6/29/12: Keybot the Quant flipped to the long side at 9:59 AM EST at SPX 1351; for the year thus far SPX Benchmark is up 7.4%; Keybot algo is up 8.1%; Keybot actual trading is up 6.4%. Stay alert for a whipsaw.
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%.
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%.
KS,what do you make of the narrow tick range? No uber high ticks... I noticed big call volume in the SDS 2X short SPX 16K at strike $16, open int. 17K. Somebody's betting on a whipsaw. Thank you for posting QuantBot's changes in real time. I am tempted to bet a bit on a whipsaw but don't find a lot of signs of a decline in uber-bearishness yet.
ReplyDeleteoops I meant uber-bullishness!
ReplyDeleteCharles, the TICK is well-behaved today far different than yesterday. Lots of traders are sneaking out the back door today and volumes will be very light with the short session coming on Tuesday and holiday on Wednesday. The NYAD has printed an uber high +2212 number today, so this hints that some type of snap back sell move will be needed but is should be corrective in nature. For this type of move, it is typically best to simply let the dust clear. Trading will be erratic and difficult thru next week because of the holiday and not assume some normalcy, whatever that is these days, until Tuesday or Wednesday, 7/10 or 7/11. The TRIN is 0.92 not as low as would be expected with this type of rally. The VIX 18.90 is worth watching, below is bullish, above is market bearish.
ReplyDelete