• 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 1791 on 1/30/14





 
Keybot the Quant flips long today at SPX 1791. Utilities and commodities are causing the rally. Watch XLF 21.44 closely since it likely determines if the upside rally continues, or not. 1/31/14; 10:00 AM EST = 1/30/14; 11:23 AM EST = +16; signal line is +10; go long 1791; (Benchmark SPX for 2014 = -3.1%)(Keybot this trade = +2.0%; Keybot for 2014 = +1.3%)(Actual this trade = +3.7%; Actual for 2014 = +2.0%) 1/30/14; 9:36 AM EST = +16; signal line is +12 but algorithm remains short 1/29/14; 3:13 PM EST = -16; signal line is +13 1/29/14; 2:35 PM EST = +0; signal line is +16 1/29/14; 2:23 PM EST = -16; signal line is +17 1/29/14; 2:05 PM EST = -30; signal line is +20 1/29/14; 1:05 PM EST = -14; signal line is +25 1/29/14; 12:44 PM EST = +2; signal line is +25 1/28/14; 2:40 PM EST = -14; signal line is +26 1/28/14; 2:05 PM EST = -30; signal line is +28 1/28/14; 12:36 PM EST = -14; signal line is +31 1/28/14; 10:00 AM EST = -30; signal line is +33 1/27/14; 9:36 AM EST = -30; signal line is +35 1/26/14; 7:00 PM EST = -14; signal line is +38 1/24/14; 1:59 PM EST = -14; signal line is +39 1/24/14; 9:36 AM EST = +2; signal line is +41 1/23/14; 10:45 AM EST = +18; signal line is +42 1/23/14; 9:38 AM EST = +34; signal line is +42 1/21/14; 9:38 AM EST = +48; signal line is +42 but algorithm remains short 1/19/14; 7:00 PM EST = +32; signal line is +42 1/17/14; 10:00 AM EST = +32; signal line is +42 1/17/14; 9:00 AM EST = +33; signal line is +43 1/13/14; 2:28 PM EST = +33; signal line is +44; go short 1827; (Benchmark SPX for 2014 = -1.1%)(Keybot this trade = -0.5%; Keybot for 2014 = -0.7%)(Actual this trade = -1.1%; Actual for 2014 = -1.7%)
 

- advertisements -

Do NOT follow this link or you will be banned from the site!