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."

Sunday, January 16, 2011

Signals for Monday

Our portfolio is in good shape We are disappointed with the Aussie, but happy with the Euro. Corn also did well for us in a short period of time. There is one new signal for tomorrow: buy the Japanese Yen. Track record: 31 wins out of 38 trades for 81%. Symbols are JYH11 and FXY.

While it makes me nervous to be long 3 foreign currencies at once, there are some mitigating factors.

1) We have already established some profits on the Euro.
2) The Aussie, Euro and Japanese Yen are distinctly different. Sometimes, the Yen and Aussie are negatively correlated for months.

However, often all the currencies run together in the same direction. Nonetheless, the track record on the Yen is quite good, so we hate to pass it up.

Our portfolio:

PORTFOLIO SYMBOL ENTRY CLOSE STOP PROFIT DAYS
Long Coffee KCH11 208.80 234.60 226.25 $9,675 35
Long Coffee JO 57.57 62.92 60.68 9.3% 35
Long Euro ECH11 129.72 133.73 131.49 $5,012 6
Long Euro FXE 129.88 133.20 130.97 2.6% 6
Long Cocoa CCH11 2936 3019 2950 $830 6
Long Aussie ADH11 98.88 98.21 97.57 -$670 4
Long Aussie FXA 100.24 99.13 98.48 -1.1% 4
Long Lumber LBH11 307 304.2 284.7 -$308 3


CLOSED OUT SYMBOL ENTRY OUT PROFIT DAYS
Long Corn CH11 633.5 642 $425 2

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.

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