GCZ11 sold short at 1725, covered with stop at 1720.  This will mean no ETF trade.

  
Daniel F. Bass
Registered Investment Advisor
Fellow of the Society of Actuaries
http://www.bassanalytics.blogspot.com/
http://www.twitter.com/bassanalytics

 

End of the Week!

The markets have been wild the past several weeks.  Europe has dominated the landscape, with every day bringing new problems and more proposals for bailouts and austerity.  The effect on the US has been profound, and when the news that the Fed might intervene came, this caused further instability of US markets.  Overall, our results were mixed for our futures positions.  We were very lucky on the metals; while getting nothing right on the currencies.  Surprising, since normally the currencies have been good to us.  Hopefully, we'll continue to get our percentages.

The only signal for Sunday afternoon is another short gold!  Good luck!




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. Follow us on Twitter at www.twitter.com/bassanalytics. 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. 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.

Metals down sharply

Gold stopped out at 1714.70
Copper stopped out at 334.60
 

http://www.bassanalytics.blogspot.com/
http://www.twitter.com/bassanalytics

Sell Short Gold; Sell Short Copper

.....More Later.

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. Follow us on Twitter at www.twitter.com/bassanalytics. 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. 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.

Partial Wednesday Post

So far today, we have a signal to sell short the Swiss Franc:  SFZ11 and FXF.  Since the Swiss have tied themselves to the Euro, and the Euro is under heavy pressure, this signal seems reasonable.  The risk is about 1.4%.  Win-ratio:  9/10=90%.

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. Follow us on Twitter at www.twitter.com/bassanalytics. 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. 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.

Tuesday Post

We are long Soy and short corn, with stops at SF12  1170.25 and cz11  661.50.  We were stopped out of the Aussie with stop of ADZ11 at 1.0066.  We went long the NASDAQ, and the stop is NQZ11  2263.25.  Finally we went long coffee, and it has a stop of 235.00.  Coffee is by far the biggest gainer, and more than offsets the loss in the Aussie Dollar. 

For tomorrow, buy live cattle, symbol LCG12.

That's it for tonight.


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. Follow us on Twitter at www.twitter.com/bassanalytics. 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. 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.

Lots of Signals Pop Out Today

Buy the Aussie (ADZ11, FXA), buy Coffee (KCZ11, JO), buy Soybeans (SF12, NA) and sell short Corn (CZ11).   The short Nasdaq signal should be exited in favor of a long position.  That's it for now.

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. Follow us on Twitter at www.twitter.com/bassanalytics. 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. 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.

BLOG

Gold stopped out at 1783.40

Friday Post

The data for CD and SF have changed.  There are no signals on the Canadian Dollar and Swiss Franc.  Only short gold was valid.

 

Addendum to Friday post

Canadian. Cdz11 and fxc.
Swiss. sfz11 and fxf
Gold. gcz11 and gld.

Bass Market Analytics
Sent from my Wireless

Happy veterans day

Today is a very popular day for weddings: 11/11/11. We are in glendale for a wedding ourselves.

The computer sent me thee signals for tomorrow; buy the Canadian dollar, buy the Swiss franc and sell short gold. While we don't like to short gold in the midst of a bull market, I do like the fact that the currencies are a hedge relative to the gold. And, as evidenced by last night's action, all could be right. Last night everything plummeted at the open then rallied the rest of the day. Our Nasdaq position isn't looking too good aa a result.

Have a great weekend! We'll be publishing statistics sunday night.

Dan
Bass Market Analytics
Sent from my Wireless

Two NASDAQ Signals

It turns out that there were two independent signals to short the NASDAQ last night.  The one we are tracking in the BLOG has a stop of 2401.50.  The other has a stop of 2348.50 and was just stopped out.  This simply an fyi should you wish to cut your losses in this position.

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. Follow us on Twitter at www.twitter.com/bassanalytics. 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. 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.

Short Gold and the NASDAQ

Sell Gold GCZ11 at open 1759.60 with stop already at 1752.40.  Sorry for the tardiness of this post.  It is highly unusual for a drop of this magnitude in the first 45 minutes.  I also went short silver and copper, but they are already stopped out.  Also, sell short the Nasdaq at 2308.50 with stop at 2403.50.   
Unfortunately, our first Euro trade short was stopped out near the high, and then the Euro went down again.  This was simply bad luck, and it happens.  It is built into the statistical models.  Sometimes, you come very close.  Coffee was also stopped out intra-day, and one should exit the ETF in the morning.

Gold was actually stopped out with a profit in an hour after the 3pm Pacific Time open.  So were silver and copper.  So, I'll just have to post the BLOG a bit earlier in the day.  There is but a small window in which to do it.

We are are short the NASDAQ as of this afternoon, and the futures are up $145.

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. Follow us on Twitter at www.twitter.com/bassanalytics. 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. 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.

Get Out of Short Gold

My data source has revised itself, and I no longer have a sell signal on gold.  At the moment I got the revision, I was up $100, and at this moment the position is even.  Exit short and the BLOG will record this as a wash.

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. Follow us on Twitter at www.twitter.com/bassanalytics. 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. 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.

Stops

Gcz11. 1790
Ecz11. 1.3647
Bass Market Analytics
Sent from my Wireless

US Stock Markets Plummet As Dollar Rises

The Italian and Spanish economic troubles translated into currencies around the world falling relative to the US Dollar.  The Dollar's rise caused US Stock markets to fall sharply, with the Russell 2000 Stock Index Futures falling 4.8% to 716.40, a massive one-day drop. 

Coffee, the BLOG's only active position fell and then recovered to finish nearly unchanged.

The new signals for tomorrow appear below.  It will be difficult to short the Euro and Gold after their dramatic falls today.  However, for the technicians in the crowd, the Euro appears to be in a classic Head and Shoulders formation, indicating further declines ahead.  Price target:  130.

Tell your friends that the BLOG is back.  Our goal is to make money no matter what the markets are doing.  Money always seems to be moving into some investment, and out of another.




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. Follow us on Twitter at www.twitter.com/bassanalytics. 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. 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.

November Is Brewing a New Signal---Coffee

It has been slightly over four months since I published my last BLOG.  I stopped for personal reasons, and my absence was unavoidable.  I had hoped to document a second full year of wins, but with lapse in time that won't be possible. However, the systems are still delivering great results, regardless of the direction of the economy and of the general stock market.

During the past four months, I have dropped one group of systems from the BLOG's mathematical arsenal, and added a new replacement group.  The new bundle of systems (BASS 50) has shorter stops and higher win-ratios than the group that was dropped.  The rest of the systems are still running and delivering great results.

For today, we received a signal to buy Coffee.  The futures symbol is KCZ11 and the ETF symbol is simply JO.  Ironically, today I received an email article from Futures Magazine entitled "Is Coffee Ready to Perk Up?"  Coffee rose to over $3.00 this past year, and then proceeded to decline precipitously.  The futures market opens at 12:30 in the evening, and the system often gets stopped out in the first day.  However, once it gets momentun, it may run for many weeks.  If it gets stopped out overnight, I'll try and email those of you who are on the distribution list, so that you'll know that the ETF signal is negated.  The algorithm generated 17 trades, of which 13 were profitable, for a ratio of 76%.  The stop is about 1.9%.

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. Follow us on Twitter at www.twitter.com/bassanalytics. 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. 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.