Monday, July 11, 2011

SPX Daily Chart Showing Keybot the Quant Recent Turns

The turn to the bear side this morning represents the end of the bull ride from 6/28/11.  Stay on guard the next couple days for a whipsaw.

For 2011 thus far, half way finished, the SPX Benchmark Index is up 5.3% for the year.  Keybot the Quant algorithm is up 7.8% for the year.  Actual trading percentage return from the algorithm is up 2.8% for the year thus far. The lagging actual return is due to the sideways nature of the markets this year, as well as the low volatility and low volume that is difficult for the robots.  Also, commissions and other fees, and slight timing issues can cause the actual return to lag but this will work out over time.

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