KEYBOT THE QUANT FINAL 2015 RESULTS

The final results for 2015 are cast in concrete. The Benchmark SPX (S&P 500) lost -0.7% in 2015 starting the year at 2059 and ending at 2044. The Keybot the Quant algorithm program, this is the nuts and bolts computer program, gained +11.1% during 2015 clearly outperforming the benchmark. The actual trading return is +19.2% a banner year for the algorithm. The Keybot the Quant algo has printed positive returns for every year since it went live in 2008.

2016 begins at SPX 2044. Keybot is in the RWM ETF for the actual trading which is a 1x short ETF. The quant remains in a single ETF mode due to the choppy sideways volatility and will remain in single ETF's for another three weeks unless markets continue the sideways choppy pattern.

2/7/16; 7:00 PM EST =

2/5/16; 9:00 AM EST =

1/31/16; 7:00 PM EST EOM =

1/29/16; 10:00 AM EST =

1/26/16; 10:00 AM EST =

1/24/16; 7:00 PM EST =

1/20/16; 9:00 AM EST =

1/17/16; 7:00 PM EST =

1/15/16; 10:00 AM EST =

1/10/16; 7:00 PM EST =

1/8/16; 9:00 AM EST =

1/1/16; Begin 2016 Data Set = +6; signal line is +27; go short 2044; (Benchmark SPX for 2016  = 0%)(Keybot algo this trade = 0%; Keybot algo for 2016 = 0%)(Actual results this trade = 0%; Actual results for 2016 = 0%)

Keybot the Quant Begins 2016 on the Short Side from SPX 2044. All Data 0%. Begin 2016.

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START 2016 PROGRAM

Begin Printing

Mark and Set

Date Stamp 1/1/16; 4:17 PM EST

START 2016 PROGRAM

End – End – End – End – End – End – End – End – End – End – End

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END OF 2015 RESULTS:

SPX Benchmark Final 2015:  -0.7% Loss (SPX Started at 2059 and Ended at 2044)

Keybot the Quant Actual Trading +19.2% Return Big Beat Over the SPX Benchmark

Keybot the Quant is a long-short algorithm that oscillates between a bullish position (long) and a bearish (short) position.

Number of Position Changes (Long to Short or Short to Long) During 2015:  46

Number of Broker Commissions Required During 2015:  92

Benchmark SPX During 2015:  -0.7% Loss

Keybot the Quant Algorithm (Computer Program Only) During 2015: +11.1% Return

Keybot the Quant Actual Trading Return for 2015 Including All Commissions, Costs and Fees:  +19.2% Return

12/31/2014	2059	Sell Long	4:00 PM	SSO	128.31
12/31/2014	2059	Go Long	4:00 PM	SSO	128.31
1/5/2015	2046	Sell Long	9:36 AM	SSO	126.64
1/5/2015	2046	Go Short	9:36 AM	QID	40.01
1/8/2015	2059	Cover short	11:05 AM	QID	39.32
1/8/2015	2059	Go long	11:05 AM	UWM	88.85
1/12/2015	2038	Sell Long	9:36 AM	UWM	87.11
1/12/2015	2038	Go Short	9:36 AM	DXD	21.98
1/22/2015	2054	Cover short	2:32 PM	DXD	21.81
1/22/2015	2054	Go long	2:32 PM	DDM	133.58
1/26/2015	2047	Sell Long	9:31 AM	DDM	132.16
1/26/2015	2047	Go Short	9:31 AM	SH	21.83
2/5/2015	2055	Cover short	9:49 AM	SH	21.72
2/5/2015	2055	Go long	9:49 AM	SPY	205.58
3/3/2015	2104	Sell Long	11:33 AM	SPY	210.71
3/3/2015	2104	Go Short	11:33 AM	SDS	20.77
3/16/2015	2066	Cover short	9:36 AM	SDS	21.43
3/16/2015	2066	Go long	9:36 AM	SSO	129.47
3/17/2015	2077	Sell Long	9:36 AM	SSO	130.17
3/17/2015	2077	Go Short	9:36 AM	SH	21.44
3/18/2015	2090	Cover short	2:13 PM	SH	21.28
3/18/2015	2090	Go long	2:13 PM	SPY	209.27
3/25/2015	2082	Sell Long	11:34 AM	SPY	207.79
3/25/2015	2082	Go Short	11:34 AM	DOG	22.93
3/30/2015	2082	Cover short	9:46 AM	DOG	22.83
3/30/2015	2082	Go long	9:46 AM	DIA	179.39
4/1/2015	2064	Sell Long	9:30 AM	DIA	177.37
4/1/2015	2064	Go Short	9:30 AM	PSQ	57.57
4/6/2015	2074	Cover short	10:21 AM	PSQ	57.61
4/6/2015	2074	Go long	10:21 AM	SPY	207.46
4/17/2015	2086	Sell Long	9:47 AM	SPY	208.42
4/17/2015	2086	Go Short	9:47 AM	SH	21.25
4/20/2015	2096	Cover short	9:38 AM	SH	21.14
4/20/2015	2096	Go long	9:38 AM	SPY	209.42
4/27/2015	2109	Sell Long	3:20 PM	SPY	210.81
4/27/2015	2109	Go Short	3:20 PM	RWM	14.65
5/1/2015	2106	Cover short	2:11 PM	RWM	14.94
5/1/2015	2106	Go long	2:11 PM	SPY	210.46
5/5/2015	2109	Sell Long	9:54 AM	SPY	210.82
5/5/2015	2109	Go Short	9:54 AM	RWM	14.94
5/8/2015	2103	Cover short	9:31 AM	RWM	14.82
5/8/2015	2103	Go long	9:31 AM	SPY	210.96
5/12/2015	2096	Sell Long	9:30 AM	SPY	209.43
5/12/2015	2096	Go Short	9:30 AM	PSQ	56.33
5/15/2015	2110	Cover short	9:36 AM	PSQ	55.75
5/15/2015	2110	Go long	9:36 AM	DIA	181.62
5/26/2015	2121	Sell Long	9:31 AM	DIA	181.78
5/26/2015	2121	Go Short	9:31 AM	SDS	20.10
6/10/2015	2094	Cover short	9:47 AM	SDS	20.54
6/10/2015	2094	Go long	9:47 AM	SSO	66.57
6/25/2015	2106	Sell Long	2:18 PM	SSO	67.29
6/25/2015	2106	Go Short	2:18 PM	SDS	20.23
7/10/2015	2075	Cover short	9:36 AM	SDS	20.75
7/10/2015	2075	Go long	9:36 AM	SSO	65.35
8/6/2015	2093	Sell Long	9:54 AM	SSO	66.52
8/6/2015	2093	Go Short	9:54 AM	SDS	20.31
8/7/2015	2077	Cover short	3:53 AM	SDS	20.59
8/7/2015	2077	Go long	3:53 AM	SSO	65.56
8/12/2015	2064	Sell Long	9:36 AM	SSO	64.76
8/12/2015	2064	Go Short	9:36 AM	SDS	20.80
8/12/2015	2087	Cover short	3:30 PM	SDS	20.37
8/12/2015	2087	Go long	3:30 PM	SPY	208.89
8/20/2015	2076	Sell Long	9:30 AM	SPY	208.00
8/20/2015	2076	Go Short	9:30 AM	SH	21.06
9/16/2015	1995	Cover short	3:23 PM	SH	21.71
9/16/2015	1995	Go long	3:23 PM	IWM	116.81
9/18/2015	1964	Sell Long	9:53 AM	IWM	116.17
9/18/2015	1964	Go Short	9:53 AM	SDS	22.32
10/2/2015	1929	Cover short	12:54 PM	SDS	23.01
10/2/2015	1929	Go long	12:54 PM	SSO	56.23
10/14/2015	2005	Sell Long	12:54 PM	SSO	60.78
10/14/2015	2005	Go Short	12:54 PM	SDS	21.21
10/15/2015	2011	Cover short	1:18 PM	SDS	21.12
10/15/2015	2011	Go long	1:18 PM	SSO	61.04
11/5/2015	2094	Sell Long	10:33 AM	SSO	66.27
11/5/2015	2094	Go Short	10:33 AM	DXD	19.68
11/18/2015	2063	Cover short	11:19 AM	DXD	20.04
11/18/2015	2063	Go long	11:19 AM	SSO	64.41
12/3/2015	2045	Sell Long	2:45 PM	SSO	63.35
12/3/2015	2045	Go Short	2:45 PM	SDS	20.10
12/4/2015	2069	Cover short	9:48 AM	SDS	19.65
12/4/2015	2069	Go long	9:48 AM	SPY	207.46
12/9/2015	2050	Sell Long	12:25 PM	SPY	205.51
12/9/2015	2050	Go Short	12:25 PM	SH	20.89
12/16/2015	2051	Cover short	10:35 AM	SH	20.86
12/16/2015	2051	Go long	10:35 AM	DIA	176.09
12/16/2015	2047	Sell Long	11:24 AM	DIA	175.47
12/16/2015	2047	Go Short	11:24 AM	DOG	22.48
12/16/2015	2059	Cover short	2:10 PM	DOG	22.36
12/16/2015	2059	Go long	2:10 PM	IWM	113.79
12/18/2015	2037	Sell Long	9:30 AM	IWM	112.61
12/18/2015	2037	Go Short	9:30 AM	RWM	62.46
12/22/2015	2031	Cover short	12:35 PM	RWM	62.56
12/22/2015	2031	Go long	21:35 PM	IVV	204.91
12/31/2015	2046	Sell Long	3:59 PM	IVV	205.23
12/31/2015	2046	Go Short	3:59 PM	RWM	61.99
1/1/2016	2044	Cover short	3:00 PM	RWM	62.11
1/1/2016	2044	Go Short	3:00 PM	RWM	62.11

Date – SPX – Position – Date Stamp – ETF – Price

Begin Printing Trade Data Entries Exits Reverse Order

FINAL 2015

Mark and Set

Date Stamp 1/1/16; 3:43 PM EST

End – End – End – End – End – End – End – End – End – End – End

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1/1/16; Algorithm Zeroed for 2016 Data = +6; signal line is +27; go short 2044; (Benchmark SPX for 2015 Final = -0.7%)(Keybot algo this trade = +0.1%; Keybot algo for 2015 Final = +11.2%)(Actual results this trade = +0.2%; Actual results for 2015 Final = +19.2%)

1/1/16; 3:00 PM EST EOM; EOQ4; EOY 2015 = +6; signal line is +27

12/31/15; 3:59 PM EST = +6; signal line is +26; go short 2046; (Benchmark SPX for 2015 = -0.6%)(Keybot algo this trade = +0.7%; Keybot algo for 2015 = +11.0%)(Actual results this trade = +0.2%; Actual results for 2015 = +19.0%)

12/31/15; 2:37 PM EST = +22; signal line is +26 but algorithm remains long