Today saw our long Euro Currency position soar ahead. Also, our long lumber position was up the limit. Our portfolio appears below.
We have two new signals for tomorrow:
Buy Wheat: symbol is WH11, and there is no ETF yet, to my knowledge. The track record is 29 wins out of 38 trades for 76%. Initial stop is about 2.4%.
Sell Short the S&P. Symbols: ESH11 and SH (this is a short ETF). The track record is 19 wins out of 25 trades for 76%. Initial Stop: is about 2.5%.
Finally, we got a signal to sell short the Aussie Dollar. This will close out our long position on the Aussie when the markets open after the weekend.
A little commentary is warrented here. We are short Corn, so the Wheat signal seems contradictory. Also, the U.S. Stock Markets have been in a very vicious bull market. A short signal here seems totally contra-intuative. But, that's precisely why we trade algorithmically rather than emotionally.
PORTFOLIO SYMBOL ENTRY CLOSE STOP PROFIT DAYS
Long Euro ECH11 129.72 136.17 133.18 $8,062 12
Long Euro FXE 129.88 135.63 132.65 4.4% 12
Long Cocoa CCH11 2936 3184 2990 $2,480 12
Long Aussie ADH11 98.88 98.35 97.57 -$530 10
Long Aussie FXA 100.24 99.24 98.45 -1.0% 10
Long Lumber LBH11 307 313.4 309.4 $704 9
Long Sugar SBH11 31.39 32.33 31.18 $1,053 2
Short Corn CH11 656 657.25 692 -$63 2
If you wish to be notified of new posts, let me know at bassanalytics@live.com. I will send you an email every time there is a new post. Any views expressed herein are provided for informational purposes only and should not be construed in any way as an offer, an endorsement, or inducement to invest. Past performance is not indicative of future results. Investors should discuss any investment with their personal investment counsel. The quotes and symbols used in the BLOG are believed to be reliable, but no guarantees are made with regard to the accuracy. We may have positions in one or more of the ETFs or futures of the computer-generated signals.
Our purpose is to quantitatively analyze markets to identify trends and over-bought/over-sold situations. We use computer programs applied to large amounts of data and trade markets by mathematical algorithms. We track these algorithmically-generated trades with ETFs and Futures. This BLOG is provided free of charge. Any views expressed herein are provided for informational purposes only and should not be construed in any way as an offer, an endorsement, or inducement to invest.
Historical Returns
The following represents the BLOG's 2010 ETF returns vis-a-vis other benchmark investment measures:
------------$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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