Thursday, 15 May 2014

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 dateBuy priceSell dateSell priceAcct Profit
ModelActualMAModelActual 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.

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