• 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 1689 on 9/27/13





 
Keybot flips short today but the markets are a coin flip. Watch UTIL 485.33, 483.57, XLF 20.01, VIX 14.67 and GTX 4889 as key inflection points that will dictate market direction. 9/29/13; 7:00 PM EST = 9/27/13; 10:37 AM EST = +32; signal line is +46 9/27/13; 10:00 AM EST = +18; signal line is +46 9/9/13; 9:59 AM EST = +18; signal line is +47; go short 1689; (Benchmark SPX for 2013 = +18.4%)(Keybot this trade = +1.7%; Keybot for 2013 = +13.6%)(Actual this trade = +1.5%; Actual for 2013 = +6.8%) 9/27/13; 9:42 AM EST = +34; signal line is +48 but algorithm remains long 9/27/13; 9:39 AM EST = +50; signal line is +47 9/26/13; 3:59 PM EST = +64; signal line is +45 9/26/13; 1:33 PM EST = +48; signal line is +43 9/25/13; 9:48 AM EST = +64; signal line is +42 9/25/13; 9:33 AM EST = +48; signal line is +40 9/24/13; 1:18 PM EST = +64; signal line is +37 9/24/13; 10:00 AM EST = +48; signal line is +35 9/23/13; 9:30 AM EST = +49; signal line is +34 9/23/13; 10:02 AM EST = +65; signal line is +32 9/23/13; 9:30 AM EST = +49; signal line is +29 9/22/13; 7:00 PM EST = +63; signal line is +27 9/20/13; 2:28 PM EST = +63; signal line is +24 9/20/13; 2:14 PM EST = +49; signal line is +22 9/20/13; 10:06 AM EST = +63; signal line is +20 9/18/13; 2:12 PM EST = +79; signal line is +18 9/18/13; 2:00 PM EST = +63; signal line is +14 9/18/13; 10:34 AM EST = +47; signal line is +11 9/18/13; 9:30 AM EST = +33; signal line is +9 9/18/13; 9:00 AM EST = +17; signal line is +6 9/17/13; 11:15 AM EST = +17; signal line is +5 9/15/13; 7:00 PM EST = +31; signal line is +3 9/13/13; 10:00 AM EST = +31; signal line is +1 9/12/13; 9:30 AM EST = +31; signal line is -0 9/11/13; 10:05 AM EST = +47; signal line is -1 9/11/13; 9:31 AM EST = +33; signal line is -3 9/10/13; 3:59 PM EST = +47; signal line is -3 9/9/13; 1:59 PM EST = +33; signal line is -4 9/9/13; 9:43 AM EST = +17; signal line is -5; go long 1661; (Benchmark SPX for 2013 = +16.5%)(Keybot this trade = +0.5%; Keybot for 2013 = +11.9%)(Actual this trade = +0.5%; Actual for 2013 = +5.3%)
 

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