Saturday, January 21, 2012


Keybot the Quant remains long. The algo printed a number before yesterday's open but then idled along all day without any further action.  The market bulls are rolling along. The algorithm has now remained long for about five weeks. This ongoing market rally is more due to the anticipated China easing, and subsequent pop in copper, commodities and so forth, than Euro news.

Commodities, CRB, however, collapsed thru 311.50 yesterday, and remains there, allowing the bears to influence the markets negatively, but, by the close the market bulls pulled the indexes higher.  Note that the bulls needed to touch SPX 1315.50 to set off further upside but remained below all day long, only to make a run in the final minutes and fall short, printing a close and HOD at 1315.38.

The week ahead is pivotal. UTIL 439, CRB 311.50, SPX 1283 and NYA 7690 are all important, especially the utilities.  The various sectors and levels that Keybot is targeting can be discussed tomorrow after Sunday's pre-scheduled number prints out.  Extreme caution is warranted. Stay on guard, Keybot may flip to the short side at anytime, especially if the utes fail.

1/22/12; 7:00 PM EST =
1/20/12; 8:00 AM EST = +50; signal line is +36
1/19/12; 1:13 PM EST = +64; signal line is +35
1/19/12; 12:38 PM EST = +50; signal line is +34


  1. Greetings - is there anywhere on the site a record of all of the 2011 Keybot trades? I am wondering how many trades take place in a year, avg gain or loss per trade, etc. Thanks.

  2. 2011's stat's were closed out at the start of the year so simply scroll back to 1/1/12 to note the results. Average gain or loss was never tabulated. The number of trades, whipsaws, and time and date stamps are all in the previous posts.

    The SPX Index is used as the benchmark, last year it returned zero, flat as a pancake with a round trip from SPX 1258 to SPX 1258.

    The algorithm itself, purely the program only, returned 33%. The actual trading triggers off of the algorithm and uses leveraged ETF's--as long as a whipsaw has not occurred in the last 45 days--so this provides extra fire power for the actual returns, last year the bottom line return at 37%.

    All the data is archived from Keybot's inception and go-live date of 11/23/08 but will probably never be posted on line. This site started roughly a year ago to post the results continuously as they occur, so all the information you are after is there except for the first month or so of 2011.


Note: Only a member of this blog may post a comment.