Keybot the Quant flips to the bull side again. The dramatic loss in the VIX under 14.20 creates the bull fuel. The bulls are driving the bus again.
12/22/13; 7:00 PM EST =
12/18/13; 3:20 PM EST = +46; signal line is +35
12/18/13; 2:38 PM EST = +32; signal line is +35 but algorithm stays long
12/10/13; 2:36 PM EST = +46; signal line is +36; go long 1797; (Benchmark SPX for 2013 = +26.0%)(Keybot this trade = +0.3%; Keybot for 2013 = +15.0%)(Actual this trade = -1.6%; Actual for 2013 = +6.4%)
12/18/13; 2:30 PM EST = +46; signal line is +36 but algorithm remains short
12/18/13; 9:00 AM EST = +32; signal line is +36
12/16/13; 9:37 AM EST = +32; signal line is +37
12/15/13; 7:00 PM EST = +16; signal line is +37
12/13/13; 3:59 PM EST = +16; signal line is +39
12/13/13; 2:54 PM EST = +32; signal line is +40
12/13/13; 2:10 PM EST = +16; signal line is +41
12/13/13; 12:33 PM EST = +32; signal line is +42
12/13/13; 11:32 AM EST = +16; signal line is +43
12/13/13; 11:19 AM EST = +32; signal line is +44
12/13/13; 10:14 AM EST = +16; signal line is +44
12/12/13; 9:37 AM EST = +32; signal line is +45
12/11/13; 3:59 PM EST = +46; signal line is +45 but algorithm remains short
12/11/13; 3:11 PM EST = +32; signal line is +45
12/11/13; 2:36 PM EST = +46; signal line is +46
12/11/13; 11:31 AM EST = +32; signal line is +45
12/11/13; 11:21 AM EST = +46; signal line is +45 but algorithm remains short
12/11/13; 9:39 AM EST = +32; signal line is +44
12/11/13; 9:37 AM EST = +46; signal line is +44 but algorithm remains short
12/10/13; 3:59 PM EST = +60; signal line is +43 but algorithm remains short
12/10/13; 1:47 PM EST = +46; signal line is +42 but algorithm remains short
12/10/13; 12:31 PM EST = +32; signal line is +41
12/10/13; 12:21 PM EST = +46; signal line is +41 but algorithm remains short
12/10/13; 11:56 AM EST = +32; signal line is +41; go short 1803; (Benchmark SPX for 2013 = +26.4%)(Keybot this trade = +0.0%; Keybot for 2013 = +14.7%)(Actual this trade = +0.0%; Actual for 2013 = +8.0%)