• 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 1841 on 1/2/14





 
Keybot the Quant flips ot the bear side to begin the new yar at SPX 1841. Higher volatility (VIX above 14.11) and lower commodities (GTX under 4820) are causing the weakness. Watch these two parameters closely. As always, stay alert for a potential whipsaw. 1/10/14; 9:00 AM EST = 1/5/14; 7:00 PM EST = 1/2/14; 9:36 AM EST = +35; signal line is +41; go short 1841; (Benchmark SPX for 2014 = -0.4%)(Keybot this trade = -0.4%; Keybot for 2014 = -0.4%)(Actual this trade = -0.9%; Actual for 2014 = -0.9%) 1/1/14; Begin 2014 Data Set = +63; signal line is +41; go long 1848; (Benchmark SPX for 2014 = 0%)(Keybot this trade = 0%; Keybot for 2014 = 0%)(Actual this trade = 0%; Actual for 2014 = 0%) 1/1/14; Algorithm Zeroed for 2014 Data = +63; signal line is +41; go long 1848; (Benchmark SPX for 2013 Final = +29.6%)(Keybot this trade = +2.8%; Keybot for 2013 Final = +17.8%)(Actual this trade = +6.0%; Actual for 2013 Final = +12.4%) 12/31/13; 7:00 PM EST EOM EOQ4 EOY2013 = +63; signal line is +41 12/31/13; 3:45 PM EST = +63; signal line is +40 12/31/13; 2:30 PM EST = +49; signal line is +39 12/31/13; 10:00 AM EST = +63; signal line is +39 12/29/13; 7:00 PM EST = +61; signal line is +38 12/23/13; 10:00 AM EST = +61; signal line is +38 12/22/13; 7:00 PM EST = +60; signal line is +38 12/19/13; 10:36 AM EST = +60; signal line is +37 12/19/13; 10:11 AM EST = +46; signal line is +36 12/19/13; 9:39 AM EST = +60; signal line is +36 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 12/18/13; 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%)
 

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