Unlike the recent past, the markets today were not very volatile. Most of the investments that we track were little changed on the day. Our current portfolio appears below. Most of the positions were initiated on Monday; we were out of the markets for the big declines.
PORTFOLIO SYMBOL ENTRY CLOSE STOP PROFIT DAYS
Long Soymeal SMZ10 267.50 285.80 274.10 $1,830 21
Long British BPU10 152.87 152.27 151.19 ($375) 1
Long British FXB 151.81 151.69 150.61 -0.1% 1
Short Canadian CDU10 94.54 94.76 95.69 ($220) 1
Short Canadian FXC 94.36 94.29 95.22 0.1% 1
Short NASDAQ NQU10 1800.50 1805.50 1848.00 ($100) 1
Short NASDAQ QQQ 44.48 44.72 45.77 -0.5% 1
Long Nat Gas NGQ10 4.531 4.510 4.36 -$210 1
Long Nat Gas UNG 7.61 7.60 7.35 -0.1% 1
No positions were closed out today.
There is one new signal for tomorrow: sell short the Australian Dollar, symbols ADU10 and ADX. The record is 28 wins out of 39 trades for 72%.
Good luck, and we'll see you tomorrow.
If you wish to be notified of new posts, let me know at bassanalytics@live.com. I will send you an email every time there is a new post.Any views expressed herein are provided for informational purposes only and should not be construed in any way as an offer, an endorsement, or inducement to invest.The quotes and symbols used in the BLOG are believed to be reliable, but no guarantees are made with regard to the accuracy.
Our purpose is to quantitatively analyze markets to identify trends and over-bought/over-sold situations. We use computer programs applied to large amounts of data and trade markets by mathematical algorithms. We track these algorithmically-generated trades with ETFs and Futures. This BLOG is provided free of charge. Any views expressed herein are provided for informational purposes only and should not be construed in any way as an offer, an endorsement, or inducement to invest.
Historical Returns
The following represents the BLOG's 2010 ETF returns vis-a-vis other benchmark investment measures:
------------$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."
No comments:
Post a Comment