Sunday, 17 March 2013

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.

No comments:

Post a Comment