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.
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