Friday, 15 November 2013

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 dateBuy priceSell dateSell priceAcct Profit
ModelActualMAModelActual 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!

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