Week of 2012 SE 28

SPY fell by 1.5% this week, while my account rose 1.3%.  The loss-floor rose to -5.8%, equalling its value as of March 16th.

IAU: Another consolidation week.  Might be time to buy more soon, but I have not developed a model for when to buy more.

TZA: Looking good!  Monday’s scheduled stop-update will raise my loss floor to +0.1%.

Friday’s allocations:

Daily % gain size │ Max loss Sym  Buy │ Fri Mon Tue Wed Thu Fri │ Beg   End   IAU  AU14 │ +1.3  14  +1.2  14  +1.2  14  +1.1  14  +1.3  14  +1.3  14  │ +0.0 +0.0 SRTY ¹  SE18 │ -0.1  15  -0.1  0  │ SRTY ²  SE20 │ -0.4  14  -0.4  14  -0.4  14  -0.4  0  │ SRTY ³  SE24 │ +0.4  15  -0.0  15  -0.0  15  -0.0  15  -0.0  0  │ -0.4 -0.4 TZA  SE24 │ -0.1  15  +0.5  15  +0.7  15  +0.3  15  +0.6  15  │ -0.7 -0.5 SRTY ⁴  SE25 │ +0.4  15  +0.7  15  +0.6  15  +0.6  15  │ -0.8 -0.5 SRTY ⁵  SE27 │ +0.0  15  +0.1  15  │ -0.7 -0.1 SPY │ +16.2     +16.1     +14.8     +14.2     +15.3     +14.7     │ me │ -4.7 -4.7 -3.9 -3.5 -3.8 -3.4 │ floor │ -5.9 -7.0 -7.4 -7.3 -6.5 -5.8 │

SRTY ³: Bought at low-of-day!  But sold next day for nearly the same price.

SRTY ⁴: Bought at a worse price, so arguably should just have kept SRTY ³.  Made a gain, though.

SRTY ⁵: Erroneous purchase due to slightly-wrong price quote.  Made a slight gain anyway.

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		SE 24 14:00			$14.27			(Not yet)
SRTY ³		SE 24 11:00			$34.86			SE 25 11:00			$34.84	$34.83		-0.0%
SRTY ⁴		SE 25 13:00	SE 25 14:00		$35.70	$35.82		SE 27 10:00			$37.50	$37.47		+0.7%	+0.6%
SRTY ⁵		(Do not buy)	SE 27 14:00			$36.25		SE 28 14:00			$36.55				+0.1%

SRTY ⁴: Unclear why this trade was an hour off.

SRTY ⁵: Wrong quotes at 10am and 12pm caused this erroneous trade.  Considering that VPSville seems to consistently take 4‒7 seconds to fetch a quote, perhaps I should run the batch job at four seconds before the hour (rather than on-the-hour) to minimize these glitches.  After the daily fix-up via barchart.com, I added a temporary rule to the robot so it would not forget that it had bought this thing and would look for an exit time — which turned out to be the next day.