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.