Sunday, January 1, 2012

2011 RESULTS

Another successful year for Keybot the Quant. Data is now zeroed to begin tallying 2012.

2/5/12; 7:00 PM EST =
2/3/12; 9:00 AM EST =
1/31/12; 10:00 AM EST =
1/29/12; 7:00 PM EST =
1/27/12; 10:00 AM EST =
1/22/12; 7:00 PM EST =
1/19/12; 9:00 AM EST =
1/15/12; 7:00 PM EST =
1/13/12; 10:00 AM EST =
1/8/12; 7:00 PM EST =
1/6/12; 9:00 AM EST =
1/1/12; 7:00 PM EST Starting 2012 Data = -10; signal line is -20
1/1/12; Begin 2012 Data Set = -10; signal line is -20; go long 1258; (Benchmark SPX for 2012  = 0%)(Keybot this trade = 0%; Keybot for 2012 = 0%)(Actual this trade = 0%; Actual for 2012 = 0%)

Keybot the Quant Begins 2012 on the Long Side from SPX 1258. All Data 0%. Begin 2012.

End – End – End – End – End – End – End – End – End – End – End

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START 2012 PROGRAM

Begin Printing

Mark and Set

Time and Date Stamp 1/1/12; 6:11 AM EST

START 2012 PROGRAM

End – End – End – End – End – End – End – End – End – End – End

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2011 RESULTS:

SPX Benchmark Final 2011:  0% Return (SPX Started at 1258 and Ended at 1258)
Keybot the Quant Final 2011:  37% Return (Highlight was Keybot Riding the August 2011 Crash Downwards on the Short Side)

Keybot the Quant is a long-short algorithm that oscillates between a bullish position and a bearish position with no middle ground.

Number of Position Moves (Long to Short or Short to Long) During 2011:  44
Number of Broker Commissions Required During 2011:  86

Benchmark SPX During 2012:  0% Return
Keybot the Quant Algorithm (the Quant Program Only) During 2012: +32.7% Return
Keybot the Quant Actual Trading (Actual Trading with the Quant Using ETF’s) During 2012:  +36.9% Return

Begin Printing

FINAL 2011

Mark and Set

Time and Date Stamp 1/1/12; 5:19 AM EST

End – End – End – End – End – End – End – End – End – End – End

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1/1/12; Algorithm Zeroed for 2012 Data = -10; signal line is -20; go long 1258; (Benchmark SPX for 2011 Final = 0%)(Keybot this trade = +1.5%; Keybot for 2011 Final = +32.7%)(Actual this trade via MDY = +1.4%; Actual for 2011 Final = +36.9%)
1/1/12; 7:00 PM EST EOM EOQ4 EOY2011 = -10; signal line is -20
12/27/11; 3:37 PM EST = -10; signal line is -21
12/27/11; 11:09 AM EST = +6; signal line is -21
12/27/11; 10:52 AM EST = -10; signal line is -22
12/27/11; 10:00 AM EST = +6; signal line is -21
12/27/11; 9:47 AM EST = +6; signal line is -20
12/25/11; 7:00 PM EST = -10; signal line is -20
12/22/11; 10:00 AM EST = -10; signal line is -20
12/21/11; 2:36 PM EST = -10; signal line is -20
12/21/11; 9:35 AM EST = -26; signal line is -19 but algorithm says stay long
12/20/11; 2:49 PM EST = -10; signal line is -17; go long 1240; (Benchmark SPX for 2011=-1.4%)(Keybot this trade=-0.5%; Keybot for 2011=+31.2%)(Actual this trade via RWM=-1.5%; Actual for 2011=+35.5%)
12/20/11; 2:32 PM EST = -10; signal line is -17 but algorithm says stay short
12/20/11; 9:30 AM EST = -26; signal line is -16

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