1/1/12: The new year begins. For 2011, the SPX Benchmark is flat finishing up 0%; Keybot algo finished the year up 33%; Keybot actual trading ended the year up 37%. Keybot begins 2012 remaining long. The new year begins at SPX 1258.
12/20/11: Keybot the Quant flipped to the long side at 2:49 PM at SPX 1240; for the year thus far SPX Benchmark is down 1.4%; Keybot algo is up 31.2%; Keybot actual trading is up 35.5%. Stay on guard for a whipsaw.
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.
Futures are flying high! Looks like SPX will top 1360 tomorrow. Market is up on China buying European debt. Crazy market. Only goes up and never goes down. Will Keybot switch back to bullish?
ReplyDeleteSteve
Just speaking honestly, do you feel like you were so anxious to short that you front run your indicators or signal? Since CRB never went below 311.2. Or was there a real signal that said go short without any ambiguity? Thanks for the blog. It is very informative.
ReplyDeleteKeybot's track record seems to be very good. However, what happened today at the last 30 minutes, will it get flipped back to bullish right away, especially with es up 7 points now.
ReplyDeleteEven with futures up 7 points, note that the NQ is not leading the ES for the FIRST time this year. Something is about to change. KeyBot might be premature, but Keystone track record is hard to argue with. Great blog.
ReplyDeleteHello all,
ReplyDeleteFor Steve, yes, the 1360 gap fill may be coming but remember 1354 was strong R. If that gives way, then 1357 and yep, 1360.
For Alex, Keybot is purely mathemeatical so there is no decision to make. It simply follows the 1's adn 0's. A move from SPX 1240 on 12/20/11, when Keybot went long, to yesterday at 1342 is a 102 handle gain. So it may flip back to long but it all depends on the markets today. In other shorter term trading I show here, especially with charts showing divergences, that is trading that involves more direct top and bottom calling. The CRB impacts Keybot, it figures into its program, but the shorter trades are based on the charts for those individual sectors or tickers. But, no Alex, Keybot has a mind of its own, the reason it triggered was the Greece meting, that was enough to finally cause the algo to turn.
For Curious, yep, its a great model for the last few years but you never know. Since it is an oscillator it should continue the track record. Yes, it looks likely to flip back to the long side for a whipsaw but we will have to see what happens. See, with Keybot now locking in the first trade of the year, and up over 10%, a whipsaw giving up a percent or two is of no consequence.
For Anon, it appears that the SPX 1354 level will tell a lot, watch that, and UTIL 451.17, those two will likely dictate market direction today.
Appears that you are on track, as always! thanks for keeping us posted with the excellent charts.
ReplyDeleteLeeAnn