Saturday, 7 June 2014

Week of 2014 JN 06

IWM rose by 2.6% this week, back into positive territory for the year, while my account rose by 0.8% and my returns are now over 8 percent-points below the market’s YTD.  The loss-floor has fallen to -13.4%, its lowest value ever.

Market news: On Thursday, Mario Draghi of the European Central Bank announced that interest paid on overnight deposits would henceforth be negative, meaning that people will be penalized for saving their money instead of spending it ASAP.  US markets (among others) raced to the moon on the news.  Looks like we might have a blow-off top in progress.  But can I make any money off that?  Recent history isn’t very encouraging.

End of week allocations:

109% equities, 32% cash
% gain
size
Max loss
Sym  Buy  Fri  Mon  Tue  Wed  Thu  Fri Beg   End
 
ATML MA20 +0.8 15 +0.6 15 +0.7 15 +0.9 15 +1.0 15 +1.2 15 -0.8 -0.6
YHOO  MA20 +0.2 15 +0.3 15 +0.2 15 +0.3 16 +0.4 16 +0.8 16 -0.2 -0.1
URTY ¹  MA27 -0.6 28 -0.9 28 -1.6 27 -1.6 27 -1.6 27 -1.6 0 -1.6 -1.5
TNA JN05 +0.2 11 +0.5 11 -0.8 -0.8
URTY ²  JN05 +0.1 14 +0.5 15 -1.1 -1.2
IWM   -2.0   -2.5   -2.8   -2.4   -0.3   +0.6
me -8.4 -8.9 -9.6 -9.3 -8.8 -7.6
floor -11.5 -11.4 -11.4 -11.4 -13.0 -13.4

ATML: Doing great so far!

YHOO: Whole lotta nothin' until Draghi opened his yap on Thursday.  The stop price dropped on Friday because it’s been 27 days since the last peak and prices remain sharply lower since then.  This kind of random-seeming fluctuation is a downside of the CHANDELIER exit system.

URTY ¹: Terrible.  Position size was twice as big as model, stopped out at low of the week.  Prevented me from buying UWM which would be sitting on a profit now.

TNA: Good chance that this one will make money if a blow-off top happens!

URTY ²: Some hope that this one would make money from a blow-off top.

Stock-trading robot

Ticker
Symbol
Buy dateBuy priceSell dateSell priceAcct Profit
ModelActualMAModelActual M  A  M  A 
ATML MA 20 MA 20 09:30 $7.88 (Not yet)
YHOO MA 20 09:30 $33.99 (Not yet)
URTY ¹ MA 27 11:00 $82.23 $82.28 MA 27 14:00 JN 03 11:30 $80.58 $77.01 -0.31% -0.89%
MA 27 15:00 MA 27 13:00 $81.40 $81.16 JN 02 11:00 JN 03 11:30 $77.13 $77.01 -0.72% -0.73%
UWM JN 02 09:30 (Skipped) $80.29 (Not yet)
TNA JN 05 12:00 $71.88 $71.96 (Not yet)
URTY ² JN 05 13:00 $83.73 $83.50 (Not yet)

URTY ¹: Maybe should have a new rule to sell extraneous purchases immediately?  Would have saved 0.58% and made money on IWM instead.

No comments:

Post a comment