All of our systems are still up handsomely. Since we have 5 ETF positions, our theoretical portfolio is fully invested. There were no positions exited. There were 2 new signals today: buy heating oil and buy natural gas. We will follow neither here in the BLOG.
PORTFOLIO SYMBOL ENTRY CLOSE STOP PROFIT DAYS
Long Soy Oil BOZ10 40.86 52.01 48.10 $6,690 63
Long Canadian CDZ10 97.92 99.57 98.54 $1,650 14
Long Canadian FXC 97.01 99.08 98.06 2.1% 14
Long British FXB 157.44 160.44 158.64 1.9% 13
Long Soy Meal SMZ10 335.9 344.9 339.9 $900 12
Long Crude Oil CLZ10 82.88 87.06 85.69 $4,180 7
Long Crude Oil OIL 23.75 24.66 24.27 3.8% 7
Long Aussie ADZ10 99.37 100.93 99.97 $1,560 6
Long Aussie FXA 99.78 101.44 100.48 1.7% 6
Long Copper HGZ10 382.50 395.65 390.1 $3,288 6
Long Copper JJC 50.83 52.70 51.96 3.7% 6
Our year-to-date ETF return has swelled to 18.8%.
If you wish to be notified of new posts, let me know at bassanalytics@live.com. I will send you an email every time there is a new post.Any views expressed herein are provided for informational purposes only and should not be construed in any way as an offer, an endorsement, or inducement to invest. Past performance is not indicative of future results. Investors should discuss any investment with their personal investment counsel. The quotes and symbols used in the BLOG are believed to be reliable, but no guarantees are made with regard to the accuracy. We may have positions in one or more of the ETFs or futures of the computer-generated signals.
Our purpose is to quantitatively analyze markets to identify trends and over-bought/over-sold situations. We use computer programs applied to large amounts of data and trade markets by mathematical algorithms. We track these algorithmically-generated trades with ETFs and Futures. This BLOG is provided free of charge. Any views expressed herein are provided for informational purposes only and should not be construed in any way as an offer, an endorsement, or inducement to invest.
Historical Returns
The following represents the BLOG's 2010 ETF returns vis-a-vis other benchmark investment measures:
------------$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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