Saturday 25 January 2014

Week of 2014 JA 24

IWM fell by 2.2% this week, while my account fell 2.4%.  The loss-floor has risen to -4.7%.  The year is only one month old and already the broad market is 1.1% ahead of my account.

US markets were closed on Monday for Dr. Martin Luther King, Jr.’s birthday.

Business news: On Thursday, China announced that their economy has gone into contraction.  World markets tanked and the rout continued on Friday.  There will probably be a bounce early next week, but after that it depends on whether the authorities go on a printing spree to try to prop up the market.

End of week allocations:

Net 13% equities, 20% silver, 47% cash
(Note: UWM = 2×, while SRTY = -3×)
% gain
size
Max loss
Sym  Buy  Fri  Mon  Tue  Wed  Thu  Fri Beg   End
 
FRED OC24 +1.3 11 +1.4 11 +1.2 11 +1.3 11 +1.0 11 +0.4 +0.4
FNSR DE05 +1.1 9 +1.2 10 +1.3 10 +1.3 10 +1.3 10 -0.2 -0.2
ATML DE18 +1.9 12 +2.1 12 +1.8 12 +1.5 12 +1.2 12 +0.6 +0.6
AGQ JA13 +0.2 10 -0.2 10 -0.3 10 -0.1 10 -0.2 10 -0.5 -0.5
URTY JA16 -0.1 10 +0.1 10 +0.2 10 +0.0 10 -0.5 10 -1.2 -1.0
UWM JA21 +0.1 10 +0.2 10 +0.0 10 -0.5 10 -0.7 -0.6
YHOO JA23 -0.0 8 -0.2 8 -0.4 -0.4
SRTY JA24 -0.0 10 -0.9 -0.9
IWM   +0.8      +1.3   +1.8   +1.1   -1.5
me -0.2 +0.2 -0.2 -0.5 -2.6
floor -5.3 -5.9 -4.1 -4.5 -4.7

Something is going wrong with my spreadsheet.  According to my records, the trades so far in 2014 have lost 2.4% of my money, but Schwab says my balance is down 2.6%.  Also, the sum of my allocations adds up to 100.10% of my account balance.  These problems need further study.

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 JA 22 09:30 $23.75 +1.28% +1.26%
ATML DE 18 DE 18 09:30 $7.32 (Not yet)
AGQ JA 13 JA 13 09:30 $66.68 (Not yet)
URTY JA 16 14:00 JA 16 13:00 $90.35 $90.21 JA 24 11:00 $85.82 $85.66 -0.53% -0.54%
UWM JA 21 JA 21 11:09 $86.22 (Not yet)
YHOO JA 23 JA 23 09:30 $39.31 JA 24 09:30 $38.67 -0.16% -0.17%
SRTY JA 24 13:00 $44.47 $44.50 (Not yet)

FNSR: Great trade!  This stock rose 16% during the seven weeks I held it — and has dropped 5% since I sold it.  Model profit is very slightly off because this trade was on the small side in order to buy an even number of 100-share lots.

AGQ: On Friday morning, AGQ had a 1:4 reverse split, so I have multiplied my effective purchase price by 4.  The reverse split also had the effect of cancelling my standing stop-order, which I only noticed because silver was getting close to my stop-out price so I wanted to check whether the stop order had already triggered — but it had been cancelled instead!  Restored the stop manually at the new 4× price.

URTY: In this case, the rule “don’t buy or sell bullish tickers at 10am” was unhelpful — loss would have been only 0.17% if sold at 10am.

UWM: Opening price was $86.48, but I got it for less by waiting almost two hours for my limit-price to be reached.  There is very little room left until my stop-price is reached, so the market had better bounce soon!

YHOO: Got “buy” signal after Wednesday’s close, so bought at Thursday’s open — for much less than my limit price!  That sudden drop gave me a ”sell” signal after Thursday’s close, so sold at Friday’s open.  Once again, slight deviation in model profit due to undersized round-lot trade.

SRTY: Once again, the rule “do not buy until short-term MACD stops falling” meant that I did not buy until the day’s drop was mostly over.  This trade will do badly if there is a quick bounce next Monday.

TZA: In order for me to buy this, the market will need to bounce and then fall again, in order to work off the short-term spike in the STDDEV indicator.

SCHH: Still no trades ever on this ticker.  SCHH is supposed to be equivalent to VNQ, but SCHH had a spike at the open on DE 27 which VNQ did not have.  This spike is continuing to elevate my “chandelier exit” stop-price above the current price, so no trade is possible until either price exceeds its 210-day moving average (causing a switch to the ”bullish” chandelier) or next Wednesday, when the spike will no longer be included in the calculations.  Anyway, real estate has joined the rest of the market in its end-of-week downturn so no buy regardless until things turn back up.

Friday 17 January 2014

Week of 2014 JA 17

IWM rose by 0.4% this week, to its highest value ever.  My account fell 0.3%.  The loss-floor has fallen to -5.3%.

End of week allocations:

62% equities, 20% silver, 47% cash
% gain
size
Max loss
Sym  Buy  Fri  Mon  Tue  Wed  Thu  Fri Beg   End
 
FRED OC24 +0.9 11 +0.8 11 +1.0 11 +1.3 11 +1.3 11 +1.3 11 +0.4 +0.4
FNSR DE05 +1.3 10 +1.1 10 +1.3 10 +1.4 10 +1.3 10 +1.1 9 -0.3 -0.2
URTY ¹  DE13 +1.9 13 +1.6 13 +1.6 13 +1.6 13 +1.6 0 +0.3 +0.3
ATML DE18 +2.0 12 +1.8 12 +1.8 12 +1.8 12 +1.8 12 +1.9 12 +0.5 +0.6
AGQ JA13 +0.4 10 +0.1 10 +0.1 10 +0.0 10 +0.2 10 -0.7 -0.5
URTY ²  JA16 +0.0 10 -0.1 10 -1.3 -1.2
IWM   +0.3   -1.1   +0.2   +0.9   +1.0   +0.7
me +0.1 -0.4 -0.4 +0.1 -0.1 -0.2
floor -5.0 -4.6 -4.5 -4.3 -5.5 -5.3

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)
URTY¹ DE 13 11:00 $75.60 $75.66 JA 13 14:00 $86.53 $86.41 +1.42% +1.55%
ATML DE 18 DE 18 09:30 $7.32 (Not yet)
AGQ JA 13 JA 13 09:30 $16.67 (Not yet)
URTY² JA 16 14:00 JA 16 13:00 $90.35 $90.21 (Not yet)

URTY & AGQ: Bought these back for markedly more than I had previously sold them for.  Oh well.

URTY ²: Slight wobble in Schwab’s real-time prices caused the robot to buy this an hour early, for a slightly better price.

UWM: Robot will try to buy it on Tuesday.  (Because Monday = MLK day).

Friday 10 January 2014

Week of 2014 JA 10

IWM rose by 0.7% this week, to its highest value ever.  My account rose 1.0% to its highest value since last February.  The loss-floor has risen to -5.0%.

End of week allocations:

72% equities, 53% cash
% gain
size
Max loss
Sym  Buy  Fri  Mon  Tue  Wed  Thu  Fri Beg   End
 
FRED OC24 +0.8 11 +0.6 11 +0.7 11 +0.7 11 +1.0 11 +0.9 11 +0.1 +0.4
FNSR DE05 +1.3 10 +1.2 10 +1.2 10 +1.7 10 +1.3 10 +1.3 10 -0.5 -0.3
URTY DE13 +1.6 13 +1.3 13 +1.6 13 +1.7 13 +1.7 13 +1.9 13 +0.4 +0.3
ATML DE18 +0.8 11 +0.7 11 +0.8 11 +1.4 12 +1.4 12 +2.0 12 -0.5 +0.5
UWM JA02 -0.1 10 -0.3 10 -0.1 10 -0.1 10 -0.1 10 -0.1 10 -0.6 -0.6
YHOO JA02 -0.1 8 -0.1 8 +0.1 8 +0.1 8 +0.1 8 +0.1 8 -0.7 -0.7
AGQ DE30 -0.0 10 -0.4 10 -0.8 9 -0.8 9 -0.8 9 -0.8 -0.8
IWM   -0.4   -1.2   -0.4   -0.3   -0.2   +0.3
me -0.9 -1.9 -1.3 -0.6 -0.7 +0.1
floor -7.1 -7.5 -7.5 -6.7 -6.8 -5.0

ATML: Doing great!

AGQ: This would have been a great week, except for the biggish loss on silver.

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)
ATML DE 18 DE 18 09:30 $7.32 (Not yet)
UWM JA 02 JA 02 09:30 $84.72 JA 08 09:30 $84.25 -0.08% -0.09%
YHOO JA 02 JA 02 09:30 $40.37 $40.33 JA 10 09:30 $40.95 +0.11% +0.09%
AGQ JA 06 JA 06 09:31 $16.95 $16.93 JA 08 09:30 $15.70 -0.76%

UWM: Sold because it failed its third-day retest.

YHOO: Barely-successful trade.

AGQ: Sold due to failed next-day retest, getting just about as much as if I had let it stop out.  *Then* it went back up, so the robot will try to buy it back on Monday.

Friday 3 January 2014

Week of 2014 JA 03

IWM fell by 0.4% this week, while my account fell 0.9%.  The loss-floor has fallen to -7.1%.

New year: The market was closed on Wednesday for New Year’s Day.  I have rebased the chart and table so that “0%” now represents IWM’s price and my account balance as of 2013 DE 27 and “1%” is now ⅟₁₀₀ of that revised account balance.  Last year my profits were minimal and I withdrew 10% of the money, so all the numbers are now about 10% bigger than they used to be.

Window dressing: The markets rose Tuesday, so that mutual fund managers could report a nice year-end number.  Then they fell on Thursday because there was no further need to pretend.

End of week allocations:

81% long equities, 37% cash
% gain
size
Max loss
Sym  Buy  Fri  Mon  Tue  Wed  Thu  Fri Beg   End
 
FRED OC24 +1.2 11 +1.2 11 +1.1 11 +0.8 11 +0.8 11 +0.1 +0.1
FNSR DE05 +1.2 10 +1.2 10 +1.3 10 +1.1 10 +1.3 10 -0.6 -0.5
URTY DE13 +1.8 13 +1.8 13 +1.9 13 +1.5 13 +1.6 13 +0.4 +0.4
TNA DE16 +2.1 24 +2.1 24 +2.3 24 +1.9 24 +1.9 24 +1.2 +1.9
ATML DE18 +0.6 11 +0.6 11 +0.7 11 +0.8 11 +0.8 11 -0.7 -0.5
AGQ DE30 -0.3 10 -0.3 10 -0.3 11 -0.3 0 -0.3 -0.3
UWM JA02 -0.2 10 -0.1 10 -0.6 -0.6
YHOO JA02 -0.2 8 -0.1 8 -0.7 -0.7
IWM   +0.0   -0.2   +0.3   -0.7   -0.4
me +0.0 -0.3 +0.0 -1.6 -0.9
floor -6.5 -6.0 -5.8 -7.1 -7.1

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 JA 02 10:00 JA 02 09:31 $76.14 $76.12 +1.85% +1.88%
DE 19 11:00 $70.78 $70.85
ATML DE 18 DE 18 09:30 $7.32 (Not yet)
AGQ DE 30 DE 30 09:30 $16.12 $16.13 DE 30 DE 30 15:45 $15.80 -0.23% -0.25%
UWM JA 02 JA 02 09:30 $84.72 (Not yet)
YHOO JA 02 JA 02 09:30 $40.37 $40.33 (Not yet)

TNA: Great!  Sold this big “long” bet just as the market started heading south — and it hasn’t come back yet, so I’m stil ahead.

UWM: Unfortunately, the robot bought this at roughly the same time that it sold TNA, replacing ”60% long” with ”20% long” so I lost some money.  Tried to buy it on Tuesday, but thankfully didn’t hit my limit-price.  Buy attempt was successful Thursday, but this could be a “wave 1 down” that I should not have bought.  We’ll see.

AGQ: Nicked my stop-price, then went back up.  Tried to rebuy on Friday, but limit-price not reached.  The robot will try again on Monday.

YHOO: Finally succeeded in buying this thing!  Hopefully it’s not too late.  TRIX(s) has now turned negative, so this will be a short-term trade unless things take off soon.