Week of 2014 NO 21

IWM fell by 0.2% this week, while my account fell 0.5%.  The loss-floor has risen to -7.3%.

Seasonality: Next week is US Thanksgiving, which tends to be bullish.  But the last three weeks of no-change suggest a reversal and a “down” market next week.  But who knows?  The central banksters might decide to run their printing presses overtime.

End of week allocations: 45% equities, 74% cash USD

% gain size │ Max loss Sym Buy │ Fri Mon Tue Wed Thu Fri │ Beg End URTY OC28 │ +1.3 15 +0.9 15 +1.2 15 +0.7 16 +1.2 15 +1.3 15 │ -0.6 -0.7 UWM ¹ NO14 │ -0.1 14 -0.3 14 -0.1 14 -0.4 13 -0.5 13 -0.5 13 │ -1.0 -1.0 IWM │   +1.4   +0.7   +1.1   +1.0   +0.0   +1.1 │ me │ -4.9 -5.5 -5.1 -5.8 -5.5 -5.4 │ floor │ -7.8 -7.7 -7.7 -7.7 -7.3 -7.3 │

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
FRED		OC 20	(Skipped)		$14.31			(Not yet)
URTY		OC 28 13:00	12:00		$79.36	$79.03		(Not yet)
UWM ¹		NO 14	09:38		$86.01			NO 20 09:30			$82.97	$82.87		-0.51%
UWM ²		NO 21	(Skipped)		$85.85			(Not yet)

FRED: Would be +0.5 by now if I had bought it.

URTY: TRIX(s) went negative on Thursday at 3pm, but then TRIX(q) went positive on Friday at 10am, so no sale.  This trade is now a short-term hold until TRIX(q) goes negative again, which could happen on Monday.  Conditions still look favorable for getting out of this with a small profit.

UWM ¹: Did not go up after four days, so I got a “Sell” signal Wednesday night and sold at Thursday’s open — near the low of the week!

UWM ²: Indicators were still on a “Buy” signal Thursday night but I decided not to put in the order — which would have been filled Friday afternoon.  I suppose I could buy it next week, but the market looks very toppy so I don’t feel like it.

YHOO: “Buy” signals for Monday and Tuesday, but limit prices not reached.

ATML: “Buy” signal for Friday, but I didn’t put in the order and it wouldn’t have filled.  Another “buy” signal for next Monday.  I guess I’ll try for that one.

Week of 2014 NO 14

IWM rose by 0.1% again this week, while my account was unchanged.  The loss-floor has fallen to -7.8%.

Holiday: Tuesday was Remembrance Day (= “Veterans Day” in the US).  Markets were open, but trades did not settle.

End of week allocations: 87% equities, 60% cash USD

% gain size │ Max loss Sym Buy │ Fri Mon Tue Wed Thu Fri │ Beg End URTY OC28 │ +1.3 15 +1.5 15 +1.6 15 +1.8 16 +1.4 15 +1.3 15 │ -1.1 -0.6 UWM NO14 │ -0.1 14 │ -1.0 -1.0 IWM │   +1.3   +1.9   +1.9   +2.4   +1.4   +1.4 │ me │ -4.9 -4.7 -4.6 -4.4 -4.8 -4.9 │ floor │ -7.2 -7.3 -7.2 -7.0 -6.8 -7.8 │

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
FRED		OC 20	(Skipped)		$14.31			(Not yet)
URTY		OC 28 13:00	12:00		$79.36	$79.03		(Not yet)
UWM		NO 14	09:38		$86.01			(Not yet)

URTY: The TRIX(s) indicator is flattening out.  This might sell soon.

UWM: Doesn’t look very hopeful, unless the market jumps next week.

YHOO: “Buy” signal for Monday.  Seems quite unlikely that the limit-price will be reached.

Week of 2014 NO 07

IWM rose by 0.1% this week, while my account fell 0.7%.  The loss-floor has risen to -7.2%.

End of week allocations: 45% equities, 74% cash USD

% gain size │ Max loss Sym Buy │ Fri Mon Tue Wed Thu Fri │ Beg End TNA OC16 │ +5.1 26 +5.0 26 +4.4 26 +4.4 26 +4.4 26 +4.4 0 │ +1.76 +2.9 URTY OC28 │ +1.3 15 +1.2 15 +1.0 15 +1.1 15 +1.3 15 +1.3 15 │ -1.1 -1.1 IWM │   +1.2   +1.1   +0.6   +0.8   +1.2   +1.3 │ me │ -4.2 -4.3 -5.2 -5.1 -4.9 -4.9 │ floor │ -9.9 -8.8 -7.2 -7.2 -7.3 -7.2 │

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
FRED		OC 20	(Skipped)		$14.31			(Not yet)
TNA		OC 16 11:00			$59.41	$59.21		NO 04 11:00			$73.46	$73.42		+4.20%	4.17%
		OC 20 11:00			$61.09	$61.15
URTY		OC 28 13:00	12:00		$79.36	$79.03		(Not yet)

TNA: Excellent!  Bought near the bottom of the roller-coaster and sold near the top.

UWM, YHOO, ATML: “Buy” signals off and on all week, but limit-prices never reached.  All three of these have “buy” signals for Monday.

Week of 2014 OC 31

IWM rose by 4.7% this week, while my account rose 3.8%.  The loss-floor has risen to -9.9%.

Over the last nine weeks, my account has risen 2% while IWM is unchanged.  Progress!  But, over the 27 weeks, my account is roughly unchanged while IWM is about 4% higher.  Going nowhere!

Financial news: On Wednesday, the US Fed confirmed that they will stop their $500 billion/year money-printing program to prop up the US stock market.  Then, the Bank of Japan announced a $700 billion/program money-printing program to prop up, among other things, the US stock market!  So it looks like the market has nowhere to go but up because one central bank or another will constantly print money as needed.

End of week allocations: 123% equities, 48% cash USD

% gain size │ Max loss Sym Buy │ Fri Mon Tue Wed Thu Fri │ Beg End TNA OC16 │ +1.8 24 +1.7 24 +3.6 25 +3.5 25 +4.1 26 +5.1 26 │ -0.6 +1.7 URTY ¹  OC23 │ +0.0 43 -0.8 41 -0.8 -0.8 -0.8 0 │ -0.8 -0.8 URTY ² OC28 │ +0.4 15 +0.3 14 +0.7 15 +1.3 15 │ -0.9 -1.1 IWM │   -3.5   -3.6   -0.9   -1.1   -0.2   +1.2 │ me │ -8.0 -8.9 -6.5 -6.8 -5.8 -4.2 │ floor │ -11.1 -10.1 -10.7 -10.8 -9.9 -8.0 │

TNA: Doing great!  Max-loss will be going to +2.8 on Monday morning.

URTY ¹: Naturally, the market drops just far enough to hit my stop, then zooms higher.

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
FRED		OC 20	(Skipped)		$14.31			(Not yet)
TNA		OC 16 11:00			$59.41	$59.21		(Not yet)
		OC 20 11:00			$61.09	$61.15
URTY ¹		OC 23 11:00			$75.61	$75.73		OC 27 10:00	9:31		$73.96	$73.94		-0.33%	-0.77%
		(Nope)	OC 24 12:00			$74.89
		(Nope)	OC 24 14:00			$75.21
URTY ²		OC 28 13:00	12:00		$79.36	$79.03		(Not yet)

FRED: Skipped this buy because I thought the market would go down.  But it didn’t.  Would be up +1.2 by now if I had bought it!

UWM: “Buy” signals all week, but I didn’t put in the purchase orders and they wouldn’t have triggered anyway.  Another “buy” signal for Monday, but there’s no way it will trigger so I won’t bother.

ATML: “Buy” signal for Monday.  I think I’ll put in the order for this one.

Week of 2014 OC 24

IWM rose by 3.2% this week, while my account rose 2.6%.  The loss-floor has risen to -11.1%.

Over the last four weeks, IWM is unchanged while my account has risen 1.8%.  Progress!

End of week allocations: 201% equities, 23% cash USD

% gain size │ Max loss Sym Buy │ Fri Mon Tue Wed Thu Fri │ Beg End URTY ¹  OC14 │ +0.5 15 +0.9 15 +1.6 16 +1.5 16 +1.5 16 +1.5 16 │ -1.2 +1.5 TNA OC16 │ +0.1 11 +0.5 23 +1.5 24 +0.6 23 +1.7 24 +1.8 24 │ -1.1 -0.6 URTY ² OC22 │ -0.2 14 -0.2 14 -0.2 14 │ -0.2 -0.2 URTY ³ OC23 │ -0.2 14 +0.0 43 │ -1.7 -0.8 [cash] │ 62 50 50 36 21 -7 │ IWM │   -6.7   -5.6   -4.0   -5.4   -3.7   -3.5 │ me │ -10.6 -9.8 -8.0 -9.2 -8.3 -8.0 │ floor │ -13.4 -14.5 -11.3 -10.4 -10.7 -11.1 │

TNA: Excellent!  Bought more just before the market jumped.

URTY: Stop-oscillation due to price wobbling above and below SMA(s).  The stop for Wednesday was ridiculously tight and so the trade stopped out after an hour.  There were multiple extraneous purchases on Friday (see below).  I’m not too worried about my ridiculously-high exposure (200% long???) because the stop is so tight right now, but if closing-price drops below SMA(s) and causes the stop-price to drop sharply, I should sell the extraneous shares to reduce my risk.

[cash]: Because the robot went crazy on Friday, my settled-cash has gone negative and I am not supposed to sell URTY ³ until that gets fixed.  However, both URTY ¹ and URTY ² will settle at Monday’s open so no worries.

[out]: I am running out of money to buy food and the income I was expecting this month has been delayed.  I will probably have to make another withdrawal soon.  That’s probably for the best since I am not making any money at this game.

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 ¹		OC 14 13:00			$66.15	$66.17		OC 22 10:00	09:36		$74.14	$74.08		+1.49%	+1.52%
TNA		OC 16 11:00			$59.41	$59.21		(Not yet)
		OC 20 11:00			$61.09	$61.15
URTY ²		OC 22 11:00			$75.00	$75.04		OC 22 13:00	12:17		$74.08	$74.02		-0.21%
URTY ³		OC 23 11:00			$75.61	$75.73		(Not yet)
		(Nope)	OC 24 12:00			$74.89
		(Nope)	OC 24 14:00			$75.21

URTY ¹: Excellent!

URTY ²: Stop was ridiculously tight, so stopped out almost immediately.

URTY ³: Robot thought had stopped out by 11am, but it hadn’t.  Robot them bought back at 12pm, thought it stopped out again at 1pm, bought another tranche at 2pm, thought it stopped out again at 3pm.  I was travelling and couldn’t do anything while this was happening.  The 4pm update fixed things somehow.  Need to look into this.

Week of 2014 OC 17

(Yup, another post that’s a whole week late — so at least I already know that next week will be better.)

IWM rose by 2.3% this week, while my account fell 0.2% to its lowest value ever.  The loss-floor has fallen to -13.4%, tying its lowest value ever back in June.

This week the market bounced as expected, but the bounce was larger than expected and so the crash predicted for Halloween might be delayed into November.

End of week allocations: 78% equities, 62% cash USD

% gain size │ Max loss Sym Buy │ Fri Mon Tue Wed Thu Fri │ Beg End SRTY ¹  OC13 │ -0.4 11 -0.4 11 -0.4 11 -0.4 0 │ -0.7 -0.7 SRTY ² OC14 │ -0.4 11 -0.4 11 -0.4 11 -0.4 0 │ -0.3 -0.3 URTY OC14 │ -0.3 14 +0.1 15 +0.6 15 +0.5 15 │ -1.0 -1.2 TNA OC16 │ +0.2 11 +0.1 11 │ -1.1 -1.1 IWM │   -9.0   -9.4   -8.3   -7.4   -6.4   -6.7 │ me │ -10.4 -10.8 -11.5 -11.0 -10.4 -10.6 │ floor │ -10.4 -10.8 -13.0 -13.2 -13.8 -13.4 │

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 13 10:00			$48.64	$48.65		OC 13 13:00			$46.99	$46.90		-0.36%	-0.40%
SRTY ²		OC 14 10:00			$48.07	$48.14		OC 14 11:00	10:53		$46.64	$46.62		-0.33%	-0.35%
URTY		OC 14 13:00			$66.15	$66.17		(Not yet)
TNA		OC 16 11:00			$59.41	$59.21		(Not yet)

SRTY: Disappointing, as usual.  The market just had a major swoon while I made nothing.  This algorithm needs replacement.

Week of 2014 OC 10

IWM fell by 4.2% this week, while my account fell 0.1% to its lowest value ever.  The loss-floor has risen to -10.4%.  My account is all-cash for now.

Over the last five weeks, IWM has fallen by 10.1% while my account is down only 4.6%.  This is the first major downswing since 2011, and the first time my methods for making money off of downswings have had a serious opportunity to do something for me — but they are not working.

Some pundits are calling for a significant bounce next week, before the final crash into Hallowe’en.  If so, that seems likely to kick my TZA model into gear and (finally!) get it to bet heavily against the market.

End of week allocations: 88% cash USD

% gain size │ Max loss Sym Buy │ Fri Mon Tue Wed Thu Fri │ Beg End URTY OC03 │ -0.2 14 -0.5 14 -0.5 14 -0.5 14 -0.5 0 │ -1.2 -0.5 SRTY OC07 │ +0.2 11 +0.2 11 +0.2 11 +0.2 11 │ -0.6 -0.5 IWM │   -4.8   -5.6   -7.1   -5.4   -7.9   -9.0 │ me │ -10.3 -10.6 -10.3 -10.4 -10.4 -10.4 │ floor │ -11.3 -10.6 -11.2 -10.4 -10.4 -10.4 │

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		OC 03 11:00			$74.23	$74.15		OC 08 10:00	OC 06 11:41		$67.38	$71.60		-1.27%	-0.49%
SRTY		OC 07 11:00			$44.88	$44.90		OC 08 14:00			$45.98			+0.25%	+0.20%

URTY: There was an erroneous stop-raise on Sunday night at 9:29pm, to $71.66 which then slipped to $71.60 at the sale.  Not sure how that happened.  I see the $71.66 price in my Emacs shell buffer, associated with the date Sept. 29th, but all I see for Sunday night is that I restarted Opera then.  Weird.  Anyway, this accident cut my loss significantly!

SRTY: Disappointing, as usual.