Tuesday, June 22, 2021

STOCK MARKET BULLISH -- LONG -- CAUTION

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%)

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