Monday, 12 August 2013

Week of 2013 AU 09

IWM fell by 1.4% this week.  My account fell 1.0% to its lowest value ever.  The loss-floor has fallen to -10.8%.

End of week allocations:
% gain
size
Max loss
Sym  Buy  Fri  Mon  Tue  Wed  Thu  Fri Beg   End
 
UWM JL15 +0.4  10  +0.4  10  +0.2  10  +0.1  10  +0.1  10  +0.1  10  -0.4 -0.3
YHOO JL25 -0.1  11  -0.1  11  -0.2  11  -0.2  11  -0.1  11  -0.1  11  -0.6 -0.5
URTY ² JL31 +0.6  21  +0.8  21  +0.1  20  +0.1  20  +0.1  20  +0.1  0  -2.0 -1.9
TNA JL31 +0.1  11  +0.2  11  -0.1  11  -0.1  11  -0.1  11  -0.1  0  -0.5 -0.1
FNSR AU08 -0.0  13  -0.2  13  -1.6 -1.9
AGQ AU09 +0.1  10  -0.7 -0.7
URTY ³ AU09 -0.0  11  -1.0 -1.0
IWM +27.5     +27.9     +26.6     +25.7     +26.1     +26.1    
me -5.4 -5.1 -6.4 -6.5 -6.5 -6.4
floor -9.9 -9.6 -7.3 -7.3 -9.1 -10.8

URTY ², TNA: Two more completed trades using the new trading model.  A profit and a loss that cancelled each other out.

Gold trading

We have a “Buy” signal!  But I haven’t bought yet.

Stock-trading robot

Ticker
Symbol
Buy dateBuy priceSell dateSell priceAcct Profit
ModelActualMAModelActual M  A  M  A 
UWM JL 05 09:30 JL 15 09:30 $63.31 $67.95 (Not yet)
YHOO JL 25 09:30 $27.73 (Not yet)
URTY ² JL 31 11:00 JL 31 11:34 $65.97 $65.61 AU 06 11:00 AU 06 11:17 $65.86 $66.09 +0.13% +0.11%
TNA JL 31 15:00 $59.39 $59.40 AU 06 11:00 AU 06 10:30 $59.26 -0.18% -0.06%
SRTY AU 06 11:00 (Skipped) $15.78 AU 06 12:00 +0.04%
FNSR AU 08 09:30 $22.10 (Not yet)
AGQ AU 09 09:30 $18.07 (Not yet)
URTY ³ AU 09 11:00 $65.63 $65.60 (Not yet)

URTY ²: Robot sale didn’t work, because Schwab once again decided to take over 30 seconds to reply to my request for a quote.  Entered manually.  Note that the “Model buy-price” and “Model sell-price” are the top-of-hour prices for URTY, while the “Model profit” is 3× the profit for the top-of-hour prices of IWM.  Usually they are closely coupled; but in this case, because my trades didn’t go through on time and I am often the only person trading URTY at the top of the hour, the model prices are quite far off, while the model profit ended up being mostly accurate.

TNA: Stopped out.

SRTY: Missed this trade because the model uses low-of-last-hour but Schwab provides low-of-day-so-far.  Minimal profit, but still the model needs adjustment to be more realistic.  Should use close-of-last-hour for hourly trades.

FNSR: Jumped after positive earnings surprise Tuesday night.  Hasn’t moved much since.

URTY ³: Robot purchase went through successfuly.  And I bought it back for less than I had sold it for previously!

No comments:

Post a comment