The current battle for market directional control is between semiconductors and the NYA Index that are causing negativity and volatility and commodities that are creating positivity.
On the last trade, the Keybot the Quant algorithm computer program gains +0.7% and the actual trading gains +1.3% now up almost +8% on the year at the halfway point. The benchmark S&P 500 is up +2.4% this year. Keybot exited SDS and entered SSO.
7/8/18;
7:00 PM EST =
7/6/18; 3:47 PM EST =
+38; signal line is +27
7/6/18; 1:07 PM EST = +52;
signal line is +26
7/6/18; 12:54 PM EST =
+38; signal line is +25
7/6/18; 12:06 PM EST =
+52; signal line is +24
7/6/18; 11:57 AM EST =
+38; signal line is +23
7/6/18; 11:46 AM EST =
+52; signal line is +22
7/6/18; 9:00 AM EST = +38;
signal line is +21
7/5/18;
3:53 PM EST = +38; signal line is +19; go long 2738; (Benchmark SPX for
2018 = +2.4%)(Keybot algorithm program this trade = +0.7%; Keybot algo for 2018
= +2.9%)(Actual results this trade = +1.3%; Actual trading results for 2018 =
+7.8%)
7/5/18; 11:12 AM EST =
+38; signal line is +18 but algorithm remains short
7/5/18; 10:57 AM EST =
+24; signal line is +17 but algorithm remains short
7/5/18; 9:36 AM EST = +38;
signal line is +18 but algorithm remains short
7/3/18;
12:54 PM EST = +24; signal line is +18 but algorithm remains short
7/2/18;
3:51 PM EST = +38; signal line is +19 but algorithm remains short
7/2/18;
2:08 PM EST = +24; signal line is +19 but algorithm remains short
7/2/18;
12:06 PM EST = +8; signal line is +20
7/2/18;
11:17 AM EST = +24; signal line is +20 but algorithm remains short
7/2/18;
10:57 AM EST = +8; signal line is +21
7/2/18; 9:36 AM EST = +24; signal line is +22 but algorithm remains short
7/2/18; 9:36 AM EST = +24; signal line is +22 but algorithm remains short
7/2/18; 3:07 AM EST = +8; signal line is +23
7/1/18;
7:00 PM EST EOM EOQ2 EOH1 = +22; signal line is +23
6/29/18;
10:00 AM EST = +22; signal line is +24
6/29/18;
4:50 AM EST = +22; signal line is +25
6/28/18;
3:30 PM EST = +8; signal line is +25
6/28/18;
1:02 PM EST = +24; signal line is +25
6/28/18;
12:50 PM EST = +8; signal line is +25
6/28/18;
9:36 AM EST = +24; signal line is +27
6/27/18;
3:20 PM EST = +8; signal line is +28
6/27/18;
3:00 PM EST = +24; signal line is +29
6/27/18;
2:43 PM EST = +8; signal line is +30
6/27/18;
2:33 PM EST = +24; signal line is +32
6/27/18; 12:45 PM EST = +8; signal line is +33
6/27/18; 12:45 PM EST = +8; signal line is +33
6/26/18;
11:42 AM EST = +22; signal line is +35
6/26/18;
10:00 AM EST = +8; signal line is +37
6/25/18;
1:34 PM EST = +8; signal line is +40
6/25/18;
1:23 PM EST = -6; signal line is +42
6/25/18;
10:08 AM EST = +8; signal line is +45
6/25/18;
9:36 AM EST = +22; signal line is +47
6/24/18;
7:00 PM EST = +38; signal line is +49
6/22/18;
3:59 PM EST = +38; signal line is +50
6/22/18;
10:57 AM EST = +52; signal line is +51 but algorithm remains short
6/22/18; 10:43 AM EST = +36; signal line is +51
6/22/18; 10:43 AM EST = +36; signal line is +51
6/22/18; 9:36 AM EST = +52; signal line is +53
6/21/18;
9:36 AM EST = +24; signal line is +53
6/20/18;
2:20 PM EST = +38; signal line is +54
6/20/18;
2:04 PM EST = +52; signal line is +55
6/20/18;
11:24 AM EST = +38; signal line is +55
6/20/18;
10:28 AM EST = +24; signal line is +56
6/20/18; 10:01 AM EST = +38; signal line is +56
6/20/18; 10:01 AM EST = +38; signal line is +56
6/20/18; 9:36 AM EST = +52; signal line is +56
6/19/18; 10:48 AM EST = +24; signal line is +56
6/19/18;
10:40 AM EST = +8; signal line is +57
6/19/18;
9:36 AM EST = +24; signal line is +58
6/19/18;
9:00 AM EST = +52; signal line is +58
6/18/18;
12:48 PM EST = +52; signal line is +57
6/18/18; 9:36
AM EST = +38; signal line is +57; go short 2758; (Benchmark SPX for 2018
= +3.1%)(Keybot algorithm program this trade = +0.9%; Keybot algo for 2018 = +2.2%)(Actual
results this trade = +0.5%; Actual trading results for 2018 = +6.5%)
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