Keybot the Quant flips to the bull side this morning at SPX 4209.
On the last trade, that ran for 6 weeks, the quant gains almost +6%. Ditto the actual trading generated by the robot. For the year thus far, with only 2 months remaining, the benchmark S&P 500 is up almost +10% giving back a lot over the last 3 months. The quant program is up a couple percent this year so far and the actual trading generated by Keybot the Quant is a smidgeon positive on the year. Perhaps Keybot may not finish in the red this year after all? (The robot has never had a negative year since it went on line in 2008.) Keybot exits SH and enters SSO back into the 2x ETF's since the whipsaw timer has expired.
11/5/23;
7:00 PM EST =
11/3/23;
9:00 AM EST =
11/1/23;
3:46 PM EST = -44; signal line is -70
11/1/23;
3:24 PM EST = -60; signal line is -70
11/1/23;
3:01 PM EST = -76; signal line is -70 but algorithm remains long
11/1/23;
2:46 PM EST = -90; signal line is -69 but algorithm remains long
11/1/23;
2:36 PM EST = -76; signal line is -68 but algorithm remains long
11/1/23;
1:38 PM EST = -90; signal line is -67 but algorithm remains long
11/1/23;
12:26 PM EST = -76; signal line is -66 but algorithm remains long
11/1/23;
12:17 PM EST = -60; signal line is -65
11/1/23;
10:27 AM EST = -46; signal line is -65
11/1/23; 9:48 AM EST = -60; signal line is -65; go long 4209;
(Benchmark SPX for 2023 = +9.6%)(Keybot algo this trade = +5.8%; Keybot algo
for 2023 = +2.1%)(Actual results this trade = +5.9%; Actual results for 2023 = +0.4%)
11/1/23;
9:36 AM EST = -60; signal line is -65 but algorithm remains short
10/31/23;
7:00 PM EST EOM = -90; signal line is -65
10/31/23;
1:16 PM EST = -90; signal line is -64
10/31/23;
10:00 AM EST = -76; signal line is -62
10/31/23;
9:36 AM EST = -76; signal line is -61
10/30/23;
3:59 PM EST = -60; signal line is -60 but algorithm remains short
10/30/23;
1:36 PM EST = -76; signal line is -60
10/30/23;
1:27 PM EST = -90; signal line is -59
10/30/23;
12:48 PM EST = -76; signal line is -58
10/30/23;
11:54 AM EST = -60; signal line is -56
10/30/23;
10:30 AM EST = -76; signal line is -57
10/30/23;
9:36 AM EST = -60; signal line is -57
10/29/23;
7:00 PM EST = -76; signal line is -57
10/27/23; 10:00 AM EST = -76; signal line is -57
10/25/23;
12:07 PM EST = -76; signal line is -57
10/22/23;
7:00 PM EST = -62; signal line is -56
10/18/23;
9:36 AM EST = -62; signal line is -56
10/18/23;
9:00 AM EST = -46; signal line is -56 but algorithm remains short
10/17/23;
3:31 PM EST = -46; signal line is -56 but algorithm remains short
10/17/23;
2:56 PM EST = -62; signal line is -57
10/17/23;
2:46 PM EST = -46; signal line is -56 but algorithm remains short
10/17/23;
1:58 PM EST = -62; signal line is -57
10/17/23;
11:20 AM EST = -46; signal line is -56 but algorithm remains short
10/17/23;
9:36 AM EST = -62; signal line is -57
10/16/23;
3:10 PM EST = -46; signal line is -56 but algorithm remains short
10/16/23;
2:43 PM EST = -62; signal line is -56
10/16/23;
1:46 PM EST = -46; signal line is -55 but algorithm remains short
10/16/23;
1:25 PM EST = -62; signal line is -54
10/16/23;
12:28 PM EST = -46; signal line is -53 but algorithm remains short
10/16/23;
12:04 PM EST = -62; signal line is -52
10/16/23;
11:15 AM EST = -46; signal line is -51 but algorithm remains short
10/16/23;
11:05 AM EST = -30; signal line is -47 but algorithm remains short
10/16/23;
10:15 AM EST = -46; signal line is -46 but algorithm remains short
10/15/23;
7:00 PM EST = -62; signal line is -44
10/13/23;
10:57 AM EST = -62; signal line is -42
10/13/23;
10:00 AM EST = -46; signal line is -39
10/10/23;
10:17 AM EST = -46; signal line is -36
10/9/23;
9:36 AM EST = -62; signal line is -34
10/8/23;
7:00 PM EST = -76; signal line is -31
10/6/23;
9:00 AM EST = -76; signal line is -27
10/5/23;
9:36 AM EST = -76; signal line is -24
10/1/23;
7:00 PM EST EOM EOQ3 = -49; signal line is -8
9/29/23;
10:00 AM EST = -49; signal line is -5
9/24/23;
7:00 PM EST = -49; signal line is -2
9/22/23;
3:39 PM EST = -49; signal line is +1
9/22/23;
3:14 PM EST = -35; signal line is +4
9/22/23;
1:29 PM EST = -49; signal line is +6
9/22/23;
10:05 AM EST = -35; signal line is +9
9/22/23;
9:58 AM EST = -49; signal line is +12
9/22/23;
9:36 AM EST = -35; signal line is +15
9/21/23;
3:55 PM EST = -49; signal line is +18
9/21/23;
10:49 AM EST = -35; signal line is +20
9/21/23;
9:53 AM EST = -19; signal line is +22
9/21/23;
9:42 AM EST = -35; signal line is +24
9/20/23;
3:59 PM EST = -19; signal line is +27
9/19/23;
9:00 AM EST = -5; signal line is +28
9/18/23;
12:20 PM EST = -5; signal line is +29
9/18/23;
9:36 AM EST = +11; signal line is +29
9/17/23;
7:00 PM EST = +27; signal line is +30
9/15/23;
11:21 AM EST = +27; signal line is +29
9/15/23; 11:04 AM EST = +11; signal line is +29
9/15/23; 10:57 AM EST = +27; signal line is +29; go short 4466;
(Benchmark SPX for 2023 = +16.3%)(Keybot algo this trade = -0.7%; Keybot algo
for 2023 = -3.7%)(Actual results this trade = -1.1%; Actual results for 2023 =
-5.5%)
No comments:
Post a Comment
Note: Only a member of this blog may post a comment.