6/21/12: Keybot the Quant flipped to the short side at 1:39 PM EST at SPX 1334; for the year thus far SPX Benchmark is up 6.0%; Keybot algo is up 9.4%; Keybot actual trading is up 9.2%. Stay on guard for a whipsaw.
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%.
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%.
Hey KS - egle extended & almost kissed the 50dma today - nice move!
ReplyDeleteHello Santy, Keystone had already took profits and exited, missing the move today. It sure is something, 34%, wow.
DeleteHi KS, great calls. I just found ur blog tody. Hope to learn from u. When u open short positions, would you consider buying TZA, FAZ, QLD or SQQQ? Or do you steer clear from them?
ReplyDeletethanks in advance.
Hello Jim, Keystone plays those tickers, or similar ones in the 1x, 2x, and 3x family regularly. The Positions and Picks page provides a running tally of Keystone's short-term trades this year. Keybot the Quant, Keystone's proprietary trading algo, shown in the left margin, trades two-thirds of the portfolio. Thus, for a general call on the markets, monitor Keybot in the left margin. Keysotne calls out the short term trading moves in the midday market action and once a trade is exited it is tallied on the Position and Pick page. Keystone constantly stresses the danger in using 2x and 3x ETF's as well as ETN's which are vehicles that assume addtional risk. It all depends on your risk tolerance, whether or not the funds are discretionary (can you afford to lose all the money if the trade fails), and many other reasons.
ReplyDeleteThanks for the pointers. Really appreciate your response.
ReplyDelete