Friday, 20 December 2013

Week of 2013 DE 20

IWM rose by 4.8%, for its biggest weekly gain since January and now at its highest price ever.  My account rose 2.8% for its biggest weekly gain since September of 2012 and now at its highest price since May 2013.  The loss-floor has fallen to -8.9%, its lowest value in five weeks.

US news: On Wednesday, outgoing Fed Chairman Bernanke announced that the Fed will taper its money-printing slightly, from $85 billion a month to $75 starting in January.

Market news: Looks like we have ourselves a Santa Claus rally!  If this continues next week as is typical, I will have had a profitable trading year for the first time ever.  Meanwhile, the buy-and-hold folks will be up 40% for this year.

End of week allocations:

125% long equities, 30% cash
% gain
size
Max loss
Sym  Buy  Fri  Mon  Tue  Wed  Thu  Fri Beg   End
 
FRED OC24 +0.2 10 +0.3 10 +0.2 10 +0.4 10 +0.3 10 +0.5 10 -0.6 -0.6
FNSR DE05 +0.4 8 +0.5 8 +0.7 9 +0.7 9 +0.8 9 +0.9 9 -0.8 -0.8
URTY DE13 +0.1 11 +0.5 11 +0.4 11 +0.9 11 +0.6 11 +1.1 11 -0.8 -0.4
TNA DE16 -0.0 10 -0.1 10 +0.3 11 +0.0 21 +0.9 21 -0.6 -0.9
ATML DE18 +0.0 10 +0.0 10 +0.1 10 -0.8 -0.8
IWM +33.3 +35.1 +34.9 +36.9 +35.7 +38.0
me -4.8 -4.3 -4.3 -3.2 -3.7 -2.0
floor -7.5 -7.6 -7.5 -8.3 -8.7 -8.9

URTY: Jumped above its 180-hour average on Monday, causing a sudden increase in my stop-price.

YHOO: Yet more attempts to buy this thing, but it never dips down to its 10-day moving average on a day when I have a “Buy” signal, so the purchase-attempts never succeed.  Oh well; I’m overweighted on equities anyway.

SCHA: First attempt at a non-robot trade in quite some time.  It seemed obvious that the market would dip on Thursday and that one should “buy the dip”, so I set my limit-price for a 38% retrace.  Well, IWM did indeed retrace on Thursday 38% of its rise from Wednesday’s lows to Wednesday’s highs, but SCHA (which is supposed to be roughly equivalent to IWM) didn’t quite get down that low, so no purchase.  Meanwhile, the robot bought more TNA on Thursday so it’s all good.

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)
FNSR DE 05 DE 05 09:40 $20.54 (Not yet)
URTY DE 13 11:00 $75.60 $75.66 (Not yet)
TNA DE 16 14:00 DE 16 15:00 $68.86 $69.19 (Not yet)
DE 19 11:00 $70.78 $70.85
ATML DE 18 DE 18 09:30 $7.32 (Not yet)

TNA: Slight inaccuracy in Schwab’s real-time price-feed caused the robot to issue its buy-order slightly late on Monday.

ATML: Sold last Friday for $7.37, bought back this Wednesday for only $7.32!

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