Sunday, January 1, 2012

Keybot the Quant Historical Results 2008-2012

Keybot the Quant, after years of refinement and testing, went live in November 2008. Interesting timing considering that was in the middle of the Fall 2008 crash! Keybot handled it like a champ, however. Thus, in three years of operation now, 2009, 2010 and 2011, the Keybot the Quant algorithm has returned 153% by simply adding the annual percentage gains. Allowing gains to roll over and accumulate, compounding, however, results in a 335% gain over the same three year period. The algorithm began steady trading of ETF's in 2010 and all of 2011.  Thus, the only data concerning the actual ETF trades are for 2011 only and that resulted in a 37% gain this past year.

2012 Year to Date Returns (thru 1/1/12):
SPX Benchmark is 0%
Keybot the Quant Algorithm is 0%
Keybot the Quant Actual Trading is 0%

2011 Year to Date Returns:
SPX Benchmark is 0%
Keybot the Quant Algorithm was up +33%
Keybot the Quant Actual Trading was up +37%

2010 Year to Date Returns:
SPX Benchmark was up +12.8%
Keybot the Quant Algorithm was up +40%

2009 Year to Date Returns:
SPX Benchmark was 23.5%
Keybot the Quant Algorithm was up +80%

2008:
Keybot the Quant is born 11/23/08

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