Week of 2014 MA 16

IWM fell by 0.4% this week, while my account fell by 2.4% to its lowest value ever.  The loss-floor has fallen to -9.4% which is its lowest value since December.

End of week allocations: 89% cash

% gain size │ Max loss Sym  Buy │  Fri  Mon  Tue  Wed  Thu  Fri │ Beg   End   TNA MA12 │ +0.0 11 -0.4 11 -0.5 10 -0.5 10 -0.5 10 │ -1.1 -1.1 YHOO MA12 │ +0.2 15 +0.1 15 +0.0 15 -0.1 15 -0.2 15 │ -0.6 -0.5 URTY  MA12 │ +0.0 14 -0.4 14 -1.3 27 -1.8 27 -1.8 27 │ -2.7 -2.7 ATML MA14 │ +0.1 14 -0.4 14 -0.4 14 │ -0.4 -0.4 SRTY MA14 │ +0.1 11 +0.5 12 +0.5 12 │ -0.8 -0.6 IWM │   -4.4   -2.3   -3.2   -4.8   -5.4   -4.8 │ me │ -7.0 -6.7 -7.4 -8.5 -9.3 -9.4 │ floor │ -7.0 -11.3 -11.2 -12.5 -9.6 -9.4 │

Stock-trading robot

My ISP is now charging $50/month to run this money-losing robot.  I need to cut memory usage down so I can switch to a cheaper cloud-hosting plan.

Ticker Symbol		Buy date			Buy price			Sell date			Sell price			Acct Profit
		Model	Actual		M	A		Model	Actual		M	A		M	A
TNA		MA 12 11:00			$69.16	$69.17		MA 14 14:00			$65.72	$65.69		-0.54%
YHOO		MA 12	MA 12 11:00		$33.99	$34.00		MA 16 09:30			$33.66			-0.17%
URTY		MA 12 11:00			$79.32	$79.45		MA 13 09:30	MA 15 15:00		$79.54	$72.17		+0.00%	-1.25%
		MA 14 11:00			$75.22	$75.21		MA 15 15:00			$72.17			-0.57%
ATML		MA 14	MA 14 09:31		$7.83			MA 15	MA 15 12:05		$7.61			-0.39%
SRTY		MA 14 12:00			$45.31	$45.29		MA 15 13:00			$47.79	$47.81		+0.52%

URTY: On Monday, the price went above SMA(s) but below CHANDELIER(+), so the program failed with a “stop on wrong side of price” error.  Sell or keep another day?  I decided to keep.  But Tuesday morning at 10am, the robot thought it had stopped out.  Now what?  There was another “Buy” order on Wednesday, so then I had a double tranche.  Lost lots of money Thursday.

SRTY: First profit in quite some time!  But only enough to cover same-week losses in YHOO and ATML.

TRIX-based trading model

New rule: For daily long trades, if calculated stop price is above the closing price, then sell at next day’s open instead of trying to set a stupid price that won’t work.

Week of 2014 MA 09

IWM fell by 1.5% this week, while my account fell by 1.7% to its lowest value since November.  The loss-floor has risen to -7.0% because I am out of the market.  Since DE 13, the broad market is down 0.1% while my account is down 0.6%, so basically no effect from the last five months of trading.

End of week allocations: 89% cash

% gain size │ Max loss Sym  Buy │  Fri  Mon  Tue  Wed  Thu  Fri │ Beg   End   URTY  MA01 │ -0.2 14 -0.2 14 -0.8 13 -1.0 13 -1.0 13 -1.0 13 │ -2.3 -2.1 TNA MA01 │ -0.2 21 -0.3 21 -1.0 21 -1.0 21 -1.0 21 -1.0 0 │ -1.3 -1.0 IWM │   -2.9   -2.8   -4.4   -4.4   -5.3   -4.4 │ me │ -5.3 -5.5 -6.8 -7.0 -7.0 -7.0 │ floor │ -8.6 -8.5 -8.1 -7.0 -7.0 -7.0 │

Stock-trading robot

This week I had my sixteenth and seventeenth bad trades since the last good one.  When will this horrid spring end?

Ticker Symbol		Buy date			Buy price			Sell date			Sell price			Acct Profit
		Model	Actual		M	A		Model	Actual		M	A		M	A
URTY		MA 01 12:00			$80.12	$79.84		MA 07 11:00	MA 07 12:00		$72.84	$74.00		-1.19%	-0.99%
TNA		MA 01 12:00			$69.61	$69.60		MA 06 14:00	MA 06 13:42		$66.23	$66.22		-1.03%	-1.00%
		MA 02 11:00			$69.42	$69.40

URTY: Lots of green shading in the table, but only because actual losses were not as large as the model predicted.

Week of 2014 MA 02

IWM rose by 0.2% this week, while my account fell by 1.3% to its lowest value of the year so far.  The loss-floor has fallen to -8.6%, also lowest for the year so far.

World news: Ukraine has instituted conscription to protect itself from Russia, in part because the IMF has offered them lots of money if they repel the Russians, none if they don’t.

US news: Friday's nonfarm payroll was quite unexpectedly good.  288,000 new jobs!  Unemployment rate down to 6.3%!  But the main causes of this are that 800,000 people gave up looking for work and thus are no longer “unemployed” (so what are they?), plus the “seasonal adjustment” caused a loss of 73,000 jobs in the raw data to be reported as a gain of 288,000 in the official data.  Only 63% of Americans have jobs, which could reasonably be described as a 37% unemployment rate, not 6.3%.  But that wouldn't look very nice!

End of week allocations: 105% equities, 55% cash

% gain size │ Max loss Sym  Buy │  Fri  Mon  Tue  Wed  Thu  Fri │ Beg   End   URTY ¹ AL16 │ -0.0 14 -0.5 13 -0.5 13 -0.5 13 -0.5 0 │ -1.1 -1.1 TZA AL25 │ +0.2 10 +0.4 11 +0.3 11 -0.4 21 -0.3 21 -0.3 21 │ -0.7 -0.8 URTY ²  MA01 │ -0.2 14 -0.2 14 │ -2.1 -2.3 TNA MA01 │ -0.2 10 -0.2 21 │ -0.9 -1.3 IWM │   -3.1   -3.6   -3.4   -2.8   -2.8   -2.9 │ me │ -4.0 -4.3 -4.4 -5.1 -5.3 -5.3 │ floor │ -5.9 -5.3 -5.3 -5.8 -8.4 -8.6 │

Whiplash! Monday was actually the bottom of the mini-correction, but my trading robot didn’t notice until Thursday.  Sold TZA, bought both URTY and TNA an hour later, so a sharp change from 63% bearish positioning to 105% bullish.  Too bad the robot didn’t react faster, but there seems to be nothing I can do about that but hold on and hope the market comes to its senses soon.  The last “healthy correction” was in August 2011, almost three years ago.

Stock-trading robot

In the last six weeks of trading, there have been two gains, each less than +0.1%, and thirteen losses.  This has not been a good spring for me!  I can’t seem to make any money on the downswings because they’re too short-lived.  And soon we will be heading into summer, which in normal years (not last year) is choppy and full of short downswings.

The robot is working properly — all trades are on time — but the model’s timing does not match the market’s timing.

Ticker Symbol		Buy date			Buy price			Sell date			Sell price			Acct Profit
		Model	Actual		M	A		Model	Actual		M	A		M	A
URTY ¹		AL 16 11:00			$77.99	$78.02		AL 28 15:00			$75.62	$75.52		-0.43%	-0.46%
TZA		AL 25 10:00			$16.89	$16.99		MA 01 11:00			$17.28	$17.24		-0.18%	-0.33%
		AL 30 10:00			$17.95	$18.01
AGQ		AL 28	(Skipped)		$18.94			AL 28			$18.81			-0.19%	+0.00%
URTY ²		MA 01 12:00			$80.12	$79.84		(Not yet)
TNA		MA 01 12:00			$69.61	$69.60		(Not yet)
		MA 02 11:00			$69.42	$69.40

URTY: Sold at a loss, bought back at a higher price.  Not the right way!  Yet again, the stop price drops after I buy it.

TZA: As I predicted last week, this trade was a loser.  I should have just skipped it.

AGQ: As I predicted last week, this trade would have been a loser (same-day stop-out).  Good thing I skipped it!

YHOO: Got a “Buy” signal for Thursday, but my limit-price was not reached.  Same thing again for Friday.  Try again next Monday.

Week of 2014 AL 25

IWM and my account both fell by 1.2% this week.  The loss-floor has risen to -5.9%.

World news: The phrase "World War III" has become popular as a description for the Ukraine situation.  Of course, if WW3 were actually about to start, they would surely call it something else, such as "Syria II" or "Iran-by-proxy".

End of week allocations: Net 9% long equities, 65% cash

% gain size │ Max loss Sym  Buy │  Thu  Mon  Tue  Wed  Thu  Fri │ Beg   End   URTY AL16 │ +0.5 14 +0.7 14 +1.1 15 +0.8 14 +0.8 14 -0.0 14 │ -2.2 -1.1 TNA AL16 │ +0.2 11 +0.3 11 +0.7 21 +0.4 21 +0.2 21 -0.5 21 │ -1.0 -0.5 ATML AL21 │ -0.2 13 -0.0 13 +0.1 13 +0.3 14 -0.3 13 │ -0.3 -0.3 TZA AL25 │ +0.2 10 │ -0.7 -0.7 IWM │   -1.9   -1.5   -0.5   -1.1   -1.3   -3.1 │ me │ -2.8 -2.6 -1.6 -2.2 -2.2 -4.0 │ floor │ -6.5 -6.5 -5.9 -5.5 -5.3 -5.9 │

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
URTY		AL 16 11:00			$77.99	$78.02		(Not yet)
TNA		AL 16 15:00			$69.30	$69.31		AL 25 11:00	AL 25 10:00		$69.96	$69.84		-0.40%	-0.46%
		AL 22 11:00			$73.26	$73.32
ATML		AL 21	AL 21 09:30		$7.96			AL 25	AL 25 10:57		$7.82			-0.27%	-0.26%
TZA		AL 25 10:00			$16.89	$16.99		(Not yet)

URTY: There is still a chance I might get out of this trade with a profit.

TNA: Robot updated the stop at 10:00 am, but the calculated new stop was above the current price, so Schwab sold it immediately.

ATML: Yet another stopped-out loser trade.  Opened above my limit price, but fell to it within the first minute.  Not sure why the size of the loss is off by a smidge.

TZA: Most TZA trades have done poorly in recent years.  This trade will be a loser unless “WW3” heats up and/or the US Federal Reserve loses its nerve.

AGQ: There is a “Buy” order for Monday, but I will skip it because the stop price is only 0.3% less than the limit-price, so it seems quite unlikely that the order would fill and then not immediately stop out.

Week of 2014 AL 17

IWM rose by 2.2% this week, while my account rose 0.2%.  The loss-floor has fallen to -6.5%.

US markets were closed for Good Friday.

End of week allocations: 75% equities, 64% cash

% gain size │ Max loss Sym  Buy │  Fri  Mon  Tue  Wed  Thu  Fri │ Beg   End   TZA AL10 │ +0.4 11 +0.3 11 +0.2 11 +0.1 10 +0.1 10 │ -0.9 -0.9 SRTY AL14 │ +0.2 11 +0.1 10 -0.2 10 -0.2 10 │ -0.1 -0.1 URTY AL16 │ +0.3 14 +0.5 14 │ -1.8 -2.2 TNA AL16 │ +0.0 10 +0.2 11 │ -1.0 -1.0 IWM │   -4.1   -3.8   -3.5   -2.4   -1.9    │ me │ -3.0 -2.9 -3.1 -3.2 -2.8 │ floor │ -4.3 -4.4 -4.4 -7.1 -6.5 │

URTY: The stop price dropped sharply (to -2.8%) right after I bought this, then rose back to -2.2% for Thursday.  That seems to happen rather often with these trades, although I haven’t done the research to characterize the issue.  Hopefully the market will continue to rise and so will my stop price.

Stock-trading robot

The robot worked properly this week.  All trades went through on time.

Ticker Symbol		Buy date			Buy price			Sell date			Sell price			Acct Profit
		Model	Actual		M	A		Model	Actual		M	A		M	A
SRTY ⁰		AL 10 11:00	(Skipped)		$42.48			AL 14 10:00			$45.30			+0.40%	+0.00%
TZA		AL 10 15:00			$17.29	$17.30		AL 16 10:00			$17.41	$17.48		+0.07%
SRTY ¹		AL 14 13:00			$44.33			AL 16 10:00	AL 16 09:31		$43.85	$43.82		-0.14%	-0.15%
URTY		AL 16 11:00			$77.99	$78.02		(Not yet)
TNA		AL 16 15:00			$69.30	$69.31		(Not yet)

SRTY ⁰: Skipped this trade due to last week’s memory-limit problem with the robot.  Would have been a winner.

TZA: As has been usual for TZA trades since August 2011, this one barely made any profit.  But I didn’t lose, even though I was “fighting the Fed“!

SRTY ¹: Another loser trade.  Too bad I skipped two winners in a row.

URTY, TNA: So far, so good!

ATML: There is a “Buy” order for Monday.

Week of 2014 AL 11

IWM fell by 3.5% this week, while my account fell 0.7%.  The loss-floor has fallen to -4.3%.  Only two more weeks before I can rescale this chart!

My account’s Y-T-D loss is now slightly smaller than the broad market’s loss, so I’m “beating the market” for now.

I didn’t feel like updating the following %gain chart on Monday.

End of week allocations: 33% short equities, 79% cash

% gain size │ Max loss Sym  Buy │  Fri  Mon  Tue  Wed  Thu  Fri │ Beg   End   ATML AL01 │ -0.2 14 -0.2 14 -0.2 14 -0.2 14 -0.2 0 │ -0.9 -0.9 TNA AL09 │ +0.1 10 -0.7 10 -0.7 10 │ -0.7 -0.7 URTY AL10 │ -0.4 13 -0.4 13 │ -0.8 -0.8 TZA AL10 │ -0.0 10 +0.4 11 │ -0.9 -0.9 IWM │   -0.6    ?   -1.3   +0.1   -2.8   -4.1 │ me │ -2.3 ? -2.3 -2.3 -3.4 -3.0 │ floor │ -2.9 ? -2.3 -3.0 -4.3 -4.3 │

Stock-trading robot

The robot worked fine until Wednesday, then broke hard on Thursday.  Apparently the new version of Opera runs very close to my cloud server’s memory limit.  Something happened that caused it to consistently use slightly more memory and then nothing worked.  So I upgraded my server instance to have more memory, which will cost me extra money every month.  This is irksome because I’m sure there must be some way to cut the memory usage slightly, but I don’t feel lik putting in the research effort to find out what that way might be.

Ticker Symbol		Buy date			Buy price			Sell date			Sell price			Acct Profit
		Model	Actual		M	A		Model	Actual		M	A		M	A
ATML		AL 01	AL 01 09:30		$8.34			AL 07 09:30			$8.23			-0.22%	-0.23%
			AL 04 11:45
SRTY ¹		AL 04 14:00	(Skipped)		$41.34			AL 07 15:00			$43.19			+0.43%	+0.00%
TNA		AL 09 15:00			$74.36			AL 10 14:00	AL 10 13:38		$69.41	$69.36		-0.70%	-0.72%
URTY		AL 10 11:00			$82.32	$82.27		AL 10 14:00	AL 10 14:03		$80.16	$80.02		-0.37%	-0.40%
SRTY ²		AL 10 11:00	(Skipped)		$42.48			(Not yet)							+0.00%
TZA		AL 10 15:00			$17.29	$17.30		(Not yet)

ATML: Loss is slightly larger than expected, probably because there were actually two fees for purchases while the model expected only one.

SRTY ¹: Skipped this trade because the robot was not working last week.  Would have been a winner (for a change)!

TNA: Worst possible timing — price fell every hour from purchase time to stop-out time.

URTY: Purchase went through, but then the robot ran out of memory while trying to create the protective-stop order, which I entered manually.  Hours later I entered the sell-order manually.

SRTY ²: Skipped this trade because the memory fault prevented the robot from buying it.  So far it looks like it would have been a winner.  It’s odd that this short model gave a “Buy” signal at the same time as the long URTY model.

TZA: So far, so good!

Week of 2014 AL 04

IWM rose by 0.1% this week, while my account fell 0.2%.  The loss-floor has fallen to -2.9%.

End of week allocations: 14% equities, 76% cash

% gain size │ Max loss Sym  Buy │  Fri  Mon  Tue  Wed  Thu  Fri │ Beg   End   ATML AL01 │ +0.0 4 +1.0 4 +1.0 4 -0.2 14 │ -0.2 -0.9 IWM │   -0.7   +1.0   +2.4   +2.8   +1.8   -0.6 │ me │ -2.1 -2.1 -2.0 -1.9 -1.9 -2.3 │ floor │ -2.1 -2.1 -2.3 -2.3 -2.3 -2.9 │

Stock-trading robot

The robot seems to be working again!  This just got done around 2:40pm on Friday.  But I have yet to see it make a trade.  Meanwhile, Schwab has a typo in the JavaScript for their login page (“TypeError: Cannot convert 'TagParameters.DcParaemters' to object”) which is causing occasional problems — but the new CentOS 6 operating system allowed me to upgrade to Opera 12, which no longer rejects lots of other JavaScript on Schwab’s pages.

Ticker Symbol		Buy date			Buy price			Sell date			Sell price			Acct Profit
		Model	Actual		M	A		Model	Actual		M	A		M	A
SRTY ¹		MR 28 15:00	(Skipped)		$41.96			MR 31 11:00			$40.06			-0.40%	+0.00%
URTY		MR 31 12:00	(Skipped)		$88.56			AL 04 13:00			$85.16			-0.50%	+0.00%
ATML		AL 01	AL 01 09:30		$8.34			(Monday AL 07)
			AL 04 11:45
SRTY ²		AL 04 14:00	(Skipped)		$41.34			(Not yet)							+0.00%

SRTY: Skipped these trades because the robot was not working.  SRTY ¹ would have stopped out.

URTY: Skipped this trade because the robot was not working.

ATML: Took this trade because it’s daily rather than hourly, so less dependant on having a functioning robot.  On Tuesday, my buy-limit was the low of the day and only ¼ of the shares I asked for were available at that price.  Finally got the rest of the shares on Friday, followed (of course!) by a “Sell” signal for next Monday.