Keybot the Quant flips to the long side yesterday at SPX 4201. On the last trade, that ran for 4 trading days, the benchmark SPX loses about a percent with the quant program and the actual trading each gaining about a percent. The whipsaw timer expires so the robot is back into the 2x ETF's. Keybot exits SH and enters SSO.
6/27/21;
7:00 PM EST =
6/25/21;
10:00 AM EST =
6/21/21;
10:08 AM EST = +59; signal line is +52; go long 4201; (Benchmark SPX for
2021 = +11.9%)(Keybot algo this trade = +0.9%; Keybot algo for 2021 = +12.7%)(Actual
results this trade = +0.8%; Actual results for 2021 = +19.1%)
6/21/21; 9:57 AM EST =
+45 signal line is +53
6/21/21; 9:45 AM EST =
+29; signal line is +54
6/21/21; 9:37 AM EST =
+13; signal line is +56
6/20/21; 7:00 PM EST = +29;
signal line is +59
6/18/21; 3:18 PM EST =
+29; signal line is +60
6/18/21; 3:10 PM EST =
+13; signal line is +62
6/18/21; 9:56 AM EST =
+29; signal line is +65
6/18/21; 9:47 AM EST =
+43; signal line is +67
6/18/21; 9:36 AM EST =
+29; signal line is +68
6/18/21; 7:47 AM EST =
+45; signal line is +70
6/17/21; 12:39 PM EST =
+59; signal line is +71
6/17/21; 12:12 PM EST =
+43; signal line is +72
6/17/21; 11:14 AM EST =
+59; signal line is +73
6/17/21; 10:12 AM EST =
+43; signal line is +74
6/17/21; 9:45 AM EST =
+59; signal line is +75
6/17/21; 9:36 AM EST =
+75; signal line is +76
6/16/21; 3:59 PM EST = +59; signal line is +77
6/16/21; 3:24 PM EST = +75; signal line is +78
6/16/21; 2:08 PM EST = +59; signal line is +79
6/16/21; 1:35 PM EST = +43; signal line is +79
6/16/21; 1:26 PM EST = +59; signal line is +80
6/16/21;
12:28 PM EST = +75; signal line is +80; go short 4237; (Benchmark SPX for
2021 = +12.8%)(Keybot algo this trade = +2.2%; Keybot algo for 2021 = +11.8%)(Actual
results this trade = +2.4%; Actual results for 2021 = +18.3%)