Week of 2013 MR 15

IWM rose yet again this week, to yet another lifetime high, while my account and loss-floor are stable at -0.3%.

Euro news: Cyprus went bankrupt on Saturday.  When the EU bailed them out, the people holding bank accounts got only 93¢ for every Euro they had deposited.  A bank run is in progress — money kept in Cyprus is no longer safe!  But it never was, and the other countries of Europe aren’t really much safer — and now everyone knows that.  Perhaps the US market will go down now?  Nah, too much to hope for.

End of week allocations:

Daily % gain size │ Max loss Sym  Buy │  Fri  Mon  Tue  Wed  Thu  Fri │ Beg   End   IWM │ +13.5     +13.3     +12.1     +13.8     +14.9     +14.8     │ me │ -0.3 -0.3 -0.3 -0.3 -0.3 -0.3 │ floor │ -0.3 -0.3 -0.3 -0.3 -0.3 -0.3 │

Stock-trading robot

No trades this week.  No positions held.

Week of 2013 MR 08

No trades this week.  No positions held.  No change to account balance.  The market just keeps going up.  Bears are crying.

Week of 2013 MR 01

Didn’t feel like writing a report this week.  Two more loser SRTY trades.  Now my account balance is slightly negative for the year and I have no investments.

			Daily % gain size												│	Max loss
Sym	Buy	│	Fri		Mon		Tue		Wed		Thu		Fri		│	Beg		End
SRTY ¹	FE21	│	-0.1	19	-0.1	19	-0.1	19	-0.1	0					│
SRTY ²	FE22	│	-0.1	19	-0.3	19	-0.3	19	-0.3	19	-0.3	0			│	-1.2		-1.2
SRTY ³	FE26	│					-0.0	19	-0.4	19	-0.4	19	-0.4	19	│	-1.4		-1.4
IWM		│	+10.3		+7.9		+8.3		+9.4		+9.9		+10.1		│
me		│	+0.3		+0.1		+0.1		-0.3		-0.3		-0.3		│
floor		│	-0.7		+0.1		-1.2		-0.3		-0.3		-0.3		│

Stock-trading robot

Upon further analysis, I am no longer sure that there is actually a bug when there is a new low in the morning and then a “buy” signal later that same day.  So, no fix for now.

Ticker Symbol		Buy date			Buy price			Sell date			Sell price			Acct Profit
		Model	Actual		M	A		Model	Actual		M	A		M	A
SRTY ²		FE 22 13:00			$26.39			FE 25 10:00			$26.07	$26.02		-0.24%	-0.30%
SRTY ³		FE 26 10:00			$27.66	$27.60		FE 27 10:00			$27.01	$27.07		-0.41%	-0.40%

SRTY ²: Sold because IWM was a penny over its SMA – then IWM plummeted!  Oh well.

SRTY ³: Yet another loser trade.

Week of 2013 FE 22

Week of 2013 FE 22

IWM fell 0.9% this week, while my account fell by 0.2%.  The loss-floor has dropped to -0.7%.

US markets were closed on Monday for Presidents’ Day.

End of week allocations:

Daily % gain size │ Max loss Sym  Buy │  Fri  Mon  Tue  Wed  Thu  Fri │ Beg   End   IAU  AU14 │ +0.1  17  +0.0  17  +0.0  17  +0.0  17  +0.0  0  │ +0.1 +0.1 SRTY ¹  FE21 │ +0.3  19  -0.1  19  │ -1.4 -1.4 SRTY ²  FE22 │ -0.1  19  │ -1.2 -1.2 IWM │ +11.2         +12.1     +10.1     +9.0     +10.3     │ me │ +0.5 +0.5 +0.5 +0.8 +0.3 │ floor │ +0.6 +0.5 +0.5 -0.9 -0.7 │

IAU: Sold manually on Tuesday.  Good thing, since gold spent the rest of the week at lower prices.  Too bad I lost all my profit, though.

Stock-trading robot

Still haven’t fixed that SRTY bug when the ETF makes a new low followed by a “buy” signal later the same day.

Ticker Symbol		Buy date			Buy price			Sell date			Sell price			Acct Profit
		Model	Actual		M	A		Model	Actual		M	A		M	A
SRTY ¹		FE 21 11:00			$26.76			FE 22 10:00			$26.71	$26.70		+0.00%	-0.07%
SRTY ²		FE 22 13:00			$26.39			(Not yet)

SRTY: They say that “topping is a process”, meaning that the market spends some time thinking about maybe going down for a change, but keeps turning itself around and going back up — until eventually it doesn’t.  Maybe next week…

Week of 2012 FE 15

IWM rose 1.2% yet again this week, to its highest value ever yet again, while my account fell by 0.6% due to the declining price of gold.  The loss-floor is unchanged at +0.6%.

I didn’t feel like doing daily updates on Tuesday, Wednesday, or Thursday, because nothing happened.

End of week allocations:

Daily % gain size │ Max loss Sym  Buy │  Fri  Mon  Tue  Wed  Thu  Fri │ Beg   End   IAU  AU14 │ +0.7  18  +0.5  17  +0.1  17  │ +0.1 +0.1 IWM │ +10.0     +9.9                 +11.2     │ me │ +1.1 +0.9 +0.5 │ floor │ +0.6 +0.6 +0.6 │

IAU: Gold fell below my stop price on Friday, but Schwab didn’t sell because my stop-order had expired on January 8th!  Need to decide next week whether to sell it manually.

me: Account balance is below stop-floor because the stop-order didn’t execute.

Stock-trading robot

No activity this week.  Still haven’t fixed that SRTY bug when the ETF makes a new low followed by a “buy” signal later the same day.

Week of 2013 FE 08

IWM rose 0.5% yet again this week, to its highest value ever yet again, while my account fell by 0.5%.  The loss-floor fell to +0.6%.

End of week allocations:

Daily % gain size │ Max loss Sym  Buy │  Fri  Mon  Tue  Wed  Thu  Fri │ Beg   End   IAU  AU14 │ +0.7  18  +0.7  18  +0.7  18  +0.8  18  +0.7  18  +0.7  18  │ +0.1 +0.1 SRTY ¹  FE04 │ +0.1  19  -0.3  19  -0.3  19  -0.3  19  -0.3  0  │ -0.8 -0.8 SRTY ²  FE07 │ -0.2  19  -0.2  19  │ -0.5 -0.5 IWM │ +9.5     +8.2     +9.1     +9.6     +9.2     +10.0     │ me │ +1.6 +1.8 +1.4 +1.4 +1.2 +1.1 │ floor │ +1.1 +0.3 +0.8 +0.8 +0.6 +0.6 │

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		FE 04 13:00			$27.82			FE 05 10:00			$27.47			-0.3%
SRTY ²		FE 07 13:00			$27.38	$27.41		FE 07 14:00			$27.18	$27.17		-0.2%

SRTY ¹: Robot worked correctly, but the downbound train did not leave the station.

SRTY ²: There is a bug in the trading model: if SRTY makes a new low and then later that same day a “buy” signal is issued, the model will always say “sell” one hour later.  In this case, that turned out to be a reasonable move because the downbound train did not leave the station.  Needs fixing, though.

Week of 2013 FE 01

IWM rose 0.5% this week, to its highest value ever (yet again), while my account rose by 0.2% (to the same value as two weeks ago and four weeks ago).  The loss-floor rose slightly to +1.1%.

End of week allocations:

Daily % gain size │ Max loss Sym  Buy │  Fri  Mon  Tue  Wed  Thu  Fri │ Beg   End   IAU  AU14 │ +0.6  18  +0.5  17  +0.6  18  +0.8  18  +0.7  18  +0.7  18  │ +0.1 +0.1 SRTY  JA30 │ +0.4  19  +0.1  19  +0.1  19  │ -0.4 -0.4 IWM │ +9.0     +9.1     +9.1     +7.8     +8.5     +9.5     │ me │ +1.4 +1.3 +1.4 +1.9 +1.6 +1.6 │ floor │ +1.0 +1.0 +1.0 +0.6 +1.1 +1.1 │

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		JA 30 12:00			$27.73			JA 31 11:00			$27.97			+0.16%	+0.14%

SRTY: Robot worked correctly, but profit was minimal.