Wednesday, August 12, 2015

Keybot the Quant Whipsaws to the Long Side

A rare day occurs where the Keybot the Quant algorithm changes direction twice in the same day. The action is explained at Keybot's site. The algo is long from SPX 2087 after losing ground due to the whipsaw erratic nature of markets today (the algo flipped short after the opening bell then flipped back to the long side before the closing bell). For Thursday at the opening bell, bulls win big if VIX drops under 13.58.  Bears win big if XLF drops under 24.95.

Keybot the Quant

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