Monday, March 30, 2015

STOCK MARKET BULLISH -- LONG -- CAUTION

Keybot the Quant flips to the long side today shortly after the opening bell at SPX 2082. The algo exits DOG and enters DIA. The Keybot algorithm program is flat on the last trade with the actual trading taking a minor loss. The benchmark index remains up +1.1% on the year.

4/5//15; 7:00 PM EST =
4/3/15; 9:00 AM EST =
3/31/15; 7:00 PM EST EOM =
3/31/15; 10:00 AM EST =
3/30/15; 11:16 AM EST = +66; signal line is +43
3/30/15; 10:11 AM EST = +50; signal line is +42
3/30/15; 10:01 AM EST = +66; signal line is +42
3/30/15; 9:46 AM EST = +50; signal line is +41; go long 2082; (Benchmark SPX for 2015 = +1.1%)(Keybot algo this trade = +0.0%; Keybot algo for 2015 = -0.4%)(Actual results this trade = -0.4%; Actual results for 2015 = -3.0%)
3/29/15; 7:00 PM EST = +34; signal line is +41
3/27/15; 10:00 AM EST = +34; signal line is +41
3/26/15; 3:39 PM EST = +35; signal line is +41
3/26/15; 3:07 PM EST = +21; signal line is +41
3/26/15; 11:45 AM EST = +35; signal line is +41
3/26/15; 10:35 AM EST = +21; signal line is +42
3/26/15; 10:10 AM EST = +7; signal line is +43
3/26/15; 9:36 AM EST = +21; signal line is +45
3/25/15; 11:34 AM EST = +35; signal line is +46; go short 2082; (Benchmark SPX for 2015 = +1.1%)(Keybot algo this trade = -0.4%; Keybot algo for 2015 = -0.4%)(Actual results this trade = -0.7%; Actual results for 2015 = -2.6%)

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