Keybot the Quant whipsaws back to the long side at SPX 4144. On the last trade, which only lasted about 7-1/2 trading hours, the quant program is flat but the actual trading loses about -3% due to the big tech rally. Keybot exits QID and enters SPY. The whipsaw forces the robot to go into single 1x ETF mode for one month's time (non-leveraged ETF's). The quant sees choppy slop ahead and chop suey chews up bulls and bears alike. For the year thus far, the benchmark S&P 500 is up +10%, the Keybot the Quant program is up +10% and the actual trading generated by the robot is up +16% in 2021.
5/23/21;
7:00 PM EST =
5/20/21; 1:03 PM EST =
+76; signal line is +68
5/20/21; 12:32 PM EST =
+62; signal line is +68 but algorithm remains long
5/20/21; 11:25 AM EST =
+76; signal line is +68
5/20/21; 10:53 AM EST =
+62; signal line is +68 but algorithm remains long
5/20/21; 10:34
AM EST = +76; signal line is +68; go long 4144; (Benchmark SPX for 2021
= +10.3%)(Keybot algo this trade = -0.3%; Keybot algo for 2021 = +9.6%)(Actual
results this trade = -3.1%; Actual results for 2021 = +15.9%)
5/19/21; 11:05 AM EST =
+62; signal line is +68
5/19/21; 10:42 AM EST =
+46; signal line is +69
5/18/21; 3:59
PM EST = +62; signal line is +70; go short 4132; (Benchmark SPX for 2021
= +10.0%)(Keybot algo this trade = -0.3%; Keybot algo for 2021 = +9.9%)(Actual
results this trade = -0.4%; Actual results for 2021 = +19.0%)
