The portfolio continues to look good. Copper was stopped out after just two days. The anomaly: the future made a nice profit, but the ETF had a mild loss. This sometimes occurs because of timing differences. Likewise, the gold futures are ahead, but the gold ETF is behind. Again, timing differences accout for this, and over the entire year, the futures and the ETFs balanced out.
PORTFOLIO SYMBOL ENTRY CLOSE STOP PROFIT DAYS
Long Coffee KCH11 208.80 230.20 219.3 $8,025 10
Long Coffee JO 57.57 62.46 59.50 8.5% 10
Long Sugar SBH11 29.20 33.13 30.75 $4,402 10
Long Sugar SBB 86.25 97.05 90.08 12.5% 10
Long Gold GCG10 1386.30 1388.3 1361.3 $200 1
Long Gold GLD 135.60 135.05 132.42 -0.4% 1
CLOSED OUT SYMBOL ENTRY OUT PROFIT DAYS
Long Copper HGH11 421.60 426.10 $1,125 2
Long Copper JJC 56.89 56.80 -0.2% 2
There are no new signals for tomorrow.
If you wish to be notified of new posts, let me know at bassanalytics@live.com. I will send you an email every time there is a new post.Any views expressed herein are provided for informational purposes only and should not be construed in any way as an offer, an endorsement, or inducement to invest. Past performance is not indicative of future results. Investors should discuss any investment with their personal investment counsel. The quotes and symbols used in the BLOG are believed to be reliable, but no guarantees are made with regard to the accuracy. We may have positions in one or more of the ETFs or futures of the computer-generated signals.
Our purpose is to quantitatively analyze markets to identify trends and over-bought/over-sold situations. We use computer programs applied to large amounts of data and trade markets by mathematical algorithms. We track these algorithmically-generated trades with ETFs and Futures. This BLOG is provided free of charge. Any views expressed herein are provided for informational purposes only and should not be construed in any way as an offer, an endorsement, or inducement to invest.
Historical Returns
The following represents the BLOG's 2010 ETF returns vis-a-vis other benchmark investment measures:
------------$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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