Week of 2014 OC 24

IWM rose by 3.2% this week, while my account rose 2.6%.  The loss-floor has risen to -11.1%.

Over the last four weeks, IWM is unchanged while my account has risen 1.8%.  Progress!

End of week allocations: 201% equities, 23% cash USD

% gain size │ Max loss Sym Buy │ Fri Mon Tue Wed Thu Fri │ Beg End URTY ¹  OC14 │ +0.5 15 +0.9 15 +1.6 16 +1.5 16 +1.5 16 +1.5 16 │ -1.2 +1.5 TNA OC16 │ +0.1 11 +0.5 23 +1.5 24 +0.6 23 +1.7 24 +1.8 24 │ -1.1 -0.6 URTY ² OC22 │ -0.2 14 -0.2 14 -0.2 14 │ -0.2 -0.2 URTY ³ OC23 │ -0.2 14 +0.0 43 │ -1.7 -0.8 [cash] │ 62 50 50 36 21 -7 │ IWM │   -6.7   -5.6   -4.0   -5.4   -3.7   -3.5 │ me │ -10.6 -9.8 -8.0 -9.2 -8.3 -8.0 │ floor │ -13.4 -14.5 -11.3 -10.4 -10.7 -11.1 │

TNA: Excellent!  Bought more just before the market jumped.

URTY: Stop-oscillation due to price wobbling above and below SMA(s).  The stop for Wednesday was ridiculously tight and so the trade stopped out after an hour.  There were multiple extraneous purchases on Friday (see below).  I’m not too worried about my ridiculously-high exposure (200% long???) because the stop is so tight right now, but if closing-price drops below SMA(s) and causes the stop-price to drop sharply, I should sell the extraneous shares to reduce my risk.

[cash]: Because the robot went crazy on Friday, my settled-cash has gone negative and I am not supposed to sell URTY ³ until that gets fixed.  However, both URTY ¹ and URTY ² will settle at Monday’s open so no worries.

[out]: I am running out of money to buy food and the income I was expecting this month has been delayed.  I will probably have to make another withdrawal soon.  That’s probably for the best since I am not making any money at this game.

Stock-trading robot

Ticker Symbol		Buy date			Buy price			Sell date			Sell price			Acct Profit
		Model	Actual		M	A		Model	Actual		M	A		M	A
URTY ¹		OC 14 13:00			$66.15	$66.17		OC 22 10:00	09:36		$74.14	$74.08		+1.49%	+1.52%
TNA		OC 16 11:00			$59.41	$59.21		(Not yet)
		OC 20 11:00			$61.09	$61.15
URTY ²		OC 22 11:00			$75.00	$75.04		OC 22 13:00	12:17		$74.08	$74.02		-0.21%
URTY ³		OC 23 11:00			$75.61	$75.73		(Not yet)
		(Nope)	OC 24 12:00			$74.89
		(Nope)	OC 24 14:00			$75.21

URTY ¹: Excellent!

URTY ²: Stop was ridiculously tight, so stopped out almost immediately.

URTY ³: Robot thought had stopped out by 11am, but it hadn’t.  Robot them bought back at 12pm, thought it stopped out again at 1pm, bought another tranche at 2pm, thought it stopped out again at 3pm.  I was travelling and couldn’t do anything while this was happening.  The 4pm update fixed things somehow.  Need to look into this.

Week of 2014 OC 17

(Yup, another post that’s a whole week late — so at least I already know that next week will be better.)

IWM rose by 2.3% this week, while my account fell 0.2% to its lowest value ever.  The loss-floor has fallen to -13.4%, tying its lowest value ever back in June.

This week the market bounced as expected, but the bounce was larger than expected and so the crash predicted for Halloween might be delayed into November.

End of week allocations: 78% equities, 62% cash USD

% gain size │ Max loss Sym Buy │ Fri Mon Tue Wed Thu Fri │ Beg End SRTY ¹  OC13 │ -0.4 11 -0.4 11 -0.4 11 -0.4 0 │ -0.7 -0.7 SRTY ² OC14 │ -0.4 11 -0.4 11 -0.4 11 -0.4 0 │ -0.3 -0.3 URTY OC14 │ -0.3 14 +0.1 15 +0.6 15 +0.5 15 │ -1.0 -1.2 TNA OC16 │ +0.2 11 +0.1 11 │ -1.1 -1.1 IWM │   -9.0   -9.4   -8.3   -7.4   -6.4   -6.7 │ me │ -10.4 -10.8 -11.5 -11.0 -10.4 -10.6 │ floor │ -10.4 -10.8 -13.0 -13.2 -13.8 -13.4 │

Stock-trading robot

Ticker Symbol		Buy date			Buy price			Sell date			Sell price			Acct Profit
		Model	Actual		M	A		Model	Actual		M	A		M	A
SRTY ¹		OC 13 10:00			$48.64	$48.65		OC 13 13:00			$46.99	$46.90		-0.36%	-0.40%
SRTY ²		OC 14 10:00			$48.07	$48.14		OC 14 11:00	10:53		$46.64	$46.62		-0.33%	-0.35%
URTY		OC 14 13:00			$66.15	$66.17		(Not yet)
TNA		OC 16 11:00			$59.41	$59.21		(Not yet)

SRTY: Disappointing, as usual.  The market just had a major swoon while I made nothing.  This algorithm needs replacement.

Week of 2014 OC 10

IWM fell by 4.2% this week, while my account fell 0.1% to its lowest value ever.  The loss-floor has risen to -10.4%.  My account is all-cash for now.

Over the last five weeks, IWM has fallen by 10.1% while my account is down only 4.6%.  This is the first major downswing since 2011, and the first time my methods for making money off of downswings have had a serious opportunity to do something for me — but they are not working.

Some pundits are calling for a significant bounce next week, before the final crash into Hallowe’en.  If so, that seems likely to kick my TZA model into gear and (finally!) get it to bet heavily against the market.

End of week allocations: 88% cash USD

% gain size │ Max loss Sym Buy │ Fri Mon Tue Wed Thu Fri │ Beg End URTY OC03 │ -0.2 14 -0.5 14 -0.5 14 -0.5 14 -0.5 0 │ -1.2 -0.5 SRTY OC07 │ +0.2 11 +0.2 11 +0.2 11 +0.2 11 │ -0.6 -0.5 IWM │   -4.8   -5.6   -7.1   -5.4   -7.9   -9.0 │ me │ -10.3 -10.6 -10.3 -10.4 -10.4 -10.4 │ floor │ -11.3 -10.6 -11.2 -10.4 -10.4 -10.4 │

Stock-trading robot

Ticker Symbol		Buy date			Buy price			Sell date			Sell price			Acct Profit
		Model	Actual		M	A		Model	Actual		M	A		M	A
URTY		OC 03 11:00			$74.23	$74.15		OC 08 10:00	OC 06 11:41		$67.38	$71.60		-1.27%	-0.49%
SRTY		OC 07 11:00			$44.88	$44.90		OC 08 14:00			$45.98			+0.25%	+0.20%

URTY: There was an erroneous stop-raise on Sunday night at 9:29pm, to $71.66 which then slipped to $71.60 at the sale.  Not sure how that happened.  I see the $71.66 price in my Emacs shell buffer, associated with the date Sept. 29th, but all I see for Sunday night is that I restarted Opera then.  Weird.  Anyway, this accident cut my loss significantly!

SRTY: Disappointing, as usual.

Week of 2014 OC 03

IWM fell by 1.3% this week, while my account fell 0.5% to its lowest value ever.  The loss-floor has fallen to -11.3%, tying its value as of August 8th.

End of week allocations: 42% equities, 74% cash USD

% gain size │ Max loss Sym Buy │ Fri Mon Tue Wed Thu Fri │ Beg End ATML SE29 │ +0.1 13 -0.2 13 -0.2 13 -0.2 13 -0.2 0 │ -0.2 -0.2 SRTY ¹  OC01 │ +0.3 12 +0.1 11 +0.1 11 │ -0.6 -0.6 SRTY ² OC02 │ -0.2 11 -0.2 11 │ -0.6 -0.6 URTY OC03 │ -0.2 14 │ -1.2 -1.2 IWM │   -3.5   -3.6   -5.0   -6.4   -5.5   -4.8 │ me │ -9.8 -9.7 -10.0 -9.7 -10.1 -10.3 │ floor │ -9.8 -10.0 -10.0 -10.6 -10.1 -11.3 │

Stock-trading robot

Ticker Symbol		Buy date			Buy price			Sell date			Sell price			Acct Profit
		Model	Actual		M	A		Model	Actual		M	A		M	A
ATML		SE 29 09:30			$8.13			SE 30	10:00		$8.02			-0.19%
URTY ⁰		SE 29 11:00	(Skipped)		$75.71			OC 01 11:00			$75.39			-0.65%	+0.00%
SRTY ¹		OC 01 11:00			$43.65	$43.68		OC 02 10:00			$44.37			+0.15%	+0.12%
SRTY ²		OC 02 13:00			$44.86			OC 02 14:00			$44.03	$44.05		-0.20%	-0.22%
URTY		OC 03 11:00			$74.23	$74.15		(Not yet)

ATML: Perfect trade in time and price, terminated by a stop-out as expected in last week’s report.

URTY ⁰: The robot’s VM ran out of memory on Monday, so this purchase didn’t happen.  I decided not to buy it manually since Springheel Jack is still so bearish.  Avoided a loss!  Still need to do something about the memory-leak problem — maybe try a different version of Opera, or maybe Firefox?

SRTY: Disappointing, as usual.