Saturday, 11 October 2014

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 dateBuy priceSell dateSell priceAcct Profit
ModelActualMAModelActual 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.

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