Week of 2014 AL 25

IWM and my account both fell by 1.2% this week.  The loss-floor has risen to -5.9%.

World news: The phrase "World War III" has become popular as a description for the Ukraine situation.  Of course, if WW3 were actually about to start, they would surely call it something else, such as "Syria II" or "Iran-by-proxy".

End of week allocations: Net 9% long equities, 65% cash

% gain size │ Max loss Sym  Buy │  Thu  Mon  Tue  Wed  Thu  Fri │ Beg   End   URTY AL16 │ +0.5 14 +0.7 14 +1.1 15 +0.8 14 +0.8 14 -0.0 14 │ -2.2 -1.1 TNA AL16 │ +0.2 11 +0.3 11 +0.7 21 +0.4 21 +0.2 21 -0.5 21 │ -1.0 -0.5 ATML AL21 │ -0.2 13 -0.0 13 +0.1 13 +0.3 14 -0.3 13 │ -0.3 -0.3 TZA AL25 │ +0.2 10 │ -0.7 -0.7 IWM │   -1.9   -1.5   -0.5   -1.1   -1.3   -3.1 │ me │ -2.8 -2.6 -1.6 -2.2 -2.2 -4.0 │ floor │ -6.5 -6.5 -5.9 -5.5 -5.3 -5.9 │

Stock-trading robot

Ticker Symbol		Buy date			Buy price			Sell date			Sell price			Acct Profit
		Model	Actual		M	A		Model	Actual		M	A		M	A
URTY		AL 16 11:00			$77.99	$78.02		(Not yet)
TNA		AL 16 15:00			$69.30	$69.31		AL 25 11:00	AL 25 10:00		$69.96	$69.84		-0.40%	-0.46%
		AL 22 11:00			$73.26	$73.32
ATML		AL 21	AL 21 09:30		$7.96			AL 25	AL 25 10:57		$7.82			-0.27%	-0.26%
TZA		AL 25 10:00			$16.89	$16.99		(Not yet)

URTY: There is still a chance I might get out of this trade with a profit.

TNA: Robot updated the stop at 10:00 am, but the calculated new stop was above the current price, so Schwab sold it immediately.

ATML: Yet another stopped-out loser trade.  Opened above my limit price, but fell to it within the first minute.  Not sure why the size of the loss is off by a smidge.

TZA: Most TZA trades have done poorly in recent years.  This trade will be a loser unless “WW3” heats up and/or the US Federal Reserve loses its nerve.

AGQ: There is a “Buy” order for Monday, but I will skip it because the stop price is only 0.3% less than the limit-price, so it seems quite unlikely that the order would fill and then not immediately stop out.

Week of 2014 AL 17

IWM rose by 2.2% this week, while my account rose 0.2%.  The loss-floor has fallen to -6.5%.

US markets were closed for Good Friday.

End of week allocations: 75% equities, 64% cash

% gain size │ Max loss Sym  Buy │  Fri  Mon  Tue  Wed  Thu  Fri │ Beg   End   TZA AL10 │ +0.4 11 +0.3 11 +0.2 11 +0.1 10 +0.1 10 │ -0.9 -0.9 SRTY AL14 │ +0.2 11 +0.1 10 -0.2 10 -0.2 10 │ -0.1 -0.1 URTY AL16 │ +0.3 14 +0.5 14 │ -1.8 -2.2 TNA AL16 │ +0.0 10 +0.2 11 │ -1.0 -1.0 IWM │   -4.1   -3.8   -3.5   -2.4   -1.9    │ me │ -3.0 -2.9 -3.1 -3.2 -2.8 │ floor │ -4.3 -4.4 -4.4 -7.1 -6.5 │

URTY: The stop price dropped sharply (to -2.8%) right after I bought this, then rose back to -2.2% for Thursday.  That seems to happen rather often with these trades, although I haven’t done the research to characterize the issue.  Hopefully the market will continue to rise and so will my stop price.

Stock-trading robot

The robot worked properly this week.  All trades went through on time.

Ticker Symbol		Buy date			Buy price			Sell date			Sell price			Acct Profit
		Model	Actual		M	A		Model	Actual		M	A		M	A
SRTY ⁰		AL 10 11:00	(Skipped)		$42.48			AL 14 10:00			$45.30			+0.40%	+0.00%
TZA		AL 10 15:00			$17.29	$17.30		AL 16 10:00			$17.41	$17.48		+0.07%
SRTY ¹		AL 14 13:00			$44.33			AL 16 10:00	AL 16 09:31		$43.85	$43.82		-0.14%	-0.15%
URTY		AL 16 11:00			$77.99	$78.02		(Not yet)
TNA		AL 16 15:00			$69.30	$69.31		(Not yet)

SRTY ⁰: Skipped this trade due to last week’s memory-limit problem with the robot.  Would have been a winner.

TZA: As has been usual for TZA trades since August 2011, this one barely made any profit.  But I didn’t lose, even though I was “fighting the Fed“!

SRTY ¹: Another loser trade.  Too bad I skipped two winners in a row.

URTY, TNA: So far, so good!

ATML: There is a “Buy” order for Monday.

Week of 2014 AL 11

IWM fell by 3.5% this week, while my account fell 0.7%.  The loss-floor has fallen to -4.3%.  Only two more weeks before I can rescale this chart!

My account’s Y-T-D loss is now slightly smaller than the broad market’s loss, so I’m “beating the market” for now.

I didn’t feel like updating the following %gain chart on Monday.

End of week allocations: 33% short equities, 79% cash

% gain size │ Max loss Sym  Buy │  Fri  Mon  Tue  Wed  Thu  Fri │ Beg   End   ATML AL01 │ -0.2 14 -0.2 14 -0.2 14 -0.2 14 -0.2 0 │ -0.9 -0.9 TNA AL09 │ +0.1 10 -0.7 10 -0.7 10 │ -0.7 -0.7 URTY AL10 │ -0.4 13 -0.4 13 │ -0.8 -0.8 TZA AL10 │ -0.0 10 +0.4 11 │ -0.9 -0.9 IWM │   -0.6    ?   -1.3   +0.1   -2.8   -4.1 │ me │ -2.3 ? -2.3 -2.3 -3.4 -3.0 │ floor │ -2.9 ? -2.3 -3.0 -4.3 -4.3 │

Stock-trading robot

The robot worked fine until Wednesday, then broke hard on Thursday.  Apparently the new version of Opera runs very close to my cloud server’s memory limit.  Something happened that caused it to consistently use slightly more memory and then nothing worked.  So I upgraded my server instance to have more memory, which will cost me extra money every month.  This is irksome because I’m sure there must be some way to cut the memory usage slightly, but I don’t feel lik putting in the research effort to find out what that way might be.

Ticker Symbol		Buy date			Buy price			Sell date			Sell price			Acct Profit
		Model	Actual		M	A		Model	Actual		M	A		M	A
ATML		AL 01	AL 01 09:30		$8.34			AL 07 09:30			$8.23			-0.22%	-0.23%
			AL 04 11:45
SRTY ¹		AL 04 14:00	(Skipped)		$41.34			AL 07 15:00			$43.19			+0.43%	+0.00%
TNA		AL 09 15:00			$74.36			AL 10 14:00	AL 10 13:38		$69.41	$69.36		-0.70%	-0.72%
URTY		AL 10 11:00			$82.32	$82.27		AL 10 14:00	AL 10 14:03		$80.16	$80.02		-0.37%	-0.40%
SRTY ²		AL 10 11:00	(Skipped)		$42.48			(Not yet)							+0.00%
TZA		AL 10 15:00			$17.29	$17.30		(Not yet)

ATML: Loss is slightly larger than expected, probably because there were actually two fees for purchases while the model expected only one.

SRTY ¹: Skipped this trade because the robot was not working last week.  Would have been a winner (for a change)!

TNA: Worst possible timing — price fell every hour from purchase time to stop-out time.

URTY: Purchase went through, but then the robot ran out of memory while trying to create the protective-stop order, which I entered manually.  Hours later I entered the sell-order manually.

SRTY ²: Skipped this trade because the memory fault prevented the robot from buying it.  So far it looks like it would have been a winner.  It’s odd that this short model gave a “Buy” signal at the same time as the long URTY model.

TZA: So far, so good!

Week of 2014 AL 04

IWM rose by 0.1% this week, while my account fell 0.2%.  The loss-floor has fallen to -2.9%.

End of week allocations: 14% equities, 76% cash

% gain size │ Max loss Sym  Buy │  Fri  Mon  Tue  Wed  Thu  Fri │ Beg   End   ATML AL01 │ +0.0 4 +1.0 4 +1.0 4 -0.2 14 │ -0.2 -0.9 IWM │   -0.7   +1.0   +2.4   +2.8   +1.8   -0.6 │ me │ -2.1 -2.1 -2.0 -1.9 -1.9 -2.3 │ floor │ -2.1 -2.1 -2.3 -2.3 -2.3 -2.9 │

Stock-trading robot

The robot seems to be working again!  This just got done around 2:40pm on Friday.  But I have yet to see it make a trade.  Meanwhile, Schwab has a typo in the JavaScript for their login page (“TypeError: Cannot convert 'TagParameters.DcParaemters' to object”) which is causing occasional problems — but the new CentOS 6 operating system allowed me to upgrade to Opera 12, which no longer rejects lots of other JavaScript on Schwab’s pages.

Ticker Symbol		Buy date			Buy price			Sell date			Sell price			Acct Profit
		Model	Actual		M	A		Model	Actual		M	A		M	A
SRTY ¹		MR 28 15:00	(Skipped)		$41.96			MR 31 11:00			$40.06			-0.40%	+0.00%
URTY		MR 31 12:00	(Skipped)		$88.56			AL 04 13:00			$85.16			-0.50%	+0.00%
ATML		AL 01	AL 01 09:30		$8.34			(Monday AL 07)
			AL 04 11:45
SRTY ²		AL 04 14:00	(Skipped)		$41.34			(Not yet)							+0.00%

SRTY: Skipped these trades because the robot was not working.  SRTY ¹ would have stopped out.

URTY: Skipped this trade because the robot was not working.

ATML: Took this trade because it’s daily rather than hourly, so less dependant on having a functioning robot.  On Tuesday, my buy-limit was the low of the day and only ¼ of the shares I asked for were available at that price.  Finally got the rest of the shares on Friday, followed (of course!) by a “Sell” signal for next Monday.