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 date			Buy price			Sell date			Sell price			Acct Profit
		Model	Actual		M	A		Model	Actual		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!