Gold, Heating Oil, and the Canadian Dollar all fell today, and the BLOG was short all three. These are the ETF positions. If you also follow futures, the soybeans plummeted for a very large gain to our short postion. Our soyoil was stopped out with a nice gain. Note that three of these signals were put into the portfolio just yesterday. In the introduction to the BLOG it says: "there is a time to be long, a time to be out, and possibly a time to be short."
PORTFOLIO SYMBOL ENTRY CLOSE STOP PROFIT DAYS
Short Gold GCZ10 1403.00 1368.50 1378.9 $3,450 6
Short Gold DGZ 15.27 15.89 15.77 4.1% 6
Short Canadian CDZ10 98.98 97.75 98.32 $1,230 1
Short Canadian FXC 97.57 97.30 97.87 0.3% 1
Short Heating Oil HOJ10 236.86 230.90 233.28 $2,503 1
Short Heating Oil UHN 27.72 27.47 27.75 0.9% 1
Short Soybeans SF11 1286.25 1219.75 1255 $3,325 1
My apologizes for the last couple of days: the number of days in the positions were incorrect, and have corrected them.
There are no new algorithimically generated signals for tomorrow.
If you wish to be notified of new posts, let me know at bassanalytics@live.com. I will send you an email every time there is a new post.Any views expressed herein are provided for informational purposes only and should not be construed in any way as an offer, an endorsement, or inducement to invest. Past performance is not indicative of future results. Investors should discuss any investment with their personal investment counsel. The quotes and symbols used in the BLOG are believed to be reliable, but no guarantees are made with regard to the accuracy. We may have positions in one or more of the ETFs or futures of the computer-generated signals.
Our purpose is to quantitatively analyze markets to identify trends and over-bought/over-sold situations. We use computer programs applied to large amounts of data and trade markets by mathematical algorithms. We track these algorithmically-generated trades with ETFs and Futures. This BLOG is provided free of charge. Any views expressed herein are provided for informational purposes only and should not be construed in any way as an offer, an endorsement, or inducement to invest.
Historical Returns
The following represents the BLOG's 2010 ETF returns vis-a-vis other benchmark investment measures:
------------$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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