SPX Daily Chart showing Keybot the Quant Algorithm Turns

Keybot flipped to the long side this morning. Stay on guard for a whipsaw since the Europe/Greece vote occurs overnight tonight and also the recent lower volume and high volatility add to the instability of the markets.

The benchmark SPX index is up 2.2% for 2011.  Keybot the Quant algorithm is up 4.8%.  Note how the actual trading percentage is down a percent on the year.  This illustrates the difficulty in execution of Keybot's signals since the markets are typically moving extremely fast when the turns occur and the actual trades can miss better entries by a few pennies. The execution can be improved over time, the key is the robot itself, and Keybot is currently beating the SPX this year, by two times.

Stay on guard for a whipsaw, expecially since the last two turn clusters showed whipsaws on 6/1 and 6/10, so we will have to wait to see what today and tomorrow brings.