Wednesday, May 19, 2021

STOCK MARKET BEARISH -- SHORT -- CAUTION

Keybot the Quant flips to the short side at SPX 4132. On the last trade that only ran for 3 days, the losses on the quant program and actual trading are negligible. For the year, the S&P 500 benchmark index is up +10%, the Keybot the Quant program is up +10% and the actual trading generated by the quant is up +19%. Keybot exits SSO and enters QID remaining in the leveraged ETF's.

5/23/21; 7:00 PM EST =
5/18/21; 3:59 PM EST = +62; signal line is +70; go short 4132; (Benchmark SPX for 2021 = +10.0%)(Keybot algo this trade = -0.3%; Keybot algo for 2021 = +9.9%)(Actual results this trade = -0.4%; Actual results for 2021 = +19.0%)
5/18/21; 9:00 AM EST = +76; signal line is +71
5/17/21; 2:55 PM EST = +76; signal line is +72
5/17/21; 2:44 PM EST = +62; signal line is +72 but algorithm remains long
5/17/21; 2:13 PM EST = +76; signal line is +74
5/17/21; 1:23 PM EST = +62; signal line is +74 but algorithm remains long
5/17/21; 12:16 PM EST = +76; signal line is +75
5/17/21; 11:57 AM EST = +62; signal line is +75 but algorithm remains long
5/16/21; 7:00 PM EST = +76; signal line is +76 but algorithm remains long
5/14/21; 10:00 AM EST = +76; signal line is +76 but algorithm remains long
5/14/21; 9:30 AM EST = +78; signal line is +76; go long 4144; (Benchmark SPX for 2021 = +10.3%)(Keybot algo this trade = -0.3%; Keybot algo for 2021 = +10.2%)(Actual results this trade = -0.8%; Actual results for 2021 = +19.4%)

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