• 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 1875 on 4/4/14





 
Keybot flipped short on Friday, 4/4/14. XLF 21.87 is an important bull-bear line in the sand. 4/6/14; 7:00 PM EST = +47; signal line is +48 4/4/14; 12:53 PM EST = +47; signal line is +48; go short 1875; (Benchmark SPX for 2014 = +1.4%)(Keybot this trade = -0.1%; Keybot for 2014 = +3.7%)(Actual this trade = -0.2%; Actual for 2014 = +3.5%) 4/4/14; 12:47 PM EST = +47; signal line is +49 but algorithm remains long 4/4/14; 9:00 AM EST = +63; signal line is +50 4/2/14; 2:32 PM EST = +63; signal line is +49 4/2/14; 12:49 PM EST = +49; signal line is +48 4/2/14; 12:25 PM EST = +63; signal line is +48 4/2/14; 10:11 AM EST = +49; signal line is +47 4/1/14; 9:30 AM EST = +63; signal line is +48; go long 1877; (Benchmark SPX for 2014 = +1.6%)(Keybot this trade = -0.2%; Keybot for 2014 = +3.8%)(Actual this trade = -1.0%; Actual for 2014 = +3.7%)
 

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