• 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 theQuant Turns Bearish at SPX 1873 on 3/7/14





 
Keybot the Quant flips bearish today at SPX 1873. VIX 13.98 holds the key and is causing market bearishness at 14.11. Markets remain a coin-flip. 3/9/14; 7:00 PM EST = 3/7/14; 1:06 PM EST = +48; signal line is +51 3/7/14; 12:25 PM EST = +62; signal line is +51 but algorithm remains short 3/7/14; 11:03 AM EST = +48; signal line is +51; go short 1873; (Benchmark SPX for 2014 = +1.4%)(Keybot this trade = +1.5%; Keybot for 2014 = +4.0%)(Actual this trade = +0.7%; Actual for 2014 = +4.7%) 3/7/14; 10:20 AM EST = +62; signal line is +51 3/7/14; 9:53 AM EST = +48; signal line is +51 but algorithm remains long 3/7/14; 9:36 AM EST = +62; signal line is +51 3/7/14; 9:00 AM EST = +48; signal line is +50 but algorithm remains long 3/6/14; 1:33 PM EST = +48; signal line is +49 but algorithm remains long 3/5/14; 3:55 PM EST = +62; signal line is +49 3/5/14; 11:19 AM EST = +48; signal line is +47 3/5/14; 11:07 AM EST = +62; signal line is +46 3/3/14; 12:18 PM EST = +48; signal line is +45 3/3/14; 12:06 PM EST = +32; signal line is +44 but algorithm remains long 3/2/14; 7:00 PM EST EOM = +48; signal line is +44 2/28/14; 2:51 PM EST = +48; signal line is +43 2/28/14; 10:05 AM EST = +62; signal line is +43 2/28/14; 10:00 AM EST = +48; signal line is +43 2/27/14; 10:41 AM EST = +48; signal line is +44 2/27/14; 10:13 AM EST = +32; signal line is +44 but algorithm remains long 2/26/14; 1:09 PM EST = +48; signal line is +44 2/26/14; 12:40 PM EST = +62; signal line is +43 2/26/14; 11:51 AM EST = +48; signal line is +43 2/26/14; 11:27 AM EST = +62; signal line is +43 2/26/14; 11:03 AM EST = +48; signal line is +42 2/26/14; 10:43 AM EST = +62; signal line is +42 2/26/14; 10:07 AM EST = +48; signal line is +41 2/26/14; 9:58 AM EST = +32; signal line is +41 but algorithm remains long 2/26/14; 9:40 AM EST = +48; signal line is +41 2/25/14; 3:59 PM EST = +62; signal line is +40 2/25/14; 11:47 AM EST = +48; signal line is +39 2/25/14; 11:36 AM EST = +62; signal line is +38 2/25/14; 10:00 AM EST = +48; signal line is +36 2/24/14; 9:45 AM EST = +48; signal line is +35; go long 1846; (Benchmark SPX for 2014 = -0.1%)(Keybot this trade = -1.0%; Keybot for 2014 = +2.5%)(Actual this trade = -3.8%; Actual for 2014 = +4.0%)
 

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