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, January 31, 2012

Unbelievable Developments

One of the reasons that I trade algorithmically is that I know that I couldn't possibly arrive at many of the recommendations using simply fundamental information. 

As mentioned, the Wheat stop WH12 is 652.5, locking in a small profit for the long position.  We are short cotton, with a $1,700 gain on CTH12.  However, a new signal has arisen with another system to buy cotton, again symbol CTH12, or BAL for the ETF.  Unexpected, to be sure.  Finally, even with our long Wheat, we have an independently generated signal to sell short soybeans, symbol SH12.  (we'll also exit long Soy Oil)  This contradicts the Wheat position, since the grains usually move in tandum.  Also, buy the British Pound and sell short Natural Gas.



All the best!


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.

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