Monday, 14 July 2014

Week of 2014 JL 11

IWM fell by 4.1% this week, while my account fell by 1.7%.  The loss-floor has risen to -7.0%.

For the year-to-date, the IWM basket of small-caps is flat, while my account balance is down about 5% — but my loss-floor is down only ½% since the start of 2014.

End of week allocations:

15% equities, 32% silver, 58% cash
% gain
size
Max loss
Sym  Buy  Thu  Mon  Tue  Wed  Thu  Fri Beg   End
 
URTY JN05 +2.0 16 +1.3 15u +0.7 15 +0.7 14 +0.7 14 +0.7 0 +0.0 +0.0
AGQ JN17 +1.8 15 +1.6 15 +1.7 16 +1.8 15 +2.2 16 +2.3 16 +0.5 +0.8
ATML JN30 +0.4 14 +0.1 14 +0.3 14 +0.3 14 +0.3 14 +0.3 0 -0.8 -0.8
FRED JN30 +0.2 13 +0.1 13 -0.1 13 -0.0 13 -0.0 13 -0.0 13 -1.1 -1.1
TNA JN30 +0.4 11 +0.0 11 +0.0 11 +0.0 11 +0.0 11 -0.1 +0.0
SRTY ¹ JL08 +0.0 11 -0.1 11 -0.1 11 -0.1 11 -0.9 -0.9
SRTY ² JL10 -0.3 10 -0.3 10 -0.8 -0.8
YHOO JL11 +0.2 15 -0.4 -0.4
IWM   +4.1   +2.3   +1.0   +1.2   +0.1   -0.0
me -3.2 -4.8 -5.3 -5.3 -5.1 -4.9
floor -9.4 -9.3 -8.3 -6.6 -6.8 -7.0

AGQ: The last six weeks have seen the biggest run-up in silver of the last three years!  And I’ve been in on it for the last four of those weeks, all gainers, including the week of JN 20 which was a big gainer.

Stock-trading robot

As a side-effect of other stuff I did last week, the daily fixups (replacing Schwab prices with Barchart prices) did not run.  This caused various IWM-derived trades to occur at the wrong times.  Also, IWM declared a dividend on JL 02, but I did not update the price-database until this weekend — this caused a smaller but still noticeable divergence between my calculated “model” results and the visual results shown on Stockchart.com’s charts.  Results shown below are for the corrected data.

Another problem: this week there were many quote-fetch failures, apparently caused by some random change to Schwab’s login page.  I put in some error-recovery code and now it seems to be working.

Ticker
Symbol
Buy dateBuy priceSell dateSell priceAcct Profit
ModelActualMAModelActual M  A  M  A 
UWM JN 02 09:30 (Skipped) $80.29 JL 10 09:30 $82.69 +0.59% +0.00%
URTY JN 05 13:00 $83.73 $83.50 JL 08 11:00 JL 08 13:00 $87.95 $88.16 +0.72% +0.69%
AGQ JN 17 JN 17 13:47 $62.15 $62.79 (Not yet)
ATML JN 30 09:30 $9.23 JL 08 09:30 $9.47 +0.30%
FRED ¹ JL 01 09:30 JN 30 09:30 $15.30 $15.18 JL 10 09:30 JL 09 09:30 $15.05 $15.20 -0.24% -0.02%
TNA JN 30 13:00 $80.70 $80.73 JL 07 12:00 JL 07 10:56 $80.67 $81.37 -0.01% +0.04%
SRTY ¹ JL 08 13:00 JL 08 14:00 $37.39 $37.09 JL 08 15:00 JL 09 10:58 $37.36 $36.96. -0.04% -0.07%
SRTY ² JL 10 11:00 $38.61 $38.63 (Not yet) JL 10 14:17 $37.82. -0.25%
FRED ² JL 11 09:30 (Skipped) $14.96 (Not yet)
YHOO JL 11 09:30 $34.95 (Not yet)

UWM: Too bad I skipped this trade, which would have been profitable.  But I just didn’t have any spare cash available on JN 02.

URTY: Late sale due to bad data in database.  The buy and sell prices were both better than model, yet net profit was less than expected???  Managed to keep only 0.7% of the peak 2.0% gain that this trade once had.  Still, it’s a gain!

ATML: Trade execution was perfect in time and price!  And this small win follows the big winner trade in ATML from May to June.  And there’s a “Buy” signal for ATML for next Monday.

FRED ¹: Once again the robot traded this stock a day earlier than the model now says it should have.  This was apparently caused by a duplicate quote for JN 11 that got into the robot’s database.

TNA: Reached break-even before stopping out.  Stop-price calculation was apparently a little high, which worked out in my favour.

SRTY ¹: Robot failed to fetch quotes from Schwab at 11am and 12pm on Tuesday, postponing this purchase.  On Wednesday, robot failed to fetch a quote at 10am so I sold manually.

SRTY ¹: More missed quotes, leading to a manual sale that was “late” due to bad data in the database — corrected data says I shouldn’t have sold yet.

FRED ²: Didn’t like the looks of the chart when the robot said to buy it on JL 10, so I didn’t bother entering this trade.  Since then it’s done nothing but go down.

YHOO: Chart looked better, so I put in the buy-limit order.  So far, so good!

No comments:

Post a comment