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."

Tuesday, May 31, 2011

Difficult Markets to Trade.............

The stock markets were up again today, and are up overseas again as well.  Our star right now is the New Zealand Dollar, up significantly over the past 6 calendar days.    Having said that, I am humbled by markets this year.  Sometimes predictable by hindsight, and sometimes I believe on the surface irrational, the markets move as they will.  I am glad that I have something mathematical to cling to, since that has always been my place of comfort.  I am always amazed by the gurus who get it right using fundamental facts that are available to everyone, since they seem to come to the right conclusions.

New Signals: Go LONG Natural Gas: Market On Open. Symbols: NGN11. Record: 142 wins out of 181 trades for 78%. Open: 4.655, Stop:  4.451.   CAUTION, CAUTION, CAUTION.  Most long positions taken on this alternative to crude oil have proven to be wrong over the past two years.  The stop, while tolerable from the futures standpoint, is too deep for the ETF; therefore, the ETF won't be tracked by the BLOG.  Editor's Note:  the next day, even though Natural Gas was at a loss, we decided to track the ETF in the BLOG.  Subsequently, it rallied into profitability.

Thanks for your readership; it is appreciated!

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. 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. 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, May 29, 2011

.....Dull Yet Profitable?????

.........we've spent a good part of the weekend evaluating which are the best signals to put into Monday's BLOG.  We've decided that the two statistically-best are both currencies, and both currencies look over-bought to us.  Notheless, our work is predicted upon math, not feelings.

New Signals:

Go LONG Aussie: Market On Open.  Symbols: ADM11 and FXA. Record: 65 wins out of 85 trades for 76%. 

Go Long Swiss Franc: Market On Open. Symbols: SFM11 and BAL. Record: 63 wins out of 78 trades for 81%. 


Important:  Exit short corn, both future and ETF.  Exit long coffee, both future and ETF.

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. 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. 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, May 26, 2011

Room for Two Positions in Our Portfolio, but...........

4 New Signals!!!!!!!!!!!  We'll take two!
Go LONG Aussie:  Market On Open. Symbols: ADM11 and FXA. Record: 24 wins out of 30 trades for 80%. Open: 106.15, Stop: 104.40


Go LONG Japanese Yen:  Market On Open.  Symbols: JYM11 and FXY. Record: 22 wins out of 27 trades for 76%. Open: 122.93, Stop: 123.12


Go LONG Coffee:  Market On Open. Symbols: KCN11 and JO.  Record: 12 wins out of 14 trades for 86%. Not yet open. 


Go LONG Cocoa:  Market On Open. Symbols: CCN11 and NIB. Record: 224 wins out of 280 trades for 80%. Not yet open.


Due to contagion risk, we'll select Japanese Yen over Aussie Dollar.  We'll also pick coffee with the better, yet less credible record.

Note the results on Natural Gas and Gold below.  Gold made money, both future and ETF.  Natural Gas futures made money but ETF did not because of timing differences.  Sorry to those who tried that trade.

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. 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. 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.

Late Preliminary Post; Full Post to Follow

...I know that many pundints are calling for a U.S. Dollar rally here; however, our signals just don't bear that out.  We have three buys:  Aussie Dollar, Japanese Yen, and Coffee!  More later.

  
Daniel F. Bass, FSA, MAAA
Bass Market Analytics
http://www.bassanalytics.blogspot.com/
http://www.twitter.com/bassanalytics

 




Wednesday, May 25, 2011

Natural Gas Stops Rise Overnight...............

NGN11  4.413
UHN     11.19
 
Good Luck to All!
  
Daniel F. Bass, FSA, MAAA
Bass Market Analytics
http://www.bassanalytics.blogspot.com/
http://www.twitter.com/bassanalytics

 





Good Day for the BLOG.....

and while we had three new signals for this evening, we are going to go with the algorithm that presents the best historical record. 

Go LONG New Zealand Dollar:  Market On Open. Symbols: NE1M11 and BZN.  Record: 21 wins out of 23 trades for 91%.   Open: 79.63, Stop: 79.99.  It is already up strongly since we alluded to it this afternoon.  Be careful, the ETF is thinnly traded compared to most of the other currencies.

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. 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. 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.

Signals for today.......

Buy:
 
New Zealand Dollar, Siver and Platinum.  However, we already have 5 ETF positions, so we'll only end up taking one of these.
 
More later tonight when our more complete BLOG gets written.

  
Daniel F. Bass, FSA, MAAA
Bass Market Analytics
http://www.bassanalytics.blogspot.com/
http://www.twitter.com/bassanalytics

 





Tuesday, May 24, 2011

Update overnight

After the regular nightly BLOG Post, the S&P future was stopped out.  Exit IVV Market on Open.

  
Daniel F. Bass, FSA, MAAA
Bass Market Analytics
http://www.bassanalytics.blogspot.com/
http://www.twitter.com/bassanalytics

 




Gold Up and S&P Down.......

Our S&P positions lost more ground today.  This could end-up being stopped out tonight.  The U.S. Dollar may be finding a "bottom" after all.

New Signals:

Go LONG Natural Gas:  Market On Open. Symbols: NGN11 and UNG.  Record: 52 wins out of 62 trades for 84%.  Open:  4.391, Stop: 4.251.

Go SHORT Corn:  Market On Open. Symbols: CN11 and CORN.  Record: 32 wins out of 36 trades for 89%.  Open: 735, Stop: 771.


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. 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. 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.
Details to follow:  Sell Short Corn, Buy Natural Gas, and Buy the New Zealand Dollar.

  
Daniel F. Bass, FSA, MAAA
Bass Market Analytics
http://www.bassanalytics.blogspot.com/
http://www.twitter.com/bassanalytics

 




Saturday, May 21, 2011

Saturday Afternoon Signals........

Friday saw gains in our gold and silver positions, with profits taken.  Two new signals for Sunday/Monday.

New Signals: Go LONG Gold: Market On Open.  Symbols: GCM11 and GLD.  Record: 35 wins out of 38 trades for 92%.  This would indicate that the rally in Gold is not yet over.

New Signals: Go Long Soybeans Market On Open. Symbols: SN11 and no ETF. Record: 17 wins out of 21 trades for 81%.   This mathematical formula is one of my very favorites.


Our Active and Closed Out Positions Appear in the Table Below:



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. 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. 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, May 19, 2011

BLOG Stops Updates.........

Gold GCM11 new stop 1496.50 and Silver SIN11 35.075.
 
Off to bed...therefore no more stop updates this evening.

  
Daniel F. Bass, FSA, MAAA
Bass Market Analytics
http://www.bassanalytics.blogspot.com/
http://www.twitter.com/bassanalytics

 





UPDATE: I found the Extended Sessions Data......

Even for the widely traded ETFs, the after-market, night trading is sparce.  Therefore, price execution can be very tenuous.  However, one is able to enter the algorithmically-generated signals sometimes before the big moves that come overseas while the sun shines there.  We will let you know if we decide to change our methodology.

Comments from any of you out there would be welcome, to be sure. 

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. 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. 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.

Good Day, and More New Signals for Tomorrow......

Our algorithms profited from the British Pound, the Aussie Dollar and Soymeal.  The closed out results were mixed.  Three exciting new signals that were already alluded to in the POSTS that I sent from my Blackberry.  The most intriguing:  buy the S&P!

New Signals:

Go LONG Gold: Market On Open.  Symbols: GCM11 and GLD. Record: 78 wins out of 92 trades for 85%. Open: 1493.5, Stop: 1471.

Go LONG Silver: Market On Open.  Symbols: SIN11 and SLV. Record: 25 wins out of 34 trades for 74%. Open: 34.96, Stop: 35.035.  This will most likely get stopped out before the morning.


Go LONG the S&P: Market On Open.  Symbols: ESM11 and IVV. Record: 37 wins out of 46 trades for 80%. Open: 1341.50, Stop: 1303.25.



Our Active and Closed Out Positions Appear in the Table Below:



We have pointed out numerous times the disparity between the open of the futures markets, mostly at 3pm Pacific Time, and the open of the ETF markets at 6:30am PT.  Over the short term, this can be quite substantial.  However, recently I have been entering the ETFs in the "EXTENDED SESSION."  This results in prices for the ETFs that are more commensurable with the futures.  However, these markets are typically not very liquid, and the difference between the bid and the ask can be substantial.  In any event, I am trying to find a way to track this market, for its obvious comparison with the futures markets.  Another advantage would be that I could publish ETF stops overnight, instead of waiting until the next day.  For now, this is food for thought..........

Have a nice 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. 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. 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 sp
Sent from my Verizon Wireless BlackBerry
Buy gold and silver. It will be hours before my next communication.
Sent from my Verizon Wireless BlackBerry

Wednesday, May 18, 2011

CTN11 stop 159.95......

Liklihood that ETF will not be activated after all.
 


  
Daniel F. Bass, FSA, MAAA
Bass Market Analytics
http://www.bassanalytics.blogspot.com/
http://www.twitter.com/bassanalytics

 





Stops for the Evening........

ADM11:  Entry:  105.99; Stop:  104.39
CTN11:   Entry:  159.64; Stop:  154.95

Thanks for all of your interest in 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. 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. 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.

Good day for the BLOG.........

Our new signals made moderate gains today.  While we did get quite a number of new signals for tomorrow, the only ones meeting the BLOG's profit criteria are the two signals shown below.  Their win-ratios happen to be identical @ 85%.

We remain in a long-term bull market for commodities and first-world foreign currencies versus the U.S. Dollar.  This is the trend until proven otherwise.  The U.S. Stock Markets, as represented by the S&P, Russell 2000 and NASDAQ,  are still trying to re-achieve their Year 2000 highs.  Thus, we see them as in a bear-market rally, until proven otherwise.  Bear market rallies are notoriously "fast and furious," which the recent rallies have been.  Could this be a turning point for stocks, commodities and currencies, or is it just a "pause to re-fresh."  The data will tell us.  Hopefully, our algorithms will capture the answer just before it unfolds.  Stand by..................

New Signals:

Go LONG Cotton:  Market On Open.  Symbols: CTN11 and BAL. Record: 85 wins out of 100 trades for 85%.  Same signal as last night.

Go LONG Aussie:  Market On Open.  Symbols: . Record: 85 wins out of 100 trades for 85%. Same signal as last night.  We actually had four different (but related) algorithms registeriing buy signals.
Our Active and Closed Out Positions Appear in the Table Below:



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. 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. 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 for Thursday

Buy Aussie, buy Japanese Yen, buy Euro, buy Soymeal, buy Cotton, buy Corn, buy Wheat.
 
Obviously, we can't follow all of these in the BLOG.  But this is a significant day.  There were actually 4 separate signals to buy the Aussie.  More later.
 
Good luck!

  
Daniel F. Bass, FSA, MAAA
Bass Market Analytics
http://www.bassanalytics.blogspot.com/
http://www.twitter.com/bassanalytics

 





Soymeal Stop Now 352.2



  
Daniel F. Bass, FSA, MAAA
Bass Market Analytics
http://www.bassanalytics.blogspot.com/
http://www.twitter.com/bassanalytics

 




Euro Signal Cancelled......

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. 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. 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.

Sugar stop 2216

Euro exited at 14236 overnight; no ETF

Tuesday, May 17, 2011

Cotton stop 157.29

Sent from my Verizon Wireless BlackBerry

Cotton Stop at 156.99............

New Signals: Go LONG Cotton: Market On Open. Symbols: CTN11 and BAL. Record: 84 wins out of 99 trades for 85%. Open: 155.95, Stop: 151.35. 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. 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. 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 Stop 156.92...

 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. 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. 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 Stop Moves to 156.77.......

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. 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. 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.

Nothing Much Today, But Lots for Tomorrow........

Four new signals have been generated by our algorithms for tomorrow.

New Signals:

Go LONG Cotton:  Market On Open.  Symbols:  CTN11 and BAL.  Record: 84 wins out of 99 trades for 85%.  Open:  155.95, Stop:  151.35.  Careful: this signal often gets stopped out overnight; therefore, the ETF may get invalidated.  Check the BLOG in the morning for an update.

Go LONG Sugar: Market On Open. Symbols: SBN11 and SGG.  Record: 118 wins out of 162 trades for 73%.   Hasn't opened yet; I believe that it opens at midnight, Pacific Time.

Go LONG Euro Currency:  Market On Open. Symbols: ECM11 and FXE.  Record: 71 wins out of 89 trades for 80%.  Open:  142.25, Stop:  140.57.

Go LONG British Pound:  Market On Open.  Symbols:  BPM11 and FXB.  Record: 89 wins out of 112 trades for 79%.  Open:  162.39, Stop:  159.27.

Good luck to all!  This is a significant string of signals.


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. 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. 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 Soybean Stop at 1319

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. 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. 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, May 16, 2011

BLOG Pretty Quiet.....

We have a new signal to sell short July Soybeans.  This is a near-contradiction to the existing signal of long soymeal.

The statistical record:  Go Short Soymeal:  Market On Open.  Symbols: SN11 and no ETF. Record: 9 wins out of 9 trades for 100%.  Entry:  1324.75;  Stop:  1354.75.

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.

Correction

Sell short July soybeans. Details to follow.

Sent from my Verizon Wireless BlackBerry

Saturday, May 14, 2011

BLOGPOST WEBSITE NOT WORKING.......

This BLOG has been published since January of 2010, but has never seen the BLOGPOST WEBSITE go down.

However, Thursday Night, May 12, 2011, it was down due to technical problems.   Therefore, this BLOG entails a two-day period.

New Signals Over the Weekend:  NONE.

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.

Friday, May 13, 2011

BLOG Website Was Down.......

The website was down last night, so I couldn't post the BLOG.  I tried until midnight.  Those of you on my email list got an email from me because email was not down. 

I will post a new BLOG today 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.

Thursday, May 12, 2011

Gold Moves Up and So Do Stops.........

GCM11  1502.30
GLD       146.49

These stops "lock-in" profits, unless there are price gaps.

This has been an intra-day update.


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.

Cocoa Stop, NIB, 42.17; Future Stopped Out

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, May 11, 2011

Another buy Gold and Chocolate.....

What a combination!  Rich metal and rich food.

New Signals:

Go LONG Gold:  Market On Open.  Symbols: GCM11 and GLD.  Record:  34 wins out of 39 trades for 87%.  Entry for GCM11:  1499.20.  Stop:  1474.20.  Stop will be about 1.7% on futures.

Go LONG Cocoa:  Market On Open.  Symbols: CCN11 and NIB.  Careful:  NIB is thinnly traded.  Record: 218 wins out of 311 trades for 70%.   Not open yet, even though it's late.  Initial Stop: about $900 for futures and 3% for ETF.

Our Active and Closed Out Positions Appear in the Table Below:


Lots of action today; much of it good.

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.

Late Post: Buy Gold and Cocoa

Gold opened at 1499.20 (GCM11) and is trading below that at this moment.  Details later on other 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.

BLOG Post Late Tonight

Due to illness in family, tonight's POST may be quite late.  However, most existing positions were exited this morning via stops, some with profits, and some with losses.  It will be interesting to see what new signals the algorithms will generate moving forward.

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.

Soymeal Stop 337...symbol SMN11

 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.

Corn Stopped Out.......

Corn was stopped out this morning.  CORN exited at 42.49 and CN11 exited at 686.  I am sorry for the late notice on this.  There was a gap opening between the futures close at 5:00 am and the open at 7:30 am. 




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.

Aussie stops FXA 108.51 and ADM11 107.66

 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.

Stops Updated....

Gold stops 1511 (just filled) and GLD 147.32
Canadian Future stopped out at 104.65  no ETF to trade

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, May 10, 2011

Gold Moves Up Again......

The portfolio moved up thanks to Gold, the British Pound, and the Aussie Dollar.  Coffee brewed us a loss in the BLOG;  see explanation below.

New Signals:

Go LONG Canadian Dollar: Market On Open. Symbols: CDM11 and FXC.  Record: 34 wins out of 37 trades for 92%.   Entry:  104.37, last:  104.41, stop:  102.97.

Go LONG: Market On Open. Symbols: CN11 and CORN.  Record: 13 wins out of 18 trades for 73%.  Entry:   708.25, last:  710.50, stop:  698.75.



Go LONG: Market On Open. Symbols: SMN11 and no ETF.  Record: 53 wins out of 72 trades for 74%.   Entry:  349.0, last:  349.9, stop:  337.0.


Our Active and Closed Out Positions Appear in the Table Below:



Coffee futures open after midnight Pacific Time.  Our algorithm put us in the market at 288.90, and then stopped us out at 289.60 for a profit of $262.50.  However, the BLOG said buy coffee, and then stated that Coffee had been stopped out.  A BLOG reader would have gotten out at 284.00, for a loss of $1,838.  This is what I will add into our total statistics.  Someday, it is anticipated I will be able to send emails every second to all readers, thus disseminating the information as it is calculated.

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.

Coffee stopped out overnight....ETF invalid

 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, May 9, 2011

GOLD Glitters Sending BLOG Higher.....

Gold was up $11 per ounce today.  The stop on GCM11 is 1500.90; our entry point was 1496.60. 

New Signals:  buy the Aussie Dollar, buy the British Pound, and buy Coffee.  The British Pound Signal is redundant as we are already long.  However, it serves as a confirmation.

Go LONG Aussie Dollar: Market On Open. Symbols: ADM11 and FXA.  Record: 39 wins out of 48 trades for 81%.  Entry:  107.41; current price:  107; stop:  105.81.

Go LONG Coffee: Market On Open. Symbols: KCN11 and JO.   Record: 123 wins out of 143 trades for 86%.   



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.

Friday, May 6, 2011

Buy Gold is Sole New Signal

New Signal: Go LONG Gold:  Market On Open.  Symbols: GCM11 and GLD.  Record: 35 wins out of 36 trades for 97%.  Initial Stop: about $2000 for futures and 1.4% for ETF.   See other BLOG Posts Below about this signal.

Our Active and Closed Out Positions Appear in the Table Below:

https://spreadsheets.google.com/ccc?key=0AtYsMnbdw73BdC1PalFYdzBjZHRqM3Vib3pMYkF5eVE&hl=en&authkey=CNbhrvcP

There have been problems reported in reading this table on handheld devices.  Please let me know if you can read this on your laptops, desktops and/or handheld devices.

Regular Version of Table:






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.

Inside Range Day.......

Another observation about Gold--Today was an "Inside Range Day."

Investopedia explains Inside Day:

An inside day is often used to signal indecision because neither the bulls nor the bears are able to send the price beyond the range of the previous day. If an inside day is found at the end of a prolonged downtrend and is located near a level of support, it can be used to signal a bullish shift in trend. Conversely, an inside day found near the end of a prolonged uptrend may suggest that the rally is getting exhausted and is likely to reverse.
 
Today Gold's High was lower than the previous day's high, and the low was higher than the previous day's low.
 
This may signal a reversal in trend.  Note:  this is not an algorithmic signal, it simply gives anecdotal support for the algorithmic signal.
 
Final update 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.

FASTEN YOUR SEAT BELTS........

Buy Gold!  You may be asking:  "Is this a typo?"  Wasn't the BLOG short Gold?  Yes, we were.  In three days this week, our algorithm made 3.2% on the ETF and over $5,000 per futures contract.  However, we were stopped out.  Now, a fresh new algorithmically-generated signal to buy Gold, Market on Open.  What is the statistical record? 

36 trades
35 wins
1 loss
97%

Our systems don't get much better than this.  BUT...could this be wrong?  Of course it could.  Nothing is certain except death and taxes.  Remember, the U.S. Dollar has been going up since the death of Osama Bin Laden.  Gold and Silver have been going down.  This could continue after the weekend.  Despite the statistical record, we could be stopped out in one hour. 

We will do a complete BLOG later.  But for now, this is food for thought. 


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 Copper Future--ETF Invalidated

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, May 5, 2011

Gold Plummets Again.......

The BLOG gained ground on our short gold positions.  We exited coffee and natural gas on the open which was lower, so profits were cut.  Heating Oil was stopped out with a maximum loss on the future overnight, invalidating the buy of the ETF.

New Signals: Go SHORT Copper:  Market On Open. Symbols: HGN11 and JJC.   Record: 53 wins out of 62 trades for 82%.  Entry for future was 398.60.  Stop is 406.40.  Market is 400.85 at this time, so the position is losing about $500.  Watch for ETF opening in the morning.  It will be invalidated if the future is stopped out overnight.


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.

Wednesday, May 4, 2011

Gold Plummets and the New Signal Profits........

Gold plummeted today, profiting our short gold position.  Gold fell over $22 per ounce to close at $1515.30. 

We had three new positions this evening; these are shown in Posts earlier today.  Two of those new positions have already been exited via stops, and they are already documented as closed positions below.  They were to go short the Aussie Dollar and go short Silver.

Tomorrow, Market on Open, exit Natural Gas and exit the Coffee ETF.

New Signal:  Go LONG Heating Oil:  Market On Open.  Symbols:  HOM11 and UHN.  Record: 47 wins out of 53 trades for 89%.   Entry price:  314.01 with a stop at 310.43.

Our Active and Closed Out Positions Appear in the Table Below:



Notice that the coffee futures made money, and the cotton ETF lost money.  Same signal; however, the difference was due to timing of the markets.  They open and close at different times.  While this difference tends to be insignificant for longer-term trades, it can be very significant for short-duration trades.
 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 39.09

 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 Short Silver; Short Aussie; Buy Heating Oil

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.

Tuesday, May 3, 2011

Markets Down After Killing of Osama

The Dollar was mostly stronger today after the execution of the terrorist Osama Bin Laden.  Metals, Energy and Stock Markets fell.

New Signals: Go SHORT GOLD:  Market On Open. Symbols: GCM11 and GLD. Record: 27 wins out of 33 trades for 82%.  Entry 1537.70  with Stop at 1556.70

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.

Gold Entry 1537.70; Stop 1556.70

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 Short June Gold Market on Open....Details 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, May 2, 2011

Silver Plummets Over 11% Overseas

Our silver algorithmic signal was stopped out seconds after we entered it.  The silver market may have reacted early to the killing of Osama Bin Laden.  I don't know the real reason for the move, just that it occurred hours before the International News Announcements.

New Signals:

Go LONG Cotton:  Market On Open. Symbols: CTN11 and BAL.   Note, there is now one new slot in the ETF portfolio.  Record: 65 wins out of 75 trades for 87%.  Entry point:   154.45 with stop at 149.85.

There is also another signal to buy the Swiss Franc that has had three wins in a row, but, alas, our portfolio is loaded with currencies, so we will not track this signal in the BLOG.

Our Active and Closed Out Positions Appear in the Table Below:



We decided not to track Cocoa because it barely met our profit standards, and we had so many other positions.

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.

Sunday, May 1, 2011

Silver Stopped Out Overnight @ 47.83

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.

BLOG Returns $ As of April 29............

One futures contract has returned over $50,000 for the period January 1, 2011 through April 29, 2011.  Our ETF portfolio's annualized return is running at a rate of 18%; however, this is only a mathematical result.  Investments seldom move throughout the year uniformly, and are subject to wide variations and fluctuations. 





This year, the S&P has done quite well.  Our BLOG algorithms are positioned across many markets, and go long and short, depending upon market circumstances.


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.