Our return on ETFs was 26.6% for 2010. There was a spectacular gain in futures as well. Our return compares favorably to the S&P 500 benchmark stock index, which returned less than 13%.
There are no new signals for tomorrow.
Our portfolio is shown below; we are disappointed only with our new lumber position. However, overnight in foreign markets lumber has increased in price by 1.5%. Whether this will last remains to be seen; however, it is encouraging.
PORTFOLIO SYMBOL ENTRY CLOSE STOP PROFIT DAYS
Long Coffee KCH11 208.80 232.50 228.5 $8,888 38
Long Coffee JO 57.57 62.10 61.03 7.9% 38
Long Euro ECH11 129.72 134.68 131.49 $6,200 9
Long Euro FXE 129.88 134.17 130.99 3.3% 9
Long Cocoa CCH11 2936 3100 2950 $1,640 9
Long Aussie ADH11 98.88 99.21 97.57 $330 7
Long Aussie FXA 100.24 100.26 98.60 0.0% 7
Long Lumber LBH11 307 297.6 284.7 -$1,034 6
See you tomorrow.
If you wish to be notified of new posts, let me know at bassanalytics@live.com. I will send you an email every time there is a new post.Any views expressed herein are provided for informational purposes only and should not be construed in any way as an offer, an endorsement, or inducement to invest. Past performance is not indicative of future results. Investors should discuss any investment with their personal investment counsel. The quotes and symbols used in the BLOG are believed to be reliable, but no guarantees are made with regard to the accuracy. We may have positions in one or more of the ETFs or futures of the computer-generated signals.
Our purpose is to quantitatively analyze markets to identify trends and over-bought/over-sold situations. We use computer programs applied to large amounts of data and trade markets by mathematical algorithms. We track these algorithmically-generated trades with ETFs and Futures. This BLOG is provided free of charge. Any views expressed herein are provided for informational purposes only and should not be construed in any way as an offer, an endorsement, or inducement to invest.
Historical Returns
The following represents the BLOG's 2010 ETF returns vis-a-vis other benchmark investment measures:
------------$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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