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    01/12/2016 - 00:57
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Keybot the Quant Turns Bullish at SPX 1874 on 4/29/14





 
Keybot the Quant flips back to the bull side at the opening bell with strong financials; XLF moves above 21.80. The whipsaw is not particularly surprising considering the atypcial price action yesterday. Watch JJC 37.50 and XLF 21.80 to see if the bears can stop the market upside, or not. 5/4/14; 7:00 PM EST = 5/2/14; 9:00 AM EST = 4/30/14; 7:00 PM EST EOM = 4/29/14; 10:00 AM EST = +65; signal line is +39 4/29/14; 9:31 AM EST = +65; signal line is +36; go long 1874; (Benchmark SPX for 2014 = +1.4%)(Keybot this trade = -0.8%; Keybot for 2014 = +2.6%)(Actual this trade = -0.6%; Actual for 2014 = +0.4%) 4/28/14; 3:15 PM EST = +49; signal line is +35 but algorithm remains short 4/28/14; 2:27 PM EST = +33; signal line is +34 4/28/14; 1:05 PM EST = +19; signal line is +33; go short 1859; (Benchmark SPX for 2014 = +0.6%)(Keybot this trade = +0.0%; Keybot for 2014 = +3.4%)(Actual this trade = +0.1%; Actual for 2014 = +1.0%)
 

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