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%)

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