Monday, 16 December 2013

Week of 2013 DE 13

IWM fell by 3.0%, for its biggest weekly drop since August. My account fell only 0.5% this week.  The loss-floor has risen to -7.5%.

End of week allocations:
% gain
size
Max loss
Sym  Buy  Fri  Mon  Tue  Wed  Thu  Fri Beg   End
 
FRED OC24 +0.3 10 +0.2 10 +0.1 10 +0.1 10 +0.2 10 +0.2 10 -0.6 -0.6
ATML NO15 +0.3 10 +0.2 10 +0.3 10 -0.2 10 +0.2 10 +0.2 10 -0.7 -0.6
URTY ¹ NO21 +0.3 11 +0.3 11 +0.3 11 +0.3 11 +0.3 11 +0.3 0 -0.6 -0.6
FNSR DE05 +0.4 8 +0.7 9 +0.3 8 +0.3 8 +0.3 8 +0.4 8 -0.8 -0.8
TNA DE06 -0.1 10 -0.2 10 -0.4 10 -0.5 10 -0.5 10 -0.5 10 -0.7 -0.5
SRTY ¹ DE11 +0.0 11 +0.0 11 +0.0 11 -0.8 -0.8
URTY ² DE13 +0.1 11 -0.6 -0.8
SRTY ² DE13 -0.1 10 -0.1 -0.1
IWM +36.3 +36.3 +35.1 +32.8 +33.1 +33.3
me -4.3 -4.1 -4.8 -5.0 -5.1 -4.8
floor -8.7 -8.7 -7.6 -8.4 -7.6 -7.5

Another “nothing” week.  My realized gains (the red and orange %gain numbers above) add up to just -0.1%.

On Wednesday, the broad market (IWM) fell 2.3%, but my account (me) fell only 0.2%!  I would have gained for the day if only SRTY ¹ had been purchased several hours earlier.  Its trading model needs more work.

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)
ATML NO 14 NO 15 09:41 $7.19 $7.20 DE 13 09:30 $7.37 +0.20% +0.19%
URTY ¹ NO 21 12:00 $78.74 $78.73 DE 10 11:00 $80.45 $81.01 +0.29% +0.26%
FNSR DE 05 DE 05 09:40 $20.54 (Not yet)
TNA DE 06 12:00 $73.30 DE 11 10:00 DE 11 09:46 $69.92 $69.90 -0.50%
SRTY ¹ DE 11 14:00 DE 11 14:11 $12.59 $12.67 DE 12 10:00 $12.77 $12.76 +0.13% +0.04%
URTY ² DE 13 11:00 $75.60 $75.66 (Not yet)
SRTY ² DE 13 13:00 $12.47 DE 13 14:00 DE 13 13:04 $12.44 -0.05%

FRED: This trade is getting very long in the tooth.  It hasn’t gone anywhere in almost two months!  But it’s not like there’s some better place I could park my money.

ATML: Fell 1.9% on Friday — *after* I sold it!  That would have eliminated all the profit I got.

TNA: Stopped out.

URTY: Sold it on Tuesday, bought it back on Friday for a better price!

SRTY ¹: Another Schwab hiccup.  Bought it manually.

SRTY ²: The trading model came up with a stop price that was ridiculously close to the purchase price (because trading had become stuck in a narrow range for many hours), so this one stopped out almost immediately.

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