Yesterday, the Swiss Franc passed the Greenback in value. The Swiss France rose to $1.02. It has risen spectacularly this year. Our program put us long the Swiss, was stopped out intra-day today, and then gave another buy signal tonight. Therefore, we show one closed out position below, and show the ETF and the new futures signal long.
There is a go long copper signal, but it usually gets stopped out overnight. It has 100 wins out of 116 trades for 86%. I'll try and let you know if it is still active in the morning.
PORTFOLIO SYMBOL ENTRY CLOSE STOP PROFIT DAYS
Long Silver SLV 18.36 20.66 19.84 12.5% 30
Long Soy Oil BOZ10 40.86 43.90 41.84 $1,824 17
Long Zealand NE1U10 72.90 72.46 71.45 -$440 9
Long Zealand BNZ 23.36 23.28 22.96 -0.3% 9
Long Soy Meal SMZ10 296.00 309.50 301.70 $1,350 7
Long Swiss SFZ10 101.53 101.53 100.33 $0 1
Long Swiss FXF 101.00 100.72 99.53 -0.3% 1
CLOSED OUT SYMBOL ENTRY OUT PROFIT DAYS
Long Swiss SFZ10 101.38 101.65 $338 1
If you wish to be notified of new posts, let me know at bassanalytics@live.com. I will send you an email every time there is a new post.Any views expressed herein are provided for informational purposes only and should not be construed in any way as an offer, an endorsement, or inducement to invest. Past performance is not indicative of future results.The quotes and symbols used in the BLOG are believed to be reliable, but no guarantees are made with regard to the accuracy.
Our purpose is to quantitatively analyze markets to identify trends and over-bought/over-sold situations. We use computer programs applied to large amounts of data and trade markets by mathematical algorithms. We track these algorithmically-generated trades with ETFs and Futures. This BLOG is provided free of charge. Any views expressed herein are provided for informational purposes only and should not be construed in any way as an offer, an endorsement, or inducement to invest.
Historical Returns
The following represents the BLOG's 2010 ETF returns vis-a-vis other benchmark investment measures:
------------$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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