Monday, 3 March 2014

Week of 2014 FE 28

IWM rose by 1.7% this week, to a new all-time high.  My account rose 1.0%.  The loss-floor has risen to -1.4%.

End of week allocations:

105% equities, 55% cash
% gain
size
Max loss
Sym  Buy  Fri  Mon  Tue  Wed  Thu  Fri Beg   End
 
URTY FE06 +1.7 12 +2.0 12 +2.0 12 +2.2 12 +2.4 12 +2.3 12 +0.8 +0.9
AGQ FE07 +2.0 12 +2.2 12 +2.1 12 +1.4 11 +1.4 11 +1.4 11 +1.2 +1.4
TNA FE11 +1.6 22 +2.2 22 +2.2 22 +2.6 23 +3.0 23 +2.7 23 +0.7 +1.9
IWM   +0.4   +1.3   +1.3   +1.9   +2.5   +2.1
me -0.3 +0.8 +0.7 +0.6 +1.2 +0.7
floor -2.9 -3.1 -3.0 -2.0 -1.8 -1.4

URTY: Still think the robot’s stop-prices are too low.  Stop was calculated as +0.5 on Monday and has risen slowly this week — more slowly than stockcharts.com’s charts suggest it should have.

Stock-trading robot

Ticker
Symbol
Buy dateBuy priceSell dateSell priceAcct Profit
ModelActualMAModelActual M  A  M  A 
URTY FE 06 11:00 FE 06 12:34 $75.45 $75.05 (Not yet)
AGQ FE 11 FE 07 09:30 $66.11 $65.04 FE 26 FE 26 10:44 $74.36 $74.29 +1.59% +1.39%
TNA FE 11 12:00 FE 11 12:28 $69.56 $69.76 (Not yet)
FE 13 12:00 $71.64 $71.59

AGQ: Looks like the stop was set too low.  This needs looking into.

UWM: Buy-limit not reached Monday or Tuesday.  Didn’t bother on Wednesday (it wouldn’t have been reached).

ATML: Buy-limit not reached Tuesday, Wednesday, or Thursday.

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