Tuesday, March 19, 2013

SPX Daily Chart Showing Keybot the Quant Algorithm Turns


Current signal remains valid until a change occurs.
3/19/13:  Keybot the Quant flipped to the short side at 1:23 PM EST at SPX 1540.  For the year thus far, SPX Benchmark Index is up 8.0%; Keybot is up 2.3%; Keybot actual trading is up 1.8%Stay alert for a potential whipsaw on 3/20/13.
3/4/13:  Keybot the Quant flipped to the long side at 2:25 PM EST at SPX 1520.  For the year thus far, SPX Benchmark is up 6.6%; Keybot is up 1.0%; Keybot actual trading is down 0.3%.
2/25/13:  Keybot the Quant flipped to the short side at 3:20 PM EST at SPX 1502.  For the year thus far, SPX Benchmark is up 5.3%; Keybot is up 2.2%; Keybot actual trading is up 1.0%.
2/25/13:  Keybot the Quant flipped to the long side at 9:30 AM EST at SPX 1522.  For the year thus far, SPX Benchmark is up 6.7%; Keybot is up 3.5%; Keybot actual trading is up 2.5%.
2/21/13:  Keybot the Quant flipped to the short side at 2:08 PM EST at SPX 1498.  For the year thus far, SPX Benchmark is up 5.1%; Keybot is up 5.1%; Keybot actual trading is up 5.8%.
12/31/12:  Keybot the Quant flipped to the long side at 2:51 PM EST at SPX 1419 and the year ended only a few hours later resulting in the following closing numbers for 2012SPX Benchmark was up 13.4% closing at 1426; Keybot was up 22.3%; Keybot actual trading was up 20.0%.
12/20/12:  Keybot the Quant flipped to the short side at 9:44 AM EST at SPX 1435.  For the year thus far, SPX Benchmark is up 14.1%; Keybot is up 20.8%; Keybot actual trading is up 18.1%.
12/11/12:  Keybot the Quant flipped to the long side at 9:35 AM EST at SPX 1426.  For the year thus far, SPX Benchmark is up 13.4%; Keybot is up 20.2%; Keybot actual trading is up 18.0%.

Note the nasty action late February with a double whipsaw move.  Then Keybot was short but the markets drifted higher to finish February.  Then Keybot was long to begin March. This behavior is testimony to the erratic and unstable condition of the broad indexes currently.

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