Saturday, January 2, 2016

SPX S&P 500 Daily Chart Shows Keybot the Quant Algorithm Turns in 2015

Here is the SPX chart showing the algo turns in red and green. The model goes long with the green bar and then goes short with the red bar and back again. The Keybot the Quant algorithm program strives to take the smoothest line possible through the trading year while taking the minimal risk.

2015 was a very sideways choppy market. This type of price action chews up bulls and bears alike. Note how the last 2-1/2 months of the year finishes in a sideways move through 2020-2105. Obviously, bulls win big above 2105 while bears win big below 2020. The battle and sideways whipsaw choppiness continues through 2020-2105. The algorithm made the bulk of its gains in 2015 during the August-September selloff and then the October recovery rally.

2016 begins with the algo short from SPX 2044 with Keybot in the RWM ETF.

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