Week of 2014 MR 28

IWM fell by 3.7% this week, while my account fell 2.2%.  The loss-floor has risen to -2.1% because I am out of the market.

In the last nine weeks, the market has gained 0.8% while I have gained 0.5%.  Boring!

End of week allocations: 90% cash

% gain size │ Max loss Sym  Buy │  Fri  Mon  Tue  Wed  Thu  Fri │ Beg   End   FRED MR06 │ +0.1 12 +1.0 12 -0.4 12 -0.5 12 -1.1 11 -1.1 11 │ -0.8 -0.8 YHOO MR14 │ +0.5 15 -0.1 15 -0.3 15 -0.3 15 -0.3 15 -0.3 0 │ -0.7 -0.7 URTY MR17 │ +0.0 13 -0.4 13 -0.2 13 -0.2 13 -0.2 13 -0.2 0 │ -1.3 -1.3 UWM MR21 │ -0.1 13 +0.0 13 +0.0 13 +0.0 13 +0.0 0 │ -0.8 -0.8 IWM │   +3.0   +1.8   +1.5   -0.4   -0.7   -0.7 │ me │ +0.1 -0.8 -1.3 -1.4 -2.1 -2.1 │ floor │ -3.9 -3.1 -1.7 -1.7 -2.1 -2.1 │

Stock-trading robot

The robot remains non-functional.  I put in a lot of time at my day-job this week and made money that way!  Still continuing to put off that OS upgrade for the robot’s server-in-the-cloud.

Ticker Symbol		Buy date			Buy price			Sell date			Sell price			Acct Profit
		Model	Actual		M	A		Model	Actual		M	A		M	A
FRED		MR 06 09:30			$19.90			MR 27	MR 27 09:30		$18.57	$18.13		-0.86%	-1.11%
YHOO		MR 14 09:30			$36.69	$36.73		MR 25 09:30	MR 25 12:11		$37.00	$36.02		+0.08%	-0.32%
URTY		MR 17 14:00			$93.76	$94.03		MR 24 11:00	MR 25 09:30		$90.00	$92.96		-0.48%	-0.19%
UWM		MR 18	MR 24 14:30		$88.81	$89.60		MR 24 09:30			$90.23	$90.02		+0.15%	+0.02%
SRTY ¹		MR 24 13:00	(Skipped)		$39.88			MR 25 10:00			$38.36			-0.35%	+0.00%
SRTY ²		MR 26 15:00	(Skipped)		$40.54			MR 28 10:00			$40.99			+0.11%	+0.00%
SRTY ³		MR 28 15:00	(Skipped)		$41.96			(Not yet)							+0.00%

FRED: Nasty stop-out!  Opened at $18.84, fell to $18.05 within the first minute.  Schwab sold 7% of my shares at around $18.31, 23% of them at $18.29, and 70% at about $18.06

YHOO: Sold late.  Due to robot screw-up, I didn’t notice that I was supposed to put in a sell order for this one!

URTY: Sold late due to robot failure.  Lucked out — I lost less money than expected!

UWM: At least I didn’t lose money on this one!  In retrospect, I would have been better off skipping this trade (which had been postponed due to lack of liquid cash).

SRTY: Skipped these trades because the robot is not working.

Week of 2014 MR 21

IWM rose by 0.9% this week, while my account rose 0.2%.  The loss-floor has fallen to -3.9%.

World news: Crimea has asked to join the Russian Federation.  The US, Canada, and Russia are banning each other’s diplomats from visiting.

End of week allocations: 66% equities, 36% cash

% gain size │ Max loss Sym  Buy │  Fri  Mon  Tue  Wed  Thu  Fri │ Beg   End   FRED MR06 │ +0.1 12 +0.1 12 +0.2 12 +0.0 12 +0.1 12 +0.1 12 │ -0.8 -0.8 ATML MR10 │ +0.2 13 +0.3 14 +0.3 13 +0.3 14 +0.3 0 │ -1.2 -1.2 UWM ¹ MR11 │ -0.3 13 -0.1 13 -0.1 13 -0.1 13 -0.1 0 │ -0.7 -0.7 YHOO MR14 │ +0.3 15 +0.9 16 +1.1 16 +0.7 16 +0.4 15 +0.5 15 │ -0.6 -0.7 AGQ MR17 │ -0.2 13 -0.2 13 -0.2 13 -0.2 0 │ -0.2 -0.2 URTY MR17 │ -0.2 13 +0.4 13 +0.1 13 +0.2 13 +0.0 13 │ -1.3 -1.3 UWM ² MR21 │ -0.1 13 │ -0.8 -0.8 IWM │   +2.1   +2.5   +4.0   +3.3   +3.5   +3.0 │ me │ -0.1 +0.5 +1.2 +0.5 +0.3 +0.1 │ floor │ -3.7 -3.0 -3.1 -3.2 -3.1 -3.9 │

Stock-trading robot

The robot is no longer functional.  Hourly fetches of the IWM price are working, but all automated trades now fail with JavaScript errors.  Schwab’s website looks different now, but automated trading still works just fine in my laptop copy of Opera, so I guess the server needs a browser upgrade.  Unfortunately, the latest version of Opera will not work with CentOS 5, so I have to upgrade the server to CentOS 6, which would involve wiping the thing and setting it up again.  I am not looking forward to that, and especially to the fact that it’s a EMERGENCY because the damned thing is just not working at all right now.

Ticker Symbol		Buy date			Buy price			Sell date			Sell price			Acct Profit
		Model	Actual		M	A		Model	Actual		M	A		M	A
FRED		MR 06 09:30			$19.90			(Not yet)
ATML		MR 10	MR 10 10:40		$8.15			MR 17 09:30			$8.38			+0.34%
UWM ¹		MR 11	MR 11 12:16		$89.27			MR 17 09:30			$88.81			-0.09%	-0.10%
YHOO		MR 14 09:30			$36.69	$36.73		(Not yet)
AGQ		MR 17 09:30			$74.36			MR 17	MR 17 14:30		$73.66	$73.60		-0.26%	-0.17%
URTY		MR 17 14:00			$93.76	$94.03		(Not yet)
UWM ²		MR 18	MR 24 14:30		$88.81	$89.60		(Not yet)

ATML: Good trade!  Got a “Buy” signal for Tuesday, but my settled cash went to -2% on Monday so I skipped this trade.  Limit wouldn’t have been reached, anyway.  Another “Buy” signal for Wednesday — ditto.  And again for Thursday.

AGQ: Stopped out the same day I bought it.  Has been falling ever since.

URTY: Bought back for an effective loss of -0.5 over just holding it.

UWM ²: Skipped a buy-order for Tuesday, but would have succeeded and for a very good price.  Finally bought UWM on Friday — now I have a “Sell” order for Monday because it didn’t go up all week!

Week of 2014 MR 14

IWM fell by 1.9% this week, while my account fell 0.8%; the gap between them has decreased to -2.2%.  My loss-floor has fallen to -3.7%.

World news: The Crimean crisis continues.  India supports Russia.  The EU supports the USA.

End of week allocations: 66% equities, 36% cash

% gain size │ Max loss Sym  Buy │  Fri  Mon  Tue  Wed  Thu  Fri │ Beg   End   URTY FE06 │ +2.9 13 +2.8 13 +2.4 13 +2.5 13 +2.1 12 +2.1 12 │ +1.3 +1.4 TNA MR04 │ -0.2 10 -0.3 10 -0.3 10 -0.3 10 -0.3 0 │ -0.5 -0.3 FRED MR06 │ +0.2 12 +0.2 12 +0.0 12 +0.2 12 +0.1 12 +0.1 12 │ -0.8 -0.8 ATML MR10 │ +0.0 13 -0.2 13 -0.2 13 -0.3 13 +0.2 13 │ -1.1 -1.2 UWM MR11 │ -0.2 13 -0.1 13 -0.4 13 -0.3 13 │ -0.7 -0.7 YHOO MR14 │ +0.3 15 │ -0.5 -0.6 IWM │   +4.0   +3.6   +2.5   +2.8   +1.7   +2.1 │ me │ +0.7 +0.5 -0.4 -0.1 -1.0 -0.1 │ floor │ -2.2 -3.0 -3.7 -3.7 -3.1 -3.7 │

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		FE 06 11:00	FE 06 12:34		$75.45	$75.05		MR 13 14:00			$91.17	$90.90		+2.05%	+2.08%
TNA		MR 04 11:00			$85.87	$85.90		MR 10 11:00	MR 10 10:12		$83.44	$83.41		-0.32%	-0.33%
FRED		MR 06 09:30			$19.90			(Not yet)
ATML		MR 10	MR 10 10:40		$8.15			(Not yet)
UWM		MR 11	MR 11 12:16		$89.27			(Not yet)
YHOO		MR 14 09:30			$36.69	$36.73		(Not yet)

URTY: Great trade!

TNA: Stopped out.

ATML: Has failed to go up for four days.  Sell at Monday’s open.

UWM: Has failed to go up for three days.  Sell at Monday’s open.

YHOO: Unclear why I didn't get the opening price, which was below my limit-price.

AGQ: Buy-order for Monday; limit $74.38.

Week of 2014 MR 07

IWM rose by 1.9% this week, to a new all-time high.  My account did not change.  The loss-floor has fallen to -2.2%.

World news: Russia has sent troups into Crimea, after a “popular” revolution in Ukraine that the Americans were apparently promoting via the CIA, as is their wont.  China and India support Russia.  There seems little the West can do about this, so WWIII is probably not imminent.

The gap between market performance and my performance (blue line and green bars) has now increased to 3.3%, due primarily to the sudden rally on Tuesday.  This was presumably the US Fed doing its usual panic money-printing to prevent the market from falling any further on war fears.  My robot’s cautiousness will keep causing it to lose money — until someday the market finally overwhelms the Fed and insists on having a correction, which hasn’t happened since August 2011.  A 20% correction is way overdue.

End of week allocations: 81% equities, 55% cash

% gain size │ Max loss Sym  Buy │  Fri  Mon  Tue  Wed  Thu  Fri │ Beg   End   URTY FE06 │ +2.3 12 +2.1 12 +3.0 13 +3.0 13 +3.0 13 +2.9 13 │ +0.9 +1.3 TNA¹ FE11 │ +2.7 22 +2.0 22 +2.0 22 +2.0 22 +2.0 0 │ +1.9 +2.0 TNA² MR04 │ -0.1 10 -0.1 10 -0.1 10 -0.2 10 │ -1.2 -0.5 FRED MR06 │ -0.0 12 +0.2 12 │ -0.9 -0.8 IWM │   +2.1   +1.5   +4.1   +4.0   +4.0   +4.0 │ me │ +0.7 -0.2 +0.6 +0.6 +0.6 +0.7 │ floor │ -1.4 -1.3 -2.0 -2.0 -2.8 -2.2 │

TNA: Jumped out of this, then market rose, then jumped back in.  Poor timing!

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		FE 06 11:00	FE 06 12:34		$75.45	$75.05		(Not yet)
TNA¹		FE 11 12:00	FE 11 12:28		$69.56	$69.76		MR 03 11:00	MR 03 10:14		$77.97	$77.95		+2.05%	+2.01
		FE 13 12:00			$71.64	$71.59
TNA²		MR 04 11:00			$85.87	$85.90		(Not yet)
FRED		MR 06 09:30			$19.90			(Not yet)
AGQ		MR 07 09:30	(Skipped)		$71.00			MR 07 09:30			$70.81			-0.09%	0.00%

TNA¹: Stopped out just before market reversed back up.  Technically a good trade, both profitable and hewing close to model.

AGQ: Got a “buy” signal for Friday, but skipped it because SMA(q) was below CHANDELIER⁻(c,a).  The recently-added rule to skip these guaranteed-bad trades was ineffective because SLV (which I chart) had a small amount of headroom between limit-price and stop-price, while AGQ (which I trade) did not.

YHOO: Buy-limit not reached on Thursday.

ATML: Buy-limit not reached Thursday (off by a penny) or Friday (wish I had bought Thursday).  Try again next Monday.

UWM: Will try to buy it next Monday.

Week of 2014 FE 28

IWM rose by 1.7% this week, to a new all-time high.  My account rose 1.0%.  The loss-floor has risen to -1.4%.

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

% gain size │ Max loss Sym  Buy │  Fri  Mon  Tue  Wed  Thu  Fri │ Beg   End   URTY FE06 │ +1.7 12 +2.0 12 +2.0 12 +2.2 12 +2.4 12 +2.3 12 │ +0.8 +0.9 AGQ FE07 │ +2.0 12 +2.2 12 +2.1 12 +1.4 11 +1.4 11 +1.4 11 │ +1.2 +1.4 TNA FE11 │ +1.6 22 +2.2 22 +2.2 22 +2.6 23 +3.0 23 +2.7 23 │ +0.7 +1.9 IWM │   +0.4   +1.3   +1.3   +1.9   +2.5   +2.1 │ me │ -0.3 +0.8 +0.7 +0.6 +1.2 +0.7 │ floor │ -2.9 -3.1 -3.0 -2.0 -1.8 -1.4 │

URTY: Still think the robot’s stop-prices are too low.  Stop was calculated as +0.5 on Monday and has risen slowly this week — more slowly than stockcharts.com’s charts suggest it should have.

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		FE 06 11:00	FE 06 12:34		$75.45	$75.05		(Not yet)
AGQ		FE 11	FE 07 09:30		$66.11	$65.04		FE 26	FE 26 10:44		$74.36	$74.29		+1.59%	+1.39%
TNA		FE 11 12:00	FE 11 12:28		$69.56	$69.76		(Not yet)
		FE 13 12:00			$71.64	$71.59

AGQ: Looks like the stop was set too low.  This needs looking into.

UWM: Buy-limit not reached Monday or Tuesday.  Didn’t bother on Wednesday (it wouldn’t have been reached).

ATML: Buy-limit not reached Tuesday, Wednesday, or Thursday.

Week of 2014 FE 21

IWM rose by 1.3% this week, while my account rose 1.6%.  The loss-floor has risen to -2.9%, its highest value since last May.

US markets were closed on Monday for Presidents’ Day.

End of week allocations: 102% equities, 24% silver, 44% cash

% gain size │ Max loss Sym  Buy │  Fri  Mon  Tue  Wed  Thu  Fri │ Beg   End   URTY FE06 │ +1.2 12 +1.6 12 +1.3 12 +1.6 12 +1.7 12 │ +0.5 +0.8 AGQ FE07 │ +1.7 12 +2.2 12 +1.7 12 +2.0 12 +2.0 12 │ +0.7 +1.2 TNA FE11 │ +0.8 21 +1.5 22 +0.8 21 +1.5 22 +1.6 22 │ -0.9 +0.7 IWM │   -0.9      +0.1   -0.9   +0.1   +0.4 │ me │ -1.9 -0.4 -1.9 -0.5 -0.3 │ floor │ -5.3 -4.5 -4.6 -3.6 -2.9 │

On Wednesday around 4:20pm, Yahoo! Finance was offline, so stop-updates for URTY and AGQ did not happen.  Yahoo came back an hour later, but the stops wouldn't have changed much anyway so I didn’t bother rerunning the update.

URTY: On Friday, the robot set the stop loss to +0.5, but my manual calculations came out to +0.8.  I raised the stop manually, but this needs investigation.

Stock-trading robot

No trades this week.

Double-TRIX trading model

Tuesday night, the robot generated a “buy” signal for UWM, but the signal was invalid because SMA(q) was less than CHANDELIER(+) so if the order had actually filled, it would have immediately stopped out.  I added a new rule: “do not buy if limit-price is less than stop-price”.  The new rule prevented a buy-order Wednesday night, but there was a valid “buy” generated Thursday night, which did not hit its limit during Friday’s session.  There is another ”buy” order for Monday.

Week of 2014 FE 14

IWM rose by 2.9% this week, while my account rose 3.3%.  The loss-floor has risen sharply to -5.3%.  Seven weeks into the year, I have made back recent losses and my returns once again lag the broad market’s by only 1%.  The recent correction was not deep enough for my trading system to be much better than just staying fully invested all the time.

Equities and precious metals are both rising, while the dollar is falling.  Can you say “inflation”, boys and girls?

End of week allocations: 99% equities, 22% silver, 45% cash

% gain size │ Max loss Sym  Buy │  Fri  Mon  Tue  Wed  Thu  Fri │ Beg   End   SCHH JA31 │ +0.1 11 +0.1 11 +0.1 0 │ SRTY FE05 │ -0.3 10 -0.3 10 -0.3 0 │ ATML FE06 │ -0.1 10 -0.1 10 -0.1 0 │ URTY FE06 │ +0.3 11 +0.4 11 +0.6 11 +0.8 11 +1.2 12 +1.2 12 │ -1.5 +0.5 AGQ FE07 │ +0.1 11 +0.2 11 +0.3 11 +0.3 11 +0.7 11 +1.7 12 │ -0.2 +0.7 TNA FE11 │ -0.0 11 +0.1 11 +0.7 21 +0.8 21 │ -0.9 -0.9 IWM │   -3.8   -3.6   -2.7   -2.3   -1.1   -0.9 │ me │ -5.2 -5.1 -4.7 -4.4 -3.1 -1.9 │ floor │ -7.3 -7.0 -7.5 -7.0 -6.7 -5.3 │

URTY: On Thursday, price rose above hourly SMA(180), causing a sudden jump in my stop-price.  This is the opposite of the sudden drops seen in the previous two weeks.  It might be better if I had four stop-price régimes instead of two, as currently the two régimes give sharply-different prices.

AGQ: Sudden jump on Friday!

TNA: Max-loss is back to unchanged, even though I doubled my position.

cash: My spreadsheet’s numbers now match Schwab’s; apparently there was something wrong with one of the recently-sold positions that settled on Tuesday.

me: My spreadsheet’s numbers now match Schwab’s, but didn’t earlier in the week.  I suspect that something is still wrong.

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		FE 06 11:00	FE 06 12:34		$75.45	$75.05		(Not yet)
AGQ		FE 11	FE 07 09:30		$66.11	$65.04		(Not yet)
TNA		FE 11 12:00	FE 11 12:28		$69.56	$69.76		(Not yet)
		FE 13 12:00			$71.64	$71.59

AGQ: Switched to new model, which had me buy on Tuesday instead of last Friday.  Meanwhile, due to yet another records-adjustment, the official results now say that Tuesday’s low was one penny too high, and stayed above SMA(q) for the rest of the week, so the latest numbers have me missing out on entire run-up in silver.  I noticed this because the robot grabs daily data each day at 4:20pm (and retains these values rather than downloading updates for previous days), while the above table uses a different database with data for the whole week downloaded on Friday (stockcharts.com and Yahoo both agree on the change, so apparently this was an official back-dated adjustment).  I changed the once-per-week data to match my model.  Anyway, it’s really lucky that I bought on Friday using the previous double-TRIX parameters!

TNA: Bought late because Schwab’s price-quoter got hung up and I didn’t notice for half an hour.  Bought the second tranche on time at noon, even though Rogers screwed up and I didn’t get the robot’s email until 5pm.  Good thing I have the robot set to do its own thing and not wait for my manual approval!