Week of 2013 NO 15

IWM rose by 1.9% this week; my account rose 1.3%.  The loss-floor has fallen to -9.4%.

End of week allocations:

% gain size │ Max loss Sym  Buy │  Fri  Mon  Tue  Wed  Thu  Fri │ Beg   End   FRED OC24 │ -0.3 9 -0.3 10 -0.3 9 -0.4 9 -0.4 9 -0.2 9 │ -1.0 -1.0 URTY NO08 │ -0.0 11 -0.0 11 +0.0 11 +0.3 11 +0.3 11 +0.4 11 │ -0.8 -0.8 TNA NO11 │ -0.1 11 -0.0 11 +0.5 22 +0.5 22 +0.7 22 │ -0.7 -0.5 ATML NO15 │ +0.1 10 │ -1.1 -1.1 IWM │ +32.4 +32.4 +32.5 +34.1 +33.8 +34.3 │ me │ -6.4 -6.4 -6.4 -5.6 -5.7 -5.1 │ floor │ -7.8 -8.5 -8.4 -9.0 -8.3 -9.4 │

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
FRED		OC 18	OC 24 09:30		$16.11	$16.59		(Not yet)
URTY		NO 08 13:00			$74.88	$74.95		(Not yet)
TNA		NO 11 12:00			$67.06	$66.94		(Not yet)
		NO 13 11:00			$67.18	$67.19
ATML		NO 14	NO 15 09:41		$7.19	$7.20		(Not yet)

TNA: The purchase of the second tranche on Wednesday looks to have been well-timed!

ATML: Another buy-failure on Wednesday — price too high all day.  On Thursday, the official low of the day was my limit-price ($7.19), but my order did not go through.  Retry on Friday using Thursday’s SMA(q) = $7.20.  Success!