Saturday, December 31, 2022

SPX S&P 500 Daily Chart Displays Keybot the Quant Algorithm Turns in 2022


The SPX daily chart shows the Keybot the Quant turns during 2022. Last year started on the bull side with everyone 100% euphoric telling each other that stocks can grow to the sky. They got cut off at the knees.

The chart shows about 8 key downdrafts and 5 updrafts so the bears clearly had the upper hand during the year. The benchmark SPX, which is the S&P 500, the United States stock market, loses -19.4% during 2022. The SPX was down -20.2% on Friday but the market makers pushed it higher during the last hour of trading in 2022 so it would not end below that silly bear market metric of -20%.

The January, then April-June, then August-September then early December months were key down periods for stocks in 2022. It is an ugly chart but up or down does not matter when the quant is a long-short oscillator.

Keybot the Quant algorithm trading gains +45% in 2022 compared to the SPX losing -19% a 65 percentage-point outperformance. In addition, Keybot outperformed all the overpaid hedge funds on Wall Street.

The SPX begins 2023 at 3840. Keybot the Quant is short in the SH ETF. Keybot the Quant is champing at the bit to go long when trading begins for the new year on Tuesday morning, 1/3/23.

STOCK MARKET BEARISH -- SHORT -- CAUTION -- TURN MAY BE IMMINENT; KEYBOT THE QUANT ACTUAL TRADING GAINS +45% IN 2022 AS US STOCK MARKET LOSES -19%

Keybot the Quant flips back to the short side yesterday, the last day of trading in 2022, at SPX 3803, and is now champing at the bit to go long again. If you blink it will probably change again. It is a whipsaw move after the quant flipped long on Thursday.

To begin 2023, the algo number is 9 points above the signal line so Keybot wants to flip long but cannot since the internal parameters will not fully latch as yet. If the SPX moves higher as trading begins on Tuesday, Keybot the Quant will likely flip long.

The SPX, the S&P 500, which is the United States stock market, folds like a cheap suit in 2022 losing -20.2% until the last hour of trading the index recovers +0.8% intraday to finish the year down -19.4%. Some jackasses like to use the silly -20% metric as the demarcation line for a bear market. Nonetheless, the market makers were not going to let 2022 close out that way so they pushed the jello around the plate on these days of thin trading to print the -19% number instead.

The Keybot the Quant algorithm program gains +30% in 2022 outperforming the benchmark SPX by 50 percentage points. The actual trading generated by Keybot the Quant gains a huge +45% in 2022 outperforming the US stock market by a humungous 65 percentage points. Keybot leaves the Wall Street hedge funds in the dust simply using 1's and 0's.

The flip to the short side yesterday after going long Thursday is a whipsaw so the quant is in the single 1x ETF mode until February to reduce risk in the chop-suey environment.

UTIL lost the 975 level a major bearish indication so watch this as soon as the opening bell rings on Tuesday. If UTIL remains below 975, the trap-door for stocks remains open and conditions will remain negative. If UTIL rises above 975, then 978.52, stocks will run strongly higher and this move to the upside likely has legs. Which outcome will occur?

If UTIL tags 975 heading higher, Keybot the Quant will likely flip long immediately

Bears need XLF below 34.08 and NYA below 15111 to create stock market negativity and increased selling pressure.

If the SPX floats higher at the opening bell, Keybot the Quant will likely flip long but a gap-up move is not desired since that may delay the move to the long side by about 90 minutes. If UTIL moves above 975.30, Keybot the Quant will likely flip long immediately. If UTIL then moves above 978.52, stocks are going to rock and roll higher.

Bears simply need to keep the S&P futures negative on Tuesday morning, keep utes negative and then cut banks and the NYA index off at the knees. This would create blood and carnage on Wall Street.

Keybot the Quant is in SH the 1x ETF that moves higher if the SPX moves lower. The robot will remain in the 1x ETF's until February when the whipsaw timer expires. Keybot senses choppy slop price action ahead so it drops down into the single ETF trading vehicles to reduce risk.

Keybot the Quant prints one pre-scheduled number this week on Friday morning. Keybot is on a roll for many years. Will the big effortless money-making party continue? It should since the robot was designed in a way that others cannot repeat its methods. Keybot does not play well with others. Let the 2023 festivities begin.

1/8/23; 7:00 PM EST =
1/6/23; 9:00 AM EST =
1/1/23; Begin 2023 Data = -16; signal line is -25; go short 3840; (Benchmark SPX for 2023 = +0.0%)(Keybot algo this trade = +0.0%; Keybot algo for 2023 = +0.0%)(Actual results this trade = +0.0%; Actual results for 2023 = +0.0%)

Keybot the Quant Begins 2023 on the Short Side from SPX 3840

All Data 0%. Begin 2023

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START 2023 PROGRAM

Begin Printing

Mark and Set

Date Stamp 12/31/22; 8:37 AM EST

START 2023 PROGRAM

Copyright Enforced. 2008. 2009. 2010. 2011. 2012. 2013. 2014. 2015. 2016. 2017. 2018. 2019. 2020. 2021. 2022. 2023. Keybot the Quant. The Keystone Speculator. K E Stone. All Rights Reserved.

End – End – End – End – End – End – End – End – End – End – End

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END OF 2022 RESULTS:

The SPX (S&P 500) Benchmark Index Loses -19.4% in 2022

(SPX Started at 4766 and Ended at 3840 Collapsing 926 Points Preventing a -20.2% Loss for the Year During the Final Hour of Trading in 2022)

Keybot the Quant Algorithm (Computer Program Only) During 2022: +29.8%

KEYBOT THE QUANT ACTUAL TRADING RETURN FOR 2022 INCLUDING ALL COMMISSIONS, COSTS AND FEES: +44.5%

Keybot the Quant has never printed a losing year

Keybot the Quant is a long-short algorithm that oscillates between a bullish (long) position and a bearish (short) position seeking the smoothest path through the trading year using the S&P 500 (SPX; the US stock market) as the benchmark comparison index

Number of Position Changes (Long to Short or Short to Long) During 2022: 37

 

1/1/2022

4766

Go Long

6:11 AM

SPY

474.96

1/10/2022

4630

Sell Long

9:36 AM

SPY

467.42

1/10/2022

4630

Go Short

9:36 AM

SH

13.83

1/11/2022

4679

Cover Short

11:28 AM

SH

13.86

1/11/2022

4679

Go Long

11:28 AM

DIA

360.15

1/13/2022

4660

Sell Long

3:50 PM

DIA

360.96

1/13/2022

4660

Go Short

3:50 PM

DOG

31.86

2/1/2022

4533

Cover Short

3:22 PM

DOG

32.50

2/1/2022

4533

Go Long

3:22 PM

QQQ

363.93

2/10/2022

4542

Sell Long

9:36 AM

QQQ

361.35

2/10/2022

4542

Go Short

9:36 AM

SDS

38.32

2/15/2022

4461

Cover Short

9:43 AM

SDS

39.61

2/15/2022

4461

Go Long

9:43 AM

SSO

63.86

2/17/2022

4420

Sell Long

9:55 AM

SSO

62.69

2/17/2022

4420

Go Short

9:55 AM

SDS

40.30

2/25/2022

4332

Cover Short

10:45 AM

SDS

41.80

2/25/2022

4332

Go Long

10:45 AM

QLD

64.81

3/14/2022

4185

Sell Long

12:56 PM

QLD

56.08

3/14/2022

4185

Go Short

12:56 PM

SDS

44.29

3/16/2022

4314

Cover Short

9:36 AM

SDS

41.63

3/16/2022

4314

Go Long

9:36 AM

SPY

430.81

3/31/2022

4540

Sell Long

3:59 PM

SPY

458.76

3/31/2022

4540

Go Short

3:59 PM

SH

13.87

4/19/2022

4420

Cover Short

9:54 AM

SH

14.43

4/19/2022

4420

Go Long

9:54 AM

SSO

62.31

4/21/2022

4453

Sell Long

12:13 PM

SSO

63.25

4/21/2022

4453

Go Short

12:13 PM

SDS

38.60

5/27/2022

4127

Cover Short

11:43 AM

SDS

43.41

5/27/2022

4127

Go Long

11:43 AM

SSO

53.77

6/1/2022

4103

Sell Long

10:39 AM

SSO

53.13

6/1/2022

4103

Go Short

10:39 AM

SDS

43.85

6/2/2022

4102

Cover Short

10:17 AM

SDS

43.90

6/2/2022

4102

Go Long

10:17 AM

SPY

409.73

6/9/2022

4078

Sell Long

2:41 PM

SPY

407.56

6/9/2022

4078

Go Short

2:41 PM

SH

15.41

7/1/2022

3822

Cover Short

3:33 PM

SH

16.34

7/1/2022

3822

Go Long

3:33 PM

DIA

310.70

7/5/2022

3760

Sell Long

9:36 AM

DIA

305.82

7/5/2022

3760

Go Short

9:36 AM

SH

16.60

7/6/2022

3856

Cover Short

3:12 PM

SH

16.19

7/6/2022

3856

Go Long

3:12 PM

QQQ

289.96

7/12/2022

3831

Sell Long

3:02PM

QQQ

287.05

7/12/2022

3831

Go Short

3:02PM

DOG

35.87

7/15/2022

3855

Cover Short

10:33 AM

DOG

35.69

7/15/2022

3855

Go Long

10:33 AM

SPY

384.07

7/26/2022

3926

Sell Long

11:28 AM

SPY

391.65

7/26/2022

3926

Go Short

11:28 AM

RWM

24.53

7/27/2022

3959

Cover Short

9:36 AM

RWM

24.37

7/27/2022

3959

Go Long

9:36 AM

SPY

391.47

8/26/2022

4064

Sell Long

3:56 PM

SPY

404.89

8/26/2022

4064

Go Short

3:56 PM

SDS

43.00

9/7/2022

3944

Cover Short

11:25 AM

SDS

45.60

9/7/2022

3944

Go Long

11:25 AM

SSO

48.38

9/13/2022

3987

Sell Long

10:56 AM

SSO

49.34

9/13/2022

3987

Go Short

10:56 AM

SDS

44.43

10/13/2022

3620

Cover Short

11:20 AM

SDS

53.50

10/13/2022

3620

Go Long

11:20 AM

SSO

40.36

10/20/2022

3661

Sell Long

2:12 PM

SSO

41.18

10/20/2022

3661

Go Short

2:12 PM

SDS

51.68

10/21/2022

3742

Cover Short

2:09 PM

SDS

49.42

10/21/2022

3742

Go Long

2:09 PM

SPY

373.25

11/1/2022

3854

Sell Long

10:47 AM

SPY

382.85

11/1/2022

3854

Go Short

10:47 AM

SH

16.08

11/7/2022

3809

Cover Short

3:16 PM

SH

16.20

11/7/2022

3809

Go Long

3:16 PM

SPY

380.09

11/9/2022

794

Sell Long

10:39 AM

SPY

378.68

11/9/2022

3794

Go Short

10:39 AM

SH

16.26

11/10/2022

3876

Cover Short

9:36 AM

SH

15.91

11/10/2022

3876

Go Long

9:36 AM

QQQ

275.46

12/15/2022

3934

Sell Long

9:36 AM

QQQ

281.00

12/15/2022

3934

Go Short

9:36 AM

SDS

43.90

12/29/2022

3838

Cover Short

10:12 AM

SDS

46.01

12/29/2022

3838

Go Long

10:12 AM

SSO

44.41

12/30/2022

3803

Sell Long

1:26 PM

SSO

43.62

12/30/2022

3803

Go Short

1:26 PM

SH

16.17

12/31/2022

3840

Cover Short

8:37 AM

SH

16.03

 

Date – SPX – Position – Time Stamp – ETF – Price

Begin Printing Trade Data Entries Exits Reverse Order

FINAL 2022 RESULTS

Mark and Set

Date Stamp 12/31/22; 8:37 AM EST

End – End – End – End – End – End – End – End – End – End – End

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12/31/22; Algorithm Zeroed for 2023 Data EOM EOQ4 EOH2 EOY2022 = -16; signal line is -25; go short 3840; (Benchmark SPX for 2022 Final = -19.4%)(Keybot algo this trade = -1.0%; Keybot algo for 2022 Final = +29.8%)(Actual results this trade = -0.9%; Actual results for 2022 Final = +44.5%)
12/30/22; 3:36 PM EST = -16; signal line is -26 but algorithm remains short
12/30/22; 3:17 PM EST = -32; signal line is -27
12/30/22; 1:26 PM EST = -46; signal line is -27; go short 3803; (Benchmark SPX for 2022 = -20.2%)(Keybot algo this trade = -0.9%; Keybot algo for 2022 = +30.8%)(Actual results this trade = -1.8%; Actual results for 2022 = +45.4%)
12/30/22; 1:25 PM EST = -32; signal line is -26 but algorithm remains long
12/30/22; 9:50 AM EST = -16; signal line is -27
12/29/22; 10:12 AM EST = +0; signal line is -27
; go long 3838; (Benchmark SPX for 2022 = -19.5%)(Keybot algo this trade = +2.4%; Keybot algo for 2022 = +31.7%)(Actual results this trade = +4.8%; Actual results for 2022 = +47.2%)