Keybot the Quant remains long through today's wild roller coaster ride. The algo wants to filp back to the short side but internal programming rules are holding it back and keeping it long. SPX 1502 is important for the quant; under 1502 and a flip to the short side is likely. Markets remain erratic and a big reversal does occur today. The VIX catapulted higher creating the negativity. VIX is now printing 16.63.
3/3/13;
7:00 PM EST =
3/1/13;
10:00 AM EST =
2/28/13;
7:00 PM EST EOM =
2/26/13;
10:00 AM EST =
2/25/13; 1:40 PM EST
= +47; signal line is +62 but algorithm says stay long
2/25/13;
9:30 AM EST = +63; signal line is +62; go long 1522; (Benchmark SPX for
2013 = +6.7%)(Keybot this trade = -1.6%;
Keybot for 2013 = +3.5%)(Actual this trade = -3.3%; Actual for 2013 = +2.5%)
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