Tuesday 26 March 2013

Week of 2013 MR 22

IWM dropped by 1.0% this week; my account did the same.  The loss-floor fell to -1.7%.

Euro news: Cyprus isn’t getting any better.

End of week allocations:
Daily % gain
size
Max loss
Sym  Buy  Fri  Mon  Tue  Wed  Thu  Fri Beg   End
 
SRTY ¹  MR19 -0.1  19  -0.4  19  -0.4  19  -0.4  19  -0.8 -0.8
TZA  MR19 -0.3  19  -0.8  19  -0.4  19  -0.5  19  -1.0 -0.9
SRTY ²  MR21 +0.1  19  -0.1  19  -0.5 -0.5
IWM +14.8     +14.2     +13.8     +14.7     +13.7     +13.8    
me -0.3 -0.3 -0.7 -1.5 -1.0 -1.3
floor -0.3 -0.3 -2.0 -1.6 -2.0 -1.7

Stock-trading robot

Ticker
Symbol
Buy dateBuy priceSell dateSell priceAcct Profit
ModelActualMAModelActual M  A  M  A 
SRTY ¹ MR 19 12:00 $23.84 MR 20 10:00 $23.32 -0.4%
TZA MR 19 14:00 $9.62 $9.63 (Not yet)
SRTY ² MR 21 15:00 $23.56 MR 22 11:00 $23.46 -0.1%

The robot is functioning properly, but it is not making any money.

Sunday 17 March 2013

Week of 2013 MR 15

IWM rose yet again this week, to yet another lifetime high, while my account and loss-floor are stable at -0.3%.

Euro news: Cyprus went bankrupt on Saturday.  When the EU bailed them out, the people holding bank accounts got only 93¢ for every Euro they had deposited.  A bank run is in progress — money kept in Cyprus is no longer safe!  But it never was, and the other countries of Europe aren’t really much safer — and now everyone knows that.  Perhaps the US market will go down now?  Nah, too much to hope for.

End of week allocations:
Daily % gain
size
Max loss
Sym  Buy  Fri  Mon  Tue  Wed  Thu  Fri Beg   End
 
IWM +13.5     +13.3     +12.1     +13.8     +14.9     +14.8    
me -0.3 -0.3 -0.3 -0.3 -0.3 -0.3
floor -0.3 -0.3 -0.3 -0.3 -0.3 -0.3

Stock-trading robot

No trades this week.  No positions held.

Week of 2013 MR 08

No trades this week.  No positions held.  No change to account balance.  The market just keeps going up.  Bears are crying.

Week of 2013 MR 01

Didn’t feel like writing a report this week.  Two more loser SRTY trades.  Now my account balance is slightly negative for the year and I have no investments.

Daily % gain
size
Max loss
Sym  Buy  Fri  Mon  Tue  Wed  Thu  Fri Beg   End
 
SRTY ¹  FE21 -0.1  19  -0.1  19  -0.1  19  -0.1  0 
SRTY ²  FE22 -0.1  19  -0.3  19  -0.3  19  -0.3  19  -0.3  0  -1.2 -1.2
SRTY ³  FE26 -0.0  19  -0.4  19  -0.4  19  -0.4  19  -1.4 -1.4
IWM +10.3     +7.9     +8.3     +9.4     +9.9     +10.1    
me +0.3 +0.1 +0.1 -0.3 -0.3 -0.3
floor -0.7 +0.1 -1.2 -0.3 -0.3 -0.3

Stock-trading robot

Upon further analysis, I am no longer sure that there is actually a bug when there is a new low in the morning and then a “buy” signal later that same day.  So, no fix for now.

Ticker
Symbol
Buy dateBuy priceSell dateSell priceAcct Profit
ModelActualMAModelActual M  A  M  A 
SRTY ² FE 22 13:00 $26.39 FE 25 10:00 $26.07 $26.02 -0.24% -0.30%
SRTY ³ FE 26 10:00 $27.66 $27.60 FE 27 10:00 $27.01 $27.07 -0.41% -0.40%

SRTY ²: Sold because IWM was a penny over its SMA – then IWM plummeted!  Oh well.

SRTY ³: Yet another loser trade.