Keybot the Quant flips short today at SPX 2082; algo exits SPY enters DOG.
3/29/15;
7:00 PM EST =
3/27/15;
10:00 AM EST =
3/25/15; 11:34
AM EST = +35; signal line is +46; go short 2082; (Benchmark SPX for 2015
= +1.1%)(Keybot algo this trade = -0.4%; Keybot algo for 2015 = -0.4%)(Actual
results this trade = -0.7%; Actual results for 2015 = -2.6%)
3/25/15; 11:22 AM EST
= +51; signal line is +48
3/22/15; 7:00 PM EST
= +67; signal line is +48
3/20/15; 9:36 AM EST
= +67; signal line is +46
3/19/15;
10:13 AM EST = +51; signal line is +45
3/19/15;
9:53 AM EST = +67; signal line is +44
3/19/15;
9:36 AM EST = +51; signal line is +42
3/18/15;
3:11 PM EST = +67; signal line is +41
3/18/15;
2:13 PM EST = +51; signal line is +39; go long 2090; (Benchmark SPX for
2015 = +1.5%)(Keybot algo this trade = -0.6%; Keybot algo for 2015 = +0.0%)(Actual
results this trade = -0.8%; Actual results for 2015 = -1.9%)
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