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."

Thursday, April 15, 2010

As mentioned in last night's BLOG, our program exited the Russell 2000 last night on the future, and this morning on the ETF. The signal went long February 16, and exited on tax day. The total ETF gain was 17.1%. This is an amazing rally for the stock market!

There is one new signal for tomorrow: Buy Copper. The system's record is 81 wins out of 101 trades for a win-ratio of 80%. This is highly credible, but there are no guarantees!

Note also, that there was a second signal to buy the Swiss Franc. We are already long the Swiss in the BLOG by virtue of another programmed signal; however, this new signal reinforces the first and its record is 12/12=100%. We will not be statistically tracking this second signal in the BLOG.

Our portfolio is shown below, and the exited Russell is underneath that. Also, our second portfolio continues to have one position.

PORTFOLIO #1
Open Positions Symbol Entry Stop Close Profit
Long Platinum PLJ10 1534.90 1637.30 1723.30 $9,420
Long Aussie ADM10 90.90 91.40 92.82 $1,920
Long Aussie FXA 92.24 92.09 93.52 1.4%
Short Gold GCM10 1152.00 1171.00 1160.30 -$830
Short Gold DGZ 18.84 18.60 18.77 -0.4%
Short Aussie ADM10 92.25 93.30 92.82 -$570
Long Swiss SWM10 94.95 93.75 94.29 -$660
Long Swiss SWM10 94.39 93.63 94.17 -0.2%
Long Zealand NE1M10 71.15 69.20 70.88 -$270
Long Zealand BNZ 22.45 21.87 22.40 -0.2%

Closed Positions Symbol Entry Out Profit Days
Long Russell TFM10 608.50 720.20 $11,170 59
Long Russell IWM 61.66 72.18 17.1% 59


PORTFOLIO #2
Open Positions Symbol Entry Stop Close Profit Days
Long British BPM10 149.75 151.11 154.90 $3,219 17
Long British FXB 150.46 150.64 154.42 2.6% 17


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.

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.

The quotes and symbols used in the BLOG are believed to be reliable, but no guarantees are made with regard to the accuracy.
Posted by at

No comments:

Post a Comment

Subscribe to: Post Comments (Atom)