Week of 2013 AL 12

IWM rose by 2.4% this week, while my account was unchanged.  The loss-floor is now -0.3%.

US news: On Tuesday at 2pm, the Federal Reserve report was “accidentally” released a day early to certain insiders (who promptly sold their stock), so on Wednesday it was released to the public at the open (instead of 2pm as planned) – leading to a huge uptrend even though there was nothing positive in the report!  This could be a short squeeze before a big drop.

End of week allocations:

Daily % gain size │ Max loss Sym  Buy │  Fri  Mon  Tue  Wed  Thu  Fri │ Beg   End   TZA  MR26 │ +1.5  20  +1.3  20  +1.3  20  +1.3  20  +1.3  0  │ -0.1 +0.7 SRTY  AL05 │ -0.8  18  -0.6  18  -0.6  18  -0.6  18  -0.6  0  │ -1.5 -1.5 IWM │ +11.1     +12.1     +11.7     +13.8     +13.9     +13.5     │ me │ -0.3 -0.3 -0.3 -0.3 -0.3 -0.3 │ floor │ -2.5 -0.3 -0.3 -0.3 -0.3 -0.3 │

TZA: Not a bad profit, considering that this was a non-model trade!  I had bought it back even though the revised model said not to, then it got sold before the model issued its next “buy”.  This was using the “SellD” rule, which has been good to me in the past.

Stock-trading robot

Ticker Symbol		Buy date			Buy price			Sell date			Sell price			Acct Profit
		Model	Actual		M	A		Model	Actual		M	A		M	A
SRTY		AL 05 10:00			$25.98	$25.99		AL 08 10:00			$25.19	$25.18		-0.6%

Week of 2013 AL 05

IWM fell by 3.3% this week, while my account rose by 1.8%.  The loss-floor is now -2.5%.

US news: Friday’s nonfarm payroll report was horrible: 88k new jobs last month, only half of what had been expected.  It is reasonable to expect (but not guaranteed) that the market will fall for the next three days.

End of week allocations:

Daily % gain size │ Max loss Sym  Buy │  Thu  Mon  Tue  Wed  Thu  Fri │ Beg   End   TZA  MR26 │ -0.1  19  +0.6  19  +0.9  19  +1.9  20  +1.4  20  +1.5  20  │ -0.3 -0.1 SRTY ¹  AL01 │ -0.2  19  +0.2  19  +1.1  20  +1.0  20  +1.0  20  │ -1.1 -0.7 SRTY ²  AL05 │ -0.8  19  │ -1.5 -1.5 IWM │ +14.4     +12.9     +12.2     +10.4     +11.4     +11.1     │ me │ -2.1 -1.5 -0.9 +1.0 +0.4 -0.3 │ floor │ -2.4 -2.9 -2.7 -3.3 -1.2 -2.5 │

floor: There is something wrong with the max-loss calculations.  The changes on Monday and Wednesday make no sense.  I’ve tried fiddling with the calculations, but the attempted revisions just made it worse.

Stock-trading robot

Ticker Symbol		Buy date			Buy price			Sell date			Sell price			Acct Profit
		Model	Actual		M	A		Model	Actual		M	A		M	A
TZA		(Not yet)	MR 26 09:34			$37.04		(Not yet)
SRTY ¹		AL 01 13:00			$24.11			AL 02 10:00	(Didn’t)		$23.67			-0.4%	+1.0%
		AL 03 10:00	(Didn’t)		$24.44			AL 04 12:00			$25.42			+0.8%
SRTY ²		AL 05 10:00			$25.98	$25.99		(Not yet)

TZA: Reverse stock-split before Tuesday’s open, so adjusted buy-price is now 4× (and share count now ¼×) its original value.  Still waiting for the model to issue another “buy” signal, which might happen next week.  Profits OK so far!

SRTY ¹: Because of the stock-split, my standing stop-loss order for TZA was silently cancelled.  As a result, the robot errored out while trying to update the stop on Tuesday at 10am, so it never got around to selling SRTY.  On Wednesday, the robot once again failed to update the stop for TZA and thus failed to “buy back” SRTY (which I still had anyway, due to Tuesday’s problem).  For once, the errors were in my financial favour!

SRTY ²: Bought at nearly the worst possible time: SRTY opened with a gap-up, then I bought it, then it spent the rest of the day falling.  If the market tanks next week due to the NFP report, this will turn out to have been a good move, if poorly timed.

Week of 2013 MR 28

IWM rose by 0.6% this week, while my account fell by 0.8%.  The loss-floor has fallen to -3.2%.

Euro news: Cypriot banks have reopened, but with restrictive capital controls: max €300/day withdrawals, max €500/day can be hand-carried off the island.  Capital controls are supposed to be illegal in the EU.  Effectively, there are now two currencies named “Euro” and they are not freely interchangeable.  And this is the “good news” that will supposedly make the US markets soar?

Markets were closed on Good Friday.

End of week allocations:

Daily % gain size │ Max loss Sym  Buy │  Fri  Mon  Tue  Wed  Thu  Fri │ Beg   End   TZA ¹  MR19 │ -0.5  19  -0.9  19  -0.9  19  -0.9  19  -0.9  0  │ -0.9 -0.9 SRTY ¹  MR25 │ +0.1  19  -0.0  19  -0.0  19  -0.0  19  │ -0.3 -0.3 TZA ²  MR26 │ -0.1  19  -0.1  19  -0.1  19  │ -0.3 -0.3 SRTY ²  MR27 │ -0.2  19  -0.2  19  │ -0.6 -0.6 IWM │ +13.8     +13.8     +14.2     +14.3     +14.4         │ me │ -1.3 -1.6 -1.8 -2.0 -2.1 │ floor │ -1.7 -2.0 -2.2 -2.4 -2.4 │

IWM: Dividend payment on Monday, which I didn’t notice until Wednesday.  Adjusted my database after the close.

TZA: Stopped out on Monday, but it seemed (because of the dividend problem) that the underlying IWM woudn’t have stopped out, so I bought back TZA the next day for about the same price.  After adjusting for the dividend, now the stop-out was “supposed” to happen, so TZA ² is a “rogue” purchase — added a special rule to the robot so it would know that I have this and need to pick a sell-time for it.
      Note that Wednesday and Thursday that the price of TZA did not change, while IWM crept slowly upward.  This unusual divergence may indicate that the US Fed was printing money and buying IWM (but not selling TZA) in order to create the appearance of calm before the April storm.

Stock-trading robot

I changed the historical price-data after Wednesday’s close (to account for the dividend), so the robot was actually using “wrong” data for most of the week.

Ticker Symbol		Buy date			Buy price			Sell date			Sell price			Acct Profit
		Model	Actual		M	A		Model	Actual		M	A		M	A
TZA ¹		MR 19 14:00			$9.62	$9.63		MR 26 10:00	MR 26 09:45		???	$9.21		-0.9%
SRTY ¹		MR 25 12:00	MR 25 14:00		$23.53	$23.30		MR 25 13:00	MR 26 10:00		$23.30	$23.28		-0.2%	-0.0%
TZA ²		(Do not buy)	MR 26 09:34			$9.26		(Not yet)
SRTY ²		MR 27 11:00			$23.57	$23.55		MR 27 12:00			$23.32			-0.2%

SRTY: Has been producing nothing but losses all year.  Hopefully this ”topping process” will end soon.