Natural Gas rose another 2.8% today, bringing the ETF profit to 5.3% in five days. The futures profit ran up to over $2,000. All of our positions gained, with our new Swiss Franc position going straight up in overnight trading.
We have a plethora of new signals, and no place to put them in the ETF portfolio. Our ETF portfolio is limited to 5 positions of 20% each, and is therefore full. The new algorithmically-generated signals all have at least a 70% win-ratio, and meet our profit criteria. Therefore, we will track some if not all of them. We will let you know which.
New Signals:
Go LONG: Aussie Dollar Market On Open. Symbols: ADM11 and FXA. Record: 50 wins out of 68 trades for 74%.
Go LONG: Canadian Dollar Market On Open. Symbols: CDM11 and FXC. Record: 66 wins out of 82 trades for 81%.
Go LONG: Soy Bean Oil Market On Open. Symbols: BON11 and no ETF. Record: 16 wins out of 19 trades for 84%.
Go LONG: Silver Market On Open. Symbols: SIN11 and SLV. Record: 108 wins out of 126 trades for 86%.
Go LONG: Cocoa Market On Open. Symbols: CCN11 and NIB. Record: 185 wins out of 257 trades for 72%.
Our Active and Closed Out Positions Appear in the Table Below:
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.
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."
Friday, April 29, 2011
Natural Gas Stop Moves to 4539
Daniel F. Bass, FSA, MAAA
Bass Market Analytics
bassanalytics.blogspot.com
Swiss Franc 114.97 and Natural Gas 4521 Stops
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Swiss Stop 114.81
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Swiss Stop 114.71
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Thursday, April 28, 2011
NATURAL GAS EXPLODES........
Natural Gas was up 3.7% today, and was rivaled only by Silver, among the investments followed by this BLOG.
New Signal: Go LONG Swiss Franc: Market On Open. Symbols: SFM11 and FXF. Record: 60 wins out of 75 trades for 80%. Entry: 114.49 and initial stop 113.29.
Our portfolio and closed positions appear in the Tables below:
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.
New Signal: Go LONG Swiss Franc: Market On Open. Symbols: SFM11 and FXF. Record: 60 wins out of 75 trades for 80%. Entry: 114.49 and initial stop 113.29.
Our portfolio and closed positions appear in the Tables below:
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.
Wheat Signal has less than profit standard..............
The win-ratio on Wheat is only 61%; therefore, we won't be tracking it in the BLOG. Sorry for the inconvenience. A full BLOG will be forthcoming.
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.
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.
Swiss Entry 114.49; Stop 113.29
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Buy June Swiss Franc; Sell Short July Wheat
Details to follow.
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.
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.
Swiss Franc Stopped Out overnight.......
No ETF signal for Swiss since future stopped out overnight.
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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.
Copper Stop 425.25
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Wednesday, April 27, 2011
Swiss stop to 114.49
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Russell Stop Moves to $844.20
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Russell Surges After Fed Annoucement
Foreign currencies surged on all markets today after the Fed did nothing to raise US interest rates. This is bullish for foreign currencies. Take a look at the portfolio below.
New Signals:
Go LONG Swiss Franc: Market On Open. Symbols: SFM11 and FXF. Record: 59 wins out of 74 trades for 80%. Entry 114.27 with stop at 113.07.
Go SHORT Copper: Market On Open. Symbols: HGN11 and JJC. Record: 55 wins out of 62 trades for 89%. Entry 427.10 with stop at 438.50.
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.
New Signals:
Go LONG Swiss Franc: Market On Open. Symbols: SFM11 and FXF. Record: 59 wins out of 74 trades for 80%. Entry 114.27 with stop at 113.07.
Go SHORT Copper: Market On Open. Symbols: HGN11 and JJC. Record: 55 wins out of 62 trades for 89%. Entry 427.10 with stop at 438.50.
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.
Silver stopped out at 48.05
Swiss stop 113.07; Copper stop 438.50.
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.
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.
New Signals, buy Swiss, Sell short Silver, Sell Short Copper
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Tuesday, April 26, 2011
Swiss Franc Stopped Out at 114.85...........
Our profit on this trade was $437.50. Since this futures trade is terminated, this invalidates the signal for tomorrow for the ETF, FXF.
This was an atypically quick trade.
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This was an atypically quick trade.
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Swiss Franc (SFM11) Stop Moves Up to 114.72.......
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Russell is Up and Locks in Profits.......
The Russell Futures and ETF surged today, moving the stop on the future up to a profit. The ETF will not be open until tomorrow, so the same cannot be said about "locking profits."
The Sugar position was stopped out with a loss. The other open positions are shown in the Table below.
New Signal: Go LONG the Swiss Franc: Market On Open. Symbols: SFM11 and FXF. Record: 58 wins out of 73 trades for 79%. Futures opened at: 114.53, and the stop is at 113.30.
Good luck trading 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.
The Sugar position was stopped out with a loss. The other open positions are shown in the Table below.
New Signal: Go LONG the Swiss Franc: Market On Open. Symbols: SFM11 and FXF. Record: 58 wins out of 73 trades for 79%. Futures opened at: 114.53, and the stop is at 113.30.
Good luck trading 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.
Go Long Swiss Franc.......
Futures entered at 114.53; stop at 113.30. Details to follow. Russell stops at 843.80 and 84.67.
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.
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, April 25, 2011
BLOG Exits Silver with $15,000.........
We exited our 7-day old silver position with over $15K. The ETF earned 7.7%. A new position in silver was taken this afternoon and exited with $200, after which time silver plummetted. As we write this BLOG, silver is down $1.30 per ounce at 45.85. Our three silver trades are documented in the second table below. Our open trades are in the first table below.
There are 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.
There are 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.
We were stopped out of our new silver position
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SIK11 entered at 46.96; stop is now 47.01
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Mr. Toad's Wild Ride!!!!!
We exited silver on the open; new signal to buy on the open today!
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.
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.
Place Sugar Stop 23.14
New Signals: Go LONG: Market On Open. Symbols: xxK11 and xxx. Record: xx wins out of xx trades for xx%. Initial Stop: about $x for futures and x.x% for 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.
Saturday, April 23, 2011
Easter Sunday Tomorrow..........
We hope that your Sunday is Peaceful!
New Signals Algorithmically-Generated Signals:
EXIT Silver, Market on Open.
Go LONG the Russell 2000 Stock Market Index: Market On Open. Symbols: TFM11 and IWM. Record: 77 wins out of 84 trades for 92%. Stock market signals are always exciting! The ETF traded 30 million shares on Friday.
Go LONG Natural Gas: Market On Open. Symbols: NGM11 and UNG. Record: 194 wins out of 243 trades for 79%. An encouaging note: there is a coincident ancillary signal also to buy Natural Gas from an algorithm not currently featured in the BLOG. Its record is 25 wins out of 32 trades for 78%. We will not track its performance here in the BLOG, we will only track the performance of the primary signal. However, coincidental signals are usually positive for the ultimate result. Note: the ETF traded 17 million shares on Friday.
Go LONG Sugar: Market On Open. Symbols: SBN11 and SGG. Record: 35 wins out of 46 trades for 76%. This ETF only traded 41,000 shares on Friday.
To top this all off, we received another signal to buy soymeal, further confirming our current long position.
We were stopped out of three positions on Friday: all with profits. They were: short Corn, short Lumber, and long Soybeans.
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.
New Signals Algorithmically-Generated Signals:
EXIT Silver, Market on Open.
Go LONG the Russell 2000 Stock Market Index: Market On Open. Symbols: TFM11 and IWM. Record: 77 wins out of 84 trades for 92%. Stock market signals are always exciting! The ETF traded 30 million shares on Friday.
Go LONG Natural Gas: Market On Open. Symbols: NGM11 and UNG. Record: 194 wins out of 243 trades for 79%. An encouaging note: there is a coincident ancillary signal also to buy Natural Gas from an algorithm not currently featured in the BLOG. Its record is 25 wins out of 32 trades for 78%. We will not track its performance here in the BLOG, we will only track the performance of the primary signal. However, coincidental signals are usually positive for the ultimate result. Note: the ETF traded 17 million shares on Friday.
Go LONG Sugar: Market On Open. Symbols: SBN11 and SGG. Record: 35 wins out of 46 trades for 76%. This ETF only traded 41,000 shares on Friday.
To top this all off, we received another signal to buy soymeal, further confirming our current long position.
We were stopped out of three positions on Friday: all with profits. They were: short Corn, short Lumber, and long Soybeans.
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, April 22, 2011
Happy Good Friday.....
I don't know if any of the markets will trade today, but we received a plethora of algorithmic signals for our next trading day:
Buy the June Russell 2000, buy May Sugar, Buy June Natural Gas, AND Exit May Silver.
Statistics will come in a separate 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.
Buy the June Russell 2000, buy May Sugar, Buy June Natural Gas, AND Exit May Silver.
Statistics will come in a separate 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.
Thursday, April 21, 2011
Markets Did Not Open At Normal Hours Due to Good Friday..........
BLOG will be published late tonight or 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.
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.
Short Lumber Stop Moves Down to 262.00.
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, April 20, 2011
Silver Stop Moves Up Again.......
Futures stop for SIK11 moves to 44.495; ETF stop for SLV moves to 43.37.
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.
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.
Silver Stop Moves Up Overnight.........
The stop on the future, SIK11, Silver, has moved up to 44.405. The ETF stop for the symbol SLV has commensurably moved up to 43.29. 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.
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.
Portfolio Zooms Ahead!!!!!
Today saw broad-based gains across the stock, commodity, and currency markets. Our portfolio gained massively. Coffee and Silver were up very strongly. Soybeans rose and our new long position benefited. Corn followed Soybeans up practically all night, then suddenly, Corn reversed and finished much weaker, making our short position profitable. Lumber, also a misfit today, fell the limit, and our short position benefited. Our British Pound was higher as well. We lost money on our new short New Zealand Dollar position. The ETF will exit tomorrow morning.
No new signals for tomorrow. Best of 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.
No new signals for tomorrow. Best of 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.
Tuesday, April 19, 2011
Virtually All Active Positions Are Profitable.........3 New Signals!!!
The portfolio is shown below. All positions are up, except for short Corn Futures. CORN ETF is up!
New Signals (people on the free mailing list were notified earlier):
Go LONG Silver: Market On Open. Symbols: SIK11 and SLV. Record: 62 wins out of 78 trades for 80%. Futures entry price: 43.965 with current stop @ 44.035. Current price at this very moment: 44.260. If futures stopped out overnight, ETF signal will be invalidated.
Go LONG Soybeans: Market On Open. Symbols: SN11 and no ETF. Record: 86 wins out of 109 trades for 79%. Initial Stop: Futures entry price: 1353 with current stop at 1324. Current price at this time: 1360.25.
Go SHORT the New Zealand Dollar: Market On Open. Symbols: NEM11 and BNZ. Record: 80 wins out of 95 trades for 85%. Futures entry price: 78.58 with current stop at 79.78. Current price: 79.08. This signal is particularly difficult to swallow since the New Zealand Dollar has been rallying viciously for quite some time.
Sorry about the late Posting, but a Doctor's Appointment in Santa Monica precluded me from doing this earlier.
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.
New Signals (people on the free mailing list were notified earlier):
Go LONG Silver: Market On Open. Symbols: SIK11 and SLV. Record: 62 wins out of 78 trades for 80%. Futures entry price: 43.965 with current stop @ 44.035. Current price at this very moment: 44.260. If futures stopped out overnight, ETF signal will be invalidated.
Go LONG Soybeans: Market On Open. Symbols: SN11 and no ETF. Record: 86 wins out of 109 trades for 79%. Initial Stop: Futures entry price: 1353 with current stop at 1324. Current price at this time: 1360.25.
Go SHORT the New Zealand Dollar: Market On Open. Symbols: NEM11 and BNZ. Record: 80 wins out of 95 trades for 85%. Futures entry price: 78.58 with current stop at 79.78. Current price: 79.08. This signal is particularly difficult to swallow since the New Zealand Dollar has been rallying viciously for quite some time.
Sorry about the late Posting, but a Doctor's Appointment in Santa Monica precluded me from doing this earlier.
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.
3 New Signals......Details to follow later
I will be updating the BLOG in detail later; however, the new signals are go short June New Zealand Dollar NEM11, buy July Soybeans SN11, and Buy Silver SIK11. Complete details including ETF symbols will follow.
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.
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, April 18, 2011
One New Signal for Tonight........
We got killed today on Crude Oil; the new future position lost $1,570. Most everything else was neutral. One new signal for tomorrow:
Sell Corn Short: Market On Open. Symbols: CN11 and CORN. Record: 30 wins out of 34 trades for 88%. This signal is the complete opposite of our soymeal signal. The same type of algorithm generated it. That's just the math. Future entry price 759.5; stop 796.0.
The Crude future was stopped out overnight.
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.
Sell Corn Short: Market On Open. Symbols: CN11 and CORN. Record: 30 wins out of 34 trades for 88%. This signal is the complete opposite of our soymeal signal. The same type of algorithm generated it. That's just the math. Future entry price 759.5; stop 796.0.
The Crude future was stopped out overnight.
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.
Status of Signals
The signal on Natural Gas was invalidated; new data obtained over the weekend indicate that there is no buy signal after all. Crude Oil opened at 110.05 with a stop at 108.48. Soymeal entered at 346.0 with a stop at 334.0.
Best of 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.
Best of 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, April 16, 2011
Friday Sees Gains in Coffee, Cocoa, and Silver.........
We took a quick profit in Silver, and continue to make money on our Cocoa and Coffee positions. The portfolio is looking good! We have some exciting new algorithmic signals for Monday:
Buy Crude Oil, Buy Natural Gas, and Buy Soymeal. Note that recently, Natural Gas and Crude Oil have not been moving in tandem. Oil has been strong; Gas has been weak. For the record:
Go LONG Crude Oil: Market On Open. Symbols: CLM11 and OIL. Record: 41 wins out of 55 trades for 75%. Note that the futures contract has already rolled over.
Go LONG Natural Gas: Market On Open. Symbols: NGK11 and UNG. Record: 139 wins out of 175 trades for 79%. The May futures contract will "roll over" to June soon.
Go LONG Soymeal: Market On Open. Symbol: SMK11. There is not yet an ETF for Soymeal. Record: 52 wins out of 71 trades for 73%.
The current portfolio and closed positions.
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.
Buy Crude Oil, Buy Natural Gas, and Buy Soymeal. Note that recently, Natural Gas and Crude Oil have not been moving in tandem. Oil has been strong; Gas has been weak. For the record:
Go LONG Crude Oil: Market On Open. Symbols: CLM11 and OIL. Record: 41 wins out of 55 trades for 75%. Note that the futures contract has already rolled over.
Go LONG Natural Gas: Market On Open. Symbols: NGK11 and UNG. Record: 139 wins out of 175 trades for 79%. The May futures contract will "roll over" to June soon.
Go LONG Soymeal: Market On Open. Symbol: SMK11. There is not yet an ETF for Soymeal. Record: 52 wins out of 71 trades for 73%.
The current portfolio and closed positions.
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, April 15, 2011
Lots of Action Anticipated for Monday..........
A "Heads Up" for those looking for advanced warning! Algorithmic signals to buy: Crude Oil, Natural Gas, and Soymeal (no ETF). Something to think about for now. Statistics and complete BLOG to follow.
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.
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, April 14, 2011
Cocoa and Coffee Move Up!!!!!!
We had both winners and losers today. Coffee, Cocoa, and the British Pound rose and improved our long positions. Lumber plummeted and improved our short position. However, we had a big loss in our Short Gold. Short the Russell broke even for the futures, and made money on the ETF. Exit Short Corn at break even. Exit Short Heating Oil on Open.
New Signal: Go LONG Silver: Market On Open. Symbols: SIK11 and SLV. Record: 108 wins out of 138 trades for 78%. Entry point: 42.155 with current stop at 42.275.
I hope that all is well with you! Have a profitable Friday.
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.
New Signal: Go LONG Silver: Market On Open. Symbols: SIK11 and SLV. Record: 108 wins out of 138 trades for 78%. Entry point: 42.155 with current stop at 42.275.
I hope that all is well with you! Have a profitable Friday.
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.
New Algorithm Added to the BLOG.........
We have added a new algorithmic system to the BLOG that was very profitable for me personally last year, and continues to be very profitable this year. It was actually introduced when we had a signal to buy gold on 4/1/11. All of the algorithms in the BLOG have been statistically back-tested for their win-ratios and their expected profits. However, I always seek a physical interpretation of why the algorithm works. Our methodology is detailed in a separate page of the BLOG entitled "Methodology," and in a separate page entitled "Shortcomings and Limitations."
Physicists and other scientists like to explain why their formulae work, apart from the fact that "they just do." Sometimes, they just happen upon their discoveries, and figure out an explanation later. So it was with one particular algorithm. Though, it worked, for the life of me I couldn't see why. So, I intentionally omitted it from the BLOG when I started it over a year ago. Now that I think I know why it works, I will be including it in the presentations. The BLOG reader will not notice any difference, except hopefully the BLOG's performance will be better.
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.
Physicists and other scientists like to explain why their formulae work, apart from the fact that "they just do." Sometimes, they just happen upon their discoveries, and figure out an explanation later. So it was with one particular algorithm. Though, it worked, for the life of me I couldn't see why. So, I intentionally omitted it from the BLOG when I started it over a year ago. Now that I think I know why it works, I will be including it in the presentations. The BLOG reader will not notice any difference, except hopefully the BLOG's performance will be better.
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, April 13, 2011
Coffee ETF Higher; Other Positions Mixed On the Day.........
Our short positions taken yesterday fluctuated wildly on the day, but in the end not much was changed. For tomorrow, we have a Buy Cocoa and Short Corn. Our ETF portfolio is full at five positions, so we will track the Corn and Cocoa in the futures only.
Go LONG Cocoa: Market On Open. Symbols: CCN11. Record: 315 wins out of 388 trades for 81%.
Go SHORT Corn: Market On Open. Symbols: CN11. Record: 29 wins out of 33 trades for 88%.
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.
Go LONG Cocoa: Market On Open. Symbols: CCN11. Record: 315 wins out of 388 trades for 81%.
Go SHORT Corn: Market On Open. Symbols: CN11. Record: 29 wins out of 33 trades for 88%.
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, April 12, 2011
Profits Taken Today; 3 New Signals for Tomorrow.......
Today we realized gains in the gold futures and the CORN ETF. For tomorrow, we have 3 new signals. My intuition does not care for any of them: I am bullish on gold, energy and the stock market. I am bearish on the U.S. Dollar, until the unlikely event that Congress takes some bullish action.
Having said that, I have three signals that run counter-intuitive. Bear in mind, these signals come purely from mathematical formulae applied to data. They are not based upon any fundamental economic or political developments. They are; however, profitable based upon historical statistics. Here they are:
1) Go SHORT Gold: Market On Open. Symbols: GCM11 and GLD. Record: 27 wins out of 32 trades for 84%. Futures entered at 1454.0 and as I write this, June Gold is trading at 1458.9. Thus, the position is losing money so far. Futures stop: 1473.0. As a corollary to this signal, exit long GLD, market on open.
2) Go SHORT Heating Oil: Market On Open. Symbols: HOK11 and UHN. Record: 11 wins out of 11 trades for 100%. While not statistically credible, a 100% result is compelling. Remember the 8/8 trade that shorted the Euro Currency last year? Heating Oil futures entered at 317.95, and are currently trading at 319.21. Futures stop: 325.34. Right now the market is up, so the short position is losing money.
3) Go SHORT the Russell 2000 Stock Market Index: Market On Open. Symbols: TFM11 and IWM. Record: 53 wins out of 62 trades for 86%. Futures entered at 821.30 and are currently trading at 822.50 overseas. Of course, the real Russell doesn't open until tomorrow morning, but is trading overnight on the Globex. Futures stop: 842.50. Again, this position is losing money for now. The stock market is a leading economic indicator, and for the year 2011, has portended a recovery. If this algorithmic signal is correct, the stock market will have to move against the primary trend. We'll see.
Best of 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.
Having said that, I have three signals that run counter-intuitive. Bear in mind, these signals come purely from mathematical formulae applied to data. They are not based upon any fundamental economic or political developments. They are; however, profitable based upon historical statistics. Here they are:
1) Go SHORT Gold: Market On Open. Symbols: GCM11 and GLD. Record: 27 wins out of 32 trades for 84%. Futures entered at 1454.0 and as I write this, June Gold is trading at 1458.9. Thus, the position is losing money so far. Futures stop: 1473.0. As a corollary to this signal, exit long GLD, market on open.
2) Go SHORT Heating Oil: Market On Open. Symbols: HOK11 and UHN. Record: 11 wins out of 11 trades for 100%. While not statistically credible, a 100% result is compelling. Remember the 8/8 trade that shorted the Euro Currency last year? Heating Oil futures entered at 317.95, and are currently trading at 319.21. Futures stop: 325.34. Right now the market is up, so the short position is losing money.
3) Go SHORT the Russell 2000 Stock Market Index: Market On Open. Symbols: TFM11 and IWM. Record: 53 wins out of 62 trades for 86%. Futures entered at 821.30 and are currently trading at 822.50 overseas. Of course, the real Russell doesn't open until tomorrow morning, but is trading overnight on the Globex. Futures stop: 842.50. Again, this position is losing money for now. The stock market is a leading economic indicator, and for the year 2011, has portended a recovery. If this algorithmic signal is correct, the stock market will have to move against the primary trend. We'll see.
Best of 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.
For Wednesday: Sell Short: Russell, Gold and Heating Oil....details to follow later
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, April 11, 2011
BLOG gets stopped out of positions with profits
Silver, Coffee and Copper were stopped out today: all with profits. See the statistics in the table below.
New Signals: Go LONG Coffee: Market On Open. Symbols: KCN11 and JO. Record: 28 wins out of 32 trades for 88%.
New Signals: Go SHORT Lumber: Market On Open. Symbols: LBN11. Record: 23 wins out of 31 trades for 74%.
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.
New Signals: Go LONG Coffee: Market On Open. Symbols: KCN11 and JO. Record: 28 wins out of 32 trades for 88%.
New Signals: Go SHORT Lumber: Market On Open. Symbols: LBN11. Record: 23 wins out of 31 trades for 74%.
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, April 10, 2011
Silver Goes Through the Roof........
While we had indicated that our silver signal came to late to be of any use, the ETF gained and the future gained. If you had followed the Copper, the story was the same. The portfolio is doing great. Corn futures were stopped out, but not the ETF.
The porfolio is shown in the Table below. There are no new signals for Monday.
Personally, it was my very best week of the year.
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.
The porfolio is shown in the Table below. There are no new signals for Monday.
Personally, it was my very best week of the year.
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, April 7, 2011
Coffee Is Strong Indeed!!!!!!
Yesterday, I indicated that we had a buy signal on Coffee, and that it was one of my favorites. It did not disappoint! As usual, Coffee opened at 12:30am Pacific Time, and opened on its low for the day. At the close, May Coffee was up 2.9%, which translates into $2,850 per contract in one day. The ETF; however, was essentially unchanged. The reason: Coffee's move took place overnight, before the ETF market opened. The ETF JO gapped higher, and closed near its open. The portfolio is looking good!
I am producing the BLOG later than I would have wished this evening. The computer generated two signals for this evening: buy Copper and buy Silver. As luck would have it, these commodities are already up strongly in overseas trading. Also, we only have room for one more position in the portfolio. The signal with the better record is to buy Copper, while the signal with the better profit-per-trade is silver. I'll present both statistical records here.
Go LONG Silver: Market On Open. Symbols: SIK11 and SLV. Record: 60 wins out of 74 trades for 81%. Open on silver was 39.67, and it is currently trading at 40.005, with a stop at 39.75. This means that the future is up $1,650. Sorry, but "it is what it is," and it looks too late for any BLOG reader to do anything about this signal.
Go LONG Copper: Market On Open. Symbols: HGK11 and JJC. Record: 109 wins out of 126 trades for 87%! Open on Copper was 442.10, and it is currently trading at 446.30, with a stop at 444.50. This means that the future is up $1,050. Again, it looks too late for any BLOG reader to do anything about this signal.
There will be other signals, and other algorithms. One thing is for sure, the market presents us with opportunities around every corner.
The markets are on a wild ride! Congress's lack of action is translated into a decline in the dollar. Market participants vote with their capital, and capital is moving out of the dollar, and into any currency or thing that might be perceived to have more safety or value.
POSITION SYMBOL ENTRY CLOSE STOP PROFIT DAYS
Long British BPM11 160.57 163.05 161.06 $1,550 8
Long British FXB 159.69 162.11 160.13 1.5% 8
Long Gold GCM11 1433.8 1459.3 1442.2 $2,550 7
Long Gold GLD 138.65 142.51 140.84 2.8% 7
Long Corn CK11 730.00 764.50 752.75 $1,725 7
Long Corn CORN 44.46 45.84 45.14 3.1% 7
Long Coffee KCK11 265.20 272.80 270.50 $2,850 1
Long Coffee JO 72.55 72.49 71.88 -0.1% 1
Excuse the unformatted data; there was a technical problem this evening.
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.
I am producing the BLOG later than I would have wished this evening. The computer generated two signals for this evening: buy Copper and buy Silver. As luck would have it, these commodities are already up strongly in overseas trading. Also, we only have room for one more position in the portfolio. The signal with the better record is to buy Copper, while the signal with the better profit-per-trade is silver. I'll present both statistical records here.
Go LONG Silver: Market On Open. Symbols: SIK11 and SLV. Record: 60 wins out of 74 trades for 81%. Open on silver was 39.67, and it is currently trading at 40.005, with a stop at 39.75. This means that the future is up $1,650. Sorry, but "it is what it is," and it looks too late for any BLOG reader to do anything about this signal.
Go LONG Copper: Market On Open. Symbols: HGK11 and JJC. Record: 109 wins out of 126 trades for 87%! Open on Copper was 442.10, and it is currently trading at 446.30, with a stop at 444.50. This means that the future is up $1,050. Again, it looks too late for any BLOG reader to do anything about this signal.
There will be other signals, and other algorithms. One thing is for sure, the market presents us with opportunities around every corner.
The markets are on a wild ride! Congress's lack of action is translated into a decline in the dollar. Market participants vote with their capital, and capital is moving out of the dollar, and into any currency or thing that might be perceived to have more safety or value.
POSITION SYMBOL ENTRY CLOSE STOP PROFIT DAYS
Long British BPM11 160.57 163.05 161.06 $1,550 8
Long British FXB 159.69 162.11 160.13 1.5% 8
Long Gold GCM11 1433.8 1459.3 1442.2 $2,550 7
Long Gold GLD 138.65 142.51 140.84 2.8% 7
Long Corn CK11 730.00 764.50 752.75 $1,725 7
Long Corn CORN 44.46 45.84 45.14 3.1% 7
Long Coffee KCK11 265.20 272.80 270.50 $2,850 1
Long Coffee JO 72.55 72.49 71.88 -0.1% 1
Excuse the unformatted data; there was a technical problem this evening.
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, April 6, 2011
Gold Gains Ground Again.......Portfolio Looking Good!
We are long Gold, the British Pound, and Corn. The portfolio is diversified, and is telling us that the U.S. Dollar is not a good place to be at this time. We exited two positions, Cocoa and Heating Oil, with overall ETF gains and gains on the futures. For tomorrow, an exiting algorithmically-generated to be sure: Go Long Coffee, market on open. This is always a commodity with lots of excitement and volatility to be sure:
Symbols: KCK11 and JO. Record: 40 wins out of 52 trades for 77%. Stops will be published tomorrow morning.
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.
Symbols: KCK11 and JO. Record: 40 wins out of 52 trades for 77%. Stops will be published tomorrow morning.
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.
Exit Heating Oil Market on Close; Exit Cocoa Market on Close
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, April 5, 2011
Gold Explodes Upward for a Huge Gain!!!!!!!!!!!
The BLOG made money today in its Long Gold, British Pound, and Corn positions. Cocoa was relatively unchanged. The markets are showing disapproval of what is being done to our U.S. Dollar.
The numbers below tell the story: we haven't been in many of our positions for a very long time, but the gains are good.
New Signal: Go LONG Heating Oil: Market On Open. Symbols: HOK11 and UHN. Record: 64 wins out of 97 trades for 66%. Initial Stop: about $1200 for futures and about 1% for ETF. This track record, while fairly credible statistically, is not a very good record. I almost didn't pass it along to you.
All the best!
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.
The numbers below tell the story: we haven't been in many of our positions for a very long time, but the gains are good.
New Signal: Go LONG Heating Oil: Market On Open. Symbols: HOK11 and UHN. Record: 64 wins out of 97 trades for 66%. Initial Stop: about $1200 for futures and about 1% for ETF. This track record, while fairly credible statistically, is not a very good record. I almost didn't pass it along to you.
All the best!
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.
Intra-Day Update: Corn Stop Rises to 750.5
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, April 4, 2011
Our Portfolio Gains Ground Today...........
.....with one new signal for Tuesday:
Go LONG: Cocoa Market On Open. Symbols: CCK11 and NIB. Record: 324 wins out of 398 trades for 81%. Best of 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.
Go LONG: Cocoa Market On Open. Symbols: CCK11 and NIB. Record: 324 wins out of 398 trades for 81%. Best of 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, April 1, 2011
Happy Beautiful Friday Afternoon!
Our signal to buy corn was "right on the money." Unfortunately, corn "gapped-up," so while we still made money, was didn't make as much as we would have hoped. We are still long Gold and the British Pound. In addition, we exited Silver, Market on Open. We had mixed results: the future made a whopping $2,215, while the ETF lost 1.4%.
We have discussed the reasons many times before, but today we will elaborate. Usually, over time, we expect this not to be the case. However, here's why it sometimes happens: The mathematical algorithms have been developed using many years of futures data. The algorithms have also been optimized using a minimal number of independent variables. The majority of the futures markets we trade open at 3:00 pm Pacific Time, and trade until 2:00 pm the next day, for a total of 23 hours, 5 days per week. The ETFs that track the futures begin trading at 6:30 am Pacific Time, and trade until 1:00 pm Pacific Time, for a total of 7.5 hours, 5 days per week. For short-duration trades, the difference in returns can be substantial. The ETFs can return more or less than the futures. However, for long-duration trades, it becomes trivial, that is, the returns of the ETFs and futures converge. 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.
We have discussed the reasons many times before, but today we will elaborate. Usually, over time, we expect this not to be the case. However, here's why it sometimes happens: The mathematical algorithms have been developed using many years of futures data. The algorithms have also been optimized using a minimal number of independent variables. The majority of the futures markets we trade open at 3:00 pm Pacific Time, and trade until 2:00 pm the next day, for a total of 23 hours, 5 days per week. The ETFs that track the futures begin trading at 6:30 am Pacific Time, and trade until 1:00 pm Pacific Time, for a total of 7.5 hours, 5 days per week. For short-duration trades, the difference in returns can be substantial. The ETFs can return more or less than the futures. However, for long-duration trades, it becomes trivial, that is, the returns of the ETFs and futures converge. 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.
Cotton Stopped Out Overnight; Do Not Enter ETF;
Exit Silver, Market on Open. Buy Gold, Buy Corn. Details tomorrow morning. Nothing in active portfolio after selling silver, except British Pound. Stops on Corn and Gold in tomorrow afternoon's 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.
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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