Two More Market Days to Go and BLOG Ends First Year AT.........

...we won't know until tomorrow, but the year-to-date return today is 27.3% on our ETFs. The assumptions underlying this return on shown in the column on the right-hand side of the BLOG. We will be publishing a special BLOG post with more details, including a special measure with regard to the ETFs called "exposure of capital." I think that those of you who are assiduous in your investment knowledge will find this measure of risk quite interesting. As a preview, realize that our algorithmically-generated ETF portfolio allocates 20% of capital to each position, with a maximum of 5 positions possible. However, most of the time this year, we didn't have 5 active positions. Hence, our total capital was not always exposed to market risk. The return of 27.3% is based upon the capital gains for all of the capital, not just the portion exposed to risk at any given time. We will elaborate on this concept when we discuss the annual rates of return. Bottom line.....the un-leveraged risk-adjusted return is actually higher.

Our portfolio gained ground today, with all positions up, except for copper. However, overnight, copper is surging ahead again, probably sparked by Asian buying.

We will add no positions to the portfolio, since we are fully invested at 5 positions. However, note that we have a new signal to buy the New Zealand Dollar. The historical track record is 30 wins out of 37 trades for 81%. Again, this is presented for informational purposes only; we will not track this computer-trade in the BLOG.

PORTFOLIO SYMBOL ENTRY CLOSE STOP PROFIT DAYS
Long Coffee KCH11 208.80 239.65 226.25 $11,569 17
Long Coffee JO 57.57 63.91 60.34 11.0% 17
Long Sugar SBH11 29.20 33.83 31.33 $5,186 17
Long Sugar SBB 86.25 98.43 91.16 14.1% 17
Long Gold GCG10 1386.30 1413.5 1394.8 $2,720 8
Long Gold GLD 135.60 137.71 135.89 1.6% 8
Long British BPH11 154.11 154.91 150.99 $500 2
Long British FXB 152.98 154.11 150.21 0.7% 2
Long Copper HGH11 432.65 431.15 427.95 -$375 1
Long Copper JJC 57.63 57.39 56.96 -0.4% 1

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.