Saturday, 8 December 2012

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 dateBuy priceSell dateSell priceAcct Profit
ModelActualMAModelActual 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.

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