Thursday, March 22, 2012

SPX Daily Chart Showing Keybot the Quant Algorithm Turns Bearish from 3/22/12

3/22/12: Keybot the Quant flipped to the short side at 10:51 AM EST at SPX 1392; for the year thus far SPX Benchmark is up 10.7%; Keybot algo is up 5.2%; Keybot actual trading is up 6.8%. Stay on guard for a whipsaw. Watch JJC 49.80, CRB 312.50, UTIL 447.
3/8/12: Keybot the Quant flipped to the long side at 12:04 PM at SPX 1364; whipsaw occurs; for the year thus far SPX Benchmark is up 8.4%; Keybot algo is up 3.1%; Keybot actual trading is up 5.8%. Stay on guard for a whipsaw.
3/6/12: Keybot the Quant flipped to the short side at 12:18 PM at SPX 1343; for the year thus far SPX Benchmark is up 6.8%; Keybot algo is up 4.7%; Keybot actual trading is up 7.4%. Stay on guard for a whipsaw.
2/16/12: Keybot the Quant flipped to the long side at 1:10 PM at SPX 1356; whipsaw occurs; for the year thus far SPX Benchmark is up 7.8%; Keybot algo is up 5.7%; Keybot actual trading is up 8.2%. Stay on guard for a whipsaw.
2/14/12: Keybot the Quant flipped to the short side at 2:30 PM at SPX 1342; for the year thus far SPX Benchmark is up 6.7%; Keybot algo is up 6.7%; Keybot actual trading is up 10.2%. Stay on guard for a whipsaw.
1/1/12: The new year begins. For 2011, the SPX Benchmark is flat finishing up 0%; Keybot algo finished the year up 33%; Keybot actual trading ended the year up 37%. Keybot begins 2012 remaining long. The new year begins at SPX 1258.
12/20/11: Keybot the Quant flipped to the long side at 2:49 PM at SPX 1240; for the year thus far SPX Benchmark is down 1.4%; Keybot algo is up 31.2%; Keybot actual trading is up 35.5%. Stay on guard for a whipsaw.
12/12/11: Keybot the Quant flipped to the short side at 10:25 AM at SPX 1234; for the year thus far SPX Benchmark is down 1.9%; Keybot algo is up 31.7%; Keybot actual trading is up 37.0%. Stay on guard for a whipsaw.

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