tag:blogger.com,1999:blog-8644907303751903627.post3217923161351629825..comments2023-10-05T04:47:11.894-04:00Comments on Keybot the Quantâ„¢: STOCK MARKET BULLISH -- LONG -- CAUTIONKeybot the Quantâ„¢http://www.blogger.com/profile/09638794441919541641noreply@blogger.comBlogger2125tag:blogger.com,1999:blog-8644907303751903627.post-9028533167704955072012-12-18T12:07:24.495-05:002012-12-18T12:07:24.495-05:00Al, that data is there and can be determined but i...Al, that data is there and can be determined but it would take time. The guesstimate would be about half and half between single ETF's and double ETF's. If the robot only played single ETF's and nothing else, then it would be more of a one to one comparison so as a guess, if only single ETF's were used then the return would probably be closer to the 20%. The whipsaw, overall flatish move this year, is a very difficult one to trade. The double ETF's provide the edge when the trend continues for multiple weeks or a month or three since they can cut more if the markets quickly reverse.Keybot the Quantâ„¢https://www.blogger.com/profile/09638794441919541641noreply@blogger.comtag:blogger.com,1999:blog-8644907303751903627.post-32341150852101937602012-12-18T09:23:05.981-05:002012-12-18T09:23:05.981-05:00I posted the following in an earlier blog entry, a...I posted the following in an earlier blog entry, and it is quite likely that it got lost. Basically, I'm interested in whether the results you post on the left are the due primarily to 2X ETFs or 1X ETFs. At any rate, here's the post:<br /><br />I'm curious about the average time Keybot stays in 1X ETFs and in 2X ETFs. I ask because I would like a sense of how it performs against its benchmark, SPX, when comparing apples to apples.<br /><br />For example, so far in 2012 Keybot has returned 20.2% whereas SPX has returned 13.4. If Keybot has been primarily in 1X ETFS, then it has done better than SPX, but if it has spent most of its time in 2X ETFs it as underperformed SPX.<br /><br />During all the other years you list on the left Keybot outperformed SPX regardless of how much time it spent in unleveraged or leveraged ETFs; however, I still think it would instructive to know how it performed relative to its benchmark using the same yardstick.<br /><br />Thank you for sharing such wonderful information.<br /><br />AlexAlgyroshttps://www.blogger.com/profile/07237694624266634982noreply@blogger.com