There is a new signal to buy Crude Oil: historically it has had 36 wins out of 50 trades for a 72% win-ratio. The symbols are: CLZ10 and OIL.
Technically, Platinum was stopped out intra-day, so we will exit the ETF on the open in the morning.
Here is our algorithmically-generated portfolio:
PORTFOLIO SYMBOL ENTRY CLOSE STOP PROFIT
Long Soy Oil BOZ10 40.86 49.75 45.45 $5,334
Long Platinum PLZ11 1696.20 1709.80 1709.8 $680
Long Platinum PTM 19.86 20.10 20.10 1.2%
Long Canadian CDZ10 97.92 98.42 96.12 $500
Long Canadian FXC 97.01 97.87 95.58 0.9%
Long British BPZ10 158.40 159.01 158.90 $381
Long British FXB 157.44 159.57 159.46 1.4%
Long Gold GCZ10 1340.40 1350.6 1348.2 $1,020
Long Gold GLD 129.93 131.92 131.69 1.5%
Long Soy Meal SMZ10 335.9 337.8 324.9 $190
If you wish to be notified of new posts, let me know at bassanalytics@live.com. I will send you an email every time there is a new post.Any views expressed herein are provided for informational purposes only and should not be construed in any way as an offer, an endorsement, or inducement to invest. Past performance is not indicative of future results. Investors should discuss any investment with their personal investment counsel. The quotes and symbols used in the BLOG are believed to be reliable, but no guarantees are made with regard to the accuracy. We may have positions in one or more of the ETFs or futures of the computer-generated signals.
Our purpose is to quantitatively analyze markets to identify trends and over-bought/over-sold situations. We use computer programs applied to large amounts of data and trade markets by mathematical algorithms. We track these algorithmically-generated trades with ETFs and Futures. This BLOG is provided free of charge. Any views expressed herein are provided for informational purposes only and should not be construed in any way as an offer, an endorsement, or inducement to invest.
Historical Returns
The following represents the BLOG's 2010 ETF returns vis-a-vis other benchmark investment measures:
------------$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."
No comments:
Post a Comment