Friday, 1 November 2013

Week of 2013 NO 01

IWM fell by 2.9% this week; my account fell 1.6%.  The loss-floor has fallen to -8.5%.

End of week allocations:
% gain
size
Max loss
Sym  Buy  Fri  Mon  Tue  Wed  Thu  Fri Beg   End
 
URTY OC17 +0.5 11 +0.5 11 +0.6 11 +0.1 11 +0.2 11 +0.2 11 -0.8 -0.8
FNSR ¹  OC21 -1.0 9 -1.1 9 -1.1 9 -1.1 9 -1.1 0 -1.8 -1.8
UWM OC24 +0.1 10 +0.0 10 +0.1 10 -0.2 10 -0.3 10 -0.4 10 -0.7 -0.6
FRED OC24 -0.2 9 -0.1 9 +0.0 9 -0.0 10 -0.3 9 -0.3 9 -1.0 -1.0
AGQ OC25 +0.2 10 +0.1 10 +0.1 10 +0.3 10 -0.4 10 -0.4 10 -0.5 -0.4
FNSR ² OC30 -0.6 9 -0.4 9 -0.4 9 -0.9 -0.9
TZA OC30 +0.1 11 +0.2 11 +0.4 11 -0.4 -0.4
YHOO OC31 -0.1 6 -0.0 6 -0.5 -0.5
FNSR ³ NO01 -0.1 9 -0.7 -0.7
SRTY NO01 -0.2 10 -0.7 -0.7
IWM +34.6 +34.5 +34.9 +33.1 +32.3 +31.7
me -3.4 -3.5 -3.2 -4.2 -4.8 -5.0
floor -7.6 -6.9 -6.8 -8.1 -7.1 -8.5

FNSR: Three losses in one week!  Another explicable downdraft on Wednesday.  Meanwhile, the technical indicators are still hovering arond zero, so the robot keeps buying it back.

FRED: The position size momentarily went to 10 on Wednesday, because everything else dropped but FRED didn’t so it was a larger proportion of my account.  Then it dropped on Thursday to rejoin the pack.

Stock-trading robot

Ticker
Symbol
Buy dateBuy priceSell dateSell priceAcct Profit
ModelActualMAModelActual M  A  M  A 
URTY OC 17 13:00 OC 17 13:30 $75.24 $75.00 OC 31 14:00 $76.46 $76.45 +0.2%
FNSR ¹ OC 22 OC 21 09:30 $26.10 $26.06 OC 28 09:30 $23.22 -1.1%
UWM OC 23 OC 24 09:30 $78.25 $78.07 (Not yet)
FRED OC 18 OC 24 09:30 $16.11 $16.59 (Not yet)
AGQ OC 25 09:30 $21.10 $21.07 NO 01 09:30 $20.23 $20.19 -0.4%
FNSR ² OC 30 09:30 $23.79 $23.84 OC 31 09:30 $22.67 $22.72 -0.5% -0.4%
TZA OC 30 12:00 OC 30 12:35 $20.20 $20.19 (Not yet)
YHOO OC 31 09:30 $32.43 $33.07 (Not yet)
FNSR ³ NO 01 09:30 $22.97 (Not yet)
SRTY NO 01 13:00 $13.45 (Not yet)

TZA: Schwab fumbled the purchase, so I bought it manually.

SRTY: Normal trade.  This is the first time in months that an inverse-ETF purchase actually went through properly!

FNSR ², YHOO, FNSR ³: These all got the new buy-limit orders, but the limits were higher than the opening prices so they all went through at 9:30am.  So why didn’t I get the opening prices?

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