Saturday, 9 August 2014

Week of 2014 AU 08

IWM rose by 1.4% this week, while my account rose 0.3%. The loss-floor has fallen to -11.3%.

Thursday political news: NATO says Russian invasion of Ukraine is imminent.  Canada announces that it will send “helmets and vests” to Ukraine to help them repel the Russians.  The US announces air-strikes in Iraq.  Multiple nations in West Africa declare states of emergency due to the ongoing Ebola epidemic.

Sunday financial news: For the first time ever, the ISDA has ruled that Argentina has actually defaulted and the sellers of CDS must pay up.  Meanwhilem, Portugal says it will nationalize Banco Espirito Santo for €3 billion.  Equity shareholders and subordinated-debt holders will be wiped out, but it is unclear whether CDS on the bank will actually pay off or will transfer to the successor Novo Banco entity. Depositors are being told they’ll get all their money back.

End of week allocations:

58% equities, 59% cash USD
% gain
size
Max loss
Sym Buy Fri Mon Tue Wed Thu Fri Beg End
YHOO JL22 +0.8 16 +1.2 16 +0.8 16 +0.9 16 +0.8 16 +0.9 16 +0.0 -0.3
URTY AU05 -0.2 14 -0.1 14 -0.3 14 +0.1 14 -1.5 -1.8
IWM   -3.9   -3.0   -3.3   -3.0   -3.4   -2.5
me -8.5 -8.1 -8.6 -8.5 -8.7 -8.2
floor -9.3 -9.6 -10.7 -11.4 -11.0 -11.3

YHOO: Went nowhere this week.  Price oscillated around SMA(s), causing the max-loss to bounce back and forth between +0.0 and -0.4.

Stock-trading robot

Ticker
Symbol
Buy dateBuy priceSell dateSell priceAcct Profit
ModelActualMAModelActual M A M A
FRED JL 11 09:30 (Skipped) $14.96 (Not yet)
YHOO JL 22 09:30 $33.48 $33.56 (Not yet)
URTY AU 05 12:00 $78.28 $78.18 (Not yet)

FRED: The last 16 days have all been inside the range of prices seen on JL 17.  Looks like I should have bought it.

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