• 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 Bullish at SPX 1803 on 12/6/13





 
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%)
 

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