Week of 2014 JL 11

IWM fell by 4.1% this week, while my account fell by 1.7%.  The loss-floor has risen to -7.0%.

For the year-to-date, the IWM basket of small-caps is flat, while my account balance is down about 5% — but my loss-floor is down only ½% since the start of 2014.

End of week allocations: 15% equities, 32% silver, 58% cash

% gain size │ Max loss Sym  Buy │  Thu  Mon  Tue  Wed  Thu  Fri │ Beg   End   URTY JN05 │ +2.0 16 +1.3 15u +0.7 15 +0.7 14 +0.7 14 +0.7 0 │ +0.0 +0.0 AGQ JN17 │ +1.8 15 +1.6 15 +1.7 16 +1.8 15 +2.2 16 +2.3 16 │ +0.5 +0.8 ATML JN30 │ +0.4 14 +0.1 14 +0.3 14 +0.3 14 +0.3 14 +0.3 0 │ -0.8 -0.8 FRED JN30 │ +0.2 13 +0.1 13 -0.1 13 -0.0 13 -0.0 13 -0.0 13 │ -1.1 -1.1 TNA JN30 │ +0.4 11 +0.0 11 +0.0 11 +0.0 11 +0.0 11 │ -0.1 +0.0 SRTY ¹ JL08 │ +0.0 11 -0.1 11 -0.1 11 -0.1 11 │ -0.9 -0.9 SRTY ² JL10 │ -0.3 10 -0.3 10 │ -0.8 -0.8 YHOO JL11 │ +0.2 15 │ -0.4 -0.4 IWM │   +4.1   +2.3   +1.0   +1.2   +0.1   -0.0 │ me │ -3.2 -4.8 -5.3 -5.3 -5.1 -4.9 │ floor │ -9.4 -9.3 -8.3 -6.6 -6.8 -7.0 │

AGQ: The last six weeks have seen the biggest run-up in silver of the last three years!  And I’ve been in on it for the last four of those weeks, all gainers, including the week of JN 20 which was a big gainer.

Stock-trading robot

As a side-effect of other stuff I did last week, the daily fixups (replacing Schwab prices with Barchart prices) did not run.  This caused various IWM-derived trades to occur at the wrong times.  Also, IWM declared a dividend on JL 02, but I did not update the price-database until this weekend — this caused a smaller but still noticeable divergence between my calculated “model” results and the visual results shown on Stockchart.com’s charts.  Results shown below are for the corrected data.

Another problem: this week there were many quote-fetch failures, apparently caused by some random change to Schwab’s login page.  I put in some error-recovery code and now it seems to be working.

Ticker Symbol		Buy date			Buy price			Sell date			Sell price			Acct Profit
		Model	Actual		M	A		Model	Actual		M	A		M	A
UWM		JN 02 09:30	(Skipped)		$80.29			JL 10 09:30			$82.69			+0.59%	+0.00%
URTY		JN 05 13:00			$83.73	$83.50		JL 08 11:00	JL 08 13:00		$87.95	$88.16		+0.72%	+0.69%
AGQ		JN 17	JN 17 13:47		$62.15	$62.79		(Not yet)
ATML		JN 30 09:30			$9.23			JL 08 09:30			$9.47			+0.30%
FRED ¹		JL 01 09:30	JN 30 09:30		$15.30	$15.18		JL 10 09:30	JL 09 09:30		$15.05	$15.20		-0.24%	-0.02%
TNA		JN 30 13:00			$80.70	$80.73		JL 07 12:00	JL 07 10:56		$80.67	$81.37		-0.01%	+0.04%
SRTY ¹		JL 08 13:00	JL 08 14:00		$37.39	$37.09		JL 08 15:00	JL 09 10:58		$37.36	$36.96.		-0.04%	-0.07%
SRTY ²		JL 10 11:00			$38.61	$38.63		(Not yet)	JL 10 14:17			$37.82.			-0.25%
FRED ²		JL 11 09:30	(Skipped)		$14.96			(Not yet)
YHOO		JL 11 09:30			$34.95			(Not yet)

UWM: Too bad I skipped this trade, which would have been profitable.  But I just didn’t have any spare cash available on JN 02.

URTY: Late sale due to bad data in database.  The buy and sell prices were both better than model, yet net profit was less than expected???  Managed to keep only 0.7% of the peak 2.0% gain that this trade once had.  Still, it’s a gain!

ATML: Trade execution was perfect in time and price!  And this small win follows the big winner trade in ATML from May to June.  And there’s a “Buy” signal for ATML for next Monday.

FRED ¹: Once again the robot traded this stock a day earlier than the model now says it should have.  This was apparently caused by a duplicate quote for JN 11 that got into the robot’s database.

TNA: Reached break-even before stopping out.  Stop-price calculation was apparently a little high, which worked out in my favour.

SRTY ¹: Robot failed to fetch quotes from Schwab at 11am and 12pm on Tuesday, postponing this purchase.  On Wednesday, robot failed to fetch a quote at 10am so I sold manually.

SRTY ¹: More missed quotes, leading to a manual sale that was “late” due to bad data in the database — corrected data says I shouldn’t have sold yet.

FRED ²: Didn’t like the looks of the chart when the robot said to buy it on JL 10, so I didn’t bother entering this trade.  Since then it’s done nothing but go down.

YHOO: Chart looked better, so I put in the buy-limit order.  So far, so good!

Week of 2014 JL 03

IWM rose by 1.3% this week, while my account rose by 1.8%.  The loss-floor has fallen to -9.4%.

US markets: closed on Friday this week due to Independence Day.

End of week allocations: 108% equities, 30% silver, 21% cash

% gain size │ Max loss Sym  Buy │  Fri  Mon  Tue  Wed  Thu  Fri │ Beg   End   URTY JN05 │ +1.3 15 +1.5 15 +2.0 16 +1.8 15 +2.0 16 │ -0.9 +0.0 AGQ JN17 │ +1.7 15 +1.8 15 +1.7 15 +1.9 15 +1.8 15 │ +0.4 +0.5 ATML JN30 │ +0.2 14 +0.3 14 +0.3 14 +0.4 14 │ -0.9 -0.8 FRED JN30 │ +0.1 13 +0.1 13 -0.0 13 +0.2 13 │ -0.5 -1.1 TNA JN30 │ +0.0 11 +0.4 11 +0.2 11 +0.4 11 │ -0.7 -0.1 IWM │   +2.8   +3.2   +4.2   +3.4   +4.1    │ me │ -5.0 -4.4 -3.5 -3.8 -3.2 │ floor │ -8.4 -10.4 -9.8 -9.4 -9.4 │

URTY: SMA(s) stopped flattening and has now gone notably positive again, without ever going negative, so no sale this week.  Stop price is now (barely) positive.  Looking good, or at least okay.

AGQ: Doing great!

FRED: I really don’t like how the TRIX-based model will drop its stop-price if there haven’t been any new highs for a while.

TNA: Looks like the stop-price will not go to positive territory until next Tuesday — but then it will go to +0.2.

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
UWM		JN 02 09:30	(Skipped)		$80.29			(Not yet)
URTY		JN 05 13:00			$83.73	$83.50		(Not yet)
AGQ		JN 17	JN 17 13:47		$62.15	$62.79		(Not yet)
ATML		JN 30 09:30			$9.23			(Not yet)
FRED		JL 01 09:30	JN 30 09:51		$15.30	$15.18		(Not yet)
TNA		JN 30 13:00			$80.70	$80.73		(Not yet)

UWM: Still wishing I had bought this.

ATML: Bought it back for slightly more than was sold for. 

FRED: Sold in March for $18.13, bought it back for much less!  Due to some wobble in the pricing data, SMA(q) is now calculated as having been slightly negative last Friday, while at the time it was ever-so-slightly positive (enough for a “Buy” signal).

YHOO: There was a “Buy” signal for Thursday, but I didn’t bother submitting the order and indeed the limit would not have been reached.  No “Buy” for next Monday.

Week of 2014 JN 27

IWM rose by 0.1% this week, while my account fell by 0.3%.  The loss-floor has risen to -8.4%.

End of week allocations: 45% equities, 30% silver, 59% cash

% gain size │ Max loss Sym  Buy │  Fri  Mon  Tue  Wed  Thu  Fri │ Beg   End   ATML MA20 │ +2.5 16 +2.3 16 +2.0 16 +2.2 16 +2.1 16 +2.1 16 │ +1.1 +1.1 YHOO  MA20 │ -0.0 14 -0.1 14 -0.1 15 -0.1 14 -0.1 0 │ -0.1 -0.1 URTY JN05 │ +1.3 15 +1.2 15 +0.8 15 +1.1 15 +1.0 15 +1.3 15 │ -1.1 -0.9 AGQ JN17 │ +1.5 15 +1.5 15 +1.6 15 +1.7 15 +1.8 16 +1.7 15 │ -0.1 +0.4 IWM │   +2.7   +2.5   +1.4   +2.3   +2.1   +2.8 │ me │ -4.7 -5.1 -5.8 -5.2 -5.2 -5.0 │ floor │ -10.2 -9.9 -9.9 -9.6 -8.4 -8.4 │

URTY: SMA(s) is now flattening out, so this might be sold next week.

AGQ: Max-loss is now positive! “Guaranteed” profit on this silver trade.

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
ATML		MA 20	MA 20 09:30		$7.88			JN 26 09:30			$9.21			+2.13%	+2.12%
YHOO		MA 20 09:30			$33.99			JN 23	JN 23 09:39		$33.73	$33.75		-0.15%	-0.13%
UWM		JN 02 09:30	(Skipped)		$80.29			(Not yet)
URTY		JN 05 13:00			$83.73	$83.50		(Not yet)
AGQ		JN 17	JN 17 13:47		$62.15	$62.79		(Not yet)

ATML: Great trade!  But there’s another “Buy” signal for Monday.  I wonder if the next trade will be any good?

YHOO: A wasted month.

UWM: Still wishing I had bought this.

FRED: “Buy” signal for Monday.

Week of 2014 JN 20

IWM rose by 2.3% this week, while my account rose by 1.7%.  The loss-floor has risen to -10.2%.

Market news: Wednesday’s FOMC meeting caused the market to shoot up like a rocket!  This may mean that a top is imminent.  I wish I had more confidence that my robot will “sell high” rather than waiting for the drop.

End of week allocations: 75% equities, 30% silver, 29% cash

% gain size │ Max loss Sym  Buy │  Fri  Mon  Tue  Wed  Thu  Fri │ Beg   End   ATML MA20 │ +2.0 16 +2.0 16 +2.8 17 +2.6 16 +2.6 16 +2.5 16 │ +0.6 +1.1 YHOO  MA20 │ +1.2 16 +0.3 15 +0.1 15 +0.4 15 +0.2 15 -0.0 14 │ -0.6 -0.1 URTY JN05 │ +0.4 14 +0.5 15 +0.9 15 +1.1 15 +1.2 15 +1.3 15 │ -1.4 -1.1 AGQ JN17 │ -0.1 14 +0.1 14 +1.3 15 +1.5 15 │ -0.7 -0.1 IWM │   +0.4   +0.9   +1.6   +2.3   +2.4   +2.7 │ me │ -6.4 -7.1 -6.2 -5.8 -4.7 -4.7 │ floor │ -11.2 -10.8 -11.2 -10.8 -10.5 -10.2 │

ATML: Not bad after a month!  And SMA(s) is slowing down, so there’s some chance I might keep much of the +2.5 rather than settling for the +1.1.

YHOO: Terrible!  Gapped down 5% on Monday because Alibaba (of which Yahoo owns 22%) reported disappointing earnings ahead of their IPO.  Hasn’t recovered all week.  SMA(s) is still rising, so I expect this one will stop out with a minimal loss (after being up +1.2 only a week ago).  Only good news is that the stop is back up to -0.1 after a week.

URTY: Stop is back up to -1.1.  SMA(s) is still rising, so no way to know whether I’ll manage to catch the top with this one.

AGQ: Jumped two days after I bought it!  And the stop-price is almost in positive territory, so good news is possible for next week.  A sudden jump in precious metals often occurs just before a correction begins.

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
ATML		MA 20	MA 20 09:30		$7.88			(Not yet)
YHOO		MA 20 09:30			$33.99			(Not yet)
UWM		JN 02 09:30	(Skipped)		$80.29			(Not yet)
URTY		JN 05 13:00			$83.73	$83.50		(Not yet)
AGQ		JN 17	JN 17 13:47		$62.15	$62.79		(Not yet)

UWM: Still wishing I had bought this.  Would be up +1.5 by now.

AGQ: Limit-price was not reached on Monday, but *was* reached on Tuesday.  The trading system currently has me entering the limit-orders manually for daily trades, but I didn’t get around to entering the trade for Tuesday until after price had moved above the limit I was supposed to get.  So I bought at market.  Good thing!  Price never went back down to the limit, so I would have missed this trade.

Week of 2014 JN 13

IWM fell by 0.4% this week, while my account rose by 1.2%.  The loss-floor has risen to -11.2%.

Calendar news: Friday was the 13^th of the month and also a full moon.  This had no apparent effect on anything.

End of week allocations: 74% equities, 43% cash

% gain size │ Max loss Sym  Buy │  Fri  Mon  Tue  Wed  Thu  Fri │ Beg   End   ATML MA20 │ +1.2 15 +1.6 15 +2.1 16 +2.3 16 +2.1 16 +2.0 16 │ -0.4 +0.6 YHOO  MA20 │ +0.8 16 +0.8 16 +0.9 16 +1.0 16 +1.1 16 +1.2 16 │ -0.1 -0.6 TNA JN05 │ +0.5 11 +0.7 12 +0.7 11 +0.5 11 +0.5 11 +0.5 11 │ -0.8 +0.3 URTY JN05 │ +0.5 15 +0.8 15 +0.7 15 +0.5 15 +0.3 14 +0.4 14 │ -1.2 -1.4 IWM │   +0.6   +1.5   +1.3   +0.7   +0.2   +0.4 │ me │ -7.6 -6.5 -6.0 -6.1 -6.6 -6.4 │ floor │ -13.4 -13.4 -12.5 -11.0 -10.9 -11.2 │

ATML: Superb!  Now it’s just a question of how close to the top of the roller-coaster I can get off.

YHOO: Reasonable gains.  The stop was rising for much of the week, due to short-term highs, but then it fell back down again due to aging-out of medium-term highs from theh CHANDELIER(+) averaging period.

URTY: I continue to have doubts that this trade is going to make money.  The calculated stop seems too loose, the SMA(s) indicator is too positive considering how little time seems to be left in this right-shoulder pattern.  But what do I know?  That’s why I use a robot.

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
ATML		MA 20	MA 20 09:30		$7.88			(Not yet)
YHOO		MA 20 09:30			$33.99			(Not yet)
UWM		JN 02 09:30	(Skipped)		$80.29			(Not yet)
TNA		JN 05 12:00			$71.88	$71.96		JN 11 15:00			$75.48			+0.47%	+0.46%
URTY		JN 05 13:00			$83.73	$83.50		(Not yet)

UWM: Wish I had bought this.

TNA: Very nice!  If only there were more trades like this one.

AGQ: “Buy” signal for Monday.

Week of 2014 JN 06

IWM rose by 2.6% this week, back into positive territory for the year, while my account rose by 0.8% and my returns are now over 8 percent-points below the market’s YTD.  The loss-floor has fallen to -13.4%, its lowest value ever.

Market news: On Thursday, Mario Draghi of the European Central Bank announced that interest paid on overnight deposits would henceforth be negative, meaning that people will be penalized for saving their money instead of spending it ASAP.  US markets (among others) raced to the moon on the news.  Looks like we might have a blow-off top in progress.  But can I make any money off that?  Recent history isn’t very encouraging.

End of week allocations: 109% equities, 32% cash

% gain size │ Max loss Sym  Buy │  Fri  Mon  Tue  Wed  Thu  Fri │ Beg   End   ATML MA20 │ +0.8 15 +0.6 15 +0.7 15 +0.9 15 +1.0 15 +1.2 15 │ -0.8 -0.6 YHOO  MA20 │ +0.2 15 +0.3 15 +0.2 15 +0.3 16 +0.4 16 +0.8 16 │ -0.2 -0.1 URTY ¹  MA27 │ -0.6 28 -0.9 28 -1.6 27 -1.6 27 -1.6 27 -1.6 0 │ -1.6 -1.5 TNA JN05 │ +0.2 11 +0.5 11 │ -0.8 -0.8 URTY ²  JN05 │ +0.1 14 +0.5 15 │ -1.1 -1.2 IWM │   -2.0   -2.5   -2.8   -2.4   -0.3   +0.6 │ me │ -8.4 -8.9 -9.6 -9.3 -8.8 -7.6 │ floor │ -11.5 -11.4 -11.4 -11.4 -13.0 -13.4 │

ATML: Doing great so far!

YHOO: Whole lotta nothin' until Draghi opened his yap on Thursday.  The stop price dropped on Friday because it’s been 27 days since the last peak and prices remain sharply lower since then.  This kind of random-seeming fluctuation is a downside of the CHANDELIER exit system.

URTY ¹: Terrible.  Position size was twice as big as model, stopped out at low of the week.  Prevented me from buying UWM which would be sitting on a profit now.

TNA: Good chance that this one will make money if a blow-off top happens!

URTY ²: Some hope that this one would make money from a blow-off top.

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
ATML		MA 20	MA 20 09:30		$7.88			(Not yet)
YHOO		MA 20 09:30			$33.99			(Not yet)
URTY ¹		MA 27 11:00			$82.23	$82.28		MA 27 14:00	JN 03 11:30		$80.58	$77.01		-0.31%	-0.89%
		MA 27 15:00	MA 27 13:00		$81.40	$81.16		JN 02 11:00	JN 03 11:30		$77.13	$77.01		-0.72%	-0.73%
UWM		JN 02 09:30	(Skipped)		$80.29			(Not yet)
TNA		JN 05 12:00			$71.88	$71.96		(Not yet)
URTY ²		JN 05 13:00			$83.73	$83.50		(Not yet)

URTY ¹: Maybe should have a new rule to sell extraneous purchases immediately?  Would have saved 0.58% and made money on IWM instead.

Week of 2014 MA 30

IWM rose by 0.8% this week, while my account fell by 0.2%.  The loss-floor has risen to -11.5%.

US markets were closed on Monday for Memorial Day.

End of week allocations: 114% equities, 30% cash

% gain size │ Max loss Sym  Buy │  Fri  Mon  Tue  Wed  Thu  Fri │ Beg   End   URTY ⁰ MA19 │ +0.4 15 +0.7 15 +0.7 15 +0.7 15 +0.7 0 │ ATML MA20 │ +0.3 14 +0.5 14 +0.5 14 +0.7 15 +0.8 15 │ -1.3 -0.8 YHOO  MA20 │ +0.4 15 +0.4 15 +0.3 15 +0.3 15 +0.2 15 │ -0.3 -0.2 TNA MA22 │ +0.2 11 +0.7 12 +0.5 12 +0.6 12 +0.4 11 │ -0.7 +0.4 AGQ MA23 │ -0.0 14 -0.4 14 -0.4 14 -0.4 14 -0.4 0 │ -0.2 -0.2 URTY ¹  MA27 │ -0.1 29 -0.5 28 -0.2 28 -0.6 28 │ -0.4 -1.6 [out] │ 11 11 11 11 11 │ cash │ 9 -19 -10 -9 19 │ IWM │   -2.8      -1.4   -1.9   -1.5   -2.0 │ me │ -8.2 -7.7 -8.5 -7.8 -8.4 │ floor │ -11.6 -13.1 -12.8 -12.3 -11.5 │

URTY: Sold at Tuesday’s open as planned.  Robot then bought it back at 11am, with a stop price above the day’s opening price.  Because of Schwab’s wacky real-time data, this caused the robot to think it had stopped out at noon, so bought this “back” at 1pm with stop price still above low-of-the-day, so robot again thought stopped out at 2pm, so again tried to buy it “back” at 3pm, but was blocked due ot lack of available cash.

UWM: Buy signal for Tuesday — limit not reached.  Buy signals for Wednesday, Thursday, and Friday — skipped due to accidental double purchase of URTY and the limit prices wouldn’t have been reached anyway.  Buy signal for next Monday — skipped due to double URTY purchase.

cash: Settled cash went negative for Tuesday, Wednesday, and Thursday.  No complaints from Schwab, because I didn’t sell the URTY shares before the cash to buy them became available.

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 ⁰		MA 19 12:00			$75.79	$75.84		MA 27 09:30			$79.94	$80.02		+0.69%	+0.68%
ATML		MA 20	MA 20 09:30		$7.88			(Not yet)
YHOO		MA 20 09:30			$33.99			(Not yet)
TNA		MA 22 12:00			$66.42	$66.47		MA 30 13:00	MA 30 12:40		$69.30	$69.27		+0.42%	+0.39%
AGQ		MA 23 09:30			$61.19			MA 27 09:30			$60.23	$59.27		-0.43%	-0.42%
URTY ¹		MA 27 11:00			$82.23	$82.28		MA 27 14:00	(Not yet)		$80.58			-0.31%
		MA 27 15:00	MA 27 13:00		$81.40	$81.16		(Not yet)

TNA: Stopped out.

AGQ: Stopped out at open with gap-down.

URTY ¹: Robot now thinks it should have stopped out at 2pm, apparently because the stop price was changing during the day — but this did not happen.  So now I have a double-tranche of URTY, which I will compensate for by not putting in an order for UWM even though there is a continuing “Buy” signal for it.