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Tuesday, November 15, 2011

SPX Daily Chart Showing Keybot the Quant Turns

Before there is even time to post the latest change, the algo may flip back to the long side.  Markets jumping sharply higher over the last half hour. If markets continue higher, watch SPX 1259 and 1264 levels.

11/15/11: Keybot the Quant flipped to the short side at 11:27 AM at SPX 1247; for the year thus far SPX Benchmark is down 0.9%; Keybot algo is up 24.0%; Keybot actual trading is up 28.2%. Markets highly indecisive currently so another whipsaw is in play today or tomorrow. The bull-bear battle continues.
11/11/11: Keybot the Quant flipped to the long side at 9:30 AM at SPX 1251; for the year thus far SPX Benchmark is down 0.6%; Keybot algo is up 24.3%; Keybot actual trading is up 28.9%. Stay on guard for a whipsaw today or Monday. The three algo turns in one week, whipsaw-gone-wild, are unprecedented, this behavior never before seen by the quant. The six turns in the last 18 days is remarkable. This behavior highlights the indecision in the markets and the intense bull-bear battle occurring. High volatility gives high point swings each day and intraday. Hold on tight, this is not finished yet.
11/9/11: Keybot the Quant flipped to the short side at 9:30 AM at SPX 1260; for the year thus far SPX Benchmark is up 0.2%; Keybot algo is up 23.6%; Keybot actual trading is up 29.9%. The whipsaw occurrred so the algo was quick to return to the short side. Watch for a whipsaw back again, anything is possible in these markets. Watch semi's tomorrow.
11/8/11: Keybot the Quant flipped to the long side at 9:30 AM at SPX 1261; for the year thus far SPX Benchmark is up 0.2%; Keybot algo is up 23.7%; Keybot actual trading is up 32.0%. The algorithm has been giving up some ground lately in these jumpy markets but it has a nice nest egg buillt up for the year. Watch for a whipsaw today or tomorrow.
11/1/11: Keybot the Quant flipped to the short side at 9:30 AM at SPX 1233; for the year thus far SPX Benchmark is down 2.0%; Keybot algo is up 26.0%; Keybot actual trading is up 35.6%. Watch for a whipsaw today or tomorrow.

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