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Wednesday, June 6, 2012

Keybot the Quant Turns Bullish

Keystone's proprietary trading algorithm, Keybot the Quant, flipped to the long side at 11:02 AM EST at SPX 1305.  As always, stay on guard for a whipsaw today or tomorrow.  Details can be found at Keybot's site;
http://www.keybotthequant.blogspot.com

Current signal remains valid until a change occurs.
6/6/12: Keybot the Quant flipped to the long side at 11:02 AM EST at SPX 1305; for the year thus far SPX Benchmark is up 3.7%; Keybot algo is up 7.2%; Keybot actual trading is up 7.4%. Stay on guard for a whipsaw.
5/4/12: Keybot the Quant flipped to the short side at 9:55 AM EST at SPX 1382; for the year thus far SPX Benchmark is up 9.9%; Keybot algo is up 1.6%; Keybot actual trading is up 2.0%.
4/25/12: Keybot the Quant flipped to the long side at 11:29 AM EST at SPX 1387; for the year thus far SPX Benchmark is up 10.3%; Keybot algo is up 2.0%; Keybot actual trading is up 3.0%.
4/23/12: Keybot the Quant flipped to the short side at 9:57 AM EST at SPX 1362; for the year thus far SPX Benchmark is up 8.3%; Keybot algo is up 3.8%; Keybot actual trading is up 5.1%.
4/12/12: Keybot the Quant flipped to the long side at 12:30 PM EST at SPX 1384; for the year thus far SPX Benchmark is up 10.0%; Keybot algo is up 5.4%; Keybot actual trading is up 6.7%.
3/28/12: Keybot the Quant flipped to the short side at 10:33 AM EST at SPX 1409, whipsaw occurs; for the year thus far SPX Benchmark is up 12.0%; Keybot algo is up 3.6%; Keybot actual trading is up 5.2%.
3/26/12: Keybot the Quant flipped to the long side at 2:18 PM EST at SPX 1412; for the year thus far SPX Benchmark is up 12.2%; Keybot algo is up 3.8%; Keybot actual trading is up 5.5%.
3/22/12: Keybot the Quant flipped to the short side at 10:51 AM EST at SPX 1392; for the year thus far SPX Benchmark is up 10.7%; Keybot algo is up 5.2%; Keybot actual trading is up 6.8%.
3/8/12: Keybot the Quant flipped to the long side at 12:04 PM at SPX 1364; whipsaw occurs; for the year thus far SPX Benchmark is up 8.4%; Keybot algo is up 3.1%; Keybot actual trading is up 5.8%.
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3 comments:

  1. ArnieJune 6, 2012 at 12:31 PM

    sweet! i went long at 1307 without first consulting your website, so i guess great minds think :-). Seems like the waited for 1250-1240 didn't happen (still can of course), and I thought we'd be in wave iv of (v) of 1 down, but now that we've gone over 1291, it can't be a wave iv anymore and I think this is wave 2 up. we'll see who's right or wrong, lol.

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  2. Keystone SpeculatorJune 6, 2012 at 12:59 PM

    Hello Arnie, lots of tricky waters to maneuver, however, starting with the Beige Book at 2 PM today, then Chairman Bernanke talks tomorrow so the tape bombs (news coming across the wires) are on their way. We'll just inch ourselves along and see what happens.

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  3. AnonymousJune 6, 2012 at 1:48 PM

    Ks, I agree, it would be too simple to jump for joy here. I also feel the republican win in Wisconsin, set the stage for a party day for Romney and the Billionaires. But it is the interest of the Republican wall street 3-1 Romney camp to keep the market under raps until November. Again, Bernarke will be key politically player here I feel with his big QE3 mouth.

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