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Monday, December 12, 2011

SPX Daily Chart Showing Keybot the Quant Algorithm Turns -- Bearish from 12/12/11

12/12/11: Keybot the Quant flipped to the short side at 10:25 AM at SPX 1234; for the year thus far SPX Benchmark is down 1.9%; Keybot algo is up 31.7%; Keybot actual trading is up 37.0%. Stay on guard for a whipsaw today or tomorrow.
11/28/11: Keybot the Quant flipped to the long side at 9:52 AM at SPX 1194; for the year thus far SPX Benchmark is down 5.1%; Keybot algo is up 28.3%; Keybot actual trading is up 32.3%. Stay on guard for a whipsaw today or tomorrow.
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.


This information is for educational and entertainment purposes only.  Do not invest based on anything you read or view. Consult your financial advisor before making any investment decisions.

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