Monday, 14 October 2013

Week of 2013 OC 11

IWM rose by 0.8% this week; my account rose 0.3%.  The loss-floor has risen to -4.1%.

I did not feel like doing daily updates this week, so the following “% gain” table is fragmentary.

End of week allocations:
% gain
size
Max loss
Sym  Buy  Fri  Mon  Tue  Wed  Thu  Fri Beg   End
 
UWM SE13 +0.5 11 ? ? +0.2 ? +0.2 ? +0.2 ? +0.2 0 -0.2 -0.2
FNSR OC02 +0.4 10 ? ? ? ? ? ? +0.3 ? +0.3 9 -0.8 -0.8
URTY ¹ OC04 -0.1 10 -0.2 ? -0.2 ? -0.2 ? -0.2 0 -1.2 -1.2
SRTY OC08 -0.0 11 +0.2 ? +0.2 ? +0.2 11 -0.8 -0.7
URTY ² OC10 -0.0 10 +0.6 11 -1.2 -0.9
IWM +29.7 ? ? ? ? +30.5
me -3.0 ? ? ? ? -2.7
floor -5.9 ? ? ? ? -4.1

Stock-trading robot

Ticker
Symbol
Buy dateBuy priceSell dateSell priceAcct Profit
ModelActualMAModelActual M  A  M  A 
UWM SE 13 09:30 $69.80 OC 08 09:30 $71.81 $71.69 +0.21% +0.23%
FNSR OC 02 09:30 $22.73 OC 10 09:30 $23.57 +0.34% +0.28%
URTY ¹ OC 04 15:00 OC 04 13:00 $71.63 $71.31 OC 07 11:00 $69.83 $69.89 -0.26% -0.23%
SRTY OC 08 14:00 $15.25 $15.26 OC 09 13:00 $15.59 $15.58 +0.20% +0.18%
URTY ² OC 10 11:00 $67.90 $68.06 (Not yet)

For the last six weeks, the robot has been doing reasonably well on its broad-market IWM-derivative trades:

As is the usual case for these things, there were three small gains and three small losses, which sum up to exactly zero, plus one big gain of +1.7% which is my net profit.  Of course, it would be better if the chaff trades could have been skipped — but there is no way to know when placing the trades which one is going to be the winner.  The trade currently in progress (named URTY ² in the table above) is not shown here, but it was purchased just after the gap-up on OC 10 so things are looking good so far.

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