.15 $538 4
Long Swiss FXF 101.00 101.25 0.2% 7
Long Soy Meal SMZ10 296.00 302.90 $690 13
The soy meal trade was unfortunately stopped out; but soy meal bounced off its lows for the day. Food has generally been rising; some predict world-wide shortages coming. That's why the short corn signal is scary. However, it is telling us (perhaps mistakenly) that corn is over-bought on a short-term basis.
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. Past performance is not indicative of future results. Investors should discuss any investment with their personal investment counsel. The quotes and symbols used in the BLOG are believed to be reliable, but no guarantees are made with regard to the accuracy. We may have positions in one or more of the ETFs or futures of the computer-generated signals.
For tomorrow, there are two new signals: again sell short Corn (futures only). The other, buy Copper (again). The symbols are CZ10 and HGZ10 & JJC. The track record for Corn is 22 wins out of 25 trades for 88%. This is the same system that gave a signal yesterday, and was stopped out intra-day. This is a rare case where all the action occurred intra-day; so this futures signal could not have been tracked by the reader. The signal is the same for the next session. Corn opened at 505 and is trading right now at 504. So, it traded lower yesterday, and closed higher. The track record for the copper system is 101 wins out of 117 trades for 86%.
Our algorithmically generated portfolio:
PORTFOLIO SYMBOL ENTRY CLOSE STOP PROFIT DAYS
Long Soy Oil BOZ10 40.86 44.44 42.23 $2,148 23
Long Zealand NE1U10 72.90 73.29 71.45 $390 15
Long Zealand BNZ 23.36 23.41 22.82 0.2% 15
Long Crude Oil CLX10 76.47 77.86 77.11 $1,390 3
Long Crude Oil OIL 21.93 22.16 21.95 1.0% 3
Long Sugar SBV10 24.30 24.93 23.45 $706 3
Long Sugar SBB 72.51 72.54 68.23 0.0% 3
And our closed-out trades:
CLOSED OUT SYMBOL ENTRY OUT PROFIT DAYS
Short Corn CZ10 500.00 493.00 $350 1
Long Swiss SFZ10 101.72 102.15 $538 4
Long Swiss FXF 101.00 101.25 0.2% 7
Long Soy Meal SMZ10 296.00 302.90 $690 13
The soy meal trade was unfortunately stopped out; but soy meal bounced off its lows for the day. Food has generally been rising; some predict world-wide shortages coming. That's why the short corn signal is scary. However, it is telling us (perhaps mistakenly) that corn is over-bought on a short-term basis.
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. Past performance is not indicative of future results. Investors should discuss any investment with their personal investment counsel. The quotes and symbols used in the BLOG are believed to be reliable, but no guarantees are made with regard to the accuracy. We may have positions in one or more of the ETFs or futures of the computer-generated signals.
Silver Stopped Out Overnight
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. Past performance is not indicative of future results. Investors should discuss any investment with their personal investment counsel. The quotes and symbols used in the BLOG are believed to be reliable, but no guarantees are made with regard to the accuracy.
Tuesday, September 28, 2010
Big Day for Our Swiss Franc
There was a flight to quality with a big rally in the Swiss Franc. It is worth $1.02 to the U.S. Dollar. Gold and silver also rose sharply. Our computer-generated portfolio looks like this:
PORTFOLIO SYMBOL ENTRY CLOSE STOP PROFIT DAYS
Long Soy Oil BOZ10 40.86 44.93 42.23 $2,442 22
Long Zealand NE1U10 72.90 73.50 71.45 $600 14
Long Zealand BNZ 23.36 23.55 22.89 0.8% 14
Long Soy Meal SMZ10 296.00 308.50 302.90 $1,250 12
Long Swiss SFZ10 101.85 102.54 102.14 $863 3
Long Swiss FXF 101.00 101.65 101.25 0.6% 6
Long Crude Oil CLX10 76.47 76.18 75.37 -$290 2
Long Crude Oil OIL 21.93 21.64 21.41 -1.3% 2
Long Sugar SBV10 24.30 25.29 23.45 $1,109 2
Long Sugar SBB 72.51 73.52 68.17 1.4% 2
We have two new signals for tomorrow: buy Silver and sell short Corn. The symbols on silver should be very familiar by now: SIZ10 and SLV. For Corn, the commodity is CZ10. Since we are going to go long SLV, that will complete five positions in our ETF model portfolio.
The historical records back-tested are as follows: silver had 52 wins out of 71 trades for 73%. Corn had 21 wins out of 24 trades for 88%. Both of these signals scare me, since silver seems overbought, and corn is extremely volitile from day-to-day as supply and demand statistics are released.
Have a nice evening!
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. Past performance is not indicative of future results. Investors should discuss any investment with their personal investment counsel. The quotes and symbols used in the BLOG are believed to be reliable, but no guarantees are made with regard to the accuracy.
PORTFOLIO SYMBOL ENTRY CLOSE STOP PROFIT DAYS
Long Soy Oil BOZ10 40.86 44.93 42.23 $2,442 22
Long Zealand NE1U10 72.90 73.50 71.45 $600 14
Long Zealand BNZ 23.36 23.55 22.89 0.8% 14
Long Soy Meal SMZ10 296.00 308.50 302.90 $1,250 12
Long Swiss SFZ10 101.85 102.54 102.14 $863 3
Long Swiss FXF 101.00 101.65 101.25 0.6% 6
Long Crude Oil CLX10 76.47 76.18 75.37 -$290 2
Long Crude Oil OIL 21.93 21.64 21.41 -1.3% 2
Long Sugar SBV10 24.30 25.29 23.45 $1,109 2
Long Sugar SBB 72.51 73.52 68.17 1.4% 2
We have two new signals for tomorrow: buy Silver and sell short Corn. The symbols on silver should be very familiar by now: SIZ10 and SLV. For Corn, the commodity is CZ10. Since we are going to go long SLV, that will complete five positions in our ETF model portfolio.
The historical records back-tested are as follows: silver had 52 wins out of 71 trades for 73%. Corn had 21 wins out of 24 trades for 88%. Both of these signals scare me, since silver seems overbought, and corn is extremely volitile from day-to-day as supply and demand statistics are released.
Have a nice evening!
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. Past performance is not indicative of future results. Investors should discuss any investment with their personal investment counsel. The quotes and symbols used in the BLOG are believed to be reliable, but no guarantees are made with regard to the accuracy.
Monday, September 27, 2010
Silver Closed Out
The following positions were closed out today:
CLOSED OUT SYMBOL ENTRY OUT PROFIT DAYS
Long Copper HGU10 357.70 361.45 $938 4
Long Copper JJC 48.27 48.08 -0.4% 4
Long Silver SLV 18.36 21.05 14.7% 34
The following positions are the open portfolio:
PORTFOLIO SYMBOL ENTRY CLOSE STOP PROFIT DAYS
Long Soy Oil BOZ10 40.86 44.97 42.23 $2,466 21
Long Zealand NE1U10 72.90 72.98 71.45 $80 13
Long Zealand BNZ 23.36 23.37 22.88 0.0% 13
Long Soy Meal SMZ10 296.00 315.70 302.90 $1,970 11
Long Swiss SFZ10 101.85 101.55 100.52 -$375 2
Long Swiss FXF 101.00 100.88 99.86 -0.1% 5
Long Crude Oil CLX10 76.47 76.52 75.37 $50 1
Long Crude Oil OIL 21.93 21.69 21.36 -1.1% 1
Long Sugar SBV10 24.30 24.98 23.45 $762 1
Long Sugar SBB 72.51 72.90 68.43 0.5% 1
Remarkably, there are no new signals for 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. Past performance is not indicative of future results. Investors should discuss any investment with their personal investment counsel. The quotes and symbols used in the BLOG are believed to be reliable, but no guarantees are made with regard to the accuracy.
CLOSED OUT SYMBOL ENTRY OUT PROFIT DAYS
Long Copper HGU10 357.70 361.45 $938 4
Long Copper JJC 48.27 48.08 -0.4% 4
Long Silver SLV 18.36 21.05 14.7% 34
The following positions are the open portfolio:
PORTFOLIO SYMBOL ENTRY CLOSE STOP PROFIT DAYS
Long Soy Oil BOZ10 40.86 44.97 42.23 $2,466 21
Long Zealand NE1U10 72.90 72.98 71.45 $80 13
Long Zealand BNZ 23.36 23.37 22.88 0.0% 13
Long Soy Meal SMZ10 296.00 315.70 302.90 $1,970 11
Long Swiss SFZ10 101.85 101.55 100.52 -$375 2
Long Swiss FXF 101.00 100.88 99.86 -0.1% 5
Long Crude Oil CLX10 76.47 76.52 75.37 $50 1
Long Crude Oil OIL 21.93 21.69 21.36 -1.1% 1
Long Sugar SBV10 24.30 24.98 23.45 $762 1
Long Sugar SBB 72.51 72.90 68.43 0.5% 1
Remarkably, there are no new signals for 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. Past performance is not indicative of future results. Investors should discuss any investment with their personal investment counsel. The quotes and symbols used in the BLOG are believed to be reliable, but no guarantees are made with regard to the accuracy.
Sunday, September 26, 2010
Say Goodbye to Silver!
Our longest running algorithm, long silver, gave an exit signal for Monday morning. This means a target profit has been met. This does not mean that silver is going to stop its tremendous run up. It simply means that given the data tested, an exit at this point optimized the algorithm. Make sense?
Here is our portfolio before we exit silver on Monday:
PORTFOLIO SYMBOL ENTRY CLOSE STOP PROFIT DAYS
Long Silver SLV 18.36 21.01 19.92 14.4% 33
Long Soy Oil BOZ10 40.86 44.89 42.09 $2,418 20
Long Zealand NE1U10 72.90 72.99 71.45 $90 12
Long Zealand BNZ 23.36 23.38 22.89 0.1% 12
Long Soy Meal SMZ10 296.00 317.00 301.70 $2,100 10
Long Swiss SFZ10 101.85 101.53 100.33 -$400 1
Long Swiss FXF 101.00 100.72 99.53 -0.3% 4
Long Copper HGU10 357.70 362.70 361 $1,250 2
Long Copper JJC 48.27 48.36 48.13 0.2% 2
Before we get into the new signals for Monday, a little discussion on an anomaly. The Swiss Franc future algorithm was stopped out overnight, BUT, a new signal came for tomorrow. Thus, we closed out a Swiss and we'll have a new future trade, BUT, keep the ETF position intact.
CLOSED OUT SYMBOL ENTRY OUT PROFIT DAYS
Long Swiss SFZ10 101.53 101.85 $400 1
For tomorrow, be it noted that I received 2 more signals to buy copper; however, since we are already long, these signals will not be reflected in the BLOG.
We have three new signals for tomorrow: buy Crude Oil, buy Sugar, and buy the British Pound. We may not have room in our ETF portfolio for all of them, depending upon what happens to our existing positions on Monday.
The symbols for Crude Oil are CLX10 and OIL. The record is 34 wins out of 46 trades for 74%. The symbols for Sugar are SBH11 and SGG. The record is 58 wins out of 104 trades for 56%. The symbols for the British Pound are BPZ10 and FXB. The record is 60 wins out of 65 trades for 92%. However, there is a relatively deep initial stop.
That's all for today. Let me know if you have any questions.
Note: there is a new section to the side entitled "Shortcomings and Limitations." It is a good read for those of you who are technically inclined. I assume that most all of you are.
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. Past performance is not indicative of future results. Investors should discuss any investment with their personal investment counsel. The quotes and symbols used in the BLOG are believed to be reliable, but no guarantees are made with regard to the accuracy.
Here is our portfolio before we exit silver on Monday:
PORTFOLIO SYMBOL ENTRY CLOSE STOP PROFIT DAYS
Long Silver SLV 18.36 21.01 19.92 14.4% 33
Long Soy Oil BOZ10 40.86 44.89 42.09 $2,418 20
Long Zealand NE1U10 72.90 72.99 71.45 $90 12
Long Zealand BNZ 23.36 23.38 22.89 0.1% 12
Long Soy Meal SMZ10 296.00 317.00 301.70 $2,100 10
Long Swiss SFZ10 101.85 101.53 100.33 -$400 1
Long Swiss FXF 101.00 100.72 99.53 -0.3% 4
Long Copper HGU10 357.70 362.70 361 $1,250 2
Long Copper JJC 48.27 48.36 48.13 0.2% 2
Before we get into the new signals for Monday, a little discussion on an anomaly. The Swiss Franc future algorithm was stopped out overnight, BUT, a new signal came for tomorrow. Thus, we closed out a Swiss and we'll have a new future trade, BUT, keep the ETF position intact.
CLOSED OUT SYMBOL ENTRY OUT PROFIT DAYS
Long Swiss SFZ10 101.53 101.85 $400 1
For tomorrow, be it noted that I received 2 more signals to buy copper; however, since we are already long, these signals will not be reflected in the BLOG.
We have three new signals for tomorrow: buy Crude Oil, buy Sugar, and buy the British Pound. We may not have room in our ETF portfolio for all of them, depending upon what happens to our existing positions on Monday.
The symbols for Crude Oil are CLX10 and OIL. The record is 34 wins out of 46 trades for 74%. The symbols for Sugar are SBH11 and SGG. The record is 58 wins out of 104 trades for 56%. The symbols for the British Pound are BPZ10 and FXB. The record is 60 wins out of 65 trades for 92%. However, there is a relatively deep initial stop.
That's all for today. Let me know if you have any questions.
Note: there is a new section to the side entitled "Shortcomings and Limitations." It is a good read for those of you who are technically inclined. I assume that most all of you are.
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. Past performance is not indicative of future results. Investors should discuss any investment with their personal investment counsel. The quotes and symbols used in the BLOG are believed to be reliable, but no guarantees are made with regard to the accuracy.
Thursday, September 23, 2010
Swiss Franc Now Worth More Than The Dollar
Yesterday, the Swiss Franc passed the Greenback in value. The Swiss France rose to $1.02. It has risen spectacularly this year. Our program put us long the Swiss, was stopped out intra-day today, and then gave another buy signal tonight. Therefore, we show one closed out position below, and show the ETF and the new futures signal long.
There is a go long copper signal, but it usually gets stopped out overnight. It has 100 wins out of 116 trades for 86%. I'll try and let you know if it is still active in the morning.
PORTFOLIO SYMBOL ENTRY CLOSE STOP PROFIT DAYS
Long Silver SLV 18.36 20.66 19.84 12.5% 30
Long Soy Oil BOZ10 40.86 43.90 41.84 $1,824 17
Long Zealand NE1U10 72.90 72.46 71.45 -$440 9
Long Zealand BNZ 23.36 23.28 22.96 -0.3% 9
Long Soy Meal SMZ10 296.00 309.50 301.70 $1,350 7
Long Swiss SFZ10 101.53 101.53 100.33 $0 1
Long Swiss FXF 101.00 100.72 99.53 -0.3% 1
CLOSED OUT SYMBOL ENTRY OUT PROFIT DAYS
Long Swiss SFZ10 101.38 101.65 $338 1
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. Past performance is not indicative of future results.The quotes and symbols used in the BLOG are believed to be reliable, but no guarantees are made with regard to the accuracy.
There is a go long copper signal, but it usually gets stopped out overnight. It has 100 wins out of 116 trades for 86%. I'll try and let you know if it is still active in the morning.
PORTFOLIO SYMBOL ENTRY CLOSE STOP PROFIT DAYS
Long Silver SLV 18.36 20.66 19.84 12.5% 30
Long Soy Oil BOZ10 40.86 43.90 41.84 $1,824 17
Long Zealand NE1U10 72.90 72.46 71.45 -$440 9
Long Zealand BNZ 23.36 23.28 22.96 -0.3% 9
Long Soy Meal SMZ10 296.00 309.50 301.70 $1,350 7
Long Swiss SFZ10 101.53 101.53 100.33 $0 1
Long Swiss FXF 101.00 100.72 99.53 -0.3% 1
CLOSED OUT SYMBOL ENTRY OUT PROFIT DAYS
Long Swiss SFZ10 101.38 101.65 $338 1
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. Past performance is not indicative of future results.The quotes and symbols used in the BLOG are believed to be reliable, but no guarantees are made with regard to the accuracy.
Wednesday, September 22, 2010
Systems are fairly quiet
The long cocoa position was stopped out today with a profit. This looks like:
CLOSED OUT SYMBOL ENTRY OUT PROFIT DAYS
Long Cocoa CCZ10 2737 2760 $230 3
Long Cocoa NIB 39.47 39.61 0.4% 3
The remaining computer-generated portfolio looks like this:
PORTFOLIO SYMBOL ENTRY CLOSE STOP PROFIT DAYS
Long Silver SLV 18.36 20.71 20.04 12.8% 29
Long Soy Oil BOZ10 40.86 43.26 41.84 $1,440 16
Long Zealand NE1U10 72.90 73.37 71.45 $470 8
Long Zealand BNZ 23.36 23.47 22.86 0.5% 8
Long Soy Meal SMZ10 296.00 310.40 301.70 $1,440 6
For tomorrow, there is but one new signal: buy the Swiss Franc. The Franc has risen steeply recently against the U.S. Dollar, and looks over-bought to me. Nonetheless, this system has a pretty good historical track record. There were 43 wins out of 54 trades for 80%. The symbols are SFZ10 and FXF.
Good night, and 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. Past performance is not indicative of future results.The quotes and symbols used in the BLOG are believed to be reliable, but no guarantees are made with regard to the accuracy.
CLOSED OUT SYMBOL ENTRY OUT PROFIT DAYS
Long Cocoa CCZ10 2737 2760 $230 3
Long Cocoa NIB 39.47 39.61 0.4% 3
The remaining computer-generated portfolio looks like this:
PORTFOLIO SYMBOL ENTRY CLOSE STOP PROFIT DAYS
Long Silver SLV 18.36 20.71 20.04 12.8% 29
Long Soy Oil BOZ10 40.86 43.26 41.84 $1,440 16
Long Zealand NE1U10 72.90 73.37 71.45 $470 8
Long Zealand BNZ 23.36 23.47 22.86 0.5% 8
Long Soy Meal SMZ10 296.00 310.40 301.70 $1,440 6
For tomorrow, there is but one new signal: buy the Swiss Franc. The Franc has risen steeply recently against the U.S. Dollar, and looks over-bought to me. Nonetheless, this system has a pretty good historical track record. There were 43 wins out of 54 trades for 80%. The symbols are SFZ10 and FXF.
Good night, and 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. Past performance is not indicative of future results.The quotes and symbols used in the BLOG are believed to be reliable, but no guarantees are made with regard to the accuracy.
Tuesday, September 21, 2010
Lackluster Day
Here is our portfolio:
PORTFOLIO SYMBOL ENTRY CLOSE STOP PROFIT DAYS
Long Silver SLV 18.36 20.59 20.19 12.1% 28
Long Soy Oil BOZ10 40.86 42.82 41.59 $1,176 15
Long Zealand NE1U10 72.90 73.02 71.45 $120 7
Long Zealand BNZ 23.36 23.30 22.80 -0.3% 7
Long Soy Meal SMZ10 296.00 307.40 301.70 $1,140 5
Long Cocoa CCZ10 2737 2779 2760 $420 3
Long Cocoa NIB 39.47 39.88 39.61 1.0% 3
No positions were exited today; there are no new signals for tomorrow.
Have a great day!
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.
PORTFOLIO SYMBOL ENTRY CLOSE STOP PROFIT DAYS
Long Silver SLV 18.36 20.59 20.19 12.1% 28
Long Soy Oil BOZ10 40.86 42.82 41.59 $1,176 15
Long Zealand NE1U10 72.90 73.02 71.45 $120 7
Long Zealand BNZ 23.36 23.30 22.80 -0.3% 7
Long Soy Meal SMZ10 296.00 307.40 301.70 $1,140 5
Long Cocoa CCZ10 2737 2779 2760 $420 3
Long Cocoa NIB 39.47 39.88 39.61 1.0% 3
No positions were exited today; there are no new signals for tomorrow.
Have a great day!
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.
Monday, September 20, 2010
Copper Stopped Out with Profits Overnight--no ETF
Our only new signal was stopped out overnight, for a nice profit. We also exited natural gas with a big percentage loss; this hurt the BLOG's return. Here are the positions exited:
CLOSED OUT SYMBOL ENTRY OUT PROFIT DAYS
Long Copper HGZ10 352.05 354 $487 1
Long Nat Gas NGQ10 4.062 3.970 -$920 4
Long Nat Gas UNG 6.78 6.50 -4.1% 4
Natural Gas will have its day, but today it hurt the portfolio by -.8% (since each ETF position is 20% of the portfolio).
The existing portfolio looks as follows:
PORTFOLIO SYMBOL ENTRY CLOSE STOP PROFIT DAYS
Long Silver SLV 18.36 20.29 19.66 10.5% 27
Long Soy Oil BOZ10 40.86 43.05 41.59 $1,314 14
Long Zealand NE1U10 72.90 72.46 71.45 -$440 6
Long Zealand BNZ 23.36 23.13 22.81 -1.0% 6
Long Soy Meal SMZ10 296.00 310.20 301.70 $1,420 4
Long Cocoa CCZ10 2737 2716 2547 -$210 3
Long Cocoa NIB 39.47 38.94 2547 -1.3% 3
Our grain positions have saved us on the futures side; our silver position has saved us on the ETF side.
There are no new signals for tomorrow.
All the best!
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.
CLOSED OUT SYMBOL ENTRY OUT PROFIT DAYS
Long Copper HGZ10 352.05 354 $487 1
Long Nat Gas NGQ10 4.062 3.970 -$920 4
Long Nat Gas UNG 6.78 6.50 -4.1% 4
Natural Gas will have its day, but today it hurt the portfolio by -.8% (since each ETF position is 20% of the portfolio).
The existing portfolio looks as follows:
PORTFOLIO SYMBOL ENTRY CLOSE STOP PROFIT DAYS
Long Silver SLV 18.36 20.29 19.66 10.5% 27
Long Soy Oil BOZ10 40.86 43.05 41.59 $1,314 14
Long Zealand NE1U10 72.90 72.46 71.45 -$440 6
Long Zealand BNZ 23.36 23.13 22.81 -1.0% 6
Long Soy Meal SMZ10 296.00 310.20 301.70 $1,420 4
Long Cocoa CCZ10 2737 2716 2547 -$210 3
Long Cocoa NIB 39.47 38.94 2547 -1.3% 3
Our grain positions have saved us on the futures side; our silver position has saved us on the ETF side.
There are no new signals for tomorrow.
All the best!
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.
Friday, September 17, 2010
Lots of Action Today
Our portfolio:
PORTFOLIO SYMBOL ENTRY CLOSE STOP PROFIT DAYS
Long Silver SLV 18.36 20.29 19.48 10.5% 24
Long Soy Oil BOZ10 40.86 42.30 41.31 $864 11
Long Zealand NE1U10 72.90 72.06 71.45 -$840 3
Long Zealand BNZ 23.36 23.09 22.89 -1.2% 3
Long Nat Gas NGQ10 4.062 4.024 3.852 -$380 1
Long Nat Gas UNG 6.78 6.68 6.39 -1.5% 1
Long Soy Meal SMZ10 296.00 308.50 299.30 $1,250 1
We have 3 ETFs and 4 Futures positions in the algorithmically-generated portfolio.
CLOSED OUT SYMBOL ENTRY OUT PROFIT DAYS
Long Euro ECZ10 130.71 130.94 $287 1
Short Swiss Sfz10 98.50 99.16 -$825 1
Short Swiss FXF 98.17 98.27 -0.1% 1
Long Cocoa CCZ10 2694 2746 $520 3
Long Cocoa NIB 40.13 39.30 -2.1% 3
The following comments were already made in an intra-day update:
The Euro Currency was stopped out overnight for a profit. There was never an ETF position.
With regard to the Swiss signal; it was a system that should not have been included in the BLOG. Therefore, I am going to take a small loss and reflect that in the tracking of BLOG performance. It will be reflected in tonight's closed positions. Sorry for any inconvenience this may have caused.
Exit Natural Gas on Monday. I got a signal to sell short, neutralizing the still long signal.
New Signals for Monday: If you didn't know about being stopped out of cocoa, we have another buy signal, so there is nothing to do. Track record: 318 wins out of 394 trades for 81%. Also, buy copper (one of my favorite algorithms generated this signal). Track record: 99 wins out of 115 trades for 86%. Symbols: CCZ10 and NIB; HGZ10 and JJC.
PORTFOLIO SYMBOL ENTRY CLOSE STOP PROFIT DAYS
Long Silver SLV 18.36 20.29 19.48 10.5% 24
Long Soy Oil BOZ10 40.86 42.30 41.31 $864 11
Long Zealand NE1U10 72.90 72.06 71.45 -$840 3
Long Zealand BNZ 23.36 23.09 22.89 -1.2% 3
Long Nat Gas NGQ10 4.062 4.024 3.852 -$380 1
Long Nat Gas UNG 6.78 6.68 6.39 -1.5% 1
Long Soy Meal SMZ10 296.00 308.50 299.30 $1,250 1
We have 3 ETFs and 4 Futures positions in the algorithmically-generated portfolio.
CLOSED OUT SYMBOL ENTRY OUT PROFIT DAYS
Long Euro ECZ10 130.71 130.94 $287 1
Short Swiss Sfz10 98.50 99.16 -$825 1
Short Swiss FXF 98.17 98.27 -0.1% 1
Long Cocoa CCZ10 2694 2746 $520 3
Long Cocoa NIB 40.13 39.30 -2.1% 3
The following comments were already made in an intra-day update:
The Euro Currency was stopped out overnight for a profit. There was never an ETF position.
With regard to the Swiss signal; it was a system that should not have been included in the BLOG. Therefore, I am going to take a small loss and reflect that in the tracking of BLOG performance. It will be reflected in tonight's closed positions. Sorry for any inconvenience this may have caused.
Exit Natural Gas on Monday. I got a signal to sell short, neutralizing the still long signal.
New Signals for Monday: If you didn't know about being stopped out of cocoa, we have another buy signal, so there is nothing to do. Track record: 318 wins out of 394 trades for 81%. Also, buy copper (one of my favorite algorithms generated this signal). Track record: 99 wins out of 115 trades for 86%. Symbols: CCZ10 and NIB; HGZ10 and JJC.
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.
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.
Thursday, September 16, 2010
What a Difference a Day Makes
Yesterday, we only had two positions and added one overnight. Today, we have two new signals, and that will fill out our ETF portfolio of five positions.
PORTFOLIO SYMBOL ENTRY CLOSE STOP PROFIT DAYS
Long Silver SIU10 18.365 20.825 19.980 $0 23
Long Silver SLV 18.36 20.35 19.52 10.8% 23
Long Soy Oil BOZ10 40.86 41.75 41.24 $534 10
Long Zealand NE1U10 72.90 71.94 71.45 -$960 2
Long Zealand BNZ 23.36 23.07 22.91 -1.2% 2
Long Cocoa CCZ10 2694 2739 2730 $450 2
Long Cocoa NIB 40.13 39.51 39.38 -1.5% 2
The two new signals are to buy Natural Gas and sell short the Swiss Franc. Quite frankly, I like one signal and don't like the other. I have been bullish in principle, on natural gas for a long time. I like it because it is clean energy. However, our current signal is based purely on an algorithm applied to numbers.
The Swiss Franc, like gold, is often used as a safe haven, so going short doesn't agree with me.
The statistics for natural gas are: 132 wins out of 166 trades for 80%. For the Swiss Franc, it is a mere 10 wins out of 10 trades. The symbols on natural gas are NGV10 and UNG. The symbols on the franc are SFZ10 and FXF.
For your information: there were additional signals to buy soymeal and buy the Euro Currency. The record on soymeal is 76%, and we'll track it in the BLOG.
All the best to you!
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.
PORTFOLIO SYMBOL ENTRY CLOSE STOP PROFIT DAYS
Long Silver SIU10 18.365 20.825 19.980 $0 23
Long Silver SLV 18.36 20.35 19.52 10.8% 23
Long Soy Oil BOZ10 40.86 41.75 41.24 $534 10
Long Zealand NE1U10 72.90 71.94 71.45 -$960 2
Long Zealand BNZ 23.36 23.07 22.91 -1.2% 2
Long Cocoa CCZ10 2694 2739 2730 $450 2
Long Cocoa NIB 40.13 39.51 39.38 -1.5% 2
The two new signals are to buy Natural Gas and sell short the Swiss Franc. Quite frankly, I like one signal and don't like the other. I have been bullish in principle, on natural gas for a long time. I like it because it is clean energy. However, our current signal is based purely on an algorithm applied to numbers.
The Swiss Franc, like gold, is often used as a safe haven, so going short doesn't agree with me.
The statistics for natural gas are: 132 wins out of 166 trades for 80%. For the Swiss Franc, it is a mere 10 wins out of 10 trades. The symbols on natural gas are NGV10 and UNG. The symbols on the franc are SFZ10 and FXF.
For your information: there were additional signals to buy soymeal and buy the Euro Currency. The record on soymeal is 76%, and we'll track it in the BLOG.
All the best to you!
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.
Wednesday, September 15, 2010
Kiwi a Big Loser
Yes, that's right. Our long signal on the New Zealand Dollar appears to be doomed. We lost today on that, and gained on our other positions.
PORTFOLIO SYMBOL ENTRY CLOSE STOP PROFIT DAYS
Long Silver SLV 18.36 20.17 19.44 9.9% 22
Long Soy Oil BOZ10 40.86 42.01 41.24 $690 9
Long Zealand NE1U10 72.90 72.67 71.45 -$230 1
Long Zealand BNZ 23.36 23.27 22.88 -0.4% 1
We have one new signal for tomorrow: buy cocoa. Buy cocoa! Where did that come from? Cocoa hasn't appeared much in the BLOG. The last signal generated a small gain. The current signal is shocking: cocoa has been in a downtrend for quite some time. The signal is saying that cocoa is oversold. We'll see. Quite frankly, this one scares me. The symbols are CCZ10 and NIB. The record is 23 wins out of 26 trades for an 88% win-ratio. The expectation of profit is positive.
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.
PORTFOLIO SYMBOL ENTRY CLOSE STOP PROFIT DAYS
Long Silver SLV 18.36 20.17 19.44 9.9% 22
Long Soy Oil BOZ10 40.86 42.01 41.24 $690 9
Long Zealand NE1U10 72.90 72.67 71.45 -$230 1
Long Zealand BNZ 23.36 23.27 22.88 -0.4% 1
We have one new signal for tomorrow: buy cocoa. Buy cocoa! Where did that come from? Cocoa hasn't appeared much in the BLOG. The last signal generated a small gain. The current signal is shocking: cocoa has been in a downtrend for quite some time. The signal is saying that cocoa is oversold. We'll see. Quite frankly, this one scares me. The symbols are CCZ10 and NIB. The record is 23 wins out of 26 trades for an 88% win-ratio. The expectation of profit is positive.
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.
Tuesday, September 14, 2010
A Miracle of Sorts
Yes, we were short gold on the day that gold made new highs, BUT, we were long silver, which more than made up for the gold position. Overall, we made money but were stopped out of gold. Our portfolio has shrunk to:
PORTFOLIO SYMBOL ENTRY CLOSE STOP PROFIT DAYS
Long Silver SLV 18.36 20.05 19.21 9.2% 21
Long Soy Oil BOZ10 40.86 41.81 41.24 $570 8
The stopped out gold futures position is shown below, along with the close for the gold ETF.
CLOSED OUT SYMBOL ENTRY OUT PROFIT DAYS
Short Gold GCZ10 1247.30 1266.30 -$1,900 2
Short Gold DGZ 17.39 17.13 -1.5% 2
"Out" for the ETF will be determined by tomorrow's open.
One new signal for tomorrow: buy the New Zealand Dollar. Symbols are NE1Z10 and BNZ(careful, this ETF is thinly traded). The track record is 28 trades out of 36 trades for 78%.
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.
PORTFOLIO SYMBOL ENTRY CLOSE STOP PROFIT DAYS
Long Silver SLV 18.36 20.05 19.21 9.2% 21
Long Soy Oil BOZ10 40.86 41.81 41.24 $570 8
The stopped out gold futures position is shown below, along with the close for the gold ETF.
CLOSED OUT SYMBOL ENTRY OUT PROFIT DAYS
Short Gold GCZ10 1247.30 1266.30 -$1,900 2
Short Gold DGZ 17.39 17.13 -1.5% 2
"Out" for the ETF will be determined by tomorrow's open.
One new signal for tomorrow: buy the New Zealand Dollar. Symbols are NE1Z10 and BNZ(careful, this ETF is thinly traded). The track record is 28 trades out of 36 trades for 78%.
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.
Post for Tuesday
Our portfolio consists of a contradiction, short gold and long silver. I believe this will soon be resolved. Although the gold system has a great track record, the metals have been unusually strong.
PORTFOLIO SYMBOL ENTRY CLOSE STOP PROFIT DAYS
Long Silver SLV 18.36 19.54 18.98 6.4% 21
Long Soy Oil BOZ10 40.86 41.81 41.24 $570 8
Short Gold GCZ10 1247.30 1247.10 1266.30 $20 2
Short Gold DGZ 17.39 17.39 17.13 0.0% 2
Note that the gold has a pretty close stop.
We exited the British Pound
CLOSED OUT SYMBOL ENTRY OUT PROFIT DAYS
Long British BPU10 155.34 153.72 -$1,013 22
Long British FXB 154.68 153.41 -0.8% 22
That's all for today.
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.
PORTFOLIO SYMBOL ENTRY CLOSE STOP PROFIT DAYS
Long Silver SLV 18.36 19.54 18.98 6.4% 21
Long Soy Oil BOZ10 40.86 41.81 41.24 $570 8
Short Gold GCZ10 1247.30 1247.10 1266.30 $20 2
Short Gold DGZ 17.39 17.39 17.13 0.0% 2
Note that the gold has a pretty close stop.
We exited the British Pound
CLOSED OUT SYMBOL ENTRY OUT PROFIT DAYS
Long British BPU10 155.34 153.72 -$1,013 22
Long British FXB 154.68 153.41 -0.8% 22
That's all for today.
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.
Saturday, September 11, 2010
Happy Weekend!
Friday saw us take profits on our ETF copper position:
CLOSED OUT SYMBOL ENTRY OUT PROFIT DAYS
Long Copper JJC 44.52 45.61 2.4% 16
We made 2.4% being in 16 days.
Our current portfolio looks like this:
PORTFOLIO SYMBOL ENTRY CLOSE STOP PROFIT DAYS
Long British BPU10 155.34 153.75 148.67 -$994 20
Long British FXB 154.68 152.83 147.78 -1.2% 20
Long Silver SIU10 18.365 19.845 19.310 $0 18
Long Silver SLV 18.36 19.42 18.90 5.8% 18
Long Soyoil BOZ10 40.86 41.76 38.52 $540 5
We still have some good accumulated gains on our long silver position.
On Monday we will exit the British Pound.
One new signal tomorrow: Sell Short Gold. This is not at all an intuitive signal to me, and bear in mind, it could easily be wrong. The symbols for gold are GCZ10 and the short ETF is ETN. The track record for this system is
24 wins out of 27 trades for 89%.
Whatever you decide to do....have a great week!
Dan
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.
CLOSED OUT SYMBOL ENTRY OUT PROFIT DAYS
Long Copper JJC 44.52 45.61 2.4% 16
We made 2.4% being in 16 days.
Our current portfolio looks like this:
PORTFOLIO SYMBOL ENTRY CLOSE STOP PROFIT DAYS
Long British BPU10 155.34 153.75 148.67 -$994 20
Long British FXB 154.68 152.83 147.78 -1.2% 20
Long Silver SIU10 18.365 19.845 19.310 $0 18
Long Silver SLV 18.36 19.42 18.90 5.8% 18
Long Soyoil BOZ10 40.86 41.76 38.52 $540 5
We still have some good accumulated gains on our long silver position.
On Monday we will exit the British Pound.
One new signal tomorrow: Sell Short Gold. This is not at all an intuitive signal to me, and bear in mind, it could easily be wrong. The symbols for gold are GCZ10 and the short ETF is ETN. The track record for this system is
24 wins out of 27 trades for 89%.
Whatever you decide to do....have a great week!
Dan
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.
Thursday, September 9, 2010
Lackluster BLOG Day
The Russell future made a little bit of money; the ETF got in near the high and did really well.
CLOSED OUT SYMBOL ENTRY OUT PROFIT DAYS
Short Russell TFU10 635.00 633.10 $190 1
Short Russell IWM 64.45 63.52 1.4% 1
The Portfolio still looks good; exit copper ETF on Friday because the underlying futures system got out.
PORTFOLIO SYMBOL ENTRY CLOSE STOP PROFIT DAYS
Long British BPU10 155.34 154.32 148.67 -$638 18
Long British FXB 154.68 153.64 148.01 -0.7% 18
Long Silver SLV 18.36 19.32 18.76 5.2% 16
Long Copper JJC 44.52 45.64 44.68 2.5% 14
Long Soyoil BOZ10 40.86 41.47 38.52 $366 3
Remarkably again, no new signals for Friday.
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.
CLOSED OUT SYMBOL ENTRY OUT PROFIT DAYS
Short Russell TFU10 635.00 633.10 $190 1
Short Russell IWM 64.45 63.52 1.4% 1
The Portfolio still looks good; exit copper ETF on Friday because the underlying futures system got out.
PORTFOLIO SYMBOL ENTRY CLOSE STOP PROFIT DAYS
Long British BPU10 155.34 154.32 148.67 -$638 18
Long British FXB 154.68 153.64 148.01 -0.7% 18
Long Silver SLV 18.36 19.32 18.76 5.2% 16
Long Copper JJC 44.52 45.64 44.68 2.5% 14
Long Soyoil BOZ10 40.86 41.47 38.52 $366 3
Remarkably again, no new signals for Friday.
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.
Wednesday, September 8, 2010
Portfolio Improves Again--Silver Hits $20. Also, see Special Theoretical Notes
Our portfolio gained ground as the Silver ETF led the way.
PORTFOLIO SYMBOL ENTRY CLOSE STOP PROFIT DAYS
Long British BPU10 155.34 154.76 148.67 -$363 17
Long British FXB 154.68 153.91 147.85 -0.5% 17
Long Silver SLV 18.36 19.50 19.31 6.2% 15
Long Copper JJC 44.52 46.09 45.12 3.5% 13
Long Soyoil BOZ10 40.86 41.68 38.52 $492 2
There were no positions exited today.
Here we go again. What is the last thing I wish to do tomorrow? Short the powerful Russell 2000 Index. I have a signal to do just that. Right in the middle of a great rally. Also, the signal is a little marginal on statistics. It has generated 12 wins out of 12 trades historically, for 100%. Note that this is hardly credible statistically. Also, the initial ETF stop is 3.7% for 20% of the portfolio. I am bit scared on what it might do to our returns. However, I was hesitant on our signals earlier this year to short the Euro Currency based upon a nine for nine record, and it turned out to be one of the best trades of the year.
I want to report a revision in the rate of return for the end of August. The originally quoted year-to-date return was 9.6%; it is now restated to 9.2%. The annualized return drops from 14.8% to 14.2%. However, the same returns measured TODAY are now 10.6% with annualized 15.8%. This is in large part due to our signals on silver and copper. Note that each ETF position is assumed to comprise 20% of the portfolio. This means that we aren't always utilizing all of our capital in the ETF side of the world.
The following was suggested this week by my long-time friend, Dave:
I just finishing testing the relative percentage gains on the algorithmically generated futures signals, versus the percentage gains on the ETFs. As you will recall, the futures data were used to back-test the systems. We then apply those same trades to the ETFs, hoping that the small timing differences won't matter. Based upon almost 300 pieces of live data, I have verified that the ETF return was ever so slightly better than the futures. The difference was the smallest measurable quantity for our purposes, .1%. This result may not always be true, but happens to be true for this year, which is exactly what we had hoped. As we already know sometimes the futures trade turns out better and sometimes the ETF trade turns out better. In some instances, one may lose money while the other one makes money.
Special thanks to Dave.
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.
PORTFOLIO SYMBOL ENTRY CLOSE STOP PROFIT DAYS
Long British BPU10 155.34 154.76 148.67 -$363 17
Long British FXB 154.68 153.91 147.85 -0.5% 17
Long Silver SLV 18.36 19.50 19.31 6.2% 15
Long Copper JJC 44.52 46.09 45.12 3.5% 13
Long Soyoil BOZ10 40.86 41.68 38.52 $492 2
There were no positions exited today.
Here we go again. What is the last thing I wish to do tomorrow? Short the powerful Russell 2000 Index. I have a signal to do just that. Right in the middle of a great rally. Also, the signal is a little marginal on statistics. It has generated 12 wins out of 12 trades historically, for 100%. Note that this is hardly credible statistically. Also, the initial ETF stop is 3.7% for 20% of the portfolio. I am bit scared on what it might do to our returns. However, I was hesitant on our signals earlier this year to short the Euro Currency based upon a nine for nine record, and it turned out to be one of the best trades of the year.
I want to report a revision in the rate of return for the end of August. The originally quoted year-to-date return was 9.6%; it is now restated to 9.2%. The annualized return drops from 14.8% to 14.2%. However, the same returns measured TODAY are now 10.6% with annualized 15.8%. This is in large part due to our signals on silver and copper. Note that each ETF position is assumed to comprise 20% of the portfolio. This means that we aren't always utilizing all of our capital in the ETF side of the world.
The following was suggested this week by my long-time friend, Dave:
I just finishing testing the relative percentage gains on the algorithmically generated futures signals, versus the percentage gains on the ETFs. As you will recall, the futures data were used to back-test the systems. We then apply those same trades to the ETFs, hoping that the small timing differences won't matter. Based upon almost 300 pieces of live data, I have verified that the ETF return was ever so slightly better than the futures. The difference was the smallest measurable quantity for our purposes, .1%. This result may not always be true, but happens to be true for this year, which is exactly what we had hoped. As we already know sometimes the futures trade turns out better and sometimes the ETF trade turns out better. In some instances, one may lose money while the other one makes money.
Special thanks to Dave.
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.
Interesting Situation
We were stopped out of our futures position in copper, with a nice profit,
CLOSED OUT SYMBOL ENTRY OUT PROFIT DAYS
Long Copper HGU10 328.35 342.50 $3,538 13
However, the ETF for copper did not hit its stop, so we are still long the copper ETF. Similarly, you will recall for silver, and we are sitting on a nice gain. Yesterday, saw the portfolio increase in value. Soyoil made a move of 2.3% right after we purchased it.
PORTFOLIO SYMBOL ENTRY CLOSE STOP PROFIT DAYS
Long British BPU10 155.34 153.65 148.67 -$1,056 17
Long British FXB 154.68 152.93 147.97 -1.1% 17
Long Silver SLV 18.36 19.36 18.85 5.4% 15
Long Copper JJC 44.52 46.09 45.47 3.5% 13
Long Soyoil BOZ10 40.86 41.79 38.52 $558 1
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 Spurposes 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.
CLOSED OUT SYMBOL ENTRY OUT PROFIT DAYS
Long Copper HGU10 328.35 342.50 $3,538 13
However, the ETF for copper did not hit its stop, so we are still long the copper ETF. Similarly, you will recall for silver, and we are sitting on a nice gain. Yesterday, saw the portfolio increase in value. Soyoil made a move of 2.3% right after we purchased it.
PORTFOLIO SYMBOL ENTRY CLOSE STOP PROFIT DAYS
Long British BPU10 155.34 153.65 148.67 -$1,056 17
Long British FXB 154.68 152.93 147.97 -1.1% 17
Long Silver SLV 18.36 19.36 18.85 5.4% 15
Long Copper JJC 44.52 46.09 45.47 3.5% 13
Long Soyoil BOZ10 40.86 41.79 38.52 $558 1
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 Spurposes 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.
Monday, September 6, 2010
Labor Day Monday
Many futures contracts traded today: currencies, stock indices, metals, etc. However, the actual stock markets we track were closed, therefore, you'll notice that there are no changes to the ETF prices below.
PORTFOLIO SYMBOL ENTRY CLOSE STOP PROFIT DAYS
Long British BPU10 155.34 154.14 148.67 -$750 15
Long British FXB 154.68 153.89 148.43 -0.5% 15
Long Silver SLV 18.36 19.42 18.86 5.8% 13
Long Copper HGU10 328.35 351.80 342.50 $5,863 11
Long Copper JJC 44.52 46.57 45.34 4.6% 11
No signals were exited and there are no new signals for tomorrow. Note that there is a signal to buy soy oil for tonight; that is a carryover from the data presented in the previous BLOG post.
Good luck and happy trading!
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.
PORTFOLIO SYMBOL ENTRY CLOSE STOP PROFIT DAYS
Long British BPU10 155.34 154.14 148.67 -$750 15
Long British FXB 154.68 153.89 148.43 -0.5% 15
Long Silver SLV 18.36 19.42 18.86 5.8% 13
Long Copper HGU10 328.35 351.80 342.50 $5,863 11
Long Copper JJC 44.52 46.57 45.34 4.6% 11
No signals were exited and there are no new signals for tomorrow. Note that there is a signal to buy soy oil for tonight; that is a carryover from the data presented in the previous BLOG post.
Good luck and happy trading!
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.
Saturday, September 4, 2010
Markets Rally on Friday with Jobs Report
Stock market indices led the way upward on Friday. The other investments we track also rose by in large. Our portfolio gained in value:
PORTFOLIO SYMBOL ENTRY CLOSE STOP PROFIT DAYS
Long British BPU10 155.34 154.72 148.67 -$388 13
Long British FXB 154.68 153.89 147.87 -0.5% 13
Long Silver SLV 18.36 19.42 18.89 5.8% 11
Long Copper HGU10 328.35 349.35 342.50 $5,250 9
Long Copper JJC 44.52 46.57 45.66 4.6% 9
No positions ended on Friday.
There are two new futures signals for Monday: buy Soy Oil and buy Soybeans. There are no analogous ETF contracts for these grains (there is only the grain index, which is a mixture of all the grains: JJG). Since the Soy Oil contract has the better historical record, we will track it here in the BLOG. The algorithmic system had 18 trades with 15 wins for a win-ratio of 83%.
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.
PORTFOLIO SYMBOL ENTRY CLOSE STOP PROFIT DAYS
Long British BPU10 155.34 154.72 148.67 -$388 13
Long British FXB 154.68 153.89 147.87 -0.5% 13
Long Silver SLV 18.36 19.42 18.89 5.8% 11
Long Copper HGU10 328.35 349.35 342.50 $5,250 9
Long Copper JJC 44.52 46.57 45.66 4.6% 9
No positions ended on Friday.
There are two new futures signals for Monday: buy Soy Oil and buy Soybeans. There are no analogous ETF contracts for these grains (there is only the grain index, which is a mixture of all the grains: JJG). Since the Soy Oil contract has the better historical record, we will track it here in the BLOG. The algorithmic system had 18 trades with 15 wins for a win-ratio of 83%.
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.
Thursday, September 2, 2010
No New Signals for Friday
There are no new signals for Friday. Here is the current portfolio:
PORTFOLIO SYMBOL ENTRY CLOSE STOP PROFIT DAYS
Long British BPU10 155.34 154.16 148.67 -$738 11
Long British FXB 154.68 153.23 147.77 -0.9% 11
Long Silver SIU10 18.365 19.672 18.875 $6,535 9
Long Silver SLV 18.36 19.23 18.7 4.7% 9
Long Copper HGU10 328.35 336.10 339.45 $1,938 7
Long Copper JJC 44.52 46.46 46.92 4.4% 7
Note the good gains in copper and silver.
The new position in silver futures was (unfortunately) stopped out very quickly.
CLOSED OUT SYMBOL ENTRY OUT PROFIT DAYS
Long Silver SIU10 19.432 19.475 $215 7
If you didn't get out, you are very lucky, because silver soared. Have a great day!
Sincerely,
Dan
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.
PORTFOLIO SYMBOL ENTRY CLOSE STOP PROFIT DAYS
Long British BPU10 155.34 154.16 148.67 -$738 11
Long British FXB 154.68 153.23 147.77 -0.9% 11
Long Silver SIU10 18.365 19.672 18.875 $6,535 9
Long Silver SLV 18.36 19.23 18.7 4.7% 9
Long Copper HGU10 328.35 336.10 339.45 $1,938 7
Long Copper JJC 44.52 46.46 46.92 4.4% 7
Note the good gains in copper and silver.
The new position in silver futures was (unfortunately) stopped out very quickly.
CLOSED OUT SYMBOL ENTRY OUT PROFIT DAYS
Long Silver SIU10 19.432 19.475 $215 7
If you didn't get out, you are very lucky, because silver soared. Have a great day!
Sincerely,
Dan
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.
Wednesday, September 1, 2010
SPECIAL POST: BLOG'S RATE OF RETURN
The BLOG generates signals for the markets it follows purely algorithmically. Formulas are applied to data that have been back-tested to determine entry and exit points. For your convenience, this Rate of Return Post will appear for the next month in the box immediately to the right.
The Year-to-Date ETF return is: 9.6%. This is for the period from January 7 to August 31. This means $1,000,000 would have become $1,096,418. By contrast, a $1,000,000 CD yielding 1.5% would have grown to $1,009,740. A $1,000,000 investment in the S&P 500 Stock Index from Jan 7 to August 31 would have decreased to $946,288.
The annualized ETF return to the end of the year would be 14.8%. This assumes that the investment grows at the same rate to the end of the year.
For futures, an investment in one contract in each position returned $63,435 for an annualized return of $97,696. Two contracts would return twice that, etc.
For ETFs, the assumptions on return are shown in the BLOG Post of March 9. One key assumption is that each signal receives a 20% share of the total investment, up to a maximum of 5 ETF positions at any given time. The results also assume no commissions; there are some brokers who allow this. For those that charge commissions on ETFs, the amount by which the returns are decreased depends upon the size of the total portfolio. For example, a $6 commission on a $20,000 trade affects the return far less than on a $100 trade. The returns on futures assume no commissions and that one would have had access to my intra-day stops, which are computed continuously throughout the day.
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.
The Year-to-Date ETF return is: 9.6%. This is for the period from January 7 to August 31. This means $1,000,000 would have become $1,096,418. By contrast, a $1,000,000 CD yielding 1.5% would have grown to $1,009,740. A $1,000,000 investment in the S&P 500 Stock Index from Jan 7 to August 31 would have decreased to $946,288.
The annualized ETF return to the end of the year would be 14.8%. This assumes that the investment grows at the same rate to the end of the year.
For futures, an investment in one contract in each position returned $63,435 for an annualized return of $97,696. Two contracts would return twice that, etc.
For ETFs, the assumptions on return are shown in the BLOG Post of March 9. One key assumption is that each signal receives a 20% share of the total investment, up to a maximum of 5 ETF positions at any given time. The results also assume no commissions; there are some brokers who allow this. For those that charge commissions on ETFs, the amount by which the returns are decreased depends upon the size of the total portfolio. For example, a $6 commission on a $20,000 trade affects the return far less than on a $100 trade. The returns on futures assume no commissions and that one would have had access to my intra-day stops, which are computed continuously throughout the day.
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.
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