• Gold Standard I...
    01/12/2016 - 00:57
    Jamie Dimon, JP Morgan ChaseBrian T. Moynihan, Bank of AmericaMichael Corbat, Citigroup I am writing to you to warn you about the disruption that is about to occur in banking.

Keybot the Quant Turns Bearish at SPX 1661 on 5/22/13





 
Keybot the Quant flips to the short side today. As always, stay alert for a whipsaw tomorrow. The higher volatilty and drop in copper created the bear fuel today to finally create a trend change, however, copper recovered into the closing bell. Watch copper overnight as a key indicator of whether or not the bulls recover tomorrow. Watch VIX 13.12 and JJC 41.77 as the bull-bear lines in the sand. Volatility is creating bearishness now but copper jumped back into the bull camp by a few pennies at the close. 5/26/13; 7:00 PM EST = 5/22/13; 3:58 PM EST = +48; signal line is +46 but algorithm says stay short 5/22/13; 2:12 PM EST = +32; signal line is +46; go short 1661; (Benchmark SPX for 2013 = +16.5%)(Keybot this trade = +5.9%; Keybot for 2013 = +6.8%)(Actual this trade = +5.0%; Actual for 2013 = +5.5%) 5/22/13; 10:20 AM EST = +48; signal line is +46 5/22/13; 10:13 AM EST = +62; signal line is +46 5/22/13; 9:30 AM EST = +48; signal line is +45 5/21/13; 2:37 PM EST = +32; signal line is +44 but algorithm says stay long 5/21/13; 11:30 AM EST = +46; signal line is +44 5/21/13; 10:34 AM EST = +32; signal line is +44 but algorithm says stay long 5/21/13; 10:12 AM EST = +48; signal line is +45 5/21/13; 9:30 AM EST = +62; signal line is +45 5/20/13; 10:24 AM EST = +46; signal line is +43 5/20/13; 9:30 AM EST = +32; signal line is +42 but algorithm says stay long 5/19/13; 7:00 PM EST = +46; signal line is +41 5/17/13; 10:00 AM EST = +46; signal line is +40 5/16/13; 3:58 PM EST = +46; signal line is +38 5/16/13; 3:47 PM EST = +32; signal line is +37 but algorithm says stay long 5/16/13; 10:36 AM EST = +46; signal line is +38 5/16/13; 10:01 AM EST = +32; signal line is +37 but algorithm says stay long 5/16/13; 9:00 AM EST = +46; signal line is +38 5/15/13; 1:35 PM EST = +46; signal line is +37 5/15/13; 12:40 PM EST = +32; signal line is +37 but algorithm says stay long 5/13/13; 9:30 AM EST = +46; signal line is +37 5/12/13; 7:00 PM EST = +62; signal line is +36 5/10/13; 3:54 PM EST = +62; signal line is +34 5/8/13; 11:04 AM EST = +46; signal line is +33 5/8/13; 9:32 AM EST = +62; signal line is +32 5/5/13; 7:00 PM EST = +46; signal line is +31 5/3/13; 9:00 AM EST = +46; signal line is +31 5/2/13; 10:14 AM EST = +46; signal line is +31 5/1/13; 9:36 AM EST = +32; signal line is +31 4/30/13; 7:00 PM EST EOM = +46; signal line is +32 4/30/13; 10:45 AM EST = +46; signal line is +32 4/30/13; 10:00 AM EST = +32; signal line is +31 4/30/13; 9:58 AM EST = +32; signal line is +32 but algorithm says stay long 4/28/13; 7:00 PM EST = +46; signal line is +32 4/26/13; 10:00 AM EST = +46; signal line is +32 4/23/13; 9:30 AM EST = +46; signal line is +32; go long 1569; (Benchmark SPX for 2013 = +10.0%)(Keybot this trade = -0.2%; Keybot for 2013 = +0.9%)(Actual this trade = -0.8%; Actual for 2013 = +0.5%)
 

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