Keybot the Quant flips back to the bear side this morning. The benchmark SPX index is dead flat on the year. The algo program is down -1.3% on the year and actual trading is off -4.1% in 2015.
4/5//15;
7:00 PM EST =
4/3/15;
9:00 AM EST =
4/1/15; 12:29 PM EST
= +36; signal line is +39
4/1/15; 12:06 PM EST
= +22; signal line is +40
4/1/15; 10:26 AM EST
= +36; signal line is +41
4/1/15; 9:46 AM EST =
+22; signal line is +42
4/1/15;
9:30 AM EST = +36; signal line is +43; go short 2064; (Benchmark SPX for
2015 = +0.2%)(Keybot algo this trade = -0.9%; Keybot algo for 2015 = -1.3%)(Actual
results this trade = -1.1%; Actual results for 2015 = -4.1%)
3/31/15; 7:00 PM EST
EOM = +36; signal line is +43 but algorithm remains long
3/31/15; 3:10 PM EST
= +36; signal line is +44 but algorithm remains long
3/31/15; 12:42 PM EST
= +52; signal line is +44
3/31/15; 12:06 PM EST
= +36; signal line is +43 but algorithm remains long
3/31/15; 10:36 AM EST
= +52; signal line is +43
3/31/15; 10:00 AM EST
= +36; signal line is +42 but algorithm remains long
3/31/15; 9:54 AM EST
= +34; signal line is +42 but algorithm remains long
3/31/15; 9:47 AM EST
= +50; signal line is +43
3/30/15;
11:16 AM EST = +66; signal line is +43
3/30/15;
10:11 AM EST = +50; signal line is +42
3/30/15;
10:01 AM EST = +66; signal line is +42
3/30/15;
9:46 AM EST = +50; signal line is +41; go long 2082; (Benchmark SPX for
2015 = +1.1%)(Keybot algo this trade = +0.0%; Keybot algo for 2015 =
-0.4%)(Actual results this trade = -0.4%; Actual results for 2015 = -3.0%)
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