Wednesday, April 1, 2015

STOCK MARKET BEARISH -- SHORT -- CAUTION

Keybot the Quant flips back to the bear side this morning. The benchmark SPX index is dead flat on the year. The algo program is down -1.3% on the year and actual trading is off -4.1% in 2015.

4/5//15; 7:00 PM EST =
4/3/15; 9:00 AM EST =
4/1/15; 12:29 PM EST = +36; signal line is +39
4/1/15; 12:06 PM EST = +22; signal line is +40
4/1/15; 10:26 AM EST = +36; signal line is +41
4/1/15; 9:46 AM EST = +22; signal line is +42
4/1/15; 9:30 AM EST = +36; signal line is +43; go short 2064; (Benchmark SPX for 2015 = +0.2%)(Keybot algo this trade = -0.9%; Keybot algo for 2015 = -1.3%)(Actual results this trade = -1.1%; Actual results for 2015 = -4.1%)
3/31/15; 7:00 PM EST EOM = +36; signal line is +43 but algorithm remains long
3/31/15; 3:10 PM EST = +36; signal line is +44 but algorithm remains long
3/31/15; 12:42 PM EST = +52; signal line is +44
3/31/15; 12:06 PM EST = +36; signal line is +43 but algorithm remains long
3/31/15; 10:36 AM EST = +52; signal line is +43
3/31/15; 10:00 AM EST = +36; signal line is +42 but algorithm remains long
3/31/15; 9:54 AM EST = +34; signal line is +42 but algorithm remains long
3/31/15; 9:47 AM EST = +50; signal line is +43
3/30/15; 11:16 AM EST = +66; signal line is +43
3/30/15; 10:11 AM EST = +50; signal line is +42
3/30/15; 10:01 AM EST = +66; signal line is +42
3/30/15; 9:46 AM EST = +50; signal line is +41; go long 2082; (Benchmark SPX for 2015 = +1.1%)(Keybot algo this trade = +0.0%; Keybot algo for 2015 = -0.4%)(Actual results this trade = -0.4%; Actual results for 2015 = -3.0%)

Monday, March 30, 2015

STOCK MARKET BULLISH -- LONG -- CAUTION

Keybot the Quant flips to the long side today shortly after the opening bell at SPX 2082. The algo exits DOG and enters DIA. The Keybot algorithm program is flat on the last trade with the actual trading taking a minor loss. The benchmark index remains up +1.1% on the year.

4/5//15; 7:00 PM EST =
4/3/15; 9:00 AM EST =
3/31/15; 7:00 PM EST EOM =
3/31/15; 10:00 AM EST =
3/30/15; 11:16 AM EST = +66; signal line is +43
3/30/15; 10:11 AM EST = +50; signal line is +42
3/30/15; 10:01 AM EST = +66; signal line is +42
3/30/15; 9:46 AM EST = +50; signal line is +41; go long 2082; (Benchmark SPX for 2015 = +1.1%)(Keybot algo this trade = +0.0%; Keybot algo for 2015 = -0.4%)(Actual results this trade = -0.4%; Actual results for 2015 = -3.0%)
3/29/15; 7:00 PM EST = +34; signal line is +41
3/27/15; 10:00 AM EST = +34; signal line is +41
3/26/15; 3:39 PM EST = +35; signal line is +41
3/26/15; 3:07 PM EST = +21; signal line is +41
3/26/15; 11:45 AM EST = +35; signal line is +41
3/26/15; 10:35 AM EST = +21; signal line is +42
3/26/15; 10:10 AM EST = +7; signal line is +43
3/26/15; 9:36 AM EST = +21; signal line is +45
3/25/15; 11:34 AM EST = +35; signal line is +46; go short 2082; (Benchmark SPX for 2015 = +1.1%)(Keybot algo this trade = -0.4%; Keybot algo for 2015 = -0.4%)(Actual results this trade = -0.7%; Actual results for 2015 = -2.6%)

Wednesday, March 25, 2015

STOCK MARKET BEARISH -- SHORT -- CAUTION

Keybot the Quant flips short today at SPX 2082; algo exits SPY enters DOG.

3/29/15; 7:00 PM EST =
3/27/15; 10:00 AM EST =
3/25/15; 11:34 AM EST = +35; signal line is +46; go short 2082; (Benchmark SPX for 2015 = +1.1%)(Keybot algo this trade = -0.4%; Keybot algo for 2015 = -0.4%)(Actual results this trade = -0.7%; Actual results for 2015 = -2.6%)
3/25/15; 11:22 AM EST = +51; signal line is +48
3/22/15; 7:00 PM EST = +67; signal line is +48
3/20/15; 9:36 AM EST = +67; signal line is +46
3/19/15; 10:13 AM EST = +51; signal line is +45
3/19/15; 9:53 AM EST = +67; signal line is +44
3/19/15; 9:36 AM EST = +51; signal line is +42
3/18/15; 3:11 PM EST = +67; signal line is +41
3/18/15; 2:13 PM EST = +51; signal line is +39; go long 2090; (Benchmark SPX for 2015 = +1.5%)(Keybot algo this trade = -0.6%; Keybot algo for 2015 = +0.0%)(Actual results this trade = -0.8%; Actual results for 2015 = -1.9%)

Friday, March 20, 2015

STOCK MARKET BULLISH -- LONG -- CAUTION

Keybot the Quant remains long moving into the Friday session. The algo printed three numbers in the Thursday session. Copper receives a  boost which creates ongoing buoyancy in the stock market. JJC ends yesterday's session at 31.84 exactly at the number the algo called out one day before it occurred. Isn't it amazing and remarkable that the algorithm can identify these important parameters and levels before they occur? There are, however, surprisingly, only a few of the over 3,000 daily users of the KE Blog sites that view this information as important, useful and valuable to their daily trading.

The algo is tracking JJC 31.88 currently. Market bulls will receive upside juice driving stock prices higher if JJC moves above 31.88 and copper is trading higher this morning which will create this outcome. Bears need to push copper lower to create a ceiling in the stock market.

UTIL 597 is another important level to watch. UTIL begins at 591 and bulls will receive strong upside juice if UTIL moves above 597. The UTIL 597.56 bull-bear level is very important for every day next week so pay attention to this level at the 4 PM EST closing bell today for a heads up on market direction come Monday. If JJC moves above 31.88 and UTIL above 597-598, the SPX will be running well above 2100. Bears must prevent both these levels with all their might to halt the stock market rally.

For the SPX starting at 2089, the bulls need to touch the 2099 handle and a several-handle upside acceleration will occur above 2100. S&P futures are +7 at this writing about 2-1/2 hours in front of the opening bell so bulls are targeting 2099 and want to make a run using copper as the upside fuel. The bears must push below 2086 to accelerate the downside. A move through 2087-2098 is sideways action to end the week.

The algo number is only six points above the signal line so the caution flag is out. The bulls are driving the bus and relying on copper to carry stocks higher. Bears can only lock-in a downside move ahead if either the VIX moves above 15.86, or NYA under 10842, or UTIL under 575; any one of the three will do.

3/22/15; 7:00 PM EST =
3/19/15; 10:13 AM EST = +51; signal line is +45
3/19/15; 9:53 AM EST = +67; signal line is +44
3/19/15; 9:36 AM EST = +51; signal line is +42
3/18/15; 3:11 PM EST = +67; signal line is +41

Wednesday, March 18, 2015

STOCK MARKET BULLISH -- LONG

Keybot the Quant flips to the long side today at SPX 2090, another whipsaw, shortly after 2 PM when Fed Chair Yellen began speaking at the FOMC press conference. It was surprising that the algo did not flip long after the opening bell and in fact as seen shortly before 2 PM, the bears were cruising along, then whammo, the bears got punched in the face. A wild day was anticipated and it occurred in spades.

The algo is tracking UTIL 596.72 and price is only pennies above. The stock rally will stall if UTIL drops under 596.72. Bulls will continue the party if UTIL remains bullish above 596.72 and will receive further upside fuel with higher copper; if JJC moves above 31.84.

For the SPX on Thursday starting at 2100, the bulls need to touch 2107 and bingo, the upside will accelerate. The bears need to push under 2061 to accelerate the downside. A move through 2062-2106 is sideways action for Thursday. Markets remain erratic and unstable.

Keybot exited SH and entered SPY. The last trade lost less than one percent in both the algo program and the actual trading. The SPX benchmark is up +1.5% this year. The algorithm program is dead flat on the year and actual trading is down -1.5%. Watch utilities and copper.

3/22/15; 7:00 PM EST =
3/18/15; 3:11 PM EST = +67; signal line is +41
3/18/15; 2:13 PM EST = +51; signal line is +39; go long 2090; (Benchmark SPX for 2015 = +1.5%)(Keybot algo this trade = -0.6%; Keybot algo for 2015 = +0.0%)(Actual results this trade = -0.8%; Actual results for 2015 = -1.9%)
3/18/15; 2:04 PM EST = +37; signal line is +38
3/18/15; 1:37 PM EST = +23; signal line is +37
3/18/15; 1:25 PM EST = +37; signal line is +37 but algorithm remains short
3/18/15; 1:13 PM EST = +23; signal line is +36
3/18/15; 1:11 PM EST = +37; signal line is +37 but algorithm remains short
3/18/15; 11:47 AM EST = +51; signal line is +36 but algorithm remains short
3/18/15; 11:37 AM EST = +37; signal line is +36 but algorithm remains short
3/18/15; 10:12 AM EST = +51; signal line is +35 but algorithm remains short
3/18/15; 9:36 AM EST = +37; signal line is +34 but algorithm remains short
3/17/15; 3:11 PM EST = +51; signal line is +33 but algorithm remains short
3/17/15; 2:35 PM EST = +37; signal line is +31 but algorithm remains short
3/17/15; 2:09 PM EST = +51; signal line is +30 but algorithm remains short
3/17/15; 1:04 PM EST = +37; signal line is +28 but algorithm remains short
3/17/15; 9:47 AM EST = +23; signal line is +28; go short 2077; (Benchmark SPX for 2015 = +0.9%)(Keybot algo this trade = +0.1%; Keybot algo for 2015 = +0.6%)(Actual results this trade = +0.5%; Actual results for 2015 = -1.1%)

Tuesday, March 17, 2015

STOCK MARKET BEARISH -- SHORT -- CAUTION -- TURN MAY BE IMMINENT

Keybot the Quant flips back to the bear side shortly after the opening bell this morning at SPX 2077. One day is stranger than the next. The bears perform a triple parameter reversal beginning with copper before Monday's closing bell and then both the VIX and NYA fail into the bear camp after the bell. The bulls fight back in the afternoon and Keybot clearly wants to flip back to the long side with the algo number 18 points above t he signal line, however, a timer has prevented the move today. This timer expires shortly after Wednesday's opening bell. If the SPX moves above 2080 tomorrow morning, Keybot will likely flip back to the bull side.

Volatility made several reversals during the Tuesday session with 2% moves occurring in seconds of time. This is very erratic and unstable behavior. The bulls are ready to receive the nod after Wednesday's opening bell unless the bears can send both the VIX above 15.86 and the NYA under 10842.

For the SPX starting at 2074, the bulls need to push above 2080 and bingo, the upside will accelerate. The bears need to push under 2065 and boom, the stock market will accelerate lower. A move through 2066-2079 is sideways action for Wednesday. Markets are on a wild ride this week and tomorrow will probably continue the excitement. The imminent turn notation is displayed since Keybot will likely flip back to the long side unless the VIX and NYA turn bearish as described.

The algo exited SSO and entered SH dropping down into single ETF's since a  whipsaw occurred with a direction change in less than 10 hours trading time. The robot uses single ETF's for the next 35 days since markets are too erratic and unstable and may be prone to more whipsaw choppy action that has hallmarked the trading year thus far.. The algorithm program and actual trading each log marginal gains on the last trade.

3/22/15; 7:00 PM EST =
3/17/15; 3:11 PM EST = +51; signal line is +33 but algorithm remains short
3/17/15; 2:35 PM EST = +37; signal line is +31 but algorithm remains short
3/17/15; 2:09 PM EST = +51; signal line is +30 but algorithm remains short
3/17/15; 1:04 PM EST = +37; signal line is +28 but algorithm remains short
3/17/15; 9:47 AM EST = +23; signal line is +28; go short 2077; (Benchmark SPX for 2015 = +0.9%)(Keybot algo this trade = +0.1%; Keybot algo for 2015 = +0.6%)(Actual results this trade = +0.5%; Actual results for 2015 = -1.1%)
3/17/15; 9:36 AM EST = +37; signal line is +29
3/17/15; 9:00 AM EST = +51; signal line is +28
3/16/15; 2:35 PM EST = +51; signal line is +27
3/16/15; 11:17 AM EST = +67; signal line is +27
3/16/15; 10:30 AM EST = +53; signal line is +25
3/16/15; 10:13 AM EST = +67; signal line is +25
3/16/15; 9:48 AM EST = +53; signal line is +24
3/16/15; 9:36 AM EST = +39; signal line is +24; go long 2066; (Benchmark SPX for 2015 = +0.3%)(Keybot algo this trade = +1.8%; Keybot algo for 2015 = +0.5%)(Actual results this trade = +3.2%; Actual results for 2015 = -1.6%)

STOCK MARKET BULLISH -- LONG

Keybot the Quant is long moving into the Tuesday session. The bulls need higher copper and JJC above 31.88 but copper is dropping. The bears need either VIX above 15.86 and/or NYA under 10842 to create market selling pressure. If one parameter turns bearish the caution flag will be out if both turn bearish then Keybot will be in the imminent turn mode to flip back to the bear side.

For the SPX starting at 2081, the bulls only need a smidge of positivity and the upside will accelerate but S&P futures are -5. The bears need to push under 2055 to accelerate the downside. The pre-scheduled number prints a short time ago with a one tick increase in the signal line. The bulls are in charge. Watch volatility and the NYA Index.

3/22/15; 7:00 PM EST =
3/17/15; 9:00 AM EST = +51; signal line is +28
3/16/15; 2:35 PM EST = +51; signal line is +27
3/16/15; 11:17 AM EST = +67; signal line is +27

Monday, March 16, 2015

STOCK MARKET BULLISH -- LONG

Keybot the Quant flips ot the long side after the opening bell today at SPX 2066. This move was telegraphed from late last Friday and utilities jump higher and volatility lower to create upside juice. In addition, the NYA Index moved above the 10841 level creating more bull fuel. Interestingly, howerver, the VIX is at 15.62 and the bull-bear line is 15.87 so the  move under is not overly convincing. Most importantly, copper is benign today and sitting only a single hair above the 31.88 bull-bear line in the sand printing at 31.89. Thus, bears can stop the upside rally if they push JJC under 31.88 only a couple pennies lower. Bears also need either NYA under 10841 or VIX above 15.87 to also stop the bull party today.

The Keybot algorithm computer program gains a couple percent on the last trade and is now positive on the year up +0.5% and a hair above the benchmark SPX index up +0.3% on the year (call it flat). The actual trading for the year is recovering from the choppy start that had chewed up bulls and bears alike during January-February and is now down -1.6% on the year. Keybot exits SDS and enters SSO remaining in the double-leveraged ETF's.

The algo number is 40 points above the signal line so the bulls have strength and are in full control. If either JJC, NYA or VIX turn bearish again, as described above, consider the caution flag to be out and the bears fighting back. For now, the bulls are driving the bus again. As always, stay alert for a whipsaw. Anything can happen in these erratic and unstable markets.

3/22/15; 7:00 PM EST =
3/17/15; 9:00 AM EST =
3/16/15; 11:17 AM EST = +67; signal line is +27
3/16/15; 10:30 AM EST = +53; signal line is +25
3/16/15; 10:13 AM EST = +67; signal line is +25
3/16/15; 9:48 AM EST = +53; signal line is +24
3/16/15; 9:36 AM EST = +39; signal line is +24; go long 2066; (Benchmark SPX for 2015 = +0.3%)(Keybot algo this trade = +1.8%; Keybot algo for 2015 = +0.5%)(Actual results this trade = +3.2%; Actual results for 2015 = -1.6%)
3/15/15; 7:00 PM EST = +23; signal line is +24
3/13/15; 2:02 PM EST = +23; signal line is +26
3/13/15; 1:01 PM EST = +7; signal line is +28
3/13/15; 12:25 PM EST = +23; signal line is +31
3/13/15; 10:32 AM EST = +7; signal line is +33
3/13/15; 10:24 AM EST = +21; signal line is +35
3/13/15; 10:12 AM EST = +7; signal line is +37
3/13/15; 10:00 AM EST = +21; signal line is +39
3/13/15; 9:47 AM EST = +22; signal line is +41
3/12/15; 3:05 PM EST = +38; signal line is +42
3/12/15; 12:09 PM EST = +24; signal line is +43
3/12/15; 11:23 AM EST = +38; signal line is +44
3/12/15; 10:16 AM EST = +24; signal line is +45
3/12/15; 10:15 AM EST = +8; signal line is +48
3/12/15; 9:36 AM EST = +24; signal line is +48
3/10/15; 11:25 AM EST = -8; signal line is +49
3/10/15; 10:30 AM EST = +8; signal line is +51
3/10/15; 9:36 AM EST = -8; signal line is +54
3/9/15; 11:05 AM EST = +52; signal line is +56
3/9/15; 9:36 AM EST = +36; signal line is +56
3/8/15; 7:00 PM EST = +22; signal line is +57
3/6/15; 3:39 PM EST = +22; signal line is +58
3/6/15; 3:08 PM EST = +36; signal line is +59
3/6/15; 2:44 PM EST = +22; signal line is +59
3/6/15; 10:42 AM EST = +36; signal line is +59
3/6/15; 9:00 AM EST = +52; signal line is +60
3/3/15; 11:33 AM EST = +52; signal line is +60; go short 2104; (Benchmark SPX for 2015 = +2.2%)(Keybot algo this trade = +2.4%; Keybot algo for 2015 = -1.3%)(Actual results this trade = +2.5%; Actual results for 2015 = -4.8%)

Sunday, March 15, 2015

STOCK MARKET BEARISH -- SHORT -- CAUTION -- TURN MAY BE IMMINENT

Keybot the Quant is short moving into the new week of trading but the algo number is only one point from the signal line. The battle liens are drawn. Flip a coin. The bulls have it on a silver platter if they want to take control. The bulls need UTIL above 574 (only one-point away) and/or VIX under 15.75 to lock in the bull victory moving forward. If either parameter flips into the bull camp, and the SPX touches the 2065 handle, Keybot will likely flip long so tomorrow morning's trade will be interesting.

The bears need to push JJC (copper) under 31.86 and/or XLF (financials) under 24.15 to create selling pressure and send stocks lower. For the SPX starting at 2053, the bulls need to touch the 2065 handle and bingo, it will be a big bull party to begin the week. The bears need to push under 2041 to accelerate the downside. A move through 2042-2052 is sideways action to begin the week. The bears are driving the bus but only hanging on by a thread. The bulls need either higher utilities or lower volatility to take control. Keybot prints one pre-scheduled number this week on Tuesday morning.

3/22/15; 7:00 PM EST =
3/17/15; 9:00 AM EST =
3/15/15; 7:00 PM EST = +23; signal line is +24
3/13/15; 2:02 PM EST = +23; signal line is +26

Saturday, March 14, 2015

STOCK MARKET BEARISH -- SHORT -- CAUTION -- TURN MAY BE IMMINENT

Keybot the Quant remains bearish over the weekend but the bulls are knocking at the door. Copper was pushed higher late Friday sending the stock market higher into the closing bell. The algo printed three numbers in the afternoon and the algo number is now only three points away from the signal line warranting the imminent turn notation. If the bulls boost utilities higher, or volatility lower, either one would do, at Monday's opening bell, and send the SPX to 2065 it is very likely that Keybot will flip long. It appears that the bulls have it on a silver platter to begin a recovery rally.

Bears are going to need weaker banks and copper if they want to keep pushing stocks lower. The areas and levels of interest can be identified once the Sunday pre-scheduled number prints.

3/15/15; 7:00 PM EST =
3/13/15; 2:02 PM EST = +23; signal line is +26
3/13/15; 1:01 PM EST = +7; signal line is +28
3/13/15; 12:25 PM EST = +23; signal line is +31
3/13/15; 10:32 AM EST = +7; signal line is +33