Monday, 15 July 2013

Week of 2013 JN 07

IWM rose by 0.5% this week, while my account fell 0.9%.  The loss-floor is now -3.4%.

End of week allocations:
Daily % gain
size
Max loss
Sym  Buy  Fri  Mon  Tue  Wed  Thu  Fri Beg   End
 
URTY  MA23 +0.2  19  +1.2  40  +0.0  39  -1.3  38  -1.3  38  -1.3  38  -0.7 -1.4
TZA  JN03 -0.7  18  -1.0  18  -1.0  18  -1.0  18  -1.0  18  -1.0 -1.0
SRTY  JN05 -0.0  20  -0.5  19  -0.5  19  -1.6 -1.6
IWM +18.5     +19.6     +18.4     +16.8     +18.1     +19.0    
me -0.5 -0.1 -1.6 -3.0 -3.4 -3.4
floor -1.3 -2.9 -3.0 -4.5 -3.4 -3.4

Stock-trading robot

Ticker
Symbol
Buy dateBuy priceSell dateSell priceAcct Profit
ModelActualMAModelActual M  A  M  A 
URTY MA 23 12:00 $108.27 $108.22 JN 05 12:00 $104.84 -1.3%
JN 03 15:00 JN 03 14:00 $108.76 $108.54
TZA JN 03 12:00 $32.11 $32.10 JN 05 10:00 JN 05 09:36 $30.56 $30.44 -1.0%
SRTY JN 05 12:00 $20.62 $20.76 JN 06 10:00 $20.31 $20.29 -0.43% -0.46%

URTY: Rather unfortunate timing for the purchase of the second tranche, which merely increased the size of my loss.

TZA: Stopped out.

SRTY: Yet another loss.

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