Keybot the Quant flips long at 5656 before munch time today but obviously, the timing is bad since King Donnie is trashing the stock market this evening after he kicks off the Trump Trade and Tariff War. S&P futures are in the tank down a couple hundo points about -3.4%. A 2x leveraged ETF to the long side is going to get bludgeoned by about -7% tomorrow if futures remain extremely negative.
This week is all about the NYA, SPX and banks. NYA 19365, SPX 5715 and XLF 49.67 are the bull/bear lines in the sand. XLF and NYA are creating bullishness while SPX is in the bear camp. Tomorrow all will likely be in the bear camp.
Do not be surprised if the quant flips back to the short side tomorrow and if so, it will be a hefty loss. Fortunately, the actual trading is up about +12% this year. Markets will be a mess overnight so you have to wait for the smoke to clear.
On the last trade that ran for only 4 trading days, the quant program and actual trading log marginal losses. For the year thus far, the benchmark SPX is down about -4% while the algo program is up about +4% and actual trading generated by the quant up about +12%. Keybot exited SDS and entered DDM.
It looks like a Black Thursday is on tap. Trump flushed the stock market down the toilet with his protectionism a la the 1930's.
4/6/25;
7:00 PM EST =
4/4/25;
9:00 AM EST =
4/2/25; 11:27 AM EST = -3; signal line is -13; go long 5656;
(Benchmark SPX for 2025 = -3.8%)(Keybot algo this trade = -0.2%; Keybot algo
for 2025 = +3.9%)(Actual results this trade = -0.4%; Actual results for 2025 =
+11.5%)
4/2/25;
10:29 AM EST = -3; signal line is -14 but algorithm remains short
4/2/25;
10:06 AM EST = -17; signal line is -14
4/2/25;
9:36 AM EST = -33; signal line is -13
4/1/25;
3:59 PM EST = -3; signal line is -12 but algorithm remains short
4/1/25; 3:48 PM EST = -19; signal line is -12
4/1/25;
1:33 PM EST = -33; signal line is -12
4/1/25;
1:25 PM EST = -19; signal line is -11
4/1/25;
11:04 AM EST = -3; signal line is -12 but algorithm remains short
4/1/25;
10:59 AM EST = -19; signal line is -12
4/1/25;
9:41 AM EST = -33; signal line is -13
4/1/25;
9:36 AM EST = -17; signal line is -12
3/31/25;
7:00 PM EST EOM EOQ1 = -3; signal line is -13 but algorithm remains short
3/31/25;
3:10 PM EST = -3; signal line is -13 but algorithm remains short
3/31/25;
2:42 PM EST = -19; signal line is -14
3/30/25;
7:00 PM EST = -33; signal line is -14
3/28/25;
11:57 AM EST = -33; signal line is -14
3/28/25;
11:37 AM EST = -19; signal line is -15
3/28/25;
10:36 AM EST = -33; signal line is -16
3/28/25; 10:11 AM EST = -19; signal
line is -17; go short 5643; (Benchmark SPX for 2025 = -4.1%)(Keybot algo
this trade = -0.4%; Keybot algo for 2025 = +4.1%)(Actual results this trade = -1.3%;
Actual results for 2025 = +11.9%)