New Signals:
Go LONG the Aussie Dollar: Symbols: ADH11 and FXA. Record: 22 wins out of 28 trades for 79%. Initial Stop: about 1.6%.
Go LONG the Russell 2000 Stock Market Index: Symbols: TFH11 and IWM. Record: 32 wins out of 34 trades for 94%. Initial Stop: about 2.5%.
This signal directly contradicts our signal to sell short the S&P 500 Index. Given the record of the Russell System, and the fact that the Russell signal is "fresher," we will go long the Russell and cover the short position in the S&P. Stock market signals are always "exciting" for me, because anything can happen. I've learned over the years that, at least for me, the stock markets are the most difficult to predict.
Our Portfolio:
Postion SYMBOL ENTRY CLOSE STOP PROFIT DAYS
Long Euro ECH11 129.72 136.70 133.76 $8,725 15
Long Euro FXE 129.88 136.28 133.35 4.9% 15
Long Cocoa CCH11 2936 3335 3118 $3,990 15
Long Sugar SBH11 31.39 32.31 31.75 $1,030 5
Short Corn CH11 656 644.25 647.75 $588 5
Long Wheat WZ10 829.25 844.50 839.25 $763 4
CLOSED OUT SYMBOL ENTRY OUT PROFIT DAYS
Long Lumber LBH11 307 313.3 $693 12
We'll Post Short S&P and Long Copper tomorrow after we know the exit points for the ETFs. We are exiting both on the New York Open.
If you wish to be notified of new posts, let me know at bassanalytics@live.com. I will send you an email every time there is a new post.Any views expressed herein are provided for informational purposes only and should not be construed in any way as an offer, an endorsement, or inducement to invest. Past performance is not indicative of future results. Investors should discuss any investment with their personal investment counsel. The quotes and symbols used in the BLOG are believed to be reliable, but no guarantees are made with regard to the accuracy. We may have positions in one or more of the ETFs or futures of the computer-generated signals.
Our purpose is to quantitatively analyze markets to identify trends and over-bought/over-sold situations. We use computer programs applied to large amounts of data and trade markets by mathematical algorithms. We track these algorithmically-generated trades with ETFs and Futures. This BLOG is provided free of charge. Any views expressed herein are provided for informational purposes only and should not be construed in any way as an offer, an endorsement, or inducement to invest.
Historical Returns
The following represents the BLOG's 2010 ETF returns vis-a-vis other benchmark investment measures:
------------$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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