As if to welcome me home, I received a plethora of signals this evening. We have gone weeks without utilizing all five of our ETF positions, and tonight we must decide which signals not to follow.
Here is our current portfolio:
PORTFOLIO SYMBOL ENTRY CLOSE STOP PROFIT DAYS
Long Soy Oil BOZ10 40.86 49.58 43.77 $5,232 50
Long Platinum PLZ11 1696.20 1704.00 1669.1 1440.00 1
Long Platinum PTM 19.86 20.15 19.74 1.5% 1
Long Canadian CDZ10 97.92 97.53 96.12 -$390 1
Long Canadian FXC 97.01 97.11 95.71 0.1% 1
Heating Oil HOZ10 227.43 226.84 223.38 -$248 1
Heating Oil UHN 26.96 26.98 26.57 0.1% 1
To reiterate, we received the following signals:
3 signals to buy the British Pound
1 signal to buy Crude Oil
2 signals to buy Gold
1 (more) signal to buy Platinum
1 signal to buy silver.
Since we're already long Platinum, we really must choose 2 out of 4. Since we received 3 signals on British, and 2 on Gold, we'll choose those two. Note, too, that we are already long a metal, a currency, and an energy, so that is another reason for our approach. The historical records on these systems are quite good:
British Pound, BPZ10 and FXB, 22 wins out of 24 historical for 92%.
Gold, GCZ10 and GLD, 26 wins out of 29 historical for 90%.
All the best to you!
If you wish to be notified of new posts, let me know at bassanalytics@live.com. I will send you an email every time there is a new post.Any views expressed herein are provided for informational purposes only and should not be construed in any way as an offer, an endorsement, or inducement to invest. Past performance is not indicative of future results. Investors should discuss any investment with their personal investment counsel. The quotes and symbols used in the BLOG are believed to be reliable, but no guarantees are made with regard to the accuracy. We may have positions in one or more of the ETFs or futures of the computer-generated signals.
Our purpose is to quantitatively analyze markets to identify trends and over-bought/over-sold situations. We use computer programs applied to large amounts of data and trade markets by mathematical algorithms. We track these algorithmically-generated trades with ETFs and Futures. This BLOG is provided free of charge. Any views expressed herein are provided for informational purposes only and should not be construed in any way as an offer, an endorsement, or inducement to invest.
Historical Returns
The following represents the BLOG's 2010 ETF returns vis-a-vis other benchmark investment measures:
------------$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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