Week of 2014 MA 23

IWM rose by 2.0% this week, while my account rose by 1.2%.  The loss-floor has fallen to -11.6%, tieing its lowest value ever.

Seasonality: The last two weeks of May are typically a low-voume melt-up because most people have already done their “sell in May” thing.

End of week allocations: 107% equities, 28% silver, 19% cash

% gain size │ Max loss Sym  Buy │  Fri  Mon  Tue  Wed  Thu  Fri │ Beg   End   URTY MA19 │ -0.0 14 -0.6 14 -0.4 14 -0.0 14 +0.4 15 │ -1.5 -2.1 ATML MA20 │ -0.3 14 -0.1 14 +0.1 14 +0.3 14 │ -0.9 -1.3 YHOO  MA20 │ -0.1 15 +0.1 15 +0.3 15 +0.4 15 │ -0.4 -0.3 SRTY MA21 │ +0.0 10 -0.3 10 -0.3 10 │ -0.4 -0.4 TNA MA22 │ -0.1 11 +0.2 11 │ -0.7 -0.7 AGQ MA23 │ -0.0 14 │ -0.2 -0.2 IWM │   -4.8   -3.8   -5.3   -4.8   -3.8   -2.8 │ me │ -9.4 -9.3 -10.3 -9.8 -9.3 -8.2 │ floor │ -9.4 -11.2 -13.1 -13.4 -13.9 -11.6 │

URTY, ATML: Yet again the stop price drops just after I buy these things.

floor: Since URTY’s sell-stop has been changed to a market-sell for next Tuesday’s open, I have excluded its max-loss from the floor.

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		MA 19 12:00			$75.79	$75.84		MA 27 09:30	(Not yet)
ATML		MA 20	MA 20 09:30		$7.88			(Not yet)
YHOO		MA 20 09:30			$33.99			(Not yet)
SRTY		MA 21 10:00	MA 21 19:49		$45.60	$46.05		MA 22 10:00			$44.97			-0.17%	-0.25%
TNA		MA 22 12:00			$66.42	$66.47		(Not yet)
AGQ		MA 23 09:30			$61.19			(Not yet)

URTY: Last week’s ”New Rule” applies!  Price is above SMA(s) but below CHANDELIER(+) so a stop-price cannot be calculated.  Sell at next Tuesday’s open.

ATML: Bought a few seconds after the open, for one penny less than opening price.

YHOO, AGQ: Bought these at their opening prices, which were below my limit prices.

SRTY: Schwab’s real-time prices said not to buy but Barchart.com’s end-of-day fixup prices said should have bought earlier, so bought after-hours on Wednesday.  As it turned out, I should have just skipped this trade — pre-emptive sale at 10am because otherwise the stop-price would have been within the preceding half-hour.

UWM: “Buy” order for Tuesday, but there won’t be enough settled cash to pay for it until Wednesday.  Hopefully the robot will keep it for at least one day.  It would be nice if I could just keep URTY and tell the robot to pretend it bought UWM (as this would avoid two trading fees) but it seems too difficult to do that.

Week of 2014 MA 16

IWM fell by 0.4% this week, while my account fell by 2.4% to its lowest value ever.  The loss-floor has fallen to -9.4% which is its lowest value since December.

End of week allocations: 89% cash

% gain size │ Max loss Sym  Buy │  Fri  Mon  Tue  Wed  Thu  Fri │ Beg   End   TNA MA12 │ +0.0 11 -0.4 11 -0.5 10 -0.5 10 -0.5 10 │ -1.1 -1.1 YHOO MA12 │ +0.2 15 +0.1 15 +0.0 15 -0.1 15 -0.2 15 │ -0.6 -0.5 URTY  MA12 │ +0.0 14 -0.4 14 -1.3 27 -1.8 27 -1.8 27 │ -2.7 -2.7 ATML MA14 │ +0.1 14 -0.4 14 -0.4 14 │ -0.4 -0.4 SRTY MA14 │ +0.1 11 +0.5 12 +0.5 12 │ -0.8 -0.6 IWM │   -4.4   -2.3   -3.2   -4.8   -5.4   -4.8 │ me │ -7.0 -6.7 -7.4 -8.5 -9.3 -9.4 │ floor │ -7.0 -11.3 -11.2 -12.5 -9.6 -9.4 │

Stock-trading robot

My ISP is now charging $50/month to run this money-losing robot.  I need to cut memory usage down so I can switch to a cheaper cloud-hosting plan.

Ticker Symbol		Buy date			Buy price			Sell date			Sell price			Acct Profit
		Model	Actual		M	A		Model	Actual		M	A		M	A
TNA		MA 12 11:00			$69.16	$69.17		MA 14 14:00			$65.72	$65.69		-0.54%
YHOO		MA 12	MA 12 11:00		$33.99	$34.00		MA 16 09:30			$33.66			-0.17%
URTY		MA 12 11:00			$79.32	$79.45		MA 13 09:30	MA 15 15:00		$79.54	$72.17		+0.00%	-1.25%
		MA 14 11:00			$75.22	$75.21		MA 15 15:00			$72.17			-0.57%
ATML		MA 14	MA 14 09:31		$7.83			MA 15	MA 15 12:05		$7.61			-0.39%
SRTY		MA 14 12:00			$45.31	$45.29		MA 15 13:00			$47.79	$47.81		+0.52%

URTY: On Monday, the price went above SMA(s) but below CHANDELIER(+), so the program failed with a “stop on wrong side of price” error.  Sell or keep another day?  I decided to keep.  But Tuesday morning at 10am, the robot thought it had stopped out.  Now what?  There was another “Buy” order on Wednesday, so then I had a double tranche.  Lost lots of money Thursday.

SRTY: First profit in quite some time!  But only enough to cover same-week losses in YHOO and ATML.

TRIX-based trading model

New rule: For daily long trades, if calculated stop price is above the closing price, then sell at next day’s open instead of trying to set a stupid price that won’t work.

Week of 2014 MA 09

IWM fell by 1.5% this week, while my account fell by 1.7% to its lowest value since November.  The loss-floor has risen to -7.0% because I am out of the market.  Since DE 13, the broad market is down 0.1% while my account is down 0.6%, so basically no effect from the last five months of trading.

End of week allocations: 89% cash

% gain size │ Max loss Sym  Buy │  Fri  Mon  Tue  Wed  Thu  Fri │ Beg   End   URTY  MA01 │ -0.2 14 -0.2 14 -0.8 13 -1.0 13 -1.0 13 -1.0 13 │ -2.3 -2.1 TNA MA01 │ -0.2 21 -0.3 21 -1.0 21 -1.0 21 -1.0 21 -1.0 0 │ -1.3 -1.0 IWM │   -2.9   -2.8   -4.4   -4.4   -5.3   -4.4 │ me │ -5.3 -5.5 -6.8 -7.0 -7.0 -7.0 │ floor │ -8.6 -8.5 -8.1 -7.0 -7.0 -7.0 │

Stock-trading robot

This week I had my sixteenth and seventeenth bad trades since the last good one.  When will this horrid spring end?

Ticker Symbol		Buy date			Buy price			Sell date			Sell price			Acct Profit
		Model	Actual		M	A		Model	Actual		M	A		M	A
URTY		MA 01 12:00			$80.12	$79.84		MA 07 11:00	MA 07 12:00		$72.84	$74.00		-1.19%	-0.99%
TNA		MA 01 12:00			$69.61	$69.60		MA 06 14:00	MA 06 13:42		$66.23	$66.22		-1.03%	-1.00%
		MA 02 11:00			$69.42	$69.40

URTY: Lots of green shading in the table, but only because actual losses were not as large as the model predicted.

Week of 2014 MA 02

IWM rose by 0.2% this week, while my account fell by 1.3% to its lowest value of the year so far.  The loss-floor has fallen to -8.6%, also lowest for the year so far.

World news: Ukraine has instituted conscription to protect itself from Russia, in part because the IMF has offered them lots of money if they repel the Russians, none if they don’t.

US news: Friday's nonfarm payroll was quite unexpectedly good.  288,000 new jobs!  Unemployment rate down to 6.3%!  But the main causes of this are that 800,000 people gave up looking for work and thus are no longer “unemployed” (so what are they?), plus the “seasonal adjustment” caused a loss of 73,000 jobs in the raw data to be reported as a gain of 288,000 in the official data.  Only 63% of Americans have jobs, which could reasonably be described as a 37% unemployment rate, not 6.3%.  But that wouldn't look very nice!

End of week allocations: 105% equities, 55% cash

% gain size │ Max loss Sym  Buy │  Fri  Mon  Tue  Wed  Thu  Fri │ Beg   End   URTY ¹ AL16 │ -0.0 14 -0.5 13 -0.5 13 -0.5 13 -0.5 0 │ -1.1 -1.1 TZA AL25 │ +0.2 10 +0.4 11 +0.3 11 -0.4 21 -0.3 21 -0.3 21 │ -0.7 -0.8 URTY ²  MA01 │ -0.2 14 -0.2 14 │ -2.1 -2.3 TNA MA01 │ -0.2 10 -0.2 21 │ -0.9 -1.3 IWM │   -3.1   -3.6   -3.4   -2.8   -2.8   -2.9 │ me │ -4.0 -4.3 -4.4 -5.1 -5.3 -5.3 │ floor │ -5.9 -5.3 -5.3 -5.8 -8.4 -8.6 │

Whiplash! Monday was actually the bottom of the mini-correction, but my trading robot didn’t notice until Thursday.  Sold TZA, bought both URTY and TNA an hour later, so a sharp change from 63% bearish positioning to 105% bullish.  Too bad the robot didn’t react faster, but there seems to be nothing I can do about that but hold on and hope the market comes to its senses soon.  The last “healthy correction” was in August 2011, almost three years ago.

Stock-trading robot

In the last six weeks of trading, there have been two gains, each less than +0.1%, and thirteen losses.  This has not been a good spring for me!  I can’t seem to make any money on the downswings because they’re too short-lived.  And soon we will be heading into summer, which in normal years (not last year) is choppy and full of short downswings.

The robot is working properly — all trades are on time — but the model’s timing does not match the market’s timing.

Ticker Symbol		Buy date			Buy price			Sell date			Sell price			Acct Profit
		Model	Actual		M	A		Model	Actual		M	A		M	A
URTY ¹		AL 16 11:00			$77.99	$78.02		AL 28 15:00			$75.62	$75.52		-0.43%	-0.46%
TZA		AL 25 10:00			$16.89	$16.99		MA 01 11:00			$17.28	$17.24		-0.18%	-0.33%
		AL 30 10:00			$17.95	$18.01
AGQ		AL 28	(Skipped)		$18.94			AL 28			$18.81			-0.19%	+0.00%
URTY ²		MA 01 12:00			$80.12	$79.84		(Not yet)
TNA		MA 01 12:00			$69.61	$69.60		(Not yet)
		MA 02 11:00			$69.42	$69.40

URTY: Sold at a loss, bought back at a higher price.  Not the right way!  Yet again, the stop price drops after I buy it.

TZA: As I predicted last week, this trade was a loser.  I should have just skipped it.

AGQ: As I predicted last week, this trade would have been a loser (same-day stop-out).  Good thing I skipped it!

YHOO: Got a “Buy” signal for Thursday, but my limit-price was not reached.  Same thing again for Friday.  Try again next Monday.