Week of 2011 DE 23

SPY rose 3.8% this week, while my account fell 0.1%.  Next week is expected to be about the same.

		│	Daily % gain size																	│	Max % loss			│	Results
Symbol	since	│	Fri			Mon			Tue			Wed			Thu			Fri		│	Beg		End	│
TZA#0a	NO30	│	-2.5	9		+2.6	9		-10.0	9		-11.2	0							│				│	−4.9%
TZA#0b	NO30	│	+2.5	9		+7.9	9													│				│	+9.7%
TNA	DE15	│	+1.6	10		-3.8	10		+8.1	10		+9.0	10		+11.5	0				│	−10.0		−10.0	│	+0.0%
IAU	DE16	│	+0.2	10		-0.0	10		+1.3	10		+1.3	10		+0.6	10		+0.8	10	│	−5.4		−4.0	│
SPY		│	0.0			-1.0			+1.9			+2.1			+2.9			+3.8		│				│
me		│	0.0			-0.2			-0.0			-0.0			-0.1			-0.1		│				│

TNA: Sold due to drop in MACD, but then the market “melted up” for the Santa Clause rally.  MACD does not do well with melt-ups, but TRIX does.  Perhaps I should use both indicators?

IAU: Doing okay.  Sell next Friday unless it does very well and my stop rises above break-even.

Automated trading: I have written up a system that accesses Schwab’s website using a web browser and some Greasemonkey scripts.  Next week I’ll let it run “dry” to shake out the bugs, then maybe give it some money the following week.  (Might have to wait an extra week if the Santa rally continues and there are no MACD swing trades for the rest of the year.)

MACD-based swing trades

Ticker Symbol		Buy date			Buy price			Sell date			Sell price			Profit
		Model	Actual		M	A		Model	Actual		M	A		M	A
TNA		DE 15 14:00	DE 15 16:50		$40.90	$41.00		DE 19 12:00	DE 19 12:10		$40.75	$41.10		-0.6%	+0.0%
TNA#2		DE 20 11:00	skipped		$43.62			DE 21 13:00	skipped		$43.27			-1.0%	+0.0%

TNA: As usual, the model bought for a better price than I did, but I sold for a better price.  Managed to break even, during a week when this ticker rose a lot.

TNA^#2: Skipped this trade bacause PPO-signal was positive.  Avoided a loss.