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."
Thursday, June 30, 2011
Euro stop 144.97......
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.
Bad Day for Long Corn......
Last week's Wall Street Journal had a bunch of analysts who were bullish on corn. So, when we got our long signal we thought it was awesome. Turns out, we should have been stopped out with a loss of $500. However, the Corn price function was NOT continuous--it has gaps. Corn gapped down twice before we were able to get out, and the dismal results are shown below.
We have signals to go long Gold and the Euro, and I think we should be short right now. And long Coffee which looks good. Who knows! This markets are very though to trade. Meanwhile the stock market soared.
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.
We have signals to go long Gold and the Euro, and I think we should be short right now. And long Coffee which looks good. Who knows! This markets are very though to trade. Meanwhile the stock market soared.
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.......
Buy Gold GCQ11 and Buy Euro ECU11
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.
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.
test test test
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.
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.
Blogger Not Doing So Well
ACTIVE | SYMBOL | ENTRY | CLOSE | STOP | PROFIT | DAYS |
Buy Swiss | SFU11 | 119.03 | 120.32 | 119.06 | $1,612 | 9 |
Buy Swiss | FXF | 117.79 | 118.51 | 117.27 | 0.6% | 9 |
Short Cattle | LCQ11 | 111.400 | 111.575 | 116.400 | -$70 | 8 |
Today's Algorithms | wins | trades | % | Future | ETF | |
Go Long Aussie Dollar | 65 | 86 | 76% | ADU11 | FXA | |
Go Long Crude Oil | 32 | 43 | 74% | CLQ11 | OIL | |
Go Long Corn | 32 | 37 | 86% | CZ11 | N/a | |
Aussie opened at 105.64; stop is 105.89 | ||||||
Crude opened at 95.15; stop is 92.58 | ||||||
Corn opened at 650.50; stop is 640.50 |
CLOSED OUT | SYMBOL | ENTRY | OUT | PROFIT | DAYS |
Short Copper | HGN11 | 407.05 | 411.45 | -$1,100 | 2 |
Short S&P | ESU11 | 1265.00 | 1299 | -$1,700 | 3 |
Short S&P | IVV | 127.34 | 130.65 | -2.5% | 3 |
Short Canadian | CDU11 | 102.04 | 101.60 | $440 | 5 |
Short Canadian | FXC | 102.04 | 101.21 | 0.8% | 5 |
Long Japanese Yen | JYM11 | 124.70 | 123.50 | -$1,500 | 7 |
Long Japanese Yen | FXY | 123.16 | 121.80 | -1.1% | 7 |
Short Cocoa | CCU11 | 2916 | 3076 | -$1,600 | 13 |
It was impossible for me to update the BLOG tonight until now. It was some kind of BLOG malfunction, because my other programs are running fine. It is midnight Pacific Time. Also,
it will not take the usual formatting.
We haven't done so well performance-wise lately; although today's algorithms look promising.
We apologize for yesterday; we were ill and couldn't update.
All the best,
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. 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.
Wednesday, June 29, 2011
BUY
August Crude Oil, December Corn and September Aussie. More later. Stop on Crude is 2500
Daniel F. Bass, FSA, MAAA
Bass Market Analytics
http://www.bassanalytics.blogspot.com/
http://www.twitter.com/bassanalytics
Daniel F. Bass, FSA, MAAA
Bass Market Analytics
http://www.bassanalytics.blogspot.com/
http://www.twitter.com/bassanalytics
Monday, June 27, 2011
Here Are Today's Results........
Our big disappointment was exiting the long Russell and Shorting the S&P. Our only solace at this point is that it is the "down" season for stocks........."Sell in May and go away." Does anyone know the statistics? On average, if one had invested in November and Sold in May and stayed out of the market the rest of the year, the return would have been the same as if one had stayed in all year. That means, there were some rip-roaring declines in those months. I may not have it exactly right; maybe an astute reader can correct me on this one. Anyway, there is still hope our algorithm will be profitable.
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.
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.
One signal tonight to short copper. Details of all other positions to follow.
Daniel F. Bass, FSA, MAAA
Bass Market Analytics
http://www.bassanalytics.blogspot.com/
http://www.twitter.com/bassanalytics
Daniel F. Bass, FSA, MAAA
Bass Market Analytics
http://www.bassanalytics.blogspot.com/
http://www.twitter.com/bassanalytics
Coffee stopped out at 250.90
Daniel F. Bass, FSA, MAAA
Bass Market Analytics
http://www.bassanalytics.blogspot.com/
http://www.twitter.com/bassanalytics
Overnight Gold stoped out at 1497.30
Daniel F. Bass, FSA, MAAA
Bass Market Analytics
http://www.bassanalytics.blOveogspot.com/
http://www.twitter.com/bassanalytics
Saturday, June 25, 2011
Good Friday and Lots of Interesting Implications for Monday............
New Signals appear in the Table Below and are quite interesting: short the S&P, short Gold, and go long Coffee. These are biggies!
Friday's action saw most of our positions in increase in value. The biggest gainer was short Canadian, and we made money short the Euro, long the Japanese Yen, and long the Swiss Franc. This is certainly a time when the U.S. Dollar is moving differently against the major currencies. There is so much going on in the world right now economically, and each country has its own particular set of strengths and weaknesses vis-a-vis the Dollar.
Questtions? Please let me know.
Dan
If you wish to be notified of new posts, let me know at bassanalytics@live.com. I will send you an email every time there is a new post. Follow us on Twitter at www.twitter.com/bassanalytics. 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.
Friday's action saw most of our positions in increase in value. The biggest gainer was short Canadian, and we made money short the Euro, long the Japanese Yen, and long the Swiss Franc. This is certainly a time when the U.S. Dollar is moving differently against the major currencies. There is so much going on in the world right now economically, and each country has its own particular set of strengths and weaknesses vis-a-vis the Dollar.
Questtions? Please let me know.
Dan
If you wish to be notified of new posts, let me know at bassanalytics@live.com. I will send you an email every time there is a new post. Follow us on Twitter at www.twitter.com/bassanalytics. 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.
Friday, June 24, 2011
Euro Update
Stop 141.85
Daniel F. Bass, FSA, MAAA
Bass Market Analytics
http://www.bassanalytics.blogspot.com/
http://www.twitter.com/bassanalytics
Daniel F. Bass, FSA, MAAA
Bass Market Analytics
http://www.bassanalytics.blogspot.com/
http://www.twitter.com/bassanalytics
Thursday, June 23, 2011
No Abbreviated Post Tonight........
I was unable to give a full narrative last night, so tonight I will spend some extra time describing what is happening with the BLOG, and give also a slight flavor for what is transpiring in the markets.
As you may know, we ran a clip of the Great Jim Rogers over the weekend. He is one of the best predictors of the markets usually many years before the rest of us "get it." Well, he is about as bearish on the U.S. Dollar as anyone I've heard, but he said that there could be a short rally. Why? Because 97% of investors were bearish on the Dollar, and he says that when such contrary extremes are reached, the opposite is usually true. Another example would be extremely bearish sentiment right before a great stock market rally. Well, you get the point.
At the time, everything looked bleak for the Dollar, just as things usually do at a bottom. We were, and still are, long the Swiss Franc and the Japanese Yen. Yet, tonight, I get signals to sell short the Euro and the Canadian. Are the numbers vindicating Jimmy. We'll see.
In any event, this hasn't been the best of weeks for the BLOG. We got stopped out of Gold in one night (Dollar strength) and didn't follow Silver or Platinum signals due to contagion risk. Our short cocoa position improved slightly. Our long Swiss improved slightly. Our long Japanese Yen worsened slightly.
We were stopped out of Soybeans with a loss, and didn't follow the Soymeal signal since it duplicated the Soy. We were stopped out of Sugar with a loss in an intra-day downturn, only to find that Sugar completely recovered on the day. That hurts! This is another commodity that Rogers says is under-valued.
We went long Wheat, it plummeted, then recovered. Now it is above yesterday's close with a stop that hopefully will lock in our profits. Grains gap; however, so nothing is "locked in."
Well, that's it for tonight from the peanut gallery. Have a great day!
Any questions are always welcome!
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.
As you may know, we ran a clip of the Great Jim Rogers over the weekend. He is one of the best predictors of the markets usually many years before the rest of us "get it." Well, he is about as bearish on the U.S. Dollar as anyone I've heard, but he said that there could be a short rally. Why? Because 97% of investors were bearish on the Dollar, and he says that when such contrary extremes are reached, the opposite is usually true. Another example would be extremely bearish sentiment right before a great stock market rally. Well, you get the point.
At the time, everything looked bleak for the Dollar, just as things usually do at a bottom. We were, and still are, long the Swiss Franc and the Japanese Yen. Yet, tonight, I get signals to sell short the Euro and the Canadian. Are the numbers vindicating Jimmy. We'll see.
In any event, this hasn't been the best of weeks for the BLOG. We got stopped out of Gold in one night (Dollar strength) and didn't follow Silver or Platinum signals due to contagion risk. Our short cocoa position improved slightly. Our long Swiss improved slightly. Our long Japanese Yen worsened slightly.
We were stopped out of Soybeans with a loss, and didn't follow the Soymeal signal since it duplicated the Soy. We were stopped out of Sugar with a loss in an intra-day downturn, only to find that Sugar completely recovered on the day. That hurts! This is another commodity that Rogers says is under-valued.
We went long Wheat, it plummeted, then recovered. Now it is above yesterday's close with a stop that hopefully will lock in our profits. Grains gap; however, so nothing is "locked in."
Well, that's it for tonight from the peanut gallery. Have a great day!
Any questions are always welcome!
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 are Intriguing---
Short Euro and Short Canadian
Daniel F. Bass, FSA, MAAA
Bass Market Analytics
http://www.bassanalytics.blogspot.com/
http://www.twitter.com/bassanalytics
Daniel F. Bass, FSA, MAAA
Bass Market Analytics
http://www.bassanalytics.blogspot.com/
http://www.twitter.com/bassanalytics
Wednesday, June 22, 2011
Final Post
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.
Quick Summary
Buy Swiss Franc
Short Live Cattle
Buy Wheat
Buy Soymeal
Buy GOLD
Buy Silver
Buy Platinum
Either my algorithms are wrong, or they indicate that another commodity move is coming.
Daniel F. Bass, FSA, MAAA
Bass Market Analytics
http://www.bassanalytics.blogspot.com/
http://www.twitter.com/bassanalytics
Short Live Cattle
Buy Wheat
Buy Soymeal
Buy GOLD
Buy Silver
Buy Platinum
Either my algorithms are wrong, or they indicate that another commodity move is coming.
Daniel F. Bass, FSA, MAAA
Bass Market Analytics
http://www.bassanalytics.blogspot.com/
http://www.twitter.com/bassanalytics
Tuesday, June 21, 2011
A Plethora of Signals
A few days ago, I commented about how lackluster the new algorithms had been. Sure enough, that has all changed today. There are a total of 7 new signals, not 6 as previously reported. The reason for the disparity is that I produced the first BLOG today shortly before 3pm Pacific Time. However, data for the Russell 2000 Stock Market Index is not available until 5pm Pacific Time: we now have a buy on the Russell. Yes, some of these signals are short-lived; others go for months.
We'll need some time to contemplate what to do with so many signals. There is lots of possible contagion here. Since we're already long Gold, I think we'll skip Silver this time around. The Russell is our only stock market signal, so we'll follow it. Soy would be our only food, and as you heard from Jim Rogers, food is likely to go much higher. Of the three currencies, I'll take the Swiss Franc, since is based upon an intrinsically better-run economy than the British Pound. Also, the Japanese Yen has been one of the strongest currencies for the year. Many times, it used to go the opposite direction of the Swiss Franc (thus, a hedge) but not so much recently.
That's all for now. As always, I'm open for questions.
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.
We'll need some time to contemplate what to do with so many signals. There is lots of possible contagion here. Since we're already long Gold, I think we'll skip Silver this time around. The Russell is our only stock market signal, so we'll follow it. Soy would be our only food, and as you heard from Jim Rogers, food is likely to go much higher. Of the three currencies, I'll take the Swiss Franc, since is based upon an intrinsically better-run economy than the British Pound. Also, the Japanese Yen has been one of the strongest currencies for the year. Many times, it used to go the opposite direction of the Swiss Franc (thus, a hedge) but not so much recently.
That's all for now. As always, I'm open for questions.
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.
After Days of Quiet......Comes The Storm!
I have only preliminary results so far, but for those of you who wish advanced warning, here it is:
Buy Silver
Buy British
Buy Swiss
Buy Japanese Yen
Buy Soybeans
Buy Sugar
Normal detailed BLOG will 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. 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 Silver
Buy British
Buy Swiss
Buy Japanese Yen
Buy Soybeans
Buy Sugar
Normal detailed BLOG will 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. 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, June 20, 2011
Gold Up Today; Copper Falls.........
We made money.
There are a number of technicalities that I wish to explain for today's BLOG.
First, we went short copper last night. Happily, Copper gradually fell and fell. The final stop published by the BLOG last night was 407.85, which would have locked in over $500 per contract on copper. However, intra-session copper fell even further, hence the much bigger profit shown below. My computer runs 24 hours per day, 5 days per week, and continuously produces stops. I got out of my own position at the lower value. I hope someday to be able to link continuous order updates in such a way as to be useful, but not too voluminous. I say this, because it is not uncommon for me to get over 500 updates per day.
Second, our signal was to short cocoa, not go long. If you did go long, you made money today. If you didn't go long, you can go short at a better price in the next session. "Food" for thought.
If you strictly followed the exact BLOG stops on Gold, you wouldn't have been stopped out. However, as alluded to above, the system calculates stops continuously. So, the gold stop moved up while I slept, took out the position with a profit. A new signal re-validates gold for today. If you simply followed the BLOG stops on gold, you would be happy, for you would still be in Gold at much higher prices. The ETF is still long as well. For completeness, I showed the BLOG entering and exiting, but you would have been better off just staying put.
Best of luck; 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. 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.
There are a number of technicalities that I wish to explain for today's BLOG.
First, we went short copper last night. Happily, Copper gradually fell and fell. The final stop published by the BLOG last night was 407.85, which would have locked in over $500 per contract on copper. However, intra-session copper fell even further, hence the much bigger profit shown below. My computer runs 24 hours per day, 5 days per week, and continuously produces stops. I got out of my own position at the lower value. I hope someday to be able to link continuous order updates in such a way as to be useful, but not too voluminous. I say this, because it is not uncommon for me to get over 500 updates per day.
Second, our signal was to short cocoa, not go long. If you did go long, you made money today. If you didn't go long, you can go short at a better price in the next session. "Food" for thought.
If you strictly followed the exact BLOG stops on Gold, you wouldn't have been stopped out. However, as alluded to above, the system calculates stops continuously. So, the gold stop moved up while I slept, took out the position with a profit. A new signal re-validates gold for today. If you simply followed the BLOG stops on gold, you would be happy, for you would still be in Gold at much higher prices. The ETF is still long as well. For completeness, I showed the BLOG entering and exiting, but you would have been better off just staying put.
Best of luck; 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. 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.
Another Signal to Buy Gold
Gold was stopped out, but another signal says buy!
Daniel F. Bass, FSA, MAAA
Bass Market Analytics
http://www.bassanalytics.blogspot.com/
http://www.twitter.com/bassanalytics
Daniel F. Bass, FSA, MAAA
Bass Market Analytics
http://www.bassanalytics.blogspot.com/
http://www.twitter.com/bassanalytics
Sunday, June 19, 2011
Small Correction......
I went short HGN11 (july) instead of HGU11 (September). Although the open interest is larger for September than for July, the July Contract still dominates the volume The stop on July Copper is 407.85.
If you went for September, eamil me, and I'll publish whatever I have. Thanks.
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.
If you went for September, eamil me, and I'll publish whatever I have. Thanks.
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.
Our Gold is Up!!!!!!!!!!!!
Our gold and corn have made some strong, quick profits and locked them in with stops. Two new signals for Monday.
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.
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, June 16, 2011
Updated Post.....Gold Stop was wrong..........
It should have been 1507.1
Daniel F. Bass, FSA, MAAA
Bass Market Analytics
http://www.bassanalytics.blogspot.com/
http://www.twitter.com/bassanalytics
Daniel F. Bass, FSA, MAAA
Bass Market Analytics
http://www.bassanalytics.blogspot.com/
http://www.twitter.com/bassanalytics
BUY GOLD!!!!!
There is a second signal (redundant) to buy Gold. It's record is even better with respect to its win-ratio: 26/30=87%. However, the expected profit of the system below is fully triple that of the system yielding 87%.
We really haven't done all that well lately. Losers and a couple of winners. However, our mathematical systems are supposed to adjust to the environment inherent in the data.
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.
We really haven't done all that well lately. Losers and a couple of winners. However, our mathematical systems are supposed to adjust to the environment inherent in the data.
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.
Sell Short the New Zealand Dollar, Market on Open
Daniel F. Bass, FSA, MAAA
Bass Market Analytics
http://www.bassanalytics.blogspot.com/
http://www.twitter.com/bassanalytics
BIG SIGNAL
Buy August Gold, Market on Open. There are two signals.
Daniel F. Bass, FSA, MAAA
Bass Market Analytics
http://www.bassanalytics.blogspot.com/
http://www.twitter.com/bassanalytics
Daniel F. Bass, FSA, MAAA
Bass Market Analytics
http://www.bassanalytics.blogspot.com/
http://www.twitter.com/bassanalytics
Bristish Pound Stop 161.25
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.
Wednesday, June 15, 2011
Corn Wins for the BLOG on the Day......
Our porfolio today consisted of one position, but we a grateful that we were not exposed to equities today.
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. 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.
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. 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.
Two new signals to sell short the Pound.........
Another signal to short Corn, but we are already short so that signal is redundant.
Two signals with great records 15/15 and 13/15 to sell short the British Pound BPU11
.
One more signal to buy Copper HGN11 The stop is $1100 and has usually a short duration.
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.
Two signals with great records 15/15 and 13/15 to sell short the British Pound BPU11
.
One more signal to buy Copper HGN11 The stop is $1100 and has usually a short duration.
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.
Tuesday, June 14, 2011
Our Small Portfolio Persists.........
Remember the days when the algorithms would kick out five signals in one day? Not so now. The mathematical formulas are going through a period of relative "silence." Why? Because theoretically, there are times when it is better to be out of any markets and preserving the capital that one has. There is one new signal for tomorrow, complete with stop already. We will pass on the ETF for this particular algorithm, since the percentage stop would be too deep for our comfort levels.
https://spreadsheets.google.com/spreadsheet/ccc?key=0AtYsMnbdw73BdGd3UVpxRURkTXpQVHpmc043emFvY1E&hl=en_US&authkey=CKfRxKYB
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.
https://spreadsheets.google.com/spreadsheet/ccc?key=0AtYsMnbdw73BdGd3UVpxRURkTXpQVHpmc043emFvY1E&hl=en_US&authkey=CKfRxKYB
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.
Bad Day for the BLOG..........
Although, we show Cotton Long, our December Position was stopped out overnight; therefore, we will exit the ETF in the morning, possibly with a profit. Also, our new Copper position entered, HGN11, at 403.55, and the stop is at 407.95, just a hair away from the market. If the stop is hit in the overseas session, it will invalidate the ETF JJC.
We must accept that 80% means 2 losers out of every 10 trades. As we've said before, the markets have their way of humbling us. I hope you are enjoying our efforts. We are ahead of the S&P year-to-date. We'll document everything in a future BLOG. Sorry for the late Post tonight.
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.
We must accept that 80% means 2 losers out of every 10 trades. As we've said before, the markets have their way of humbling us. I hope you are enjoying our efforts. We are ahead of the S&P year-to-date. We'll document everything in a future BLOG. Sorry for the late Post tonight.
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, June 13, 2011
One New Signal......Sell Short Copper
Details will be published 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. 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.
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, June 12, 2011
Globex Session Has Begun......Stops Available
SMN11 entry 372.6 stop 368.60
CTZ11 entry 133.50 stop 128.90
Have a nice evening in the Western Hemishpere, and a great day in the Eastern!
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.
CTZ11 entry 133.50 stop 128.90
Have a nice evening in the Western Hemishpere, and a great day in the Eastern!
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.
Friday, June 10, 2011
BLOG Makes Money Amid Stock Market Collapse.........(Revised)
The S&P 500 Index fell 1.4% today as the Dollar rose! The Dollar rose, yes, that's not a misprint. There were some woes for the Euro, but in addition, I believe that the Dollar is short-term oversold.
There is revised verbiage below concening Futures and ETF symbols. It is in bold italics.
We have two new signals for tomorrow that are shown below.
If you would like to listen to a real financial guru go to the following link
http://www.bloomberg.com/video/70751156/
What do you think of his opinion? He has been right for the past ten years.
Coincidentally, the signals for Monday concur with his opinion.
SPECIAL NOTE on Symbols: Soymeal is SMN11 with no ETF. This is pretty standard. The ETF for Cotton is BAL. This is also nothing new. However, for the future there is a choice. While July Cotton still has the most volume, symbol CTN11, the symbol with the most open interest (or contracts outstanding) is December Cotton, symbol CTZ11. July Cotton sells for around $133 per bushel while July Cotton sells for around $150. Earlier contracts of Cotton this year sold for over $200 per bushel! Which will I do? Usually the choice is easy. Just in case this turns out to be a longer term signal a la Jim Rogers' recommendations, I will choose to follow December Cotton in the BLOG.
https://spreadsheets.google.com/spreadsheet/ccc?key=0AtYsMnbdw73BdDFlMnl0dVhFMlU4ZFk4X1BsTWZZM0E&hl=en_US&authkey=CN2DmwU
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.
There is revised verbiage below concening Futures and ETF symbols. It is in bold italics.
We have two new signals for tomorrow that are shown below.
If you would like to listen to a real financial guru go to the following link
http://www.bloomberg.com/video/70751156/
What do you think of his opinion? He has been right for the past ten years.
Coincidentally, the signals for Monday concur with his opinion.
SPECIAL NOTE on Symbols: Soymeal is SMN11 with no ETF. This is pretty standard. The ETF for Cotton is BAL. This is also nothing new. However, for the future there is a choice. While July Cotton still has the most volume, symbol CTN11, the symbol with the most open interest (or contracts outstanding) is December Cotton, symbol CTZ11. July Cotton sells for around $133 per bushel while July Cotton sells for around $150. Earlier contracts of Cotton this year sold for over $200 per bushel! Which will I do? Usually the choice is easy. Just in case this turns out to be a longer term signal a la Jim Rogers' recommendations, I will choose to follow December Cotton in the BLOG.
https://spreadsheets.google.com/spreadsheet/ccc?key=0AtYsMnbdw73BdDFlMnl0dVhFMlU4ZFk4X1BsTWZZM0E&hl=en_US&authkey=CN2DmwU
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.
Corn Stopped Out at 392.25
Daniel F. Bass, FSA, MAAA
Bass Market Analytics
http://www.bassanalytics.blogspot.com/
http://www.twitter.com/bassanalytics
Thursday, June 9, 2011
Copper Stop Falls to 408.50
Bedtime cometh. It would be fun to be in Europe right now.
Daniel F. Bass, FSA, MAAA
Bass Market Analytics
http://www.bassanalytics.blogspot.com/
http://www.twitter.com/bassanalytics
Daniel F. Bass, FSA, MAAA
Bass Market Analytics
http://www.bassanalytics.blogspot.com/
http://www.twitter.com/bassanalytics
Copper Stop Now HGN11 408.75
Daniel F. Bass, FSA, MAAA
Bass Market Analytics
http://www.bassanalytics.blogspot.com/
http://www.twitter.com/bassanalytics
Intra-Session Update
Sell CN11 449 stop; buy HGN11 408.85 stop.
Daniel F. Bass, FSA, MAAA
Bass Market Analytics
http://www.bassanalytics.blogspot.com/
http://www.twitter.com/bassanalytics
Daniel F. Bass, FSA, MAAA
Bass Market Analytics
http://www.bassanalytics.blogspot.com/
http://www.twitter.com/bassanalytics
Lackluster Day for the BLOG......
Stock Markets were strong today, but not much going on here at the BLOG. The new signals track their performance with 80th percent win-ratios, so they look pretty good. All the 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. 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.
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 Corn and Sell Short Copper
Daniel F. Bass, FSA, MAAA
Bass Market Analytics
http://www.bassanalytics.blogspot.com/
http://www.twitter.com/bassanalytics
Wednesday, June 8, 2011
Copper filled overnight at 410.10..............
Short Aussie filled at 105.84
Long Natural Gas filled at 4.635
There are now no active positions for futures nor ETFS.
Sometimes it is better to be 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. 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.
Long Natural Gas filled at 4.635
There are now no active positions for futures nor ETFS.
Sometimes it is better to be 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. 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.
Three new Signals for Tomorrow......
Our coffee exited with a small gain on the futures, but a loss for the ETF. Three new signals indicate a possible change in the market for the U.S. Dollar and the Economy in general. The new signals are shown with their records in the table below. Their progress overseas is also shown.
Our New, Active, and Closed Out Positions Appear in the Table Below:
As we write this, the future on Natural Gas was already stopped out. Some really bad news must have come 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. 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.
Our New, Active, and Closed Out Positions Appear in the Table Below:
As we write this, the future on Natural Gas was already stopped out. Some really bad news must have come 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. 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.
Intra-Day Post
Sell Short Aussie, Sell Short Copper, and go Long Natural Gas.
Details to follow.
Daniel F. Bass, FSA, MAAA
Bass Market Analytics
http://www.bassanalytics.blogspot.com/
http://www.twitter.com/bassanalytics
Details to follow.
Daniel F. Bass, FSA, MAAA
Bass Market Analytics
http://www.bassanalytics.blogspot.com/
http://www.twitter.com/bassanalytics
Tuesday, June 7, 2011
Many positions end today........
Well, this time the mathematics took us out of being short the Russell by just a dime. Since we were stopped out of our position, the market closed down. Then, overnight, it is trading lower. Well, we just missed a really good short trade. Note, we did make money on the trade. The Algorithm which generated it is still 97% profitable. Whoppee!
The new signal to buy Copper has already been stopped out with a loss, and is reflected in the table below.
Our Active and Closed Out Positions Appear in the Table Below:
https://spreadsheets.google.com/spreadsheet/ccc?key=0AtYsMnbdw73BdElueEx2RG85Uk9jSGhCT1kwRS1vTmc&hl=en_US&authkey=CNjd_JkK
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.
The new signal to buy Copper has already been stopped out with a loss, and is reflected in the table below.
Our Active and Closed Out Positions Appear in the Table Below:
https://spreadsheets.google.com/spreadsheet/ccc?key=0AtYsMnbdw73BdElueEx2RG85Uk9jSGhCT1kwRS1vTmc&hl=en_US&authkey=CNjd_JkK
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.
Copper stopped out at 409.85
Daniel F. Bass, FSA, MAAA
Bass Market Analytics
http://www.bassanalytics.blogspot.com/
http://www.twitter.com/bassanalytics
Daniel F. Bass, FSA, MAAA
Bass Market Analytics
http://www.bassanalytics.blogspot.com/
http://www.twitter.com/bassanalytics
Tuesday Intra-Day Update.......
Buy Copper, Exit Long Soybeans, Sell Short Soybeans, Coffee Stop 261.45, Exit Soymeals.
Unfortunately, we were barely stopped out of our short Russell position, then it collapsed further.
Complete update later.
Daniel F. Bass, FSA, MAAA
Bass Market Analytics
http://www.bassanalytics.blogspot.com/
http://www.twitter.com/bassanalytics
Unfortunately, we were barely stopped out of our short Russell position, then it collapsed further.
Complete update later.
Daniel F. Bass, FSA, MAAA
Bass Market Analytics
http://www.bassanalytics.blogspot.com/
http://www.twitter.com/bassanalytics
Monday, June 6, 2011
Russell Plummets After BLOG Signal to Go Short........
In spite of a seemingly oversold stock market, the Russell 2000 Index was down 1.5% today. The futures were up $1,270 per contract. The stop has moved way down, and will help to ensure a profit. We recorded the results of IWM, the ETF, as usual. But we also show for illustrative purposes, SHRTY (shorty! isn't that funny) which utilizes 3-1 leverage. Note that its percentage return for the day was 4.4%, which is almost 3 times the IWM return for the day. One of our readers was interested in knowing this. However, SHRTY won't contribute to the return of the BLOG ETF portfolio, since it is leveraged.
In spite of being right on the direction of the stock market, we lost money on the day because our coffee signal was dead wrong, as was our silver signal. That's OK. We are interested in the percentages long-term. We can't make money every day, or even every week. But we seek to be right at least 70% of the time, and make money when the year is over. That's the way the algorithms should work. But there are no guarantees in life......are there?
New Signals:
Our earlier signal to go long the Swiss Franc changed to no signal when data revisions were made by my source. Sorry for any inconvenience. I double-checked, and sure enough, there was a signal generated at 2pm Pacific Time, and now at 7:23pm, there is no longer a valid signal. Sometimes just a slight change in data can cause this. If a formula generates a value that is "just on the mathematical edge," then a slight change can change the signal. Mostly, even with data revision, this doesn't happen because the signal is more squarely in a definitive mathematical range.
Go LONG Coffee: Market On Open. Symbols: KCN11 and JO. Record: 66 wins out of 87 trades for 76%. Stop: about 1.6%. Gulp! This signal causes me consternation because it was a loser last night. Statistically, we shouldn't care about what our last "coin flip" was, since these events are assumed to be independent.
That's it for this evening. Good Health to You!
Our Active and Closed Out Positions Appear in the Table Below:
https://spreadsheets.google.com/spreadsheet/ccc?key=0AtYsMnbdw73BdHZNSXZ4SEhwVlBBbHVBZGdJTWJxV3c&hl=en_US&authkey=CJ_Z_KsF
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.
In spite of being right on the direction of the stock market, we lost money on the day because our coffee signal was dead wrong, as was our silver signal. That's OK. We are interested in the percentages long-term. We can't make money every day, or even every week. But we seek to be right at least 70% of the time, and make money when the year is over. That's the way the algorithms should work. But there are no guarantees in life......are there?
New Signals:
Our earlier signal to go long the Swiss Franc changed to no signal when data revisions were made by my source. Sorry for any inconvenience. I double-checked, and sure enough, there was a signal generated at 2pm Pacific Time, and now at 7:23pm, there is no longer a valid signal. Sometimes just a slight change in data can cause this. If a formula generates a value that is "just on the mathematical edge," then a slight change can change the signal. Mostly, even with data revision, this doesn't happen because the signal is more squarely in a definitive mathematical range.
Go LONG Coffee: Market On Open. Symbols: KCN11 and JO. Record: 66 wins out of 87 trades for 76%. Stop: about 1.6%. Gulp! This signal causes me consternation because it was a loser last night. Statistically, we shouldn't care about what our last "coin flip" was, since these events are assumed to be independent.
That's it for this evening. Good Health to You!
Our Active and Closed Out Positions Appear in the Table Below:
https://spreadsheets.google.com/spreadsheet/ccc?key=0AtYsMnbdw73BdHZNSXZ4SEhwVlBBbHVBZGdJTWJxV3c&hl=en_US&authkey=CJ_Z_KsF
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.
Intra-day Update
The Russell plummeted today, making money for us. TFM11 "locked-in" profits with the stop now at $803.50. Our coffee was stopped out, unfortunately.
New signals: buy coffee, buy Swiss Franc.
Daniel F. Bass, FSA, MAAA
Bass Market Analytics
http://www.bassanalytics.blogspot.com/
http://www.twitter.com/bassanalytics
New signals: buy coffee, buy Swiss Franc.
Daniel F. Bass, FSA, MAAA
Bass Market Analytics
http://www.bassanalytics.blogspot.com/
http://www.twitter.com/bassanalytics
Stops
Futures Coffee Stopped out Overnight thereby invalidating JO.
Short Russell Stop moves down to 808.60.
Daniel F. Bass, FSA, MAAA
Bass Market Analytics
http://www.bassanalytics.blogspot.com/
http://www.twitter.com/bassanalytics
Short Russell Stop moves down to 808.60.
Daniel F. Bass, FSA, MAAA
Bass Market Analytics
http://www.bassanalytics.blogspot.com/
http://www.twitter.com/bassanalytics
Sunday, June 5, 2011
Friday, June 3, 2011
BLOG Rises Today As Stock Market Falls! We get a Stock Market Signal........
The Russell 2000 Stock Index Futures fell another 1.5% today. Our futures portfolio rose sharply as we were long soybeans and soymeal. We had no ETF active positions on Friday. However......
New Signals:
Go SHORT Silver: Market On Open. Symbols: SIN11 and SLV. Record: 16 wins out of 22 trades for 72%. Initial Stop: a shallow .7%.
Go LONG Coffee: Market On Open. Symbols: KCN11 and JO. Record: 66 wins out of 86 trades for 77%. Initial Stop: about 1.6%.
Go SHORT Russell: Market On Open. Symbols: TFM11 and IWM. Record: 35 wins out of 36 trades for 97%. The initial stop is about 1.7%. The market has fallen for 5 consecutive weeks, so caution is warranted here. While the statistical record is very good, there are no guarantees in life except death and taxes.
For the first five months of the year (through June 3, today), one futures contract has earned $58,534 which would annualize to over $138,000. Note: annualization is a mathematical result only, and should not be construed as an expected value or projection. The ETFs have earned 2.9%, slightly below the S&P 500 (without dividends) at 3.4%. This would annualize the BLOG to 6.8% and the S&P to 8.0%. See our BLOG page on "Shortcomings and Limitations" for an explanation of how our calculations are done. Of course, our desire would be to beat the S&P for the year, like we did last year. Only time will tell.
The BLOG's day-to-day fluctuations are much less volatile than the S&P. This is because we have five positions, each of which may be positively, negatively, or non-correlated to equities.
Our Active and Closed Out Positions Appear in the Table Below:
https://spreadsheets.google.com/spreadsheet/ccc?key=0AtYsMnbdw73BdGZrc0pTamxjeTkyQnl1WnQ0dzBWNEE&hl=en_US&authkey=CPGwkbIN
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:
Go SHORT Silver: Market On Open. Symbols: SIN11 and SLV. Record: 16 wins out of 22 trades for 72%. Initial Stop: a shallow .7%.
Go LONG Coffee: Market On Open. Symbols: KCN11 and JO. Record: 66 wins out of 86 trades for 77%. Initial Stop: about 1.6%.
Go SHORT Russell: Market On Open. Symbols: TFM11 and IWM. Record: 35 wins out of 36 trades for 97%. The initial stop is about 1.7%. The market has fallen for 5 consecutive weeks, so caution is warranted here. While the statistical record is very good, there are no guarantees in life except death and taxes.
For the first five months of the year (through June 3, today), one futures contract has earned $58,534 which would annualize to over $138,000. Note: annualization is a mathematical result only, and should not be construed as an expected value or projection. The ETFs have earned 2.9%, slightly below the S&P 500 (without dividends) at 3.4%. This would annualize the BLOG to 6.8% and the S&P to 8.0%. See our BLOG page on "Shortcomings and Limitations" for an explanation of how our calculations are done. Of course, our desire would be to beat the S&P for the year, like we did last year. Only time will tell.
The BLOG's day-to-day fluctuations are much less volatile than the S&P. This is because we have five positions, each of which may be positively, negatively, or non-correlated to equities.
Our Active and Closed Out Positions Appear in the Table Below:
https://spreadsheets.google.com/spreadsheet/ccc?key=0AtYsMnbdw73BdGZrc0pTamxjeTkyQnl1WnQ0dzBWNEE&hl=en_US&authkey=CPGwkbIN
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.
Stops Move Up with Big Rally..........
Soybeans moves to 1395.25 and Soymeal to 366.4.
Daniel F. Bass, FSA, MAAA
Bass Market Analytics
http://www.bassanalytics.blogspot.com/
http://www.twitter.com/bassanalytics
Daniel F. Bass, FSA, MAAA
Bass Market Analytics
http://www.bassanalytics.blogspot.com/
http://www.twitter.com/bassanalytics
Soymeal stop moves to 365.8
Daniel F. Bass, FSA, MAAA
Bass Market Analytics
http://www.bassanalytics.blogspot.com/
http://www.twitter.com/bassanalytics
Copper stopped out at 407.85 cover ETF Market on close
Daniel F. Bass, FSA, MAAA
Bass Market Analytics
http://www.bassanalytics.blogspot.com/
http://www.twitter.com/bassanalytics
Thursday, June 2, 2011
Natural Gas Rises............
Natural Gas Surged, and we exited with a profit this evening. We exited a number of other profitable positions today, bringing us down to zero ETFs. However, we have two new signals which were documented in short BLOG spots written earlier in the day.
New Signals: Go SHORT Copper: Market On Open. Symbols: HGN11 and JJC. Record: 84 wins out of 99 trades for 85%. Open: 409.80, Stop: 415.80.
As documented earlier, we took a short silver position and have already exited with a profit. This trade will appear in tomorrow's table.
Our Active and Closed Out Positions Appear in the Table Below (note the numbers that are bold and underlined; they will change as the ETFs open tomorrow morning).
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: Go SHORT Copper: Market On Open. Symbols: HGN11 and JJC. Record: 84 wins out of 99 trades for 85%. Open: 409.80, Stop: 415.80.
As documented earlier, we took a short silver position and have already exited with a profit. This trade will appear in tomorrow's table.
Our Active and Closed Out Positions Appear in the Table Below (note the numbers that are bold and underlined; they will change as the ETFs open tomorrow morning).
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.
Silver Stop Moves to 36.17
Daniel F. Bass, FSA, MAAA
Bass Market Analytics
http://www.bassanalytics.blogspot.com/
http://www.twitter.com/bassanalytics
Stops
Buy stops for silver and copper,
silver open: 36.21 stop 36.45
copper open: 409.80 stop 415.80
Daniel F. Bass, FSA, MAAA
Bass Market Analytics
http://www.bassanalytics.blogspot.com/
http://www.twitter.com/bassanalytics
silver open: 36.21 stop 36.45
copper open: 409.80 stop 415.80
Daniel F. Bass, FSA, MAAA
Bass Market Analytics
http://www.bassanalytics.blogspot.com/
http://www.twitter.com/bassanalytics
One More Signal............
Exit Long Swiss Franc, Market on Open.
Daniel F. Bass, FSA, MAAA
Bass Market Analytics
http://www.bassanalytics.blogspot.com/
http://www.twitter.com/bassanalytics
Daniel F. Bass, FSA, MAAA
Bass Market Analytics
http://www.bassanalytics.blogspot.com/
http://www.twitter.com/bassanalytics
New Signals
Exit Long New Zealand, Sell Short Silver, Sell Short Copper, Stop on Soybeans 1393.25, Stop on Natural Gas 4.776.
Daniel F. Bass, FSA, MAAA
Bass Market Analytics
http://www.bassanalytics.blogspot.com/
http://www.twitter.com/bassanalytics
Daniel F. Bass, FSA, MAAA
Bass Market Analytics
http://www.bassanalytics.blogspot.com/
http://www.twitter.com/bassanalytics
EXTRA: Soybeans and Natural Gas Soar Intra-Day
Our Soybeans, Soymeal, and Natural Gas Positions rose sharply intra-day. We are having a positive week in the midst of a stock market correction. We will stick with our algorithms for direction.
Daniel F. Bass, FSA, MAAA
Bass Market Analytics
http://www.bassanalytics.blogspot.com/
http://www.twitter.com/bassanalytics
Daniel F. Bass, FSA, MAAA
Bass Market Analytics
http://www.bassanalytics.blogspot.com/
http://www.twitter.com/bassanalytics
ALERT: Heating Oil Short Stopped Out at 301.11.....
If you entered the ETF, you should exit short.
Daniel F. Bass, FSA, MAAA
Bass Market Analytics
http://www.bassanalytics.blogspot.com/
http://www.twitter.com/bassanalytics
Daniel F. Bass, FSA, MAAA
Bass Market Analytics
http://www.bassanalytics.blogspot.com/
http://www.twitter.com/bassanalytics
ALERT: Copper Futures Stopped Out at 405.53
While we were out our newly short copper position was stopped out. I am sorry for any inconvenience that this may have caused. If you entered the ETF, you would be ahead right now and should exit the short position.
Daniel F. Bass, FSA, MAAA
Bass Market Analytics
http://www.bassanalytics.blogspot.com/
http://www.twitter.com/bassanalytics
Daniel F. Bass, FSA, MAAA
Bass Market Analytics
http://www.bassanalytics.blogspot.com/
http://www.twitter.com/bassanalytics
Wednesday, June 1, 2011
Russell Futures Plunge 3.3% while Swiss Franc Rises 1.5%.......
Just last night we spoke about volatility and unpredictability in the markets, and then today "all hell broke loose." Employment expectations were not met, and the market translated this into overall lower expectations of the economy and ultimately corporate profits.
However, some things actually rose. The Swiss Franc, for example. The Franc has long been used as a "safe haven" in bad economic times. Note: the Swiss Franc rose against the U.S. Dollar, while the Aussie Dollar (which has been in recent times strong) fell against the U.S. Dollar. Unclear? It is simply the markets' perceptions of where money should and shouldn't be.
Our portfolio didn't have a bad day. We weren't long (or short) any equity index.
New Signals:
Go SHORT Heating Oil: Market On Open. Symbols: HON11 and UHN. Record: 18 wins out of 21 trades for 86%. Open: 301.41, Stop: 304.75.
Go SHORT Copper: Market On Open. Symbols: HGN11 and JJC. Record: 53 wins out of 65 trades for 82%. Open: 408.90, Stop: 416.70
We will follow both of these signals futures results. However, we already have four ETF positions, so we don't have room for both on the ETF side. Should one of our existing ETF positions be stopped out overnight, we will put both new signals into our ETF portfolio. Note that the British Pound is close, with a stop margin of only 31 cents.
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.
However, some things actually rose. The Swiss Franc, for example. The Franc has long been used as a "safe haven" in bad economic times. Note: the Swiss Franc rose against the U.S. Dollar, while the Aussie Dollar (which has been in recent times strong) fell against the U.S. Dollar. Unclear? It is simply the markets' perceptions of where money should and shouldn't be.
Our portfolio didn't have a bad day. We weren't long (or short) any equity index.
New Signals:
Go SHORT Heating Oil: Market On Open. Symbols: HON11 and UHN. Record: 18 wins out of 21 trades for 86%. Open: 301.41, Stop: 304.75.
Go SHORT Copper: Market On Open. Symbols: HGN11 and JJC. Record: 53 wins out of 65 trades for 82%. Open: 408.90, Stop: 416.70
We will follow both of these signals futures results. However, we already have four ETF positions, so we don't have room for both on the ETF side. Should one of our existing ETF positions be stopped out overnight, we will put both new signals into our ETF portfolio. Note that the British Pound is close, with a stop margin of only 31 cents.
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.
Tonight's Post
Statistics and stops will come later, but two new signals: sell short heating oil and sell short copper.
Daniel F. Bass, FSA, MAAA
Bass Market Analytics
http://www.bassanalytics.blogspot.com/
http://www.twitter.com/bassanalytics
Daniel F. Bass, FSA, MAAA
Bass Market Analytics
http://www.bassanalytics.blogspot.com/
http://www.twitter.com/bassanalytics
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