Keybot the Quant finally flips to the bull side due to the drop in volatility. Watch VIX 13.95 as a bull-bear line in the sand.
12/8/13; 7:00 PM EST =
12/6/13; 12:41 PM EST = +44; signal line is +34; go long 1803; (Benchmark SPX for 2013 = +26.4%)(Keybot this trade = -3.3%; Keybot for 2013 = +14.7%)(Actual this trade = -7.1%; Actual for 2013 = +8.0%)
12/6/13; 11:52 AM EST = +44; signal line is +33 but algorithm remains short
12/6/13; 10:49 AM EST = +30; signal line is +33
12/6/13; 10:00 AM EST = +44; signal line is +33 but algorithm remains short
12/6/13; 9:46 AM EST = +44; signal line is +33 but algorithm remains short
12/6/13; 9:00 AM EST = +30; signal line is +33
12/3/13; 1:22 PM EST = +30; signal line is +33
12/2/13; 3:32 PM EST = +16; signal line is +34
12/2/13; 11:48 AM EST = +30; signal line is +34
12/2/13; 9:48 AM EST = +16; signal line is +35
12/1/13; 7:00 PM EST EOM = +30; signal line is +35
11/27/13; 10:00 AM EST = +30; signal line is +36
11/26/13; 10:20 AM EST = +30; signal line is +36
11/26/13; 10:00 AM EST = +46; signal line is +37 but algorithm remains short
11/26/13; 9:00 AM EST = +46; signal line is +37 but algorithm remains short
11/25/13; 9:37 AM EST = +46; signal line is +37 but algorithm remains short
11/24/13; 7:00 PM EST = +30; signal line is +37
11/21/13; 9:39 AM EST = +30; signal line is +39
11/20/13; 2:43 AM EST = +14; signal line is +39
11/20/13; 10:43 AM EST = +30; signal line is +40
11/20/13; 10:00 AM EST = +46; signal line is +40 but algorithm remains short
11/19/13; 1:01 PM EST = +30; signal line is +41
11/19/13; 12:41 PM EST = +46; signal line is +41 but algorithm remains short
11/19/13; 11:26 AM EST = +30; signal line is +42
11/18/13; 9:37 AM EST = +46; signal line is +42 but algorithm remains short
11/17/13; 7:00 PM EST = +30; signal line is +42
11/10/13; 7:00 PM EST = +30; signal line is +42
11/8/13; 10:00 AM EST = +30; signal line is +43
11/8/13; 9:00 AM EST = +30; signal line is +43
11/7/13; 3:32 PM EST = +30; signal line is +44
11/7/13; 2:40 PM EST = +46; signal line is +44 but algorithm remains short
11/7/13; 1:51 PM EST = +30; signal line is +45
11/6/13; 9:54 AM EST = +46; signal line is +47
11/5/13; 2:02 PM EST = +30; signal line is +47
11/5/13; 10:25 AM EST = +46; signal line is +48
11/5/13; 9:37 AM EST = +30; signal line is +48
11/4/13; 12:52 PM EST = +46; signal line is +49
11/4/13; 9:49 AM EST = +30; signal line is +50
11/4/13; 9:37 AM EST = +46; signal line is +52
11/3/13; 7:00 PM EST = +46; signal line is +53
10/31/13; 7:00 PM EST EOM = +46; signal line is +54
10/30/13; 1:17 PM EST = +46; signal line is +54
10/30/13; 10:35 AM EST = +62; signal line is +56 but algorithm remains short
10/30/13; 10:24 AM EST = +46; signal line is +56
10/30/13; 10:10 AM EST = +62; signal line is +57 but algorithm remains short
10/29/13; 2:05 PM EST = +46; signal line is +56
10/29/13; 1:33 PM EST = +30; signal line is +57
10/29/13; 10:43 AM EST = +46; signal line is +58
10/29/13; 10:26 AM EST = +62; signal line is +57 but algorithm remains short
10/29/13; 10:00 AM EST = +46; signal line is +57
10/29/13; 9:37 AM EST = +48; signal line is +57
10/28/13; 10:31 AM EST = +32; signal line is +57
10/27/13; 7:00 PM EST = +48; signal line is +58
10/25/13; 10:00 AM EST = +48; signal line is +58
10/23/13; 11:29 AM EST = +48; signal line is +59
10/23/13; 10:20 AM EST = +32; signal line is +59
10/23/13; 9:51 AM EST = +48; signal line is +60; go short 1746; (Benchmark SPX for 2013 = +22.4%)(Keybot this trade = +3.9%; Keybot for 2013 = +18.0%)(Actual this trade = +7.8%; Actual for 2013 = +15.1%)