Friday, 23 May 2014

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 dateBuy priceSell dateSell priceAcct Profit
ModelActualMAModelActual 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.

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