• 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 1859 on 4/9/14





 
Keybot the Quant flips back to the bull side at SPX 1859. XLF moves above 21.87 and VIX drops under 14.59 creating market bullishness. 4/11/14; 10:00 AM EST = 4/9/14; 12:22 PM EST = +47; signal line is +41; go long 1859; (Benchmark SPX for 2014 = +0.6%)(Keybot this trade = +0.9%; Keybot for 2014 = +4.6%)(Actual this trade = +0.6%; Actual for 2014 = +4.1%) 4/9/14; 11:51 AM EST = +47; signal line is +41 but algorithm remains short 4/9/14; 11:45 AM EST = +33; signal line is +41 4/9/14; 10:49 AM EST = +17; signal line is +41 4/9/14; 10:29 AM EST = +33; signal line is +42 4/9/14; 9:52 AM EST = +17; signal line is +43 4/9/14; 9:47 AM EST = +33; signal line is +43 4/9/14; 9:37 AM EST = +47; signal line is +43 but algorithm remains short 4/8/14; 2:11 PM EST = +17; signal line is +44 4/8/14; 1:23 PM EST = +33; signal line is +45 4/7/14; 3:57 PM EST = +17; signal line is +45 4/7/14; 2:53 PM EST = +33; signal line is +46 4/7/14; 1:12 PM EST = +17; signal line is +47 4/7/14; 9:36 AM EST = +33; signal line is +49 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%)
 

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