KEYBOT THE QUANT END OF 2016 RESULTS

The Keybot the Quant algorithm is zeroed to begin 2017. The robot remains short from SPX 2239 to begin the new year. Keybot is in the SDS ETF. The Keybot the Quant algorithm smoked Wall Street in 2016. The actual trading returned a phenomenal +46 gain in 2016. The computer program logs a +19% gain. These two metrics can be judged against the benchmark S&P index that gained +9.5% in 2016.

Obviously, the central bankers continue pumping stocks higher with easy money year after year. The Fed saved the day last February as stocks wanted to roll over to start 2016. During the year, the Federal Reserve remained very accomodative not implementing any of the four promised rate hikes until the final days when one rate hike was announced with Chair Yellen's back and credibility against the wall. The ECB played a big role in pumping stocks higher in 2016 as President Draghi continues to promise to "do whatever it takers." Ditto the BOJ and of course the BOE stepped in with mountains of stimulus to save the day in late June after the Brexit vote. Governor Carney kicked off the global stock market rally in the second half of 2016. The central bankers are the market.

Interestingly, Keybot flipped positions (long to short or short to long) 26 times in 2016 so the algorithm flips sides about once every two weeks on average. In 2015, the algo flipped sides 46 times nearly double the 26 times indicating how 2015 was a far more choppy year. Last year, 2016, was very straight forward. Stocks dropped January into February, then the central bankers started printing money like madmen, so stocks rallied from February into year end. 

The +46% return this year is the largest in the algo's history since it went live with actual trading on 1/1/11. Keybot benefited from the Russell ETF's at the end of the year where the small caps exploded vertically higher after the Trump election win on 11/8/16.

Robots are far smarter than humans. 1's and 0's trade without emotion. The Keybot the Quant algorithm has never printed a losing year since its official data track began on 11/23/08.

The algorithm is printing several +100 ticks to finish out the year. The importance of the +100 ticks is epic and historic. The stock market is in its euphoric glory with all parameters pegged to the ceiling as the New Year's celebrations continue. The thinking would be that the only way forward is lower for the stock market, however, Keybot is only beholding to the 1's and 0's. Good luck to all in 2017.

1/8/17; 7:00 PM EST =

1/6/17; 9:00 AM EST =

1/1/17; Begin 2017 Data Set = +38; signal line is +77; go short 2239; (Benchmark SPX for 2017 = 0%)(Keybot algo this trade = 0%; Keybot algo for 2017 = 0%)(Actual results this trade = 0%; Actual results for 2017 = 0%)

Keybot the Quant Begins 2017 on the Short Side from SPX 2239. All Data 0%. Begin 2017.

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START 2017 PROGRAM

Begin Printing

Mark and Set

Date Stamp 1/1/16; 4:31 AM EST

START 2017 PROGRAM

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

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END OF 2016 RESULTS:

SPX Benchmark Final 2016:  +9.5% Gain (SPX Started at 2044 and Ended at 2239)

Keybot the Quant Actual Trading +45.8% Huge 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:  26

Number of Broker Commissions Required During 2015:  52

Benchmark SPX During 2016:  +9.5% Gain

Keybot the Quant Algorithm (Computer Program Only) During 2016: +18.8%

Keybot the Quant Actual Trading Return for 2016 Including All Commissions, Costs and Fees:  +45.8% Return

1/1/2016	2044	Go Short	3:00 PM	RWM	62.11
1/29/2016	1902	Cover short	9:34 AM	RWM	69.21
1/29/2016	1902	Go long	9:34 AM	SSO	54.41
2/23/2016	1930	Sell Long	10:20 AM	SSO	56.12
2/23/2016	1930	Go Short	10:20 AM	SDS	21.75
2/25/2016	1938	Cover short	9:34 AM	SDS	21.58
2/25/2016	1938	Go long	9:34 AM	SSO	56.55
3/10/2016	1973	Sell Long	12:39 PM	SSO	58.70
3/10/2016	1973	Go Short	12:39 PM	DXD	20.81
3/11/2016	2008	Cover short	9:36 AM	DXD	20.11
3/11/2016	2008	Go long	9:36 AM	SPY	201.34
3/24/2016	2026	Sell Long	9:31 AM	SPY	201.85
3/24/2016	2026	Go Short	9:31 AM	SH	20.80
3/29/2016	2050	Cover short	2:15 PM	SH	20.51
3/29/2016	2050	Go long	2:15 PM	SPY	204.61
4/1/2016	2046	Sell Long	9:36 AM	SPY	204.10
4/1/2016	2046	Go Short	9:36 AM	RWM	62.56
4/11/2016	2056	Cover short	9:42 AM	RWM	62.55
4/11/2016	2056	Go long	9:42 AM	IWM	109.61
5/4/2016	2053	Sell Long	9:36 AM	IWM	110.05
5/4/2016	2053	Go Short	9:36 AM	SDS	19.01
5/20/2016	2054	Cover short	9:52 AM	SDS	18.84
5/20/2016	2054	Go long	9:52 AM	SSO	63.68
6/13/2016	2084	Sell Long	3:11 PM	SSO	65.60
6/13/2016	2084	Go Short	3:11 PM	QID	30.08
6/20/2016	2098	Cover short	9;40 AM	QID	30.10
6/20/2016	2098	Go long	9:40 AM	SSO	66.33
6/24/2016	2054	Sell Long	11:26 AM	SSO	63.56
6/24/2016	2054	Go Short	11:26 AM	SDS	18.69
6/29/2016	2053	Cover short	9:36 AM	SDS	18.65
6/29/2016	2053	Go long	9:36 AM	DDM	65.26
7/5/2016	2091	Sell Long	9:40 AM	DDM	67.66
7/5/2016	2091	Go Short	9:40 AM	SDS	17.91
7/6/2016	2097	Cover short	1:01 PM	SDS	17.80
7/6/2016	2097	Go long	1:01 PM	SPY	209.40
8/26/2016	2166	Sell Long	12:10 PM	SPY	216.89
8/26/2016	2166	Go Short	12:10 PM	SDS	16.57
9/19/2016	2148	Cover short	9:36 AM	SDS	16.73
9/19/2016	2148	Go long	9:36 AM	SSO	69.79
10/5/2016	2154	Sell Long	9:36 AM	SSO	70.13
10/5/2016	2154	Go Short	9:36 AM	SDS	16.59
10/19/2016	2144	Cover short	10:44 AM	SDS	16.72
10/19/2016	2144	Go long	10:44 AM	SSO	69.52
11/1/2016	2123	Sell Long	10:14 AM	SSO	68.14
11/1/2016	2123	Go Short	10:14 AM	SDS	17.27
11/7/2016	2116	Cover short	9:36 AM	SDS	17.10
11/7/2016	2116	Go long	9:36 AM	UWM	85.50
12/1/2016	2193	Sell Long	12:58 PM	UWM	104.55
12/1/2016	2193	Go Short	12:58 PM	TWM	25.46
12/5/2016	2204	Cover short	9:47 AM	TWM	24.87
12/5/2016	2204	Go long	9:47 AM	UWM	107.00
12/28/2016	2265	Sell Long	9:50 AM	UWM	114.06
12/28/2016	2265	Go Short	9:50 AM	SDS	14.79
1/1/2017	2239	Cover short	3:59 AM	SDS	15.11
1/1/2017	2239	Go Short	3:59 AM	SDS	15.11

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

Begin Printing Trade Data Entries Exits Reverse Order

FINAL 2016

Mark and Set

Date Stamp 1/1/17; 4:18 AM EST

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

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1/1/17; Algorithm Zeroed for 2017 Data = +38; signal line is +77; go short 2239; (Benchmark SPX for 2016 Final = +9.5%)(Keybot algo this trade = +1.2%; Keybot algo for 2016 Final = +18.8%)(Actual results this trade = +2.2%; Actual results for 2016 Final = +45.8%)

1/1/17; 3:59 AM EST EOM; EOQ4; EOH2; EOY = +38; signal line is +77

12/30/16; 3:47 PM EST = +38; signal line is +79

12/30/16; 12:56 AM EST = +54; signal line is +80

12/30/16; 10:51 AM EST = +68; signal line is +81

12/30/16; 10:29 AM EST = +54; signal line is +81

12/29/16; 11:50 AM EST = +68; signal line is +82

12/29/16; 11:50 AM EST = +68; signal line is +82

12/29/16; 11:27 AM EST = +84; signal line is +82 but algorithm remains short

12/29/16; 11:20 AM EST = +68; signal line is +82

12/29/16; 11:08 AM EST = +52; signal line is +82

12/28/16; 9:50 AM EST = +68; signal line is +82; go short 2265; (Benchmark SPX for 2016 = +10.8%)(Keybot algo this trade = +2.8%; Keybot algo for 2016 = +17.6%)(Actual results this trade = +6.6%; Actual results for 2016 = +43.6%)