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."

Tuesday, January 11, 2011

.....And the Boards Light Up

We are amazed that after a "dry" period of signals, that the Boards Lit Up Tonight. One signal to buy Silver, Euro Currency, Crude Oil, Cocoa, and Sugar. On top of these, there are three signals to buy Cotton. Since our portfolio already has one ETF position, we may only follow 4 of the signals to complete our portfolio. In order to decide what to do, we'll present the track records of each of the signals, and then make the best decisions possible.

1) Buy Silver. Symbols SIH11 and SLV. Track record 98 wins out of 125 trades for 78%. This has been a very short duration signal.

2) Buy Euro Currency. Symbols ECH11 and FXE. Track record 79 wins out of 99 trades for 80%.

3) Buy Crude Oil. Symbols CLH11 and OIL. Track record 38 wins out of 52 trades for 73%.

4) Buy Cocoa. Symbols CCH11 and NB. Track record 311 wins out of 386 trades for 81%. An impressive record, but a 6.6% initial stop is too much to risk on our ETF portfolio. A $1900 initial stop for the futures, so we'll track the futures in the BLOG, but not the ETF.

5) Buy Sugar. Symbols SBH11 and SGG. Track record 58 wins out of 97 trades for 60%. A good record, but unfortunately, an initial stop of 4.1% for the ETF is too high for our BLOG. We'll track the future but not the ETF.

6) Buy Cotton. Symbols CTH11 and BAL. Track record 42 wins out of 52 trades for 81%. Initial stop of 2.2% is acceptable.

So, for our ETFs we'll be following Silver, Euro, Crude and Cotton. We'll follow the futures for these as well. In addition, we'll follow the futures for Sugar and Cocoa.

Our portfolio looks like:

PORTFOLIO SYMBOL ENTRY CLOSE STOP PROFIT DAYS
Long Coffee KCH11 208.80 234.70 226.25 $9,713 30
Long Coffee JO 57.57 62.99 60.72 9.4% 30

And will soon be much larger.

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.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.
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