Monday, April 6, 2015

STOCK MARKET BULLISH -- LONG -- CAUTION

Keybot the Quant flips to the long side this morning at SPX 2074; the choppy sideways year continues.

4/12/15; 7:00 PM EST =
4/6/15; 10:21 AM EST = +52; signal line is +42; go long 2074; (Benchmark SPX for 2015 = +0.7%)(Keybot algo this trade = -0.5%; Keybot algo for 2015 = -1.8%)(Actual results this trade = +0.1%; Actual results for 2015 = -4.0%)
4/6/15; 10:12 AM EST = +36; signal line is +43
4/6/15; 9:58 AM EST = +20; signal line is +42
4/6/15; 9:36 AM EST = +36; signal line is +41
4/5/15; 7:00 PM EST = +52; signal line is +39 but algorithm remains short
4/3/15; 9:00 AM EST = +52; signal line is +39 but algorithm remains short
4/2/15; 12:28 PM EST = +52; signal line is +38 but algorithm remains short
4/2/15; 12:07 PM EST = +36; signal line is +37
4/2/15; 9:56 AM EST = +52; signal line is +38 but algorithm remains short
4/1/15; 12:29 PM EST = +36; signal line is +39
4/1/15; 12:06 PM EST = +22; signal line is +40
4/1/15; 10:26 AM EST = +36; signal line is +41
4/1/15; 9:46 AM EST = +22; signal line is +42
4/1/15; 9:30 AM EST = +36; signal line is +43; go short 2064; (Benchmark SPX for 2015 = +0.2%)(Keybot algo this trade = -0.9%; Keybot algo for 2015 = -1.3%)(Actual results this trade = -1.1%; Actual results for 2015 = -4.1%)

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