Thursday, October 9, 2014

SPX Daily Chart with Keybot the Quant Algorithm Turns for 2014

Here's an updated SPX chart identifying the Keybot the Quant algorithm turns this year. The trading environment has been difficult for algo's for the last couple years due to the low volume and low volatility. Keybot's actual trading is up +8.3% during 2014 thus far and the SPX benchmark index is up +6.2%. The high for the year and all-time high is 2019. The year started at 1848.

The extremely rare triple whipsaw move occurs over the last three days. The model created 28 turns thus far this year averaging a turn about once every 1-1/2 weeks. Note the long upside rally during June into July. The beat goes on.

10/8/14; go long 1962
10/7/14; go short 1951
10/6/14; go long 1974
9/22/14; go short 2004
9/17/14; go long 2005
9/4/14; go short 1997
8/14/14; go long 1952
7/25/14; go short 1975
7/22/14; go long 1982
7/17/14; go short 1963
5/22/14; go long 1889
5/15/14; go short 1880
4/29/14; go long 1874
4/28/14; go short 1859
4/16/14; go long 1859
4/10/14; go short 1848
4/9/14; go long 1859
4/4/14; go short 1875
4/1/14; go long 1877
3/7/14; go short 1873
2/24/14; go long 1846
2/19/14; go short 1828
2/6/14; go long 1767
2/3/14; go short 1768
1/30/14; go long 1791
1/13/14; go short 1827
1/7/14; go long 1837
1/2/14; go short 1841
1/1/14; model is long to begin the year at 1848

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