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
------------$Initial-----%Growth----$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."
Thursday, March 31, 2011
Signals for Friday......
Wednesday, March 30, 2011
Two Realized Losses, and Two New Signals.........
There were no new signals for Wednesday
Monday, March 28, 2011
Not Much Happening in the BLOG..........
Sunday, March 27, 2011
No New Signals for Monday.........
Saturday, March 26, 2011
No New Signals for Monday........
All the best,
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.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.
Thursday, March 24, 2011
Mixed Results Today for the BLOG
We did a post that said do not enter the ETF on Cotton. This is because technically Cotton hit a trailing stop last night and exited with a gain of $690 (entered at 202.29 and exited at 203.67). Then (since no BLOG reader knew, and neither did I at the time), Cotton hit its bottom stop of -$2,300 at 197.69. However, it then made new highs and then closed at 208.82. At this point, if you were still in the position, the profit would have been over $3,000. At this moment, Cotton is trading at 205.62, and therefore the position would be up $1,500. Since we started the BLOG, we haven't had a problem with a trade to this extent. Cotton was extremely volatile last night, both to the upside and the downside, and our formulas are truly calculated dynamically. I was unable to update the BLOG until I had had a chance to examine the actual intra-day behaviour. We are sorry for any inconvenience that this has caused. Most nights, things are fairly simple, even with the dynamic formulas. Last night, this was not the case, and I was not in the office. Depending upon what you did, you might have done much better than the BLOG.
A simpler but similar situation took place with silver. Silver was stopped out last night, but has since rallied. Also, the same system that gave rise to the first signal was triggered again, so we show ourselves still long in the BLOG, with stops that are higher than yesterday's close (since the new position has rallied overnight), and is now profitable. Anyway the stops shown are valid, even though they look suspicious.
New Signal: Go LONG the Japanese Yen, Market On Open. Symbols: JYM11 and FXY. Record: 33 wins out of 39 trades for 85%. Initial Stop: about 121.66 for futures and about 1.6% for ETF. "Let the buyer beware." This currency has been more volatile than any other I know of.
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.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.
Crude Oil Stop Moves to $104.80 and $27.63
Sell Gold at $1437.30 and $140.27 Details Tonight
Do Not Go Long Cotton ETF
Wednesday, March 23, 2011
Three New Signals for Thursday.........
Our stops on British Pound, Crude Oil and Gold have locked in some unrealized profits. See the Table below for details. In addition, we have three new algorithmically-generated signals.
New Signals:
Go LONG Silver, market on open: Symbols: SIK11 and SLV. Record: 59 wins out of 72 trades for 82%. Initial Stop: about $2000 for futures and 1.1% for ETF.
Go LONG Cotton, market on open: Symbols: CTK11 and BAL. Record: 81 wins out of 95 trades for 85%. Initial Stop: about $2300 for futures and 2.3% for ETF.
Go LONG Cocoa, market on open: Symbols: CCK11 and NIB.Record: 323 wins out of 398 trades for 81%. Initial Stop: about $1900 for futures and 5.8% for ETF. This percentage goes beyond the BLOG's risk tolerance; therefore, we will not follow this ETF trade in the BLOG. We will instead follow only the future. This works out well, since we already have three ETF positions, so Cotton and Silver will bring us to our full 5 ETF positions.
The silver signal is scary because silver has had such a steep run-up; the cotton signal looks good, but the cocoa is scary because it has been in a fierce downtrend. In any event, 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.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.
Abbreviated Post for Now
Because of the presentation at California State University tonight, the full POST will be delayed until late.
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.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, March 22, 2011
Realized Losses for Positions Today
In addition, there were no new signals generated by the algorithms on the day.
Tomorrow, I look forward to speaking to a class of Finance Students at California State University Dominguez Hills.
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.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.
Monday, March 21, 2011
Mixed Day for the BLOG..........
Our ETF portfolio is full at five positions. However, there were more new algorithmic signals generated for tomorrow. Although we'll have to pass these signals up, we will list them herein for your information. Go long the following:
1) Cotton
2) Aussie Dollar
3) Canadian Dollar
4) Russell 2000 Stock Market Index
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.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.
Saturday, March 19, 2011
RECORD NUMBER OF SIGNALS FOR THE BLOG
First, we'll list all of the algorithmically-generated signals that the computer generated today, then, we'll give the statistics on those signals that we will follow in the BLOG. Our methodology limits the number of signals that we can follow. We will follow those with the best statistical records.
Go long: Corn, Gold, Coffee, Crude Oil, Silver, Platinum, Copper, S&P 500, and Cotton.
Go LONG CORN: Symbols: CK11 and CORN. Record: 12 wins out of 16 trades for 75%. Initial Stop: about $500 for futures and 1.4% for the ETF.
Go LONG GOLD: Symbols: GCJ11 and GLD. Record: 32 wins out of 37 trades for 86%. Initial Stop: about $2500 for futures and 1.1% for ETF. Note: there were actually 2 signals registered for GOLD.
Go LONG COFFEE: Symbols: KCK11 and JO. Record: 39 wins out of 51 trades for 77%. Initial Stop: about $2150 for futures and 2.1% for ETF.
Go LONG CRUDE OIL: Symbols: CLK11 and OIL. Record: 39 wins out of 54 trades for 72%. Initial Stop: about $1500 for futures and 1.5% for ETF.
The S&P signal is intriguing, but at 4 wins out of 4 trades (100%), it is not statistically credible. Note that our short Corn and short Gold trades made money. We are not out of these trades and reversing our positions by going long!
Good luck to all!
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.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.
Friday, March 18, 2011
EXTRA: Record Number of New Signals for the BLOG
The signals will appear in the next BLOG Post. This POST is a simply a "heads up."
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.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.
Thursday, March 17, 2011
British Pound Gains; Corn and Gold Lose...........
For tomorrow, we have two compelling signals, that are somewhat related. Buy soybeans and buy soymeal. The two signals reinforce one another, since the data for the two commodities are separate; yet both signals were triggered. The track records are shown below. For now, we know of no pure ETF plays on these two foods. Therefore, we will only track the futures positions here in the BLOG.
New Signals:
Go LONG Soybeans: Symbols: SK11 and no ETF. Record: 83 wins out of 104 trades for 80%. Initial Stop: about $1800 for futures.
Go LONG Soymeal: Symbols: SMK11 and no ETF. Record: 53 wins out of 72 trades for 74%. Initial Stop: about $1200 for futures.
Good luck and we'll 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.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.
Wednesday, March 16, 2011
No New Signals for Thursday
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.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.
Exit Natural Gas; Market on Open...........Complete Update to Follow
Tuesday, March 15, 2011
Markets Collapse in Wake of Japanese Earthquake.......
New Signals:
Go LONG Natural Gas: Symbols: NGJ11 and we won't follow the ETF because the initial stop is too deep for the BLOG's risk tolerance. Record: 138 wins out of 174 trades for 79%. Initial Stop: 3.733 for futures. Some of these signals are very short-lived, so be careful. We'll try and report during the later part of the evening on the status of this signal.
Go LONG British Pound: Symbols: BPM11 and FXB. Record: 41 wins out of 45 trades for 91%. Initial Stop: 156.12 for futures and about 2.9% for the ETF.
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.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.
Monday, March 14, 2011
BLOG Portfolio Was Little Changed Today; Up Monday Night.........
No new algorithmically-generated signals for 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.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.
Friday, March 11, 2011
Two New Signals: One VERY BOLD.........
Today, we were stopped out of the Long S&P position, even though the stock markets surged upward after that. Also, a quick one-day gain for short soybeans. Short corn made money as well.
New Signals:
Go SHORT Coffee. Symbols: KCK11 and JO. Record: 8 wins out of 8 trades for 100%. While this is not as many signals as we typically like to have, the data covers the period from 1978 to 2011. Initial Stop: about $1600 on the future and 1.6% on the ETF.
Go SHORT GOLD. Symbols: GCJ11 and GLD (or ETN). We will track GLD here in the BLOG, since it is much more liquid. Record: 46 wins out of 63 trades for 73%. Initial Stop: about $1900 on the future and 1.4% on the ETF.
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.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.
Thursday, March 10, 2011
Sugar Hits the BLOG Hard......
One new signal: Go Short Soybeans: Symbols: SK11 and no ETF. Record: 29 wins out of 40 trades for 73%. Initial Stop: about $1600.
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.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.
Wednesday, March 9, 2011
Two New Algorithmic Signals for Tomorrow: Buy Sugar and Sell Corn.......
Go LONG Sugar, Market on Open: Symbols: SBK11 and SGG. Record: 56 wins out of 92 trades for 61%. Initial Stop: about 4% on the ETF, and about $1400 on the future. The 4% is beyond our normal risk limits; however, this signal has been very accurate over the past year. The so-called "softs" sector has been extremely lucrative on the long side.
Go Short Corn, Market on Open: Symbols: CK11 and CORN. Record: 28 wins out of 32 trades for 88%. Initial Stop: about 5% on the ETF and $1800 on the future. We'll only be tracking the future for this trade, since 5% exceeds our risk tolerance level.
Good luck to all!
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.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, March 8, 2011
Neutral Day As Gold Falls For Gain; Aussie Falls for Loss.......
For tomorrow, there are no new signals. The math is sensing a "turning point" for the markets. I believe we will see the results in the next couple of trading days.
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.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.
Monday, March 7, 2011
BLOG Falls Today; Most Investments Fall.......
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.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.
Sunday, March 6, 2011
Notify Us at Bassanaltyics@live com if you wish an Email
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.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.
Saturday, March 5, 2011
Three New Signals for Monday: Buy Soybeans, Sell Gold, and buy the S&P.
Go LONG Soybeans, market on open: Symbols: SK11 and no ETF. Record: 30 wins out of 41 trades for 73%. Initial Stop: $950.
Go LONG the S&P, market on open: Symbols: ESH11 and IVV. Record: 37 wins out of 45 trades for 82%. Initial Stop: 1291 on the S&P future--about 2.1% on the ETF.
Go Short Gold, market on open: Symbols: GCJ11 and GLD. Record: 26 wins out of 32 trades for 81%. Initial Stop: about 1.3%.
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.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.
Thursday, March 3, 2011
The Algorithm Calm Before the Storm
The stock markets surged, with the Russell up over 2%. The Fed is worried about American debt spiraling out-of-control. If the debt gets too big, credit markets will lose faith, rates will need to be higher. The interest burden will increase the current deficit further, causing a further rise to rates, etc., etc., etc. This could happen, according to the Fed, in short order, unless something is done in Washington. However, Washington seems complacent. After all, each generation of politician has been able to pass the mess on to the next generation.
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.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.
Wednesday, March 2, 2011
Crude Oil Gushes Again on Middle East News.
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.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.
Lido Investment Conference
Bobby Kennedy, Jr.
Earvin "Magic" Johnson
Greg Valliere, Chief Policy Strategist, Potomac Research Group
Ron S. Geffner, Sadis & Goldberg LLP
Also speaking were:
Ron Altman, Senior Vice President, Senior Portfolio Manager, MDSASS
Luciano Siracusano, Chief Investment Strategist & Director of Sales, Wisdom Tree Asset Management, Inc.
John M. Birrenkott, Founder and Chief Strategy Officer, Wealthbook
These speakers were outstanding, and there were many others not mentioned here.
Suffice it to say, there was a plethora of experience and knowledge about investments that was invaluable. The investments spoken about ranged across the entire spectrum. We'll feature some tidbits of information in future BLOGS.
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.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, March 1, 2011
Platinum and Gold Soar Resulting in Offsets for the BLOG
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.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.