Keybot the Quant flips to the bear side at SPX 1691 today. Watch JJC 39.00 (now causing bearishness), GTX 4795 (now causing bullishness) and VIX 14.20 (now causing bullishness.
8/11/13; 7:00 PM EST =
8/7/13; 9:35 AM EST = +49; signal line is +51; go short 1691; (Benchmark SPX for 2013 = +18.6%)(Keybot this trade = +5.6%; Keybot for 2013 = +13.1%)(Actual this trade = +4.0%; Actual for 2013 = +8.2%)
8/6/13; 10:55 AM EST = +49; signal line is +50 but algorithm says stay long
8/6/13; 9:30 AM EST = +65; signal line is +50
8/4/13; 7:00 PM EST = +49; signal line is +50 but algorithm says stay long
8/2/13; 11:55 AM EST = +49; signal line is +50 but algorithm says stay long
8/2/13; 9:30 AM EST = +65; signal line is +49
8/2/13; 9:00 AM EST = +49; signal line is +49 but algorithm says stay long
8/1/13; 11:18 AM EST = +49; signal line is +48
8/1/13; 10:19 AM EST = +65; signal line is +47
8/1/13; 10:04 AM EST = +49; signal line is +46
8/1/13; 9:30 AM EST = +65; signal line is +45
7/31/13; 7:00 PM EST EOM = +49; signal line is +42
7/31/13; 9:50 AM EST = +49; signal line is +41
7/31/13; 9:36 AM EST = +35; signal line is +40 but algorithm says stay long
7/30/13; 10:00 AM EST = +49; signal line is +39
7/30/13; 9:31 AM EST = +50; signal line is +38
7/29/13; 11:06 AM EST = +34; signal line is +37 but algorithm says stay long
7/28/13; 7:00 PM EST = +50; signal line is +36
7/26/13; 10:00 AM EST = +50; signal line is +35
7/24/13; 12:23 PM EST = +50; signal line is +34
7/23/13; 10:57 AM EST = +66; signal line is +33
7/22/13; 11:44 AM EST = +50; signal line is +30
7/22/13; 10:30 AM EST = +66; signal line is +29
7/21/13; 7:00 PM EST = +50; signal line is +27
7/17/13; 10:57 AM EST = +50; signal line is +24
7/17/13; 10:46 AM EST = +36; signal line is +21
7/17/13; 10:34 AM EST = +50; signal line is +19
7/17/13; 9:00 AM EST = +36; signal line is +16
7/16/13; 11:33 AM EST = +36; signal line is +13
7/14/13; 7:00 PM EST = +50; signal line is +11
7/12/13; 10:00 AM EST = +50; signal line is +8
7/10/13; 4:00 PM EST = +49; signal line is +6
7/10/13; 2:37 PM EST = +35; signal line is +3
7/10/13; 2:12 PM EST = +49; signal line is +1
7/8/13; 10:20 AM EST = +35; signal line is -2
7/7/13; 7:00 PM EST = +19; signal line is -3
7/5/13; 9:00 AM EST = +19; signal line is -4
7/3/13; 9:30 AM EST = +19; signal line is -4
7/2/13; 1:38 PM EST = +5; signal line is -3
7/2/13; 9:46 AM EST = +21; signal line is -2
7/1/13; 1:49 PM EST = +5; signal line is -1
6/30/13; 7:00 PM EST EOM EOQ2 EOH1 = +21; signal line is +0
6/28/13; 10:00 AM EST = +21; signal line is +1
6/26/13; 12:59 PM EST = +21; signal line is +1
6/26/13; 12:51 PM EST = +5; signal line is +2
6/26/13; 11:47 AM EST = +21; signal line is +4
6/26/13; 10:55 AM EST = +5; signal line is +5 but algorithm says stay long
6/26/13; 10:42 AM EST = +21; signal line is +6
6/26/13; 10:29 AM EST = +5; signal line is +7 but algorithm says stay long
6/26/13; 9:31 AM EST = +21; signal line is +7; go long 1601; (Benchmark SPX for 2013 = +13.7%)(Keybot this trade = +1.5%; Keybot for 2013 = +7.5%)(Actual this trade = +0.5%; Actual for 2013 = +4.2%)