Friday 28 November 2014

Week of 2014 NO 28

IWM rose by 0.1% this week, while my account rose 0.6% — I beat the market for a change!  The loss-floor has fallen to -10.1%.

World news: OPEC met on Thursday.  The Saudis refused to listen to reason from the other ministers and insisted that they would continue to flood the world’s markets with their petroleum.  The spot price of oil dropped sharply after the announcement and has been falling ever since, down 13% in two days.  Copper, silver, and gold prices are also down — this is “deflation” because a dollar will now buy more of these commodities than it used to.

Holidays: US markets were closed on Thursday for Thanksgiving.  Friday was a half-day.

Seasonality: The week after Thanksgiving tends to be bearish, and we’ve now had four weeks of no-change which also suggest a reversal and a “down” market next week.  But who knows?  The central banksters might decide to run their printing presses overtime to counteract the deflationary impact of the Saudi oil glut.

End of week allocations:

99% equities, 34% cash USD
% gain
Max loss
Sym Buy Fri Mon Tue Wed Thu Fri Beg End
URTY OC28 +1.3 15 +1.8 16 +1.8 16 +1.9 16 +1.3 15 -0.7 -0.5
ATML NO24 +0.2 13 +0.2 13 +0.5 13 +0.5 13 -1.4 -1.1
YHOO NO26 +0.1 13 +0.0 13 -1.2 -1.1
UWM NO28 -0.0 14 -0.9 -0.8
IWM   +1.2   +2.4   +2.6   +2.9      +1.3
me -5.4 -4.7 -4.7 -4.1 -4.8
floor -7.3 -8.6 -8.4 -9.4 -10.1

Stock-trading robot

Buy dateBuy priceSell dateSell priceAcct Profit
ModelActualMAModelActual M A M A
FRED OC 20 (Skipped) $14.31 (Not yet)
URTY OC 28 13:00 12:00 $79.36 $79.03 (Not yet)
UWM NO 21 NO 28 12:58 $85.85 $85.72 (Not yet)
ATML NO 24 09:30 NO 24 11:31 $7.41 $7.58 (Not yet)
YHOO (Do not buy) NO 26 09:30 $51.56 (Not yet)

URTY: TRIX(q) was rising until Friday’s shitstorm.  Now it looks once again like this might sell next week.

UWM: Decided to buy this after all, so I put in a limit-order on Monday, which wasn’t filled until the second-to-last minute on Friday!  Not sure why I set a price of $85.72 instead of $85.85; possibly I was looking at instead of my own records.  Due to the Saudi oil glut, the profit potential for this trade now looks quite poor unless the banksters start up their printing presses.

ATML: Opened Monday morning at $7.41, but very few shares traded at that price and jumped up to $7.80 within the first minute of the day.  Hours later the price came back down to my limit of $7.58, then it shot back up again over the following minutes.
      My model assumes that I will always get the opening price if it is below the limit-price, but I am a lowly retail customer and I can’t expect to get best execution under adverse market conditions where there are not enough shares to go around.

YHOO: Multiple “Buy” signals this week, but the model’s limit prices were not reached and there is no signal for next Monday.  Meanwhile, the order I put in Tuesday night specified a limit of $53.00 instead of the correct $51.34, so my order went through at Wednesday’s opening price.

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