We have completed the last full week of June, and we have our results:
The Year-to-Date ETF return is: 10.3%. This is for the period from January 7 to June 27.
This means $10,000 would have become $11,030, or $100,000 would have become $110,300. The results are mathematically proportional to the amount of investment.
The annualized ETF return to the end of the year would be 21.8%. This assumes that the investment grows at the same rate to the end of the year.
For futures, an investment in one contract in each position returned $48,780 for an annualized return of $103,517.
Two contracts would return twice that, etc.
For ETFs, the assumptions on return are shown in the BLOG Post of March 9. The returns on futures assume no commissions and that one would have had access to my intra-day stops, which are computed continuously throughout the day.
If you have any questions, please email me at bassanalytics@live.com. The harder the question, the better!
If you wish to be notified of new posts, let me know at bassanalytics@live.com. I will send you an email every time there is a new post.Any views expressed herein are provided for informational purposes only and should not be construed in any way as an offer, an endorsement, or inducement to invest.The quotes and symbols used in the BLOG are believed to be reliable, but no guarantees are made with regard to the accuracy.
Our purpose is to quantitatively analyze markets to identify trends and over-bought/over-sold situations. We use computer programs applied to large amounts of data and trade markets by mathematical algorithms. We track these algorithmically-generated trades with ETFs and Futures. This BLOG is provided free of charge. Any views expressed herein are provided for informational purposes only and should not be construed in any way as an offer, an endorsement, or inducement to invest.
Historical Returns
The following represents the BLOG's 2010 ETF returns vis-a-vis other benchmark investment measures:
------------$Initial-----%Growth----$Return-----$Result
BLOG-----$100,000----26.6%-----$26,646-----$126,646
S&P 500--$100,000----12.8%-----$12,783------$112,783
1.5% CD--$100,000-----1.5%----- $1,500-----$101,500
S&P result excludes dividends.
Return on one Futures Contract: $137,684 (roughly margin of $25,000 to $50,000).
Please see the BLOG page on "Shortcomings and Limitations."
------------$Initial-----%Growth----$Return-----$Result
BLOG-----$100,000----26.6%-----$26,646-----$126,646
S&P 500--$100,000----12.8%-----$12,783------$112,783
1.5% CD--$100,000-----1.5%----- $1,500-----$101,500
S&P result excludes dividends.
Return on one Futures Contract: $137,684 (roughly margin of $25,000 to $50,000).
Please see the BLOG page on "Shortcomings and Limitations."
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