Week of 2012 OC 19

SPY rose by 0.4% this week. My account fell 0.5% but is still above its value from SE 7.  The loss-floor fell to -6.9% and has returned its peak from JL 13.

IAU: Fell again this week.  Pundits are still calling for the slide to end around $1650/oz, which is above my stop price.  Still waiting for a positive daily MACD before buying more gold.

Friday’s allocations:

Daily % gain size │ Max loss Sym  Buy │ Fri Mon Tue Wed Thu Fri │ Beg   End   IAU  AU14 │ +1.2  14  +1.0  14  +1.1  14  +1.1  14  +1.1  14  +0.9  14  │ +0.1 +0.1 SRTY ¹  OC12 │ -0.0  15  -0.2  15  -0.2  15  -0.2  15  -0.2  0  │ -0.7 -0.7 SRTY ²  OC19 │ -0.1  15  │ -1.2 -1.2 SPY │ +13.9     +14.8     +16.0     +16.5     +16.2     +14.3     │ me │ -4.6 -4.8 -4.7 -4.7 -4.8 -5.1 │ floor │ -6.3 -5.7 -5.7 -5.7 -5.7 -6.9 │

SRTY: Last week, I placed a bet that the market would go down over the weekend.  It did not.  This week, I placed the same bet again.

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 12 14:00			$38.92			OC 15 12:00			$38.55	$38.54		-0.14%	-0.16%
SRTY ²		OC 19 14:00			$39.43	$39.44		(Not yet)

Another boring week when nothing happened.

Week of 2012 OC 12

SPY fell by 2.5% this week. My account fell 0.3% but is still above its value from SE 21.  The loss-floor fell to -6.3% but is still above its peak from JL 13.

IAU: Fell this week.  Still waiting for a positive daily MACD before buying more gold.  Still expecting a rise before the election.

Friday’s allocations:

Daily % gain size │ Max loss Sym  Buy │ Fri Mon Tue Wed Thu Fri │ Beg   End   IAU  AU14 │ +1.4  14  +1.3  14  +1.2  14  +1.2  14  +1.2  14  +1.2  14  │ +0.1 +0.1 TNA  OC05 │ -0.5  15  -0.7  14  -0.9  14  -0.9  14  -0.9  14  -0.9  0  │ -0.9 -0.9 SRTY ¹  OC08 │ +0.0  15  +0.4  15  +0.4  15  +0.4  15  +0.4  0  │ -0.8 -0.8 SRTY ²  OC12 │ -0.0  15  │ -0.7 -0.7 SPY │ +16.4     +16.0     +14.9     +14.2         +13.9     │ me │ -4.3 -4.6 -4.5 -4.5 -4.7 │ floor │ -6.0 -6.8 -5.6 -5.6 -6.3 │

I forgot to do my daily update on Thursday.  It didn’t seem to matter enough to try to reconstruct what the daily values should have been for SPY/me/floor (and the others were obvious).

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
TNA		OC 05 11:00			$65.03	$65.01		OC 09 11:00	OC 09 10:46		$61.01			-0.9%
SRTY ¹		OC 08 11:00			$36.76			OC 09 15:00			$37.96	$37.93		+0.4%
SRTY ²		OC 12 14:00			$38.92			(Not yet)

TNA: Stopped out.

Week of 2012 OC 05

SPY rose by 1.7% this week. My account fell 0.9%, losing *almost* all its gains from last week.  The loss-floor fell to -6.0%, remaining in roughly the same neighbourhood for a third week.

World news: Turkey has declared war on Syria, although it remains unclear whether the entity that is attacking Turkey is actually the Syrian government or rogue bands of Al Qaida members.  For now the war remains cool, but Turkey’s Parliament has authorized its prime minister to invade Syria when/if he deems appropriate.  Turkey would like to drag NATO into the war, but the NATO countries have their own problems right now.

IAU: Yet another week of almost no movement.  Might be time to buy more soon, maybe when daily MACD goes positive, but I still haven’t written up a model to test that.  Or the bottom could drop out of the stock market and drag gold down with it.

Friday’s allocations:

Daily % gain size │ Max loss Sym  Buy │ Fri Mon Tue Wed Thu Fri │ Beg   End   IAU  AU14 │ +1.3  14  +1.3  14  +1.3  14  +1.3  14  +1.4  14  +1.4  14  │ +0.0 +0.1 TZA  SE24 │ +0.6  15  +0.1  15 +0.1  15  +0.1  15  +0.1  0  │ -0.5 +0.1 TNA  OC05 │ -0.5  15  │ -0.9 -0.9 SPY │ +14.7     +15.0     +15.0     +15.6     +16.4     +16.4     │ me │ -3.4 -3.9 -3.9 -3.9 -3.8 -4.3 │ floor │ -5.8 -5.1 -5.1 -5.1 -5.1 -6.0 │

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
TZA		SE 24 14:00			$14.27			OC 01 11:00	OC 01 10:02		$14.39	$14.38		+0.1%
TNA		OC 05 11:00			$65.03	$65.01		(Not yet)

TZA: Stop-update at 10am, followed by a sharp sell-off that hit the new stop a few minutes later.

TNA: An inauspicious beginning for this trade: the price fell all day after I bought it.

Week of 2012 SE 28

SPY fell by 1.5% this week, while my account rose 1.3%.  The loss-floor rose to -5.8%, equalling its value as of March 16th.

IAU: Another consolidation week.  Might be time to buy more soon, but I have not developed a model for when to buy more.

TZA: Looking good!  Monday’s scheduled stop-update will raise my loss floor to +0.1%.

Friday’s allocations:

Daily % gain size │ Max loss Sym  Buy │ Fri Mon Tue Wed Thu Fri │ Beg   End   IAU  AU14 │ +1.3  14  +1.2  14  +1.2  14  +1.1  14  +1.3  14  +1.3  14  │ +0.0 +0.0 SRTY ¹  SE18 │ -0.1  15  -0.1  0  │ SRTY ²  SE20 │ -0.4  14  -0.4  14  -0.4  14  -0.4  0  │ SRTY ³  SE24 │ +0.4  15  -0.0  15  -0.0  15  -0.0  15  -0.0  0  │ -0.4 -0.4 TZA  SE24 │ -0.1  15  +0.5  15  +0.7  15  +0.3  15  +0.6  15  │ -0.7 -0.5 SRTY ⁴  SE25 │ +0.4  15  +0.7  15  +0.6  15  +0.6  15  │ -0.8 -0.5 SRTY ⁵  SE27 │ +0.0  15  +0.1  15  │ -0.7 -0.1 SPY │ +16.2     +16.1     +14.8     +14.2     +15.3     +14.7     │ me │ -4.7 -4.7 -3.9 -3.5 -3.8 -3.4 │ floor │ -5.9 -7.0 -7.4 -7.3 -6.5 -5.8 │

SRTY ³: Bought at low-of-day!  But sold next day for nearly the same price.

SRTY ⁴: Bought at a worse price, so arguably should just have kept SRTY ³.  Made a gain, though.

SRTY ⁵: Erroneous purchase due to slightly-wrong price quote.  Made a slight gain anyway.

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
TZA		SE 24 14:00			$14.27			(Not yet)
SRTY ³		SE 24 11:00			$34.86			SE 25 11:00			$34.84	$34.83		-0.0%
SRTY ⁴		SE 25 13:00	SE 25 14:00		$35.70	$35.82		SE 27 10:00			$37.50	$37.47		+0.7%	+0.6%
SRTY ⁵		(Do not buy)	SE 27 14:00			$36.25		SE 28 14:00			$36.55				+0.1%

SRTY ⁴: Unclear why this trade was an hour off.

SRTY ⁵: Wrong quotes at 10am and 12pm caused this erroneous trade.  Considering that VPSville seems to consistently take 4‒7 seconds to fetch a quote, perhaps I should run the batch job at four seconds before the hour (rather than on-the-hour) to minimize these glitches.  After the daily fix-up via barchart.com, I added a temporary rule to the robot so it would not forget that it had bought this thing and would look for an exit time — which turned out to be the next day.

Week of 2012 SE 21

SPY fell by 1.1% this week, while my account fell 1.4%.  The loss-floor rose to -5.9%, beating its value as of May 18th and almost reaching the heights of March 16th.

[out]: Withdrew some more money from the account this week, to pay for life insurance.  It’s getting very pricey at my age, but I still have one remaining child who is a minor.

Friday’s allocations:

Daily % gain size owned │ Max loss Sym  Buy │ Fri Mon Tue Wed Thu Fri │ Beg   End   IAU  AU14 │ +1.3  14  +1.2  14  +1.3  14  +1.3  14  +1.3  14  +1.3  14  │ -0.0 +0.0 PPLT  AU30 │ +0.8  7  +0.6  7  +0.4  7  +0.4  7  +0.4  7  +0.4  0  │ +0.4 +0.4 TNA  SE05 │ +2.3   25 69   +1.8   24 0   +1.8  24  +1.8  24  +1.8  0  │ +0.2 +0.2 SRTY ¹  SE18 │ -0.1  15  -0.1  15  -0.1  15  -0.1  15  │ -0.7 -0.7 SRTY ²  SE20 │ +0.0  15  -0.4  14  │ -0.4 -0.4 SPY │ +17.3     +16.9     +16.8     +16.9     +16.9     +16.2     │ me │ -3.3 -4.1 -4.3 -4.3 -4.3 -4.7 │ floor │ -7.0 -5.5 -6.2 -5.6 -6.0 -5.9 │

Stock-trading robot

HostMDS.ca: This server has been shut down.  HostMDS dēleta est!

VPSville.ca: There was one quote-fetch failure this week: Friday at 4pm.  The robot gave up after only 20 seconds.  This may need further tweaking for reliability.

Ticker Symbol		Buy date			Buy price			Sell date			Sell price			Acct Profit
		Model	Actual		M	A		Model	Actual		M	A		M	A
TNA		SE 05 12:00			$58.43		⅔	SE 17 15:00	SE 07 09:30		$65.99	$61.95		+1.7%	+1.8%
							⅓		SE 17 14:00		$65.99	$66.18
		(Do not buy)	SE 11 11:40			$63.41
			SE 13 12:39			$64.05
SRTY ¹		(Do not buy)	SE 18 15:00			$35.07		SE 19 10:00			$34.89	$34.86		+0.0%	-0.1%
SRTY ²		SE 20 11:00			$35.32			SE 21 09:30			$34.41	$34.35		-0.4%

TNA: I beat my own robot!  But just barely.  Would have been a +2.2% gain if I hadn’t sold those shares on SE 07 and then re-bought them on SE 11.  The impulse-purchase of more shares on SE 13 (in response to the announcement of QE3) turned out to be correct.
      The final sale was an hour earlier than expected due to an erroneous price quote.  The new VPSville robot is faster, but still gets occasional wrong answers when the market price is moving rapidly.  Still, the result was positive.

SRTY ¹: Erroneous trade due to a build-up of erroneous price quotes, which I took to be a “final fuck-you” from HostMDS on my way out the door.  I added a special rule to the robot so it would know that I had these shares and would look for an exit-time, which turned out to be the next morning.

SRTY ²: Normal trade.  Unfortunately, there was a gap-down and stop-out Friday morning.  Not sure why I didn’t get the opening price.

Precious metals trading

PPLT: Platinum fell on Tuesday as Japan shut down auto-production plants due to its argument with China over some uninhabited islands; striking South African platinum miners got a 22% wage-hike.  My 5½% trailing stop triggered and I got out of this trade with a profit.  Platinum might be on its way back up; should I buy it again?

IAU: This was a consolidation week, when the price of gold did not move much.  Still, it managed to make a marginal new high on Friday, pushing up my 10% trailing stop from “slightly below break-even” to “slightly above break-even”.

DGP: I don’t know what the market will do next.  It might be that we will have stagflation, where the price of equities stands still while the price of commodities rises.  If so, I should buy some more gold.  Maybe a 2× leveraged gold product like DGP?

Week of 2012 SE 14

SPY rose by 2.3% this week, to a new all-time high!  My account rose 2.1%, to its highest value since April 5th.  The loss-floor is now -7.0%, same as July 13th.

US news: Bernanke has fired his last bullet!  QE3 is now officially on.  The financial beatings will continue indefinitely or until morale improves or until the US dollar is finally and completely destroyed.

Friday’s allocations:

Daily % gain size owned │ Max loss Sym  Buy │ Fri Mon Tue Wed Thu Fri │ Beg   End   IAU  AU14 │ +1.0  14  +0.9  14  +1.0  14  +1.0  14  +1.3  14  +1.3  14  │ -0.3 -0.0 PPLT  AU30 │ +0.3  7  +0.3  7  +0.3  7  +0.5  7  +0.7  7  +0.8  7  │ -0.0 +0.4 TNA  SE05 │ +0.9   15 33   +0.8   16 33   +0.7   21 50   +0.9   11 50   +1.6   24 69   +2.3   25 69   │ +0.2 +0.2 SPY │ +15.0     +14.4     +14.7     +15.1     +16.8     +17.3     │ me │ -5.4 -5.6 -5.5 -5.2 -4.1 -3.3 │ floor │ -7.7 -7.4 -7.6 -7.1 -7.1 -7.0 │

IAU, PPLT: Responded as expected to Thursday’s QE3 announcement.

TNA: Had sold ⅔ on Friday, which settled on Wednesday.  Bought back ⅓ on Tuesday, for a worse price (total of ⁴⁄₃ bought, ⅔ still owned, so 50% owned).  Bought more on Thursday in response to QE3 announcement (now 2.3 tranches bought, 1.6 tranches still owned, so 69%).  All this buying and selling used up the max-loss gains for the week, so the +0.2% figure did not change (but I now own a lot more stock with the same maximum loss as before).

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
TNA		SE 05 12:00			$58.43		⅔	(Do not sell)	SE 07 09:30			$61.95
							⅓	(Not yet)
		(Do not buy)	SE 11 11:40			$63.41
			SE 13 12:39			$64.05

TNA: Doing well!  If we get a downturn next week (as happened after QE2 was officially announced), the robot should get me out of this trade with a nice profit.

Robot infrastructure

VPSville.ca: New server is set up and fetching hourly quotes.  For this week, buy & sell orders were disabled on the new server, still running on the old server.

HostMDS.com: I plan to shut this down next week.

The chart at right shows seconds of quote-fetch time in blue and yellow.  There were seven fetches per day over five days.  Also shown are the number of erroneous prices corrected by the once-daily recheck.  The new server is much better!

Week of 2012 SE 07

SPY rose by 2.5% this week, to a new all-time high!  My account beat SPY by rising 2.9% for the week, to its highest value since April 20th.  The loss-floor is now -7.7%, tieing its value for July 20th.

Euro news: The ECB’s plan to save Europe amounts to a copy of OpTwist: buy short-dated bonds and sell long-dated ones.  It remains unclear whether Germany will permit this; Austria and the Netherlands have already said “No more of our money to save Europe”.  The stock market jumped on the news, perhaps because of stealth money-printing by the authorities.

US news: Official unemployment fell by 0.2%, even though 100,000 fewer people had jobs, because more people gave up and stopped looking for work so they don’t “count” anymore.  Almost 26 million Americans are unemployed, underemployed, or despondent about employment.  The stock market jumped on the news, presumably because of stealth money-printing by the authorities.

US markets were closed on Monday for Labor Day.

Friday’s allocations:

Daily % gain size owned │ Max loss Sym  Buy │ Fri Mon Tue Wed Thu Fri │ Beg   End   IAU  AU14 │ +0.7  14  +0.7  14  +0.7  14  +0.8  14  +1.0  14  │ -0.4 -0.3 URTY  AU23 │ +0.4  16  +0.9  16  +0.9  16  +1.8  17  +1.8  17  │ -0.3 -0.3 PPLT  AU30 │ +0.1  7  +0.2  7  +0.2  7  +0.3  7  +0.3  7  │ -0.3 -0.0 TNA  SE05 │ -0.1  15  +0.7  16  +0.9   15 33   │ -1.0 +0.2 SPY │ +12.5         +12.4     +12.3     +14.6     +15.0     │ me │ -8.3 -7.6 -7.7 -5.9 -5.4 │ floor │ -10.4 -10.2 -11.1 -9.1 -7.7 │

IAU, PPLT: Doing very well!  Unfortunately, this suggests that inflation is rampant and food prices will be rising.

TNA: Decided to sell ⅔ of this at Friday’s open, since there were some signs of an “exhaustion top”.  I haven’t done any partial sales since November 17th.  Unclear whether it was a good move this time.

Stock-trading robot

HostMDS.ca: No hiccups this week, but quote-timing remains highly variable.  This server needs replacement.

VPSville.ca: I have rented a server and am setting it up.  Initial impression: very fast!

Ticker Symbol		Buy date			Buy price			Sell date			Sell price			Acct Profit
		Model	Actual		M	A		Model	Actual		M	A		M	A
URTY		AU 23 13:00	AU 23 13:01		$61.13	$61.07		SE 06 14:00			$68.91			+1.7%	+1.8%
TNA		SE 05 12:00			$58.43		⅔	(Not yet)	SE 07 09:30			$61.95
							⅓	(Not yet)

URTY: Another measly two-week trend.  Where’s my QE3 trade that goes on for months?

TNA: None of my current models contemplate partial sales, so I have to wing it when recording this override.