Week of 2012 DE 28

SPY fell by 2.2% this week, while my account rose by 0.6% to end the year at -5.4% below baseline.  The loss-floor fell to -6.9% below baseline.  *Sigh* another loser year.  Still, the loss-floor is up from its low of -11.5% (double-bottom in June and August) and my account value was briefly as low as -9.2% during JN 24 to JN 26.  But at no time during the year was my account value *ever* above baseline!  I had hoped for better results from the second year of trading.

On Tuesday, markets were closed for Christmas.

End of year holdings: one tranche of gold, one of “equity bear”, and one of “equity bull”, so I’m effectively flat.

Friday’s allocations:

Daily % gain size │ Max loss Sym  Buy │  Fri  Mon  Tue  Wed  Thu  Fri │ Beg   End   IAU  AU14 │ +0.4  13  +0.4  13  +0.4  13  +0.5  13  +0.4  13  │ +0.1 +0.1 SRTY  DE21 │ -0.2  15  +0.1  15  +0.3  15  +0.3  15  +0.3  15  │ -0.4 -0.2 TZA  DE26 │ +0.1  15  +0.1  15  +0.4  15  │ -0.6 -0.6 URTY ¹  DE27 │ -0.1  15  -0.1  15  │ -0.1 -0.1 URTY ²  DE28 │ -0.1  15  │ -0.4 -0.4 SPY │ +13.8     +13.4         +12.9     +12.8     +11.6     │ me │ -6.0 -5.8 -5.4 -5.5 -5.4 │ floor │ -6.5 -6.5 -7.1 -7.0 -6.9 │

URTY ¹: Stopped out.  Stop price way too tight!

URTY ²: End-of-day price recheck said URTY shouldn’t have been sold, so bought it back (for a worse price).

Stock-trading robot

The new holiday-handling code worked correctly!  The robot correctly detected that the market was closed on Tuesday for Christmas and so it did not record garbage prices.

Ticker Symbol		Buy date			Buy price			Sell date			Sell price			Acct Profit
		Model	Actual		M	A		Model	Actual		M	A		M	A
SRTY		DE 21 11:00			$34.43			DE 28 11:00			$35.17			+0.3%
TZA		DE 26 11:00			$13.97	$13.98		(Not yet)
URTY ¹		DE 27 14:00			$66.53			(Do not sell)	DE 27 14:06			$66.14
URTY ²		DE 27 14:00	DE 28 10:15		$66.53	$67.59		(Not yet)

SRTY: Robot operated correctly, but profit was minimal.

TZA: There is something very screwy going on here.  Stockcharts.com shows the price as being quite far above the SMA(77) indicator, which should have blocked the purchase, but the robot’s calculated SMA(77) is quite different.

URTY: Stop price was way too tight and stopped out immediately.  Revised prices from end-of-day were slightly looser (due to change in the IWM/URTY conversion) and so stop-out “shouldn’t” have happened.  Friday’s stop-update failed because it tried to update URTY first, which had actually stopped out, and so updates for TZA and SRTY didn’t happen.
      There is something wrong with the Donchian channel.  The stop is supposed to be “low of last 11 days” but there was a lower price on DE 14, which somehow got lost after DE 21.  The previous low was NO 16, which had properly held down the robot’s calculated stop for 11 days (but there was no actual URTY holding at that time).

Week of 2012 DE 21

SPY rose by 0.6% this week, whjile my account fell by the same amount.  The loss-floor fell to -6.5%.

US news: On Thursday night, Speaker Boehner of the US House of Representatives announced that attempts to avert the Fiscal Cliff had failed.  The futures market briefly plunged, then recovered.  I expect the market will be going back down soon, but who knows?  Maybe the Obama Administration will continue with stealth money-printing until the re-inauguration, then allow all Hell to finally break loose.

Friday’s allocations:

Daily % gain size │ Max loss Sym  Buy │  Fri  Mon  Tue  Wed  Thu  Fri │ Beg   End   IAU  AU14 │ +0.7  14  +0.7  14  +0.5  13  +0.5  13  +0.4  13  +0.4  13  │ +0.1 +0.1 SRTY ¹  DE13 │ -0.2  15  -0.2  15  -0.2  15  -0.2  0  │ SRTY ²  DE17 │ -0.3  15  -0.3  15  -0.3  15  -0.3  0  │ -0.3 -0.3 TNA  DE18 │ +0.2  15  +0.2  15  +0.4  15  +0.1  15  │ -1.1 -0.3 SRTY ³  DE21 │ -0.2  15  │ -0.4 -0.4 SPY │ +13.2     +14.6     +15.8     +15.0     +15.6     +13.8     │ me │ -5.4 -5.7 -5.7 -5.6 -5.6 -6.0 │ floor │ -5.9 -6.2 -7.4 -7.0 -6.8 -6.5 │

SRTY ¹: Leftover trade from last week.

SRTY ²: Stopped out.  The market very quickly reversed direction.

SRTY ³: Hope for next week.

Stock-trading robot

Ticker Symbol		Buy date			Buy price			Sell date			Sell price			Acct Profit
		Model	Actual		M	A		Model	Actual		M	A		M	A
SRTY ²		DE 17 11:00			$36.99			DE 17 12:00	DE 17 11:40		$36.40	$36.29		-0.3%
TNA		DE 18 11:00			$62.49	$62.51		DE 21 11:00			$63.12	$63.08		+0.1%
SRTY ³		DE 21 11:00			$34.43			(Not yet)

Gold Trading

Almost all the profit has evaporated from my IAU holding.  Technically, there is little excuse for gold to go any lower unless it’s going to crash.  If it does, hopefully my stop-loss will get me out of it with a miniscule profit, in which case the whole thing will have been merely a waste of time.

Week of 2012 DE 14

(Another blah week where I didn’t feel like writing a report.)

SPY fell by 0.3% this week.  My account did the same.  The loss-floor fell to -6.0%, returning to its value as of OC 05.  So, no progress for the last two months.

My goal of “breaking even for the second year of trading” seems out of reach, although it looks like I will lose much less money this year than last.

Friday’s allocations:

Daily % gain size │ Max loss Sym  Buy │  Fri  Mon  Tue  Wed  Thu  Fri │ Beg   End   IAU  AU14 │ +0.8  14  +0.8  14  +0.8  14  +0.8  14  +0.7  14  +0.7  14  │ +0.1 +0.1 SRTY  DE13 │ -0.1  15  -0.2  15  │ -0.8 -0.8 SPY │ +13.5     +12.5     +14.3     +14.4     +13.6     +13.2     │ me │ -5.1 -5.1 -5.1 -5.1 -5.3 -5.4 │ floor │ -5.8 -5.8 -5.8 -5.8 -6.6 -6.0 │

Stock-trading robot

Ticker Symbol		Buy date			Buy price			Sell date			Sell price			Acct Profit
		Model	Actual		M	A		Model	Actual		M	A		M	A
SRTY		DE 13 15:00			$37.63			DE 14 11:00			$37.21			-0.2%

SRTY: Robot operated correctly, but produced yet another small loss.

Week of 2012 DE 07

SPY rose by 0.2% this week, while my account fell by 1.2% and returned to its value as of OC 19.  The loss-floor rose to -5.8%, returning to its value as of SE 28.

Friday’s allocations:

Daily % gain size │ Max loss Sym  Buy │  Fri  Mon  Tue  Wed  Thu  Fri │ Beg   End   IAU  AU14 │ +0.8  14  +0.9  14  +0.7  14  +0.7  14  +0.7  14  +0.8  14  │ +0.1 +0.1 UGLD  NO09 │ -0.5  15  -0.5  15  -1.0  15  -1.0  14  -1.0  14  -1.0  0  │ -0.8 -0.8 TNA  NO21 │ +1.9  31  +1.9  31  +1.5  31  +1.5  31  +1.5  31  +1.5  0  │ -0.7 +1.5 SRTY  DE04 │ -0.2  15  -0.2  15  -0.2  15  -0.2  0  │ -0.5 -0.5 SPY │ +13.3     +12.8     +12.5     +12.7     +13.1     +13.5     │ me │ -3.9 -3.9 -5.2 -5.2 -5.2 -5.1 │ floor │ -7.5 -7.5 -5.8 -5.8 -5.8 -5.8 │

Stock-trading robot

Robot now has better handling for market-closed days: the 4pm Schwab check is postponed to 4:20 (to ensure that volume has stopped changing) and the barchart.com check no longer erases the volume data from Schwab, so the robot can tell the next morning that there is no new volume.  Still might be a problem with days when the market closes early, but there's only one or two of those per year.

Updated the interface to Schwab so rebuys should be working again.  Schwab’s trade page now has a checkbox to acknowledge that a sell-stop is outstanding when a buy-more is submitted.

Ticker Symbol		Buy date			Buy price			Sell date			Sell price			Acct Profit
		Model	Actual		M	A		Model	Actual		M	A		M	A
TNA		NO 21 13:00			$52.74			DE 04 11:00	DE 04 11:30		$56.79			+2.1%	+1.5%
		NO 23 11:00	(Skipped)		$54.16
		NO 27 11:00	NO 27 14:26		$55.15
SRTY		(Do not buy)	DE 04 12:00			$38.42			DE 04 14:00			$37.92		+0.0%	-0.2%

TNA: Successful trade, but would have made more money if the second tranche had been purchased on NO 23.  Bug has been fixed.
      A rogue trade caused IWM to go briefly below the stop-price at 10:30, but TNA didn't stop out until 11:30.

SRTY: Borderline trade.  Barchart’s recheck showed that Schwab’s price had been slightly off, so STDDEV hadn’t been quite high enough to justify a trade.  Unavoidable error; small loss.

Gold trading

UGLD: Gap-down below stop-price.  Rats!

On Wednesday, Goldman Sachs told their Muppet-clients to sell gold (implying that gold will go up because Goldman usually steers clients wrong), while David Banister thought that gold was nearing “a major bottom”.  David is sometimes amazingly accurate with his gold predictions; other times he’s no better than a magic 8-ball.

Week of 2012 NO 30

SPY rose by 0.7% this week, while my account was unchanged.  The loss-floor rose to -7.5%.

Canadian market news: Mark Carney, head of the Bank of Canada, has announced that he will be moving to the Bank of England, after spending months vigorously asserting that he would never do such a thing.  I always thought he did a great job protecting Canada’s interests.  On the other hand, he is a Goldmanite and perhaps Canada is better off without him.  We shall see.

Friday’s allocations:

Daily % gain size │ Max loss Sym  Buy │  Fri  Mon  Tue  Wed  Thu  Fri │ Beg   End   IAU  AU14 │ +1.1  14  +1.1  14  +1.1  14  +0.9  14  +0.9  14  +0.8  14  │ +0.1 +0.1 UGLD  NO09 │ +0.4  15  +0.4  15  +0.2  15  -0.4  14  -0.2  14  -0.5  14  │ -0.8 -0.8 TNA  NO21 │ +0.5  15  +0.6  15  +0.4  30  +1.1  31  +2.1  31  +1.9  31  │ -0.7 -0.7 SRTY  NO28 │ -0.2  15  -0.2  15  -0.2  15  │ -0.5 -0.5 SPY │ +12.6     +12.4     +11.8     +12.7     +13.2     +13.3     │ me │ -3.9 -3.9 -4.3 -4.5 -3.3 -3.9 │ floor │ -7.3 -7.1 -8.1 -7.7 -7.6 -7.5 │

TNA: Doubled my bet, then raised the stop so I ended up with the same max-loss again.

Stock-trading robot

Ticker Symbol		Buy date			Buy price			Sell date			Sell price			Acct Profit
		Model	Actual		M	A		Model	Actual		M	A		M	A
TNA		NO 21 13:00			$52.74			(Not yet)
		NO 23 11:00	(Skipped)		$54.16
		NO 27 11:00	NO 27 14:26		$55.15
SRTY		(Do not buy)	NO 28 11:00			$40.59			NO 28 12:00			$40.14		+0.0%	-0.2%

TNA: Robot once again failed to rebuy, so I used a limit-order.  It looks like all rebuys fail now because Schwab's new interface requires checking a box if you enter a market order while a stop order is outstanding.  Still haven't done the rework to handle holidays properly. Also, it looks like the PPO values for stockcharts.com now differ significantly from the robot's.  Something has gotten out of sync.

SRTY: The robot is clearly malfunctioning.  It should not have bought SRTY because price was not below hourly SMA(27).  I think the historical data has gotten screwed up, perhaps because of the many recent manual adjustments due to holidays, etc.  I should “declare an emergency” and fix it up this weekend. (Data seems okay. Price was off by a penny and SMA was very close. No emergency after all.)

Gold trading

Gold’s price hasn't gone anywhere since I raised my bet.  Daily MACD is now zero.  I will allow one day of negative MACD, but if it doesn’t pull up by the second day, the UGLD bet should be closed as a loss.  Meanwhile, IAU is doing reasonably well and should be kept.

Seasonal trading strategy

I wasn’t paying attention last week and didn’t notice that daily MACD went positive on November 21st, so I was supposed to buy SCHA for the winter.  Oh well.  Not sure what to do now; I don’t really have enough money to place another bet, since so much is tied up in gold.  Might have to skip this for 2012 and try again next year.  Or, if the market falls back to the NO 21 price, perhaps buy with a limit-order.

Week of 2012 NO 23

Didn’t feel like writing a report this week.

US markets for were closed Thursday for Thanksgiving.

Friday’s allocations:

Daily % gain size │ Max loss Sym  Buy │  Fri  Mon  Tue  Wed  Thu  Fri │ Beg   End   IAU  AU14 │ +0.8  14  ? +1.0  14  +1.0  14  +1.1  14  │ +0.1 +0.1 UGLD  NO09 │ -0.5  14  ? -0.1  15  -0.1  15  +0.4  15  │ -1.3 -0.8 TZA  NO14 │ +0.2  15  -0.6  14  -0.6  14  -0.6  14  -0.6  0  │ -1.0 -1.0 TNA  NO21 │ -0.0  15  +0.5  15  │ -1.9 -0.7 SPY │ +8.7     ?     +10.9     +11.1         +12.6     │ me │ -4.9 ? -5.2 -5.1 -3.9 │ floor │ -7.5 ? -7.1 -8.9 -7.3 │

Monday: Didn’t feel like recording the daily values.

Friday: Daily values reconstructed after the fact.  This happened to have been a very good day (except for the failure to double up on TNA).

Stock-trading robot

Ticker Symbol		Buy date			Buy price			Sell date			Sell price			Acct Profit
		Model	Actual		M	A		Model	Actual		M	A		M	A
TZA		NO 14 11:00			$17.87			NO 19 10:00			$17.21	$17.17		-0.5%	-0.6%
TNA		NO 21 13:00			$52.74			(Not yet)
		NO 23 11:00	(Skipped)		$54.16

The robot once again mishandled the market closure, causing it to fail to rebuy at 11 AM on Friday.  By the time I noticed, it was too late to get that price.  Need to fix this.

Week of 2012 NO 16

Didn’t feel like writing a report this week.

Friday’s allocations:

Daily % gain size │ Max loss Sym  Buy │  Fri  Mon  Tue  Wed  Thu  Fri │ Beg   End   IAU  AU14 │ +1.0  14  +1.0  14  +0.9  14  +0.9  14  +0.8  14  +0.8  14  │ +0.1 +0.1 UGLD  NO09 │ -0.0  15  -0.1  15  -0.2  15  -0.2  15  -0.4  14  -0.5  14  │ -1.3 -1.3 SRTY  NO12 │ -0.1  15  +0.0  15  +0.9  16  +1.1  16  +1.1  15  │ -0.8 -0.4 TZA  NO14 │ +0.4  15  +0.6  15  +0.2  15  │ -1.1 -1.0 SPY │ +10.1     +10.2     +9.8     +8.3     +8.1     +8.7     │ me │ -5.6 -5.7 -5.7 -4.5 -4.4 -4.9 │ floor │ -7.6 -8.4 -8.1 -8.1 -9.1 -7.5 │

SRTY: A decent-sized win, which more than makes up for this week’s losses on gold.

Stock-trading robot

Ticker Symbol		Buy date			Buy price			Sell date			Sell price			Acct Profit
		Model	Actual		M	A		Model	Actual		M	A		M	A
SRTY		NO 12 12:00			$42.87			NO 15 14:00			$46.33			+1.1%
TZA		NO 14 11:00			$17.87			(Not yet)

The robot is functioning normally.

Week of 2012 NO 09

SPY fell by 2.7% this week, erasing the last 15 weeks of gains.  My account rose 0.4% and has been hovering in the same area for the last 10 weeks. The loss-floor fell to -7.6%.

Friday’s allocations:

Daily % gain size │ Max loss Sym  Buy │  Fri  Mon  Tue  Wed  Thu  Fri │ Beg   End   IAU  AU14 │ +0.6  14  +0.6  14  +0.9  14  +0.9  14  +1.0  14  +1.0  14  │ +0.1 +0.1 SRTY ¹  NO05 │ -0.3  15  -0.3  15  -0.3  15  -0.3  0  │ -1.0 -1.0 SRTY ²  NO07 │ -0.1  15  +0.5  15  +0.3  15  │ -1.2 -0.7 UGLD  NO09 │ -0.0  15  │ -1.3 -1.3 SPY │ +12.8     +13.0     +13.9     +11.3     +10.0     +10.1     │ me │ -6.0 -6.2 -6.0 -6.1 -5.4 -5.6 │ floor │ -6.4 -6.7 -6.7 -7.9 -7.9 -7.6 │

Summary of action: There were two short-equity trades this week — a gain and a loss that cancelled each other out.  Meanwhile, gold’s price rose.

Stock-trading robot

Ticker Symbol		Buy date			Buy price			Sell date			Sell price			Acct Profit
		Model	Actual		M	A		Model	Actual		M	A		M	A
SRTY ¹		NO 05 10:00			$39.93	$39.92		NO 05 11:00			$39.10			-0.3%
SRTY ²		NO 07 12:00			$41.10			NO 09 11:00			$42.20			+0.371%	+0.349%

SRTY ²: Model and actual profits differ by only 0.022%, but this was enough to create a round-off error (model 0.4%, actual 0.3%).

Gold trading

Gold rose this week.  Daily MACD finally turned positive, so I scaled in with UGLD, which is a triple-leveraged “side-bet with the banksters” that the price of gold will continue to go up.  My account is now 60% long gold, which feels rather overexposed — but gold’s price moves very slowly.  Basic plan is to hold UGLD until daily MACD goes negative.

Original plan was to use a 17% trailing stop for UGLD, but I didn’t like how much that cost so I convinced myself that 9% should be enough for a short swing.  We shall see.  I have no model for this trade, so it feels “naked”.

Seasonal Trading Strategy

I’ve been waiting to try out Sy Harding’s seasonal trading strategy, but I haven’t yet put on a position for the winter and Sy hasn’t either.  In this post he is quite clear about what his strategy is: buy an equity index fund when daily MACD(12,26,9) goes positive after October 16th.  It seems that Sy buys the Dow Jones Industrials for the winter, but I was thinking of buying small-caps like I always do (perhaps SCHA, which has no trading fees for Schwab customers).

Week of 2012 NO 02

SPY rose by 0.2% this week and has returned to its value as of August 24th.  My account fell 0.4% and is still above its value from August 24th. The loss-floor rose to -6.4%.

US markets: Hurricane Sandy forced the evacuation of Wall St., so markets were closed on Monday and Tuesday.

Friday’s allocations:

Daily % gain size │ Max loss Sym  Buy │  Fri  Mon  Tue  Wed  Thu  Fri │ Beg   End   IAU  AU14 │ +0.8  14  +0.9  14  +0.8  14  +0.6  14  │ +0.1 +0.1 SRTY  OC26 │ -0.2  15  -0.3  15  -0.3  15  -0.3  15  │ -0.8 -0.8 SPY │ +12.6             +12.6     +13.8     +12.8     │ me │ -5.6 -5.6 -5.7 -6.0 │ floor │ -6.8 -6.4 -6.4 -6.4 │

IAU: Gold fell yet again this week.  Daily MACD is still roughly unchanged from a week ago.

SRTY: Yet another loss.  This week is the first time in a month when the robot didn’t buy SRTY on Friday afternoon — because the slower of the hourly MACD’s didn’t go negative until the close.

Stock-trading robot

Ticker Symbol		Buy date			Buy price			Sell date			Sell price			Acct Profit
		Model	Actual		M	A		Model	Actual		M	A		M	A
SRTY		OC 26 13:00			$40.74			OC 31 10:00			$39.85	$39.83		-0.3%

The robot did not properly detect that the market was closed on Monday and Tuesday.  When I first wrote the robot, Schwab was resetting their daily volume to zero when the market was closed, but now they’re leaving the previous day’s final volume up.  The robot is currently collecting volume at 4:00pm, but volume continues to change until after 4:05 or so.  I should move the final volume-check to 4:20 so it happens at the same time as the barchart.com recheck of prices, then treat the market as “closed” if volume is either zero or unchanged from yesterday.

Week of 2012 OC 26

SPY fell by 1.7% this week and is now basically unchanged over the last eight weeks.  My account fell 0.5% and is roughly unchanged over the last seven weeks.  The loss-floor rose slightly, to -6.8%.

US market news: IBM, Google, Amazon, and Apple (among others) have all reported disappointing earnings.  Each time, the market fell after the news and then partially recovered.  It seems the market participants continue to believe that the “Bernanke put” will prevent any serious downturn until after the US election.

Friday’s allocations:

Daily % gain size │ Max loss Sym  Buy │ Fri Mon Tue Wed Thu Fri │ Beg   End   IAU  AU14 │ +0.9  14  +1.0  14  +0.8  14  +0.7  14  +0.8  14  +0.8  14  │ +0.1 +0.1 SRTY ¹  OC19 │ -0.1  15  -0.1  15  -0.1  15  -0.1  15  -0.1  0  │ -1.2 -1.2 SRTY ²  OC23 │ -0.2  15  -0.1  15  -0.1  15  -0.1  0  │ -1.1 -1.1 SRTY ³  OC26 │ -0.2  15  │ -0.8 -0.8 SPY │ +14.3     +14.3     +12.7     +12.4     +12.7     +12.6     │ me │ -5.1 -5.0 -5.4 -5.5 -5.4 -5.6 │ floor │ -6.9 -5.8 -6.1 -6.1 -6.1 -6.8 │

IAU: Gold fell again this week.  Daily MACD is unchanged from a week ago.

SRTY: This is now the third week in a row where I have bought SRTY Friday afternoon, as a bet that the market would fall over the weekend.  The previous two bets were losers.  Maybe the third time will be the charm?

Stock-trading robot

Ticker Symbol		Buy date			Buy price			Sell date			Sell price			Acct Profit
		Model	Actual		M	A		Model	Actual		M	A		M	A
SRTY ¹		OC 19 14:00			$39.43	$39.44		OC 22 10:00			$39.20	$39.19		-0.1%
SRTY ²		OC 23 10:00			$40.62			OC 23 14:00			$40.00			-0.2%
SRTY ³		OC 26 13:00			$40.74			(Not yet)

The robot seems to be functioning properly, but it doesn’t make any profits.  Tim Knight reports that his profits are very small, even though he is a bear and the market has been falling, because the market action has been very choppy and hard to predict.  It’s nice to know that people with much more experience than I are having similar difficulties.

Week of 2012 OC 19

SPY rose by 0.4% this week. My account fell 0.5% but is still above its value from SE 7.  The loss-floor fell to -6.9% and has returned its peak from JL 13.

IAU: Fell again this week.  Pundits are still calling for the slide to end around $1650/oz, which is above my stop price.  Still waiting for a positive daily MACD before buying more gold.

Friday’s allocations:

Daily % gain size │ Max loss Sym  Buy │ Fri Mon Tue Wed Thu Fri │ Beg   End   IAU  AU14 │ +1.2  14  +1.0  14  +1.1  14  +1.1  14  +1.1  14  +0.9  14  │ +0.1 +0.1 SRTY ¹  OC12 │ -0.0  15  -0.2  15  -0.2  15  -0.2  15  -0.2  0  │ -0.7 -0.7 SRTY ²  OC19 │ -0.1  15  │ -1.2 -1.2 SPY │ +13.9     +14.8     +16.0     +16.5     +16.2     +14.3     │ me │ -4.6 -4.8 -4.7 -4.7 -4.8 -5.1 │ floor │ -6.3 -5.7 -5.7 -5.7 -5.7 -6.9 │

SRTY: Last week, I placed a bet that the market would go down over the weekend.  It did not.  This week, I placed the same bet again.

Stock-trading robot

Ticker Symbol		Buy date			Buy price			Sell date			Sell price			Acct Profit
		Model	Actual		M	A		Model	Actual		M	A		M	A
SRTY ¹		OC 12 14:00			$38.92			OC 15 12:00			$38.55	$38.54		-0.14%	-0.16%
SRTY ²		OC 19 14:00			$39.43	$39.44		(Not yet)

Another boring week when nothing happened.

Week of 2012 OC 12

SPY fell by 2.5% this week. My account fell 0.3% but is still above its value from SE 21.  The loss-floor fell to -6.3% but is still above its peak from JL 13.

IAU: Fell this week.  Still waiting for a positive daily MACD before buying more gold.  Still expecting a rise before the election.

Friday’s allocations:

Daily % gain size │ Max loss Sym  Buy │ Fri Mon Tue Wed Thu Fri │ Beg   End   IAU  AU14 │ +1.4  14  +1.3  14  +1.2  14  +1.2  14  +1.2  14  +1.2  14  │ +0.1 +0.1 TNA  OC05 │ -0.5  15  -0.7  14  -0.9  14  -0.9  14  -0.9  14  -0.9  0  │ -0.9 -0.9 SRTY ¹  OC08 │ +0.0  15  +0.4  15  +0.4  15  +0.4  15  +0.4  0  │ -0.8 -0.8 SRTY ²  OC12 │ -0.0  15  │ -0.7 -0.7 SPY │ +16.4     +16.0     +14.9     +14.2         +13.9     │ me │ -4.3 -4.6 -4.5 -4.5 -4.7 │ floor │ -6.0 -6.8 -5.6 -5.6 -6.3 │

I forgot to do my daily update on Thursday.  It didn’t seem to matter enough to try to reconstruct what the daily values should have been for SPY/me/floor (and the others were obvious).

Stock-trading robot

Ticker Symbol		Buy date			Buy price			Sell date			Sell price			Acct Profit
		Model	Actual		M	A		Model	Actual		M	A		M	A
TNA		OC 05 11:00			$65.03	$65.01		OC 09 11:00	OC 09 10:46		$61.01			-0.9%
SRTY ¹		OC 08 11:00			$36.76			OC 09 15:00			$37.96	$37.93		+0.4%
SRTY ²		OC 12 14:00			$38.92			(Not yet)

TNA: Stopped out.