Monday, 15 July 2013

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 dateBuy priceSell dateSell priceAcct Profit
ModelActualMAModelActual 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.

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