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.
Our purpose is to quantitatively analyze markets to identify trends and over-bought/over-sold situations. We use computer programs applied to large amounts of data and trade markets by mathematical algorithms. We track these algorithmically-generated trades with ETFs and Futures. This BLOG is provided free of charge. Any views expressed herein are provided for informational purposes only and should not be construed in any way as an offer, an endorsement, or inducement to invest.
Historical Returns
The following represents the BLOG's 2010 ETF returns vis-a-vis other benchmark investment measures:
------------$Initial-----%Growth----$Return-----$Result
BLOG-----$100,000----26.6%-----$26,646-----$126,646
S&P 500--$100,000----12.8%-----$12,783------$112,783
1.5% CD--$100,000-----1.5%----- $1,500-----$101,500
S&P result excludes dividends.
Return on one Futures Contract: $137,684 (roughly margin of $25,000 to $50,000).
Please see the BLOG page on "Shortcomings and Limitations."
------------$Initial-----%Growth----$Return-----$Result
BLOG-----$100,000----26.6%-----$26,646-----$126,646
S&P 500--$100,000----12.8%-----$12,783------$112,783
1.5% CD--$100,000-----1.5%----- $1,500-----$101,500
S&P result excludes dividends.
Return on one Futures Contract: $137,684 (roughly margin of $25,000 to $50,000).
Please see the BLOG page on "Shortcomings and Limitations."
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