5/5/13;
7:00 PM EST =
5/3/13;
9:00 AM EST =
5/2/13; 10:14 AM EST
= +46; signal line is +31
Keybot the Quant™ is a statistical arbitrage algorithm; a stock market timing model that oscillates from long to short, bullish to bearish, respectively, and back again, 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. VIEW THIS SITE IN GOOGLE CHROME BROWSER. DISABLE YOUR ADBLOCK SOFTWARE.
As always, many thanks for tending to the Bot.
ReplyDeleteCould you tell me if Keybot can switch from an 1x etf to a 2x etf in midst signal, or must it wait for the next signal to do so (given the appropriate lack of volatility)?
Al, when the algo triggers the turn and the trades are flipped, exiting the long and entering short, or visa versa, that trade remains in place until the next turn occurs. When Keybot does flip short, in the days ahead, the algo will next move into SDS for the downside, the 2x inverse ETF.
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