2/16/12: Keybot the Quant flipped to the long side at 1:10 PM at SPX 1356; for the year thus far SPX Benchmark is up 7.8%; Keybot algo is up 5.7%; Keybot actual trading is up 8.2%. Stay on guard for a whipsaw.2/14/12: Keybot the Quant flipped to the short side at 2:30 PM at SPX 1342; for the year thus far SPX Benchmark is up 6.7%; Keybot algo is up 6.7%; Keybot actual trading is up 10.2%. Stay on guard for a whipsaw.
1/1/12: The new year begins. For 2011, the SPX Benchmark is flat finishing up 0%; Keybot algo finished the year up 33%; Keybot actual trading ended the year up 37%. Keybot begins 2012 remaining long. The new year begins at SPX 1258.
12/20/11: Keybot the Quant flipped to the long side at 2:49 PM at SPX 1240; for the year thus far SPX Benchmark is down 1.4%; Keybot algo is up 31.2%; Keybot actual trading is up 35.5%. Stay on guard for a whipsaw.
12/12/11: Keybot the Quant flipped to the short side at 10:25 AM at SPX 1234; for the year thus far SPX Benchmark is down 1.9%; Keybot algo is up 31.7%; Keybot actual trading is up 37.0%. Stay on guard for a whipsaw today or tomorrow.
11/28/11: Keybot the Quant flipped to the long side at 9:52 AM at SPX 1194; for the year thus far SPX Benchmark is down 5.1%; Keybot algo is up 28.3%; Keybot actual trading is up 32.3%. Stay on guard for a whipsaw today or tomorrow.
Keybot the Quant™ is a statistical arbitrage algorithm using the SPX (S&P 500) as the benchmark index. Disclaimer: This blog and all its contents are for educational and entertainment purposes only. Do not trade or invest based on any content on this blog. Read Terms of Service. The K E Stone blog sites (The Keystone Speculator) are blacklisted by Google, so enjoy the ad-free experience, and only use the Donate button when supporting the sites. AI is NOT used for any content on this blog.
Thursday, February 16, 2012
SPX Daily Chart Showing Keybot the Quant Algorithm Turns -- Bullish from 2/16/12
Subscribe to:
Post Comments (Atom)
No comments:
Post a Comment
Note: Only a member of this blog may post a comment.