Friday, May 21, 2021

STOCK MARKET BULLISH -- LONG -- CAUTION

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%)

Wednesday, May 19, 2021

STOCK MARKET BEARISH -- SHORT -- CAUTION

Keybot the Quant flips to the short side at SPX 4132. On the last trade that only ran for 3 days, the losses on the quant program and actual trading are negligible. For the year, the S&P 500 benchmark index is up +10%, the Keybot the Quant program is up +10% and the actual trading generated by the quant is up +19%. Keybot exits SSO and enters QID remaining in the leveraged ETF's.

5/23/21; 7:00 PM EST =
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%)
5/18/21; 9:00 AM EST = +76; signal line is +71
5/17/21; 2:55 PM EST = +76; signal line is +72
5/17/21; 2:44 PM EST = +62; signal line is +72 but algorithm remains long
5/17/21; 2:13 PM EST = +76; signal line is +74
5/17/21; 1:23 PM EST = +62; signal line is +74 but algorithm remains long
5/17/21; 12:16 PM EST = +76; signal line is +75
5/17/21; 11:57 AM EST = +62; signal line is +75 but algorithm remains long
5/16/21; 7:00 PM EST = +76; signal line is +76 but algorithm remains long
5/14/21; 10:00 AM EST = +76; signal line is +76 but algorithm remains long
5/14/21; 9:30 AM EST = +78; signal line is +76; go long 4144; (Benchmark SPX for 2021 = +10.3%)(Keybot algo this trade = -0.3%; Keybot algo for 2021 = +10.2%)(Actual results this trade = -0.8%; Actual results for 2021 = +19.4%)

Saturday, May 15, 2021

STOCK MARKET BULLISH -- LONG -- CAUTION -- TURN MAY BE IMMINENT

Keybot the Quant flips to the long side Friday morning at SPX 4144. On the last trade, the quant program is flat and the actual trading loses about a percent. On the year, the S&P 500 benchmark index is up +10.3%, the Keybot the Quant program is up +10.2% and the actual trading generated by the quant is up about +20% in 2021 thus far. Keybot exits SDS and enters SSO remaining in the 2x leveraged ETF's. The algo is already champing at the bit to whipsaw back to the short side again. Flip a coin.

5/23/21; 7:00 PM EST =
5/18/21; 9:00 AM EST =
5/16/21; 7:00 PM EST = 
5/14/21; 10:00 AM EST = +76; signal line is +76 but algorithm remains long
5/14/21; 9:30 AM EST = +78; signal line is +76; go long 4144; (Benchmark SPX for 2021 = +10.3%)(Keybot algo this trade = -0.3%; Keybot algo for 2021 = +10.2%)(Actual results this trade = -0.8%; Actual results for 2021 = +19.4%)
5/14/21; 9:23 AM EST = +78; signal line is +77 but algorithm remains short
5/13/21; 9:43 AM EST = +64; signal line is +77
5/12/21; 3:07 PM EST = +48; signal line is +78
5/12/21; 2:51 PM EST = +64; signal line is +80
5/12/21; 1:46 PM EST = +48; signal line is +81
5/11/21; 10:14 AM EST = +64; signal line is +82
5/11/21; 10:06 AM EST = +78; signal line is +83
5/11/21; 3:28 AM EST = +64; signal line is +83
5/9/21; 7:00 PM EST = +78; signal line is +84
5/7/21; 9:00 AM EST = +78; signal line is +84
5/4/21; 12:07 PM EST = +78; signal line is +83
5/4/21; 11:53 AM EST = +64; signal line is +82
5/4/21; 11:33 AM EST = +78; signal line is +82
5/4/21; 11:19 AM EST = +64; signal line is +82
5/4/21; 11:18 AM EST = +78; signal line is +82; go short 4133; (Benchmark SPX for 2021 = +10.0%)(Keybot algo this trade = +6.5%; Keybot algo for 2021 = +10.5%)(Actual results this trade = +13.2%; Actual results for 2021 = +20.2%)

Wednesday, May 5, 2021

STOCK MARKET BEARISH -- SHORT -- CAUTION

Keybot the Quant flips to the short side at SPX 4133. On the last trade, the quant program gains +7% and the actual trading gains +13%. On the year, after 4 months, the benchmark SPX is up +10%, the quant model is up +11% and the actual trading generated by Keybot the Quant is up over +20%. 

5/9/21; 7:00 PM EST =
5/7/21; 9:00 AM EST =
5/4/21; 12:07 PM EST = +78; signal line is +83
5/4/21; 11:53 AM EST = +64; signal line is +82
5/4/21; 11:33 AM EST = +78; signal line is +82
5/4/21; 11:19 AM EST = +64; signal line is +82
5/4/21; 11:18 AM EST = +78; signal line is +82; go short 4133; (Benchmark SPX for 2021 = +10.0%)(Keybot algo this trade = +6.5%; Keybot algo for 2021 = +10.5%)(Actual results this trade = +13.2%; Actual results for 2021 = +20.2%)
5/2/21; 7:00 PM EST EOM = +78; signal line is +82 but algorithm remains long
4/30/21; 1:16 PM EST = +78; signal line is +82 but algorithm remains long
4/30/21; 10:00 AM EST = +94; signal line is +81
4/27/21; 10:00 AM EST = +92; signal line is +80
4/25/21; 7:00 PM EST = +92; signal line is +79
4/21/21; 9:41 AM EST = +92; signal line is +77
4/20/21; 3:59 PM EST = +76; signal line is +76 but algorithm remains long
4/20/21; 3:47 PM EST = +92; signal line is +76
4/20/21; 12:46 PM EST = +76; signal line is +76 but algorithm remains long
4/20/21; 11:54 AM EST = +92; signal line is +76
4/20/21; 11:22 AM EST = +76; signal line is +75
4/18/21; 7:00 PM EST = +92; signal line is +75
4/16/21; 10:00 AM EST = +92; signal line is +73
4/16/21; 9:00 AM EST = +90; signal line is +72
4/11/21; 7:00 PM EST = +90; signal line is +70
4/4/21; 7:00 PM EST = +90; signal line is +69
4/2/21; 9:00 AM EST = +90; signal line is +68
3/31/21; 7:00 PM EST EOM EOQ1 = +90; signal line is +64
3/30/21; 10:00 AM EST = +90; signal line is +64

3/28/21; 7:00 PM EST = +82; signal line is +62
3/26/21; 10:00 AM EST = +82; signal line is +61
3/26/21; 9:52 AM EST = +80; signal line is +59
3/25/21; 11:21 AM EST = +64; signal line is +57
3/25/21; 10:55 AM EST = +50; signal line is +56 but algorithm remains long
3/24/21; 3:52 PM EST = +64; signal line is +54
3/24/21; 9:47 AM EST = +80; signal line is +52
3/24/21; 9:37 AM EST = +64; signal line is +49
3/23/21; 11:46 AM EST = +80; signal line is +47
3/21/21; 7:00 PM EST = +64; signal line is +44
3/19/21; 10:26 AM EST = +64; signal line is +43
3/19/21; 10:06 AM EST = +48; signal line is +41
3/19/21; 9:57 AM EST = +64; signal line is +40
3/19/21; 9:46 AM EST = +48; signal line is +38
3/18/21; 9:58 AM EST = +64; signal line is +37
3/17/21; 9:00 AM EST = +80; signal line is +36
3/15/21; 3:59 PM EST = +80; signal line is +33
3/15/21; 2:34 PM EST = +64; signal line is +32
3/15/21; 1:15 PM EST = +80; signal line is +31
3/15/21; 9:56 AM EST = +64; signal line is +30
3/14/21; 7:00 PM EST = +48; signal line is +29
3/12/21; 10:00 AM EST = +48; signal line is +28
3/12/21; 9:36 AM EST = +48; signal line is +28
3/11/21; 11:04 AM EST = +64; signal line is +28
3/11/21; 9:36 AM EST = +48; signal line is +27
3/10/21; 3:19 PM EST = +32; signal line is +27
3/10/21; 2:39 PM EST = +48; signal line is +28
3/10/21; 10:03 AM EST = +32; signal line is +28
3/10/21; 9:53 AM EST = +48; signal line is +29
3/9/21; 10:03 AM EST = +32; signal line is +29; go long 3882; (Benchmark SPX for 2021 = +3.4%)(Keybot algo this trade = -0.9%; Keybot algo for 2021 = +4.0%)(Actual results this trade = -2.5%; Actual results for 2021 = +7.0%)