Monday, 25 February 2013

Week of 2013 FE 22

Week of 2013 FE 22

IWM fell 0.9% this week, while my account fell by 0.2%.  The loss-floor has dropped to -0.7%.

US markets were closed on Monday for Presidents’ Day.

End of week allocations:
Daily % gain
size
Max loss
Sym  Buy  Fri  Mon  Tue  Wed  Thu  Fri Beg   End
 
IAU  AU14 +0.1  17  +0.0  17  +0.0  17  +0.0  17  +0.0  0  +0.1 +0.1
SRTY ¹  FE21 +0.3  19  -0.1  19  -1.4 -1.4
SRTY ²  FE22 -0.1  19  -1.2 -1.2
IWM +11.2         +12.1     +10.1     +9.0     +10.3    
me +0.5 +0.5 +0.5 +0.8 +0.3
floor +0.6 +0.5 +0.5 -0.9 -0.7

IAU: Sold manually on Tuesday.  Good thing, since gold spent the rest of the week at lower prices.  Too bad I lost all my profit, though.

Stock-trading robot

Still haven’t fixed that SRTY bug when the ETF makes a new low followed by a “buy” signal later the same day.

Ticker
Symbol
Buy dateBuy priceSell dateSell priceAcct Profit
ModelActualMAModelActual M  A  M  A 
SRTY ¹ FE 21 11:00 $26.76 FE 22 10:00 $26.71 $26.70 +0.00% -0.07%
SRTY ² FE 22 13:00 $26.39 (Not yet)

SRTY: They say that “topping is a process”, meaning that the market spends some time thinking about maybe going down for a change, but keeps turning itself around and going back up — until eventually it doesn’t.  Maybe next week…

Sunday, 17 February 2013

Week of 2012 FE 15

IWM rose 1.2% yet again this week, to its highest value ever yet again, while my account fell by 0.6% due to the declining price of gold.  The loss-floor is unchanged at +0.6%.

I didn’t feel like doing daily updates on Tuesday, Wednesday, or Thursday, because nothing happened.

End of week allocations:
Daily % gain
size
Max loss
Sym  Buy  Fri  Mon  Tue  Wed  Thu  Fri Beg   End
 
IAU  AU14 +0.7  18  +0.5  17  +0.1  17  +0.1 +0.1
IWM +10.0     +9.9                 +11.2    
me +1.1 +0.9 +0.5
floor +0.6 +0.6 +0.6

IAU: Gold fell below my stop price on Friday, but Schwab didn’t sell because my stop-order had expired on January 8th!  Need to decide next week whether to sell it manually.

me: Account balance is below stop-floor because the stop-order didn’t execute.

Stock-trading robot

No activity this week.  Still haven’t fixed that SRTY bug when the ETF makes a new low followed by a “buy” signal later the same day.

Week of 2013 FE 08

IWM rose 0.5% yet again this week, to its highest value ever yet again, while my account fell by 0.5%.  The loss-floor fell to +0.6%.

End of week allocations:
Daily % gain
size
Max loss
Sym  Buy  Fri  Mon  Tue  Wed  Thu  Fri Beg   End
 
IAU  AU14 +0.7  18  +0.7  18  +0.7  18  +0.8  18  +0.7  18  +0.7  18  +0.1 +0.1
SRTY ¹  FE04 +0.1  19  -0.3  19  -0.3  19  -0.3  19  -0.3  0  -0.8 -0.8
SRTY ²  FE07 -0.2  19  -0.2  19  -0.5 -0.5
IWM +9.5     +8.2     +9.1     +9.6     +9.2     +10.0    
me +1.6 +1.8 +1.4 +1.4 +1.2 +1.1
floor +1.1 +0.3 +0.8 +0.8 +0.6 +0.6

Stock-trading robot

Ticker
Symbol
Buy dateBuy priceSell dateSell priceAcct Profit
ModelActualMAModelActual M  A  M  A 
SRTY ¹ FE 04 13:00 $27.82 FE 05 10:00 $27.47 -0.3%
SRTY ² FE 07 13:00 $27.38 $27.41 FE 07 14:00 $27.18 $27.17 -0.2%

SRTY ¹: Robot worked correctly, but the downbound train did not leave the station.

SRTY ²: There is a bug in the trading model: if SRTY makes a new low and then later that same day a “buy” signal is issued, the model will always say “sell” one hour later.  In this case, that turned out to be a reasonable move because the downbound train did not leave the station.  Needs fixing, though.

Saturday, 2 February 2013

Week of 2013 FE 01

IWM rose 0.5% this week, to its highest value ever (yet again), while my account rose by 0.2% (to the same value as two weeks ago and four weeks ago).  The loss-floor rose slightly to +1.1%.

End of week allocations:
Daily % gain
size
Max loss
Sym  Buy  Fri  Mon  Tue  Wed  Thu  Fri Beg   End
 
IAU  AU14 +0.6  18  +0.5  17  +0.6  18  +0.8  18  +0.7  18  +0.7  18  +0.1 +0.1
SRTY  JA30 +0.4  19  +0.1  19  +0.1  19  -0.4 -0.4
IWM +9.0     +9.1     +9.1     +7.8     +8.5     +9.5    
me +1.4 +1.3 +1.4 +1.9 +1.6 +1.6
floor +1.0 +1.0 +1.0 +0.6 +1.1 +1.1

Stock-trading robot

Ticker
Symbol
Buy dateBuy priceSell dateSell priceAcct Profit
ModelActualMAModelActual M  A  M  A 
SRTY JA 30 12:00 $27.73 JA 31 11:00 $27.97 +0.16% +0.14%

SRTY: Robot worked correctly, but profit was minimal.