  Properties of the self-adjusted Monte Carlo algorithm applied to 2d Ising
ferromagnet are studied numerically. The endogenous feedback form expressed in
terms of the instant running averages is suggested in order to generate a
biased random walk of the temperature that converges to criticality without an
external tuning. The robustness of a stationary regime with respect to partial
accessibility of the information is demonstrated. Several statistical and
scaling aspects have been identified which allow to establish an alternative
spin lattice model of the financial market. It turns out that our model alike
model suggested by S. Bornholdt, Int. J. Mod. Phys. C {\bf 12} (2001) 667, may
be described by L\'evy-type stationary distribution of feedback variations with
unique exponent $\alpha_1 \sim 3.3$. However, the differences reflected by
Hurst exponents suggest that resemblances between the studied models seem to be
nontrivial.
