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 $1,440 6
For tomorrow, there is but one new signal: buy the Swiss Franc. The Franc has risen steeply recently against the U.S. Dollar, and looks over-bought to me. Nonetheless, this system has a pretty good historical track record. There were 43 wins out of 54 trades for 80%. The symbols are SFZ10 and FXF.
Good night, and see you tomorrow.
If you wish to be notified of new posts, let me know at bassanalytics@live.com. I will send you an email every time there is a new post.Any views expressed herein are provided for informational purposes only and should not be construed in any way as an offer, an endorsement, or inducement to invest. Past performance is not indicative of future results.The quotes and symbols used in the BLOG are believed to be reliable, but no guarantees are made with regard to the accuracy.
Our purpose is to quantitatively analyze markets to identify trends and over-bought/over-sold situations. We use computer programs applied to large amounts of data and trade markets by mathematical algorithms. We track these algorithmically-generated trades with ETFs and Futures. This BLOG is provided free of charge. Any views expressed herein are provided for informational purposes only and should not be construed in any way as an offer, an endorsement, or inducement to invest.
Historical Returns
The following represents the BLOG's 2010 ETF returns vis-a-vis other benchmark investment measures:
------------$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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