We are back on line

Due to illness, we haven't been able to do updates on the BLOG. 

Our short corn position is still on, with a stop of 623.5.  It has a very large profit.

Our long cattle position was stopped out at 119.25, with a loss.

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. Follow us on Twitter at www.twitter.com/bassanalytics. 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. 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.

GCZ11 sold short at 1725, covered with stop at 1720.  This will mean no ETF trade.

  
Daniel F. Bass
Registered Investment Advisor
Fellow of the Society of Actuaries
http://www.bassanalytics.blogspot.com/
http://www.twitter.com/bassanalytics

 

End of the Week!

The markets have been wild the past several weeks.  Europe has dominated the landscape, with every day bringing new problems and more proposals for bailouts and austerity.  The effect on the US has been profound, and when the news that the Fed might intervene came, this caused further instability of US markets.  Overall, our results were mixed for our futures positions.  We were very lucky on the metals; while getting nothing right on the currencies.  Surprising, since normally the currencies have been good to us.  Hopefully, we'll continue to get our percentages.

The only signal for Sunday afternoon is another short gold!  Good luck!




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. Follow us on Twitter at www.twitter.com/bassanalytics. 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. 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.

Metals down sharply

Gold stopped out at 1714.70
Copper stopped out at 334.60
 

http://www.bassanalytics.blogspot.com/
http://www.twitter.com/bassanalytics

Sell Short Gold; Sell Short Copper

.....More Later.

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. Follow us on Twitter at www.twitter.com/bassanalytics. 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. 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.

Partial Wednesday Post

So far today, we have a signal to sell short the Swiss Franc:  SFZ11 and FXF.  Since the Swiss have tied themselves to the Euro, and the Euro is under heavy pressure, this signal seems reasonable.  The risk is about 1.4%.  Win-ratio:  9/10=90%.

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. Follow us on Twitter at www.twitter.com/bassanalytics. 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. 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.

Tuesday Post

We are long Soy and short corn, with stops at SF12  1170.25 and cz11  661.50.  We were stopped out of the Aussie with stop of ADZ11 at 1.0066.  We went long the NASDAQ, and the stop is NQZ11  2263.25.  Finally we went long coffee, and it has a stop of 235.00.  Coffee is by far the biggest gainer, and more than offsets the loss in the Aussie Dollar. 

For tomorrow, buy live cattle, symbol LCG12.

That's it for tonight.


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. Follow us on Twitter at www.twitter.com/bassanalytics. 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. 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.

Lots of Signals Pop Out Today

Buy the Aussie (ADZ11, FXA), buy Coffee (KCZ11, JO), buy Soybeans (SF12, NA) and sell short Corn (CZ11).   The short Nasdaq signal should be exited in favor of a long position.  That's it for now.

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. Follow us on Twitter at www.twitter.com/bassanalytics. 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. 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.

BLOG

Gold stopped out at 1783.40

Friday Post

The data for CD and SF have changed.  There are no signals on the Canadian Dollar and Swiss Franc.  Only short gold was valid.

 

Addendum to Friday post

Canadian. Cdz11 and fxc.
Swiss. sfz11 and fxf
Gold. gcz11 and gld.

Bass Market Analytics
Sent from my Wireless

Happy veterans day

Today is a very popular day for weddings: 11/11/11. We are in glendale for a wedding ourselves.

The computer sent me thee signals for tomorrow; buy the Canadian dollar, buy the Swiss franc and sell short gold. While we don't like to short gold in the midst of a bull market, I do like the fact that the currencies are a hedge relative to the gold. And, as evidenced by last night's action, all could be right. Last night everything plummeted at the open then rallied the rest of the day. Our Nasdaq position isn't looking too good aa a result.

Have a great weekend! We'll be publishing statistics sunday night.

Dan
Bass Market Analytics
Sent from my Wireless

Two NASDAQ Signals

It turns out that there were two independent signals to short the NASDAQ last night.  The one we are tracking in the BLOG has a stop of 2401.50.  The other has a stop of 2348.50 and was just stopped out.  This simply an fyi should you wish to cut your losses in this position.

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. Follow us on Twitter at www.twitter.com/bassanalytics. 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. 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.

Short Gold and the NASDAQ

Sell Gold GCZ11 at open 1759.60 with stop already at 1752.40.  Sorry for the tardiness of this post.  It is highly unusual for a drop of this magnitude in the first 45 minutes.  I also went short silver and copper, but they are already stopped out.  Also, sell short the Nasdaq at 2308.50 with stop at 2403.50.   
Unfortunately, our first Euro trade short was stopped out near the high, and then the Euro went down again.  This was simply bad luck, and it happens.  It is built into the statistical models.  Sometimes, you come very close.  Coffee was also stopped out intra-day, and one should exit the ETF in the morning.

Gold was actually stopped out with a profit in an hour after the 3pm Pacific Time open.  So were silver and copper.  So, I'll just have to post the BLOG a bit earlier in the day.  There is but a small window in which to do it.

We are are short the NASDAQ as of this afternoon, and the futures are up $145.

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. Follow us on Twitter at www.twitter.com/bassanalytics. 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. 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.

Get Out of Short Gold

My data source has revised itself, and I no longer have a sell signal on gold.  At the moment I got the revision, I was up $100, and at this moment the position is even.  Exit short and the BLOG will record this as a wash.

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. Follow us on Twitter at www.twitter.com/bassanalytics. 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. 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.

Stops

Gcz11. 1790
Ecz11. 1.3647
Bass Market Analytics
Sent from my Wireless

US Stock Markets Plummet As Dollar Rises

The Italian and Spanish economic troubles translated into currencies around the world falling relative to the US Dollar.  The Dollar's rise caused US Stock markets to fall sharply, with the Russell 2000 Stock Index Futures falling 4.8% to 716.40, a massive one-day drop. 

Coffee, the BLOG's only active position fell and then recovered to finish nearly unchanged.

The new signals for tomorrow appear below.  It will be difficult to short the Euro and Gold after their dramatic falls today.  However, for the technicians in the crowd, the Euro appears to be in a classic Head and Shoulders formation, indicating further declines ahead.  Price target:  130.

Tell your friends that the BLOG is back.  Our goal is to make money no matter what the markets are doing.  Money always seems to be moving into some investment, and out of another.




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. Follow us on Twitter at www.twitter.com/bassanalytics. 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. 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.

November Is Brewing a New Signal---Coffee

It has been slightly over four months since I published my last BLOG.  I stopped for personal reasons, and my absence was unavoidable.  I had hoped to document a second full year of wins, but with lapse in time that won't be possible. However, the systems are still delivering great results, regardless of the direction of the economy and of the general stock market.

During the past four months, I have dropped one group of systems from the BLOG's mathematical arsenal, and added a new replacement group.  The new bundle of systems (BASS 50) has shorter stops and higher win-ratios than the group that was dropped.  The rest of the systems are still running and delivering great results.

For today, we received a signal to buy Coffee.  The futures symbol is KCZ11 and the ETF symbol is simply JO.  Ironically, today I received an email article from Futures Magazine entitled "Is Coffee Ready to Perk Up?"  Coffee rose to over $3.00 this past year, and then proceeded to decline precipitously.  The futures market opens at 12:30 in the evening, and the system often gets stopped out in the first day.  However, once it gets momentun, it may run for many weeks.  If it gets stopped out overnight, I'll try and email those of you who are on the distribution list, so that you'll know that the ETF signal is negated.  The algorithm generated 17 trades, of which 13 were profitable, for a ratio of 76%.  The stop is about 1.9%.

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. Follow us on Twitter at www.twitter.com/bassanalytics. 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. 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.

Happy Independence Day!

It is my wish on this independence day that all the nations of the world that wish to be free, become free!  It is a cherished thing.  I am so grateful to be living where I do.

It is also my hope, that like the patriots here, that each nation become free because they do it for themselves, because they crave it.  Remember "give me liberty, or give me death" from Patrick Henry.

The nations that are ready will explode into freedom.  A nation that is ready can do it without the U.S. and Europe, and that nation will be grateful and not resentful.

The Middle East is ripe.....

Due to a personal issue, I may not be publishing any "normal" BLOG this week.  Perhaps this is why you are seeing something from my heart today.

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. Follow us on Twitter at www.twitter.com/bassanalytics. 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. 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.

Euro stop 144.97......

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. Follow us on Twitter at www.twitter.com/bassanalytics. 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. 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.

Bad Day for Long Corn......

Last week's Wall Street Journal had a bunch of analysts who were bullish on corn.  So, when we got our long signal we thought it was awesome.  Turns out, we should have been stopped out with a loss of $500.  However, the Corn price function was NOT continuous--it has gaps.  Corn gapped down twice before we were able to get out, and the dismal results are shown below.

We have signals to go long Gold and the Euro, and I think we should be short right now.  And long Coffee which looks good.  Who knows!  This markets are very though to trade.  Meanwhile the stock market soared.










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. Follow us on Twitter at www.twitter.com/bassanalytics. 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. 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.

New Signals.......

Buy Gold GCQ11 and Buy Euro ECU11



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. Follow us on Twitter at www.twitter.com/bassanalytics. 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. 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.

test test test




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. Follow us on Twitter at www.twitter.com/bassanalytics. 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. 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.

Blogger Not Doing So Well

ACTIVE	SYMBOL	ENTRY	CLOSE	STOP	PROFIT	DAYS
Buy Swiss	SFU11	119.03	120.32	119.06	$1,612	9
Buy Swiss	FXF	117.79	118.51	117.27	0.6%	9
Short Cattle	LCQ11	111.400	111.575	116.400	-$70	8
Today's Algorithms	wins	trades	%	Future	ETF
Go Long Aussie Dollar	65	86	76%	ADU11	FXA
Go Long Crude Oil	32	43	74%	CLQ11	OIL
Go Long Corn	32	37	86%	CZ11	N/a
Aussie opened at 105.64; stop is 105.89
Crude opened at 95.15; stop is 92.58
Corn opened at 650.50; stop is 640.50

CLOSED OUT	SYMBOL	ENTRY	OUT	PROFIT	DAYS
Short Copper	HGN11	407.05	411.45	-$1,100	2
Short S&P	ESU11	1265.00	1299	-$1,700	3
Short S&P	IVV	127.34	130.65	-2.5%	3
Short Canadian	CDU11	102.04	101.60	$440	5
Short Canadian	FXC	102.04	101.21	0.8%	5
Long Japanese Yen	JYM11	124.70	123.50	-$1,500	7
Long Japanese Yen	FXY	123.16	121.80	-1.1%	7
Short Cocoa	CCU11	2916	3076	-$1,600	13

It was impossible for me to update the BLOG tonight until now.  It was some kind of BLOG malfunction, because my other programs are running fine.  It is midnight Pacific Time.  Also,

it will not take the usual formatting.

We haven't done so well performance-wise lately; although today's algorithms look promising.

We apologize for yesterday; we were ill and couldn't update.

All the best,

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. Follow us on Twitter at www.twitter.com/bassanalytics. 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. 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.

BUY

August Crude Oil, December Corn and September Aussie.  More later.  Stop on Crude is 2500

  
Daniel F. Bass, FSA, MAAA
Bass Market Analytics
http://www.bassanalytics.blogspot.com/
http://www.twitter.com/bassanalytics

 

Here Are Today's Results........

Our big disappointment was exiting the long Russell and Shorting the S&P.  Our only solace at this point is that it is the "down" season for stocks........."Sell in May and go away."  Does anyone know the statistics?  On average, if one had invested in November and Sold in May and stayed out of the market the rest of the year, the return would have been the same as if one had stayed in all year.  That means, there were some rip-roaring declines in those months.  I may not have it exactly right; maybe an astute reader can correct me on this one.  Anyway, there is still hope our algorithm will be profitable.





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. Follow us on Twitter at www.twitter.com/bassanalytics. 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. 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.

One signal tonight to short copper.  Details of all other positions to follow.

  
Daniel F. Bass, FSA, MAAA
Bass Market Analytics
http://www.bassanalytics.blogspot.com/
http://www.twitter.com/bassanalytics

 

Coffee stopped out at 250.90

  
Daniel F. Bass, FSA, MAAA
Bass Market Analytics
http://www.bassanalytics.blogspot.com/
http://www.twitter.com/bassanalytics

 

Overnight Gold stoped out at 1497.30

  
Daniel F. Bass, FSA, MAAA
Bass Market Analytics
http://www.bassanalytics.blOveogspot.com/
http://www.twitter.com/bassanalytics

 

Good Friday and Lots of Interesting Implications for Monday............

New  Signals appear in the Table Below and are quite interesting:  short the S&P, short Gold, and go long Coffee.  These are biggies!

Friday's action saw most of our positions in increase in value.  The biggest gainer was short Canadian, and we made money short the Euro, long the Japanese Yen, and long the Swiss Franc.  This is certainly a time when the U.S. Dollar is moving differently against the major currencies.  There is so much going on in the world right now economically, and each country has its own particular set of strengths and weaknesses vis-a-vis the Dollar.









Questtions?   Please let me know.

Dan




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. Follow us on Twitter at www.twitter.com/bassanalytics. 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. 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.

Euro Update

Stop 141.85

  
Daniel F. Bass, FSA, MAAA
Bass Market Analytics
http://www.bassanalytics.blogspot.com/
http://www.twitter.com/bassanalytics

 

No Abbreviated Post Tonight........

I was unable to give a full narrative last night, so tonight I will spend some extra time describing what is happening with the BLOG, and give also a slight flavor for what is transpiring in the markets.

As you may know, we ran a clip of the Great Jim Rogers over the weekend.  He is one of the best predictors of the markets usually many years before the rest of us "get it."  Well, he is about as bearish on the U.S. Dollar as anyone I've heard, but he said that there could be a short rally.  Why?  Because 97% of investors were bearish on the Dollar, and he says that when such contrary extremes are reached, the opposite is usually true.  Another example would be extremely bearish sentiment right before a great stock market rally.  Well, you get the point.

At the time, everything looked bleak for the Dollar, just as things usually do at a bottom.  We were, and still are, long the Swiss Franc and the Japanese Yen.  Yet, tonight, I get signals to sell short the Euro and the Canadian.  Are the numbers vindicating Jimmy.  We'll see.

In any event, this hasn't been the best of weeks for the BLOG.  We got stopped out of Gold in one night (Dollar strength) and didn't follow Silver or Platinum signals due to contagion risk.  Our short cocoa position improved slightly.  Our long Swiss improved slightly.  Our long Japanese Yen worsened slightly.

We were stopped out of Soybeans with a loss, and didn't follow the Soymeal signal since it duplicated the Soy.  We were stopped out of Sugar with a loss in an intra-day downturn, only to find that Sugar completely recovered on the day.  That hurts!  This is another commodity that Rogers says is under-valued.

We went long Wheat, it plummeted, then recovered.  Now it is above yesterday's close with a stop that hopefully will lock in our profits.  Grains gap; however, so nothing is "locked in."

Well, that's it for tonight from the peanut gallery.  Have a great day!








Any questions are always welcome!




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. Follow us on Twitter at www.twitter.com/bassanalytics. 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. 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.

New Signals are Intriguing---

Short Euro and Short Canadian

  
Daniel F. Bass, FSA, MAAA
Bass Market Analytics
http://www.bassanalytics.blogspot.com/
http://www.twitter.com/bassanalytics

 

Final Post

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. Follow us on Twitter at www.twitter.com/bassanalytics. 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. 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.

Quick Summary

Buy Swiss Franc
Short Live Cattle
Buy Wheat
Buy Soymeal
Buy GOLD
Buy Silver
Buy Platinum
 
Either my algorithms are wrong, or they indicate that another commodity move is coming.

  
Daniel F. Bass, FSA, MAAA
Bass Market Analytics
http://www.bassanalytics.blogspot.com/
http://www.twitter.com/bassanalytics

 

A Plethora of Signals

A few days ago, I commented about how lackluster the new algorithms had been.  Sure enough, that has all changed today.  There are a total of 7 new signals, not 6 as previously reported.  The reason for the disparity is that I produced the first BLOG today shortly before 3pm Pacific Time.  However, data for the Russell 2000 Stock Market Index is not available until 5pm Pacific Time:  we now have a buy on the Russell.  Yes, some of these signals are short-lived; others go for months.

We'll need some time to contemplate what to do with so many signals.  There is lots of possible contagion here.  Since we're already long Gold, I think we'll skip Silver this time around.  The Russell is our only stock market signal, so we'll follow it.  Soy would be our only food, and as you heard from Jim Rogers, food is likely to go much higher.  Of the three currencies, I'll take the Swiss Franc, since is based upon an intrinsically better-run economy than the British Pound.  Also, the Japanese Yen has been one of the strongest currencies for the year.  Many times, it used to go the opposite direction of the Swiss Franc (thus, a hedge) but not so much recently.

That's all for now.  As always, I'm open for questions.












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. Follow us on Twitter at www.twitter.com/bassanalytics. 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. 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.

After Days of Quiet......Comes The Storm!

I have only preliminary results so far, but for those of you who wish advanced warning, here it is:

Buy Silver
Buy British
Buy Swiss
Buy Japanese Yen
Buy Soybeans
Buy Sugar

Normal detailed BLOG will follow later.



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. Follow us on Twitter at www.twitter.com/bassanalytics. 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. 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.

Gold Up Today; Copper Falls.........

We made money.

There are a number of technicalities that I wish to explain for today's BLOG. 

First, we went short copper last night.  Happily, Copper gradually fell and fell.  The final stop published by the BLOG last night was 407.85, which would have locked in over $500 per contract on copper.  However, intra-session copper fell even further, hence the much bigger profit shown below.  My computer runs 24 hours per day, 5 days per week, and continuously produces stops.  I got out of my own position at the lower value.  I hope someday to be able to link continuous order updates in such a way as to be useful, but not too voluminous.  I say this, because it is not uncommon for me to get over 500 updates per day.

Second,  our signal was to short cocoa, not go long.  If you did go long, you made money today.  If you didn't go long, you can go short at a better price in the next session.  "Food" for thought.

If you strictly followed the exact BLOG stops on Gold, you wouldn't have been stopped out.  However, as alluded to above, the system calculates stops continuously.  So, the gold stop moved up while I slept, took out the position with a profit.  A new signal re-validates gold for today.  If you simply followed the BLOG stops on gold, you would be happy, for you would still be in Gold at much higher prices.  The ETF is still long as well.  For completeness, I showed the BLOG entering and exiting, but you would have been better off just staying put.





Best of luck; 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. Follow us on Twitter at www.twitter.com/bassanalytics. 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. 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.

Another Signal to Buy Gold

Gold was stopped out, but another signal says buy!

  
Daniel F. Bass, FSA, MAAA
Bass Market Analytics
http://www.bassanalytics.blogspot.com/
http://www.twitter.com/bassanalytics

 

Small Correction......

I went short HGN11 (july) instead of HGU11 (September).  Although the open interest is larger for September than for July, the July Contract still dominates the volume  The stop on July Copper is 407.85.
If you went for September, eamil me, and I'll  publish whatever I have.  Thanks.

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. Follow us on Twitter at www.twitter.com/bassanalytics. 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. 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 Gold is Up!!!!!!!!!!!!

Our gold and corn have made some strong, quick profits and locked them in with stops.  Two new signals for Monday.








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. Follow us on Twitter at www.twitter.com/bassanalytics. 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. 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.

Updated Post.....Gold Stop was wrong..........

It should have been 1507.1

  
Daniel F. Bass, FSA, MAAA
Bass Market Analytics
http://www.bassanalytics.blogspot.com/
http://www.twitter.com/bassanalytics

 

BUY GOLD!!!!!

There is a second signal (redundant) to buy Gold.  It's record is even better with respect to its win-ratio:  26/30=87%.  However, the expected profit of the system below is fully triple that of the system yielding 87%.

We really haven't done all that well lately.  Losers and a couple of winners.  However, our mathematical systems are supposed to adjust to the environment inherent in the data.












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. Follow us on Twitter at www.twitter.com/bassanalytics. 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. 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.

Sell Short the New Zealand Dollar, Market on Open

  
Daniel F. Bass, FSA, MAAA
Bass Market Analytics
http://www.bassanalytics.blogspot.com/
http://www.twitter.com/bassanalytics

 

BIG SIGNAL

Buy August Gold, Market on Open.  There are two signals.
 


  
Daniel F. Bass, FSA, MAAA
Bass Market Analytics
http://www.bassanalytics.blogspot.com/
http://www.twitter.com/bassanalytics

 

Bristish Pound Stop 161.25

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. Follow us on Twitter at www.twitter.com/bassanalytics. 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. 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.

Corn Wins for the BLOG on the Day......

Our porfolio today consisted of one position, but we a grateful that we were not exposed to equities today.

Have a great day!







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. Follow us on Twitter at www.twitter.com/bassanalytics. 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. 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.

Two new signals to sell short the Pound.........

Another signal to short Corn, but we are already short so that signal is redundant.



Two signals with great records 15/15 and 13/15 to sell short the British Pound BPU11
.

One more signal to buy Copper HGN11  The stop is $1100 and has usually a short duration.



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. Follow us on Twitter at www.twitter.com/bassanalytics. 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. 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 Small Portfolio Persists.........

Remember the days when the algorithms would kick out five signals in one day?  Not so now.  The mathematical formulas are going through a period of relative "silence."  Why?  Because theoretically, there are times when it is better to be out of any markets and preserving the capital that one has.  There is one new signal for tomorrow, complete with stop already.  We will pass on the ETF for this particular algorithm, since the percentage stop would be too deep for our comfort levels.







https://spreadsheets.google.com/spreadsheet/ccc?key=0AtYsMnbdw73BdGd3UVpxRURkTXpQVHpmc043emFvY1E&hl=en_US&authkey=CKfRxKYB


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. Follow us on Twitter at www.twitter.com/bassanalytics. 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. 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.

Bad Day for the BLOG..........

Although, we show Cotton Long, our December Position was stopped out overnight; therefore, we will exit the ETF in the morning, possibly with a profit.  Also, our new Copper position entered, HGN11, at 403.55, and the stop is at 407.95, just a hair away from the market.  If the stop is hit in the overseas session, it will invalidate the ETF JJC.

We must accept that 80% means 2 losers out of every 10 trades.  As we've said before, the markets have their way of humbling us.  I hope you are enjoying our efforts.  We are ahead of the S&P year-to-date.  We'll document everything in a future BLOG.  Sorry for the late Post tonight.










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. Follow us on Twitter at www.twitter.com/bassanalytics. 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. 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.

One New Signal......Sell Short Copper

Details will be published later.


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. Follow us on Twitter at www.twitter.com/bassanalytics. 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. 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.

Globex Session Has Begun......Stops Available

SMN11 entry 372.6  stop  368.60

CTZ11  entry 133.50  stop 128.90

Have a nice evening in the Western Hemishpere, and a great day in the Eastern!


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. Follow us on Twitter at www.twitter.com/bassanalytics. 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. 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.

BLOG Makes Money Amid Stock Market Collapse.........(Revised)

The S&P 500 Index fell 1.4% today as the Dollar rose!  The Dollar rose, yes, that's not a misprint.  There were some woes for the Euro, but in addition, I believe that the Dollar is short-term oversold. 

There is revised verbiage below concening Futures and ETF symbols.  It is in bold italics.

We have two new signals for tomorrow that are shown below.

If you would like to listen to a real financial guru go to the following link

http://www.bloomberg.com/video/70751156/

What do you think of his opinion?  He has been right for the past ten years.


Coincidentally, the signals for Monday concur with his opinion.





SPECIAL NOTE on Symbols:  Soymeal is SMN11 with no ETF.  This is pretty standard.  The ETF for Cotton is BAL.  This is also nothing new.  However, for the future there is a choice.  While July Cotton still has the most volume, symbol CTN11, the symbol with the most open interest (or contracts outstanding) is December Cotton, symbol CTZ11.  July Cotton sells for around $133 per bushel while July Cotton sells for around $150.  Earlier contracts of Cotton this year sold for over $200 per bushel!  Which will I do?  Usually the choice is easy.  Just in case this turns out to be a longer term signal a la Jim Rogers' recommendations, I will choose to follow December Cotton in the BLOG.

https://spreadsheets.google.com/spreadsheet/ccc?key=0AtYsMnbdw73BdDFlMnl0dVhFMlU4ZFk4X1BsTWZZM0E&hl=en_US&authkey=CN2DmwU



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. Follow us on Twitter at www.twitter.com/bassanalytics. 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. 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.

Corn Stopped Out at 392.25

  
Daniel F. Bass, FSA, MAAA
Bass Market Analytics
http://www.bassanalytics.blogspot.com/
http://www.twitter.com/bassanalytics

 

Extra

Jimmy Rodgers is on bloomberg right now. He is my hero.
Bass Market Analytics

No ETF copper since future stopped

Bass Market Analytics

Copper Stop Falls to 408.50

Bedtime cometh.  It would be fun to be in Europe right now.

  
Daniel F. Bass, FSA, MAAA
Bass Market Analytics
http://www.bassanalytics.blogspot.com/
http://www.twitter.com/bassanalytics

 

Copper Stop Now HGN11 408.75

  
Daniel F. Bass, FSA, MAAA
Bass Market Analytics
http://www.bassanalytics.blogspot.com/
http://www.twitter.com/bassanalytics

 

Intra-Session Update

Sell CN11 449 stop; buy HGN11 408.85 stop.

  
Daniel F. Bass, FSA, MAAA
Bass Market Analytics
http://www.bassanalytics.blogspot.com/
http://www.twitter.com/bassanalytics

 

Lackluster Day for the BLOG......

Stock Markets were strong today, but not much going on here at the BLOG.  The new signals track their performance with 80th percent win-ratios, so they look pretty good.  All the best of luck!





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. Follow us on Twitter at www.twitter.com/bassanalytics. 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. 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.

Buy Corn and Sell Short Copper

  
Daniel F. Bass, FSA, MAAA
Bass Market Analytics
http://www.bassanalytics.blogspot.com/
http://www.twitter.com/bassanalytics

 

Copper filled overnight at 410.10..............

Short Aussie filled at 105.84
Long Natural Gas filled at 4.635

There are now no active positions for futures nor ETFS.

Sometimes it is better to be out!
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. Follow us on Twitter at www.twitter.com/bassanalytics. 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. 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.

Three new Signals for Tomorrow......

Our coffee exited with a small gain on the futures, but a loss for the ETF.  Three new signals indicate a possible change in the market for the U.S. Dollar and the Economy in general.  The new signals are shown with their records in the table below.  Their progress overseas is also shown. 
Our New, Active, and Closed Out Positions Appear in the Table Below:


As we write this, the future on Natural Gas was already stopped out.  Some really bad news must have come out.






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. Follow us on Twitter at www.twitter.com/bassanalytics. 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. 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.

Intra-Day Post

Sell Short Aussie, Sell Short Copper, and go Long Natural Gas.
 
Details to follow.

  
Daniel F. Bass, FSA, MAAA
Bass Market Analytics
http://www.bassanalytics.blogspot.com/
http://www.twitter.com/bassanalytics

 

Many positions end today........

Well, this time the mathematics took us out of being short the Russell by just a dime.  Since we were stopped out of our position, the market closed down.  Then, overnight, it is trading lower.  Well, we just missed a really good short trade.  Note, we did make money on the trade.  The Algorithm which generated it is still 97% profitable.  Whoppee!

The new signal to buy Copper has already been stopped out with a loss, and is reflected in the table below.


Our Active and Closed Out Positions Appear in the Table Below:









https://spreadsheets.google.com/spreadsheet/ccc?key=0AtYsMnbdw73BdElueEx2RG85Uk9jSGhCT1kwRS1vTmc&hl=en_US&authkey=CNjd_JkK





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. Follow us on Twitter at www.twitter.com/bassanalytics. 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. 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.

Copper stopped out at 409.85

  
Daniel F. Bass, FSA, MAAA
Bass Market Analytics
http://www.bassanalytics.blogspot.com/
http://www.twitter.com/bassanalytics

 

Tuesday Intra-Day Update.......

Buy Copper, Exit Long Soybeans, Sell Short Soybeans, Coffee Stop 261.45, Exit Soymeals.
 
Unfortunately, we were barely stopped out of our short Russell position, then it collapsed further.  
 
Complete update later.

  
Daniel F. Bass, FSA, MAAA
Bass Market Analytics
http://www.bassanalytics.blogspot.com/
http://www.twitter.com/bassanalytics

 

Russell Plummets After BLOG Signal to Go Short........

In spite of a seemingly oversold stock market, the Russell 2000 Index was down 1.5% today.  The futures were up $1,270 per contract.  The stop has moved way down, and will help to ensure a profit.  We recorded the results of IWM, the ETF, as usual.  But we also show for illustrative purposes, SHRTY (shorty! isn't that funny) which utilizes 3-1 leverage.  Note that its percentage return for the day was 4.4%, which is almost 3 times the IWM return for the day.  One of our readers was interested in knowing this.  However, SHRTY won't contribute to the return of the BLOG ETF portfolio, since it is leveraged.

In spite of being right on the direction of the stock market, we lost money on the day because our coffee signal was dead wrong, as was our silver signal.  That's OK.  We are interested in the percentages long-term.  We can't make money every  day, or even every week.  But we seek to be right at least 70% of the time, and make money when the year is over.  That's the way the algorithms should work.  But there are no guarantees in life......are there?

New Signals:

Our earlier signal to go long the Swiss Franc changed to no signal when data revisions were made by my source.  Sorry for any inconvenience.  I double-checked, and sure enough, there was a signal generated at 2pm Pacific Time, and now at 7:23pm, there is no longer a valid signal.  Sometimes just a slight change in data can cause this.  If a formula generates a value that is "just on the mathematical edge," then a slight change can change the signal.  Mostly, even with data revision, this doesn't happen because the signal is more squarely in a definitive mathematical range.

Go LONG Coffee:   Market On Open.  Symbols: KCN11 and JO.   Record: 66 wins out of 87 trades for 76%.  Stop:  about 1.6%.  Gulp!  This signal causes me consternation because it was a loser last night.  Statistically, we shouldn't care about what our last "coin flip" was, since these events are assumed to be independent.

That's it for this evening.  Good Health to You!



Our Active and Closed Out Positions Appear in the Table Below:






https://spreadsheets.google.com/spreadsheet/ccc?key=0AtYsMnbdw73BdHZNSXZ4SEhwVlBBbHVBZGdJTWJxV3c&hl=en_US&authkey=CJ_Z_KsF


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. Follow us on Twitter at www.twitter.com/bassanalytics. 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. 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.

Intra-day Update

The Russell plummeted today, making money for us.  TFM11 "locked-in" profits with the stop now at $803.50.  Our coffee was stopped out, unfortunately.  
 
New signals:  buy coffee, buy Swiss Franc.
 


  
Daniel F. Bass, FSA, MAAA
Bass Market Analytics
http://www.bassanalytics.blogspot.com/
http://www.twitter.com/bassanalytics

 

Stops

Futures Coffee Stopped out Overnight thereby invalidating JO.
 
Short Russell Stop moves down to 808.60.

  
Daniel F. Bass, FSA, MAAA
Bass Market Analytics
http://www.bassanalytics.blogspot.com/
http://www.twitter.com/bassanalytics

 

Russell futures stop 823.00; entry 808.60

Silver stopped out at 36.48

Bass Market Analytics

BLOG Rises Today As Stock Market Falls! We get a Stock Market Signal........

The Russell 2000 Stock Index Futures fell another 1.5% today.  Our futures portfolio rose sharply as we were long soybeans and soymeal.  We had no ETF active positions on Friday.  However......

New Signals:

Go SHORT Silver:  Market On Open.  Symbols: SIN11 and SLV.  Record: 16 wins out of 22 trades for 72%.   Initial Stop:  a shallow .7%.

Go LONG Coffee:  Market On Open.  Symbols: KCN11 and JO. Record: 66 wins out of 86 trades for 77%.   Initial Stop:  about 1.6%.

Go SHORT Russell:  Market On Open.  Symbols:  TFM11 and IWM.  Record:  35 wins out of 36 trades for 97%.  The initial stop is about 1.7%.  The market has fallen for 5 consecutive weeks, so caution is warranted here.  While the statistical record is very good, there are no guarantees in life except death and taxes.


For the first five months of the year (through June 3, today), one futures contract has earned $58,534 which would annualize to over $138,000.  Note: annualization is a mathematical result only, and should not be construed as an expected value or projection.  The ETFs have earned 2.9%, slightly below the S&P 500 (without dividends) at 3.4%.  This would annualize the BLOG to 6.8% and the S&P to 8.0%.  See our BLOG page on "Shortcomings and Limitations" for an explanation of how our calculations are done.  Of course, our desire would be to beat the S&P for the year, like we did last year.  Only time will tell.

The BLOG's day-to-day fluctuations are much less volatile than the S&P.  This is because we have five positions, each of which may be positively, negatively, or non-correlated to equities.
Our Active and Closed Out Positions Appear in the Table Below:





https://spreadsheets.google.com/spreadsheet/ccc?key=0AtYsMnbdw73BdGZrc0pTamxjeTkyQnl1WnQ0dzBWNEE&hl=en_US&authkey=CPGwkbIN

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. Follow us on Twitter at www.twitter.com/bassanalytics. 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. 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.