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."

Wednesday, March 9, 2011

Two New Algorithmic Signals for Tomorrow: Buy Sugar and Sell Corn.......

Our portfolio fell slightly today. For tomorrow, here are the statistics backing up the computer's suggested directions:

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.

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