Week of 2013 JN 14

IWM fell by 0.6% this week, while my account fell 1.9%.  The loss-floor is now -5.3%.

End of week allocations:

Daily % gain size │ Max loss Sym  Buy │  Fri  Mon  Tue  Wed  Thu  Fri │ Beg   End   TNA  JN10 │ +0.2  40  -1.1  39  -1.6  38  -1.6  38  -1.6  38  │ -1.7 -2.0 SRTY ¹  JN12 │ +0.2  20  -0.0  20  -0.0  20  │ -1.0 -0.8 SRTY ²  JN13 │ -0.3  20  -0.3  20  │ -0.4 -0.4 IWM │ +19.0     +19.7     +18.4     +17.2     +19.3     +18.4     │ me │ -3.4 -3.2 -4.5 -4.9 -5.3 -5.3 │ floor │ -3.4 -6.7 -6.7 -6.0 -5.3 -5.3 │

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
TNA		JN 10 11:00			$49.51	$49.64		JN 12 13:00	JN 12 12:00		$47.08	$47.60		-2.0%	-1.6%
		JN 10 12:00			$49.71	$49.72
SRTY ¹		JN 12 12:00			$20.21	$20.22		JN 13 11:00			$20.24			+0.06%	-0.01%
SRTY ²		JN 13 14:00			$19.81	$19.80		JN 13 15:00			$19.58	$19.57		-0.24%	-0.25%

TNA: Bought a tranche, then bought another tranche an hour later because the rebuy-rule immediately applied.  Maybe I should require a delay before rebuying?
      The model says I stopped out, but actually this was a robot-sale due to a slight wobble in price-quotes.

SRTY: Two more losses.  The SRTY² trade was especially silly.  This model seems poorly tuned for the market we’re in these days.