Monday, 1 October 2012

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 dateBuy priceSell dateSell priceAcct Profit
ModelActualMAModelActual 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.

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