Tuesday, May 31, 2011

STOCK MARKET BULLISH -- LONG

Keybot the Quant is long. Market bulls came to play today, once the Greece news bounced the euro overnight, the indexes were off and running because of the lower dollar.  The algorithm clicked off 11 numbers today including the two pre-scheduled numbers.  That is a very active day reflecting indecisive and unstable markets.

At noon time, Keybot was on the verge of wanting to jump back short, but once commodities received an extra push after lunch, as well as semiconductors and technology finally kicking in today, the markets ran up into the close.  The SPX ran from 1338 to 1345, 7 points, or one-half percent, in the last 45 minutes--that's a point up every six minutes.

The only major sectors that are bearish by the algoithm's standards are financials and copper, the two compadres. These two sectors topped and rolled over in February, now four months ago, and both are market leaders.  The SPX has limited upside unless the financials join the party.  Copper turned bullish today to help the initial market push up after the bell, but then gave up the ghost and spent the rest of the day, and closed, in the bear camp.

Thus, Keybot is scanning financials and copper with great interest, as well as semi's and commodities. Watch copper to see if 419.13 is taken out to the upside, if so, the bulls will run.  Similarly, watch XLF at 16.00, now at 15.84, so XLF needs 16 pennies to turn financials happy, which in turn will send the broad markets higher.  If these two compadres continue to be Gloomy Gus's and refuse to join the bull fun, then they will most likely pull other sectors lower towards them in the days ahead.  For now, the bulls are in control again.

Markets are unsettled and unstable, caution is warranted. 

7/3/11; 7:00 PM EST =
6/30/11; 7:00 PM EST =
6/28/11; 10:00 AM EST =
6/26/11; 7:00 PM EST =
6/24/11; 10:00 AM EST =
6/19/11; 7:00 PM EST =
6/16/11; 9:00 AM EST =
6/12/11; 7:00 PM EST =
6/10/11; 10:00 AM EST =
6/5/11; 7:00 PM EST =
6/3/11; 9:00 AM EST =
5/31/11; 7:00 PM EST EOM = +18; signal line is +4
5/31/11; 3:44 PM EST = +32
5/31/11; 1:21 PM EST = +16
5/31/11; 12:03 PM EST = +2; signal line is +1
5/31/11; 10:34 AM EST = +16
5/31/11; 10:07 AM EST = +32
5/31/11; 10:00 AM EST = +16
5/31/11; 9:53 AM EST = +16
5/31/11; 9:32 AM EST = +32
5/31/11; 9:30 AM EST = +16; signal line is +1; go long 1335; (Benchmark SPX for 2011=+6.1%)(Keybot this trade=+0.5%; Keybot for 2011=+3.6%)(Actual this trade via SH=-0.2%; Actual for 2011=-0.5%)

STOCK MARKET BULLISH -- LONG -- CAUTION

Keybot the Quant remains long but copper, that joined the bull camp earlier today, decided it likes the bear camp better again. The algorithm moved lower but remains on the long side.

Markets are unstable and shaky.  Stay on guard.

6/5/11; 7:00 PM EST =
6/3/11; 9:00 AM EST =
5/31/11; 7:00 PM EST EOM =
5/31/11; 10:34 AM EST = +16
5/31/11; 10:07 AM EST = +32
5/31/11; 10:00 AM EST = +16
5/31/11; 9:53 AM EST = +16
5/31/11; 9:32 AM EST = +32
5/31/11; 9:30 AM EST = +16; signal line is +1; go long 1335; (Benchmark SPX for 2011=+6.1%)(Keybot this trade=+0.5%; Keybot for 2011=+3.6%)(Actual this trade via SH=-0.2%; Actual for 2011=-0.5%)

SPX Daily Chart Showing Keybot the Quant Turns

Keybot the Quant flips back to the long side at the open today at SPX 1335. The Greece positive news bounced the euro, which weakened the dollar, which strenghthens commodities and equities. Commodities and copper jumped over to the bull side this morning but sit on the bull-bear line unconvincingly still yet. Financials remain bearish. Semi's popped at the open but then collapsed. Utilities and retail remain bullish.

Stay on guard and do not be surprised if a whipsaw occurs over the next day or so since this bullish move is not strong. Markets are highly unstable currently. Do not invest based on anything you read or view here. The charts and information, as well as any links, are for educational and entertainment purposes only.

STOCK MARKET BULLISH -- LONG

Keybot the Quant flips back to the long side.  Positive Greece news bounced the euro which in turn weakens the dollar and strengthens commodities and equities.  Commodities and copper jumped over to the bullish side this morning although they are sitting directly on top of the bull-bear line.

Semiconductors jumped up at the open but then collapsed.  Technology does not appear too excited about the indexes moving up.  Retail and utilities remain in the bull camp. Financials remain bearish.

The SPX is up about 6% this year in 5 months time.  The algorithm is up close to 4%.  Actual trading returns remain flat on the year. This low volatility, low volume, sideways markets continue along frustrating the trading algorithms.

Markets remain highly unstable currently.  Do not be surprised at a whipsaw over the next day or two.  Caution is warranted.  Keybot is long but the algorithm data are not strongly bullish.

A pre-scheduled number clicks off this evening to close out the month of May.  The week is off to a wild start with Keybot already clicking off six numbers today including a change from the short side to the long side. Stay vigilant with these markets.

6/5/11; 7:00 PM EST =
6/3/11; 9:00 AM EST =
5/31/11; 7:00 PM EST EOM =
5/31/11; 10:07 AM EST = +32
5/31/11; 10:00 AM EST = +16
5/31/11; 9:53 AM EST = +16
5/31/11; 9:32 AM EST = +32
5/31/11; 9:30 AM EST = +16; signal line is +1; go long 1335; (Benchmark SPX for 2011=+6.1%)(Keybot this trade=+0.5%; Keybot for 2011=+3.6%)(Actual this trade via SH=-0.2%; Actual for 2011=-0.5%)
5/31/11; 9:01 AM EST = +16; signal line is +1; go long at open
5/29/11; 7:00 PM EST = +2; signal line is +1 but algorithm says stay short
5/27/11; 10:00 AM EST = +2; signal line is +2
5/26/11; 12:12 PM EST = +2; signal line is +3
5/26/11; 9:51 AM EST = -14
5/25/11; 2:44 PM EST = +2; signal line is +4
5/25/11; 11:53 AM EST = -14
5/25/11; 11:40 AM EST = +2; signal line is +6
5/25/11; 10:25 AM EST = -14
5/25/11; 9:30 AM EST = -28
5/24/11; 3:52 PM EST = -12; signal line is +10
5/24/11; 3:00 PM EST = +2; signal line is +11
5/24/11; 11:47 AM EST = -12
5/24/11; 9:45 AM EST = +2; signal line is +14
5/23/11; 3:24 PM EST = -12
5/23/11; 2:36 PM EST = +2; signal line is +16
5/23/11; 9:31 AM EST = -12

Sunday, May 29, 2011

STOCK MARKET BEARISH -- SHORT -- CAUTION

Keybot the Quant remains short for the opening bell on Tuesday morning but stay tuned, this is high drama.  The algorithm wants to flip long but several proprietary rules have to be satisfied in addition to the algorithm number being above the signal line.  In a nutshell, if the SPX hits a 1335 handle, Keybot should flip to the bull side Tuesday.  This highlights how important the futures are on Monday night into the Tuesday session.  If futures are up, the market bulls will probably drive the SPX thru 1335 and up towards 1341, but, if the futures are red, the bears will try to maintain control, fighting off the bulls who are on the verge of turning the indexes back in their favor.

The utilities, retail and lower volatilty are helping bulls.  The semi's, financials, copper and commodities are helping bears.  Watch retail, volatility, copper and commodities most closely; RTH 109.76; VIX 17.58; JJC 55.43 and CRB 349.59 will tell the story.  If any of these sectors flip sides as per the numbers shown, the broad markets will be running the same way. For example, if RTH falls under 109.76, the broad market bears will win on Tuesday.  If copper, measured with JJC, gets above 55.43, then the bulls are truly running so get out of the way bears.

The new week sees two pre-scheduled number clicking off for Tuesday, one at 10 AM EST, so the markets plan on an exciting return after the holiday weekend.  Another pre-scheduled number will be clicked off by the algorithm on Friday morning. Stay tuned, markets are unstable, expect the unexpected.

6/5/11; 7:00 PM EST =
6/3/11; 9:00 AM EST =
5/31/11; 7:00 PM EST EOM =
5/31/11; 10:00 AM EST =
5/29/11; 7:00 PM EST = +2; signal line is +1 but algorithm says stay short
5/27/11; 10:00 AM EST = +2; signal line is +2
5/26/11; 12:12 PM EST = +2; signal line is +3
5/26/11; 9:51 AM EST = -14
5/25/11; 2:44 PM EST = +2; signal line is +4
5/25/11; 11:53 AM EST = -14
5/25/11; 11:40 AM EST = +2; signal line is +6
5/25/11; 10:25 AM EST = -14
5/25/11; 9:30 AM EST = -28
5/24/11; 3:52 PM EST = -12; signal line is +10
5/24/11; 3:00 PM EST = +2; signal line is +11
5/24/11; 11:47 AM EST = -12
5/24/11; 9:45 AM EST = +2; signal line is +14
5/23/11; 3:24 PM EST = -12
5/23/11; 2:36 PM EST = +2; signal line is +16
5/23/11; 9:31 AM EST = -12

Friday, May 27, 2011

STOCK MARKET BEARISH -- SHORT -- CAUTION

Keybot the Quant remains short but as seen by the algorithm number and signal line, they are on top of each other at +2, that is a rarity.  This signals that Keybot is on the verge of jumping on the long side--but not yet.  The algorithm does not get any closer than this as far as the turns go, the market bulls and bears are battling in the trenches today.

Bullish utilities, retail and low volatility battle agains bearish semi's, copper, commodities and financials.  One of theses sectors will change sides and that move will take the broad markets with them.  Copper made a move up today but has still fallen short of jumping on the bull band wagon. The algorithm is most focused on retail, copper and volatility. SPX 1328.51 is important today.

The standoff continues.  Caution is warranted, markets are extremely unstable.

6/5/11; 7:00 PM EST =
6/3/11; 9:00 AM EST =
5/31/11; 7:00 PM EST EOM =
5/31/11; 10:00 AM EST =
5/29/11; 7:00 PM EST =
5/27/11; 10:00 AM EST = +2; signal line is +2
5/26/11; 12:12 PM EST = +2; signal line is +3
5/26/11; 9:51 AM EST = -14
5/25/11; 2:44 PM EST = +2; signal line is +4
5/25/11; 11:53 AM EST = -14
5/25/11; 11:40 AM EST = +2; signal line is +6
5/25/11; 10:25 AM EST = -14
5/25/11; 9:30 AM EST = -28
5/24/11; 3:52 PM EST = -12; signal line is +10
5/24/11; 3:00 PM EST = +2; signal line is +11
5/24/11; 11:47 AM EST = -12
5/24/11; 9:45 AM EST = +2; signal line is +14
5/23/11; 3:24 PM EST = -12
5/23/11; 2:36 PM EST = +2; signal line is +16
5/23/11; 9:31 AM EST = -12

Thursday, May 26, 2011

STOCK MARKET BEARISH -- SHORT -- CAUTION

Keybot remains short but the algorithm has now come within a point of the signal line, and the algorithm is on the verge of going long, but, not yet. The algorithm numbers verify the knock down drag out fight going on right now between market bulls and bears.  The bullish utilities, retail and lower voaltility against the bearish financials, copper, commodities and semiconductors.  Neither side wants to give ground.

Volatilty trailed lower today which provides index buoyancy.  Caution is warranted, markets are unstable and appear on the verge of a big push. Retail and volatility behavior will show the way for the indexes.

6/5/11; 7:00 PM EST =
6/3/11; 9:00 AM EST =
5/31/11; 7:00 PM EST EOM =
5/31/11; 10:00 AM EST =
5/29/11; 7:00 PM EST =
5/27/11; 10:00 AM EST =
5/26/11; 12:12 PM EST = +2; signal line is +3
5/26/11; 9:51 AM EST = -14
5/25/11; 2:44 PM EST = +2; signal line is +4
5/25/11; 11:53 AM EST = -14
5/25/11; 11:40 AM EST = +2; signal line is +6
5/25/11; 10:25 AM EST = -14
5/25/11; 9:30 AM EST = -28
5/24/11; 3:52 PM EST = -12; signal line is +10
5/24/11; 3:00 PM EST = +2; signal line is +11
5/24/11; 11:47 AM EST = -12
5/24/11; 9:45 AM EST = +2; signal line is +14
5/23/11; 3:24 PM EST = -12
5/23/11; 2:36 PM EST = +2; signal line is +16
5/23/11; 9:31 AM EST = -12

STOCK MARKET BEARISH -- SHORT

Keybot continues an active week, clicking off a number shortly after the open. The algorithm remains short.  Retail cracks like yesterday and joins the bear camp, but, the day is young, watch to see if RTH stays under 109.66, now only two pennies under.

Volatility remains under 17.64 so the bulls are fighting the move lower today.  SPX also unable to move under 1312 so far so the bears have not shown enough strength to accelerate the selling. A sideways funk continues, stay on guard, markets remain unstable.

6/5/11; 7:00 PM EST =
6/3/11; 9:00 AM EST =
5/31/11; 7:00 PM EST EOM =
5/31/11; 10:00 AM EST =
5/29/11; 7:00 PM EST =
5/27/11; 10:00 AM EST =
5/26/11; 9:51 AM EST = -14
5/25/11; 2:44 PM EST = +2; signal line is +4
5/25/11; 11:53 AM EST = -14
5/25/11; 11:40 AM EST = +2; signal line is +6
5/25/11; 10:25 AM EST = -14
5/25/11; 9:30 AM EST = -28
5/24/11; 3:52 PM EST = -12; signal line is +10
5/24/11; 3:00 PM EST = +2; signal line is +11
5/24/11; 11:47 AM EST = -12
5/24/11; 9:45 AM EST = +2; signal line is +14
5/23/11; 3:24 PM EST = -12
5/23/11; 2:36 PM EST = +2; signal line is +16
5/23/11; 9:31 AM EST = -12

Wednesday, May 25, 2011

STOCK MARKET BEARISH -- SHORT -- CAUTION

Keybot the Quant remains short.  The algorithm was very active today clicking off five numbers. This two-week bull-bear Kabuki Dance for the markets is coming to a head. Today, the retail sector cracked and moved to the bear side, but intraday, back to the bull camp, then bear, then bull side as the closing bell rang.  This illustrates the bull-bear struggle currently, both sides locked, the bullish utilities, retail and volatility sectors in conflict with the bearish financials, commodities, copper and semiconductors.

Retail is on the fence but favoring the bulls.  Copper is recovering in price but still favors bears, same for commodities.  Keybot is focusing on these sectors as well as semi's.  The algorithm number is now only two points from the signal line. This means the algorithm is close to turning bullish if one of those bearish sectors would turn bullish.  If retail, RTH, falls under 109.69, now above this level at 109.80, then retail will be in the bear camp again and the indexes and the algorithm will move lower.

For tomorrow, if the market bulls can ram the SPX higher and hit a 1326 handle, it is over for the bears, the bulls will be running strong into the barbeque weekend.  If, however, the market bears can move the SPX under 1312 tomorrow, the selling will increase substantially. The SPX starts the Thursday session, tomorrow, at 1320.47. Thus, the bulls need 6 points higher to take the ball and run with it, but, the bears will be trying to push 8 points lower and run with the ball instead.  If the SPX hits the 1326 handle, Keybot will probably flip to the long side.  Time will tell.  Markets are unstable.

6/5/11; 7:00 PM EST =
6/3/11; 9:00 AM EST =
5/31/11; 7:00 PM EST EOM =
5/31/11; 10:00 AM EST =
5/29/11; 7:00 PM EST =
5/27/11; 10:00 AM EST =
5/25/11; 2:44 PM EST = +2; signal line is +4
5/25/11; 11:53 AM EST = -14
5/25/11; 11:40 AM EST = +2; signal line is +6
5/25/11; 10:25 AM EST = -14
5/25/11; 9:30 AM EST = -28
5/24/11; 3:52 PM EST = -12; signal line is +10
5/24/11; 3:00 PM EST = +2; signal line is +11
5/24/11; 11:47 AM EST = -12
5/24/11; 9:45 AM EST = +2; signal line is +14
5/23/11; 3:24 PM EST = -12
5/23/11; 2:36 PM EST = +2; signal line is +16
5/23/11; 9:31 AM EST = -12

STOCK MARKET BEARISH -- SHORT

Keybot the Quant remains short as the fourth number clicks off today.  The algorithm is active reflecting fickle volatilty and retail sectors.  Note that Keybot came back up to a +2, only four points away form the signal line, so the bull bear struggle continues and the bulls are not giving up by any means.

Markets remain unstable, caution is warranted.

6/5/11; 7:00 PM EST =
6/3/11; 9:00 AM EST =
5/31/11; 7:00 PM EST EOM =
5/31/11; 10:00 AM EST =
5/29/11; 7:00 PM EST =
5/27/11; 10:00 AM EST =
5/25/11; 11:53 AM EST = -14
5/25/11; 11:40 AM EST = +2; signal line is +6
5/25/11; 10:25 AM EST = -14
5/25/11; 9:30 AM EST = -28
5/24/11; 3:52 PM EST = -12; signal line is +10
5/24/11; 3:00 PM EST = +2; signal line is +11
5/24/11; 11:47 AM EST = -12
5/24/11; 9:45 AM EST = +2; signal line is +14
5/23/11; 3:24 PM EST = -12
5/23/11; 2:36 PM EST = +2; signal line is +16
5/23/11; 9:31 AM EST = -12
5/22/11; 7:00 PM EST = +2; signal line is +17
5/17/11; 3:34 PM EST = +2
5/17/11; 9:00 AM EST = -12
5/16/11; 3:27 PM EST = 0
5/16/11; 2:49 PM EST = +14; signal line is +20
5/16/11; 2:34 PM EST = 0
5/16/11; 12:06 PM EST = +14; signal line is +20
5/16/11; 10:19 AM EST = +30; signal line is +21 but algorithm says stay short
5/16/11; 9:42 AM EST = +14; signal line is +20
5/15/11; 7:00 PM EST = +30; signal line is +21 but algorithm says stay short
5/13/11; 1:44 PM EST = +30; signal line is +22 but algorithm says stay short
5/13/11; 1:35 PM EST = +14
5/13/11; 10:00 AM EST = +30; signal line is +22 but algorithm says stay short
5/12/11; 10:09 AM EST = +30; signal line is +21 but algorithm says stay short
5/12/11; 9:51 AM EST = +16; signal line is +22
5/12/11; 9:44 AM EST = 0
5/12/11; 9:30 AM EST = +14
5/11/11; 3:54 PM EST = +30; signal line is +23 but algorithm says stay short
5/11/11; 1:13 PM EST = +14; signal line is +23
5/11/11; 12:37 PM EST = +30; signal line is +23 but algorithm says stay short
5/11/11; 12:16 PM EST = +14; signal line is +24; go short 1342; (Benchmark SPX for 2011=+6.7%)(Keybot this trade=-0.6%; Keybot for 2011=+3.1%)(Actual this trade via DDM=-1.1%; Actual for 2011=-0.3%)
5/11/11; 9:30 AM EST = +30; signal line is +25

STOCK MARKET BEARISH -- SHORT

Keybot remains short and clicks off a number at the open, incresing the bearish push. Volatility is staying above 17.67, by only pennies, but on the bearish side nonetheless.  Retail cracked this morning, the long bullish run is over.  The algorithm now identifies the retail sector as bearish and this is taking the algorithm lower.  But this is only by pennies as well, RTH now at 109.52.  As long it stays under 109.64 the market bears are in business.

Market bears must keep the SPX under 1313.87 to stay in control. At this writing, the SPX is over 1315 so the market bulls are not giving up today.

6/5/11; 7:00 PM EST =
6/3/11; 9:00 AM EST =
5/31/11; 7:00 PM EST EOM =
5/31/11; 10:00 AM EST =
5/29/11; 7:00 PM EST =
5/27/11; 10:00 AM EST =
5/25/11; 9:30 AM EST = -28
5/24/11; 3:52 PM EST = -12; signal line is +10
5/24/11; 3:00 PM EST = +2; signal line is +11
5/24/11; 11:47 AM EST = -12
5/24/11; 9:45 AM EST = +2; signal line is +14
5/23/11; 3:24 PM EST = -12
5/23/11; 2:36 PM EST = +2; signal line is +16
5/23/11; 9:31 AM EST = -12
5/22/11; 7:00 PM EST = +2; signal line is +17
5/17/11; 3:34 PM EST = +2
5/17/11; 9:00 AM EST = -12
5/16/11; 3:27 PM EST = 0
5/16/11; 2:49 PM EST = +14; signal line is +20
5/16/11; 2:34 PM EST = 0
5/16/11; 12:06 PM EST = +14; signal line is +20
5/16/11; 10:19 AM EST = +30; signal line is +21 but algorithm says stay short
5/16/11; 9:42 AM EST = +14; signal line is +20
5/15/11; 7:00 PM EST = +30; signal line is +21 but algorithm says stay short
5/13/11; 1:44 PM EST = +30; signal line is +22 but algorithm says stay short
5/13/11; 1:35 PM EST = +14
5/13/11; 10:00 AM EST = +30; signal line is +22 but algorithm says stay short
5/12/11; 10:09 AM EST = +30; signal line is +21 but algorithm says stay short
5/12/11; 9:51 AM EST = +16; signal line is +22
5/12/11; 9:44 AM EST = 0
5/12/11; 9:30 AM EST = +14
5/11/11; 3:54 PM EST = +30; signal line is +23 but algorithm says stay short
5/11/11; 1:13 PM EST = +14; signal line is +23
5/11/11; 12:37 PM EST = +30; signal line is +23 but algorithm says stay short
5/11/11; 12:16 PM EST = +14; signal line is +24; go short 1342; (Benchmark SPX for 2011=+6.7%)(Keybot this trade=-0.6%; Keybot for 2011=+3.1%)(Actual this trade via DDM=-1.1%; Actual for 2011=-0.3%)
5/11/11; 9:30 AM EST = +30; signal line is +25

Tuesday, May 24, 2011

STOCK MARKET BEARISH -- SHORT

Keybot remains short and clicks off two numbers during the last hour of trading.  Volatility continues its Kabuki dance and finishes the day in the bear camp.  SPX finishes below the 1318.51 level which is another feather in the bears cap.  SPX could not push under 1313 today which shows weak bears. Tomorrow begins with the bears favored.

The bull bear battle of the weaklings continues tomorrow.  If the VIX stays above 17.68, now at 17.89, then the market bears are happy, below 17.68 and market bulls will rule.  The algorithm is also focusing on retail lately.  Watch the RTH 109.75 level, now at 110.13; 38 pennies above.  If RTH loses the 109.75, the market bears will be in control of the indexes tomorrow and will drive them lower.

For the SPX tomorrow, the bears must push down thru 1314; if they do the selling will accelerate.  If the market bulls come to play tomorrow and push the SPX up to touch 1324, then the bulls will run and the buying will accelerate.

Stay on guard, markets remain unstable.  Typically, the markets favor the bulls for the two days in front of a three day holiday weekend, which would be Thursday and Friday.

6/5/11; 7:00 PM EST =
6/3/11; 9:00 AM EST =
5/31/11; 7:00 PM EST EOM =
5/31/11; 10:00 AM EST =
5/29/11; 7:00 PM EST =
5/27/11; 10:00 AM EST =
5/24/11; 3:52 PM EST = -12; signal line is +10
5/24/11; 3:00 PM EST = +2; signal line is +11
5/24/11; 11:47 AM EST = -12
5/24/11; 9:45 AM EST = +2; signal line is +14
5/23/11; 3:24 PM EST = -12
5/23/11; 2:36 PM EST = +2; signal line is +16
5/23/11; 9:31 AM EST = -12
5/22/11; 7:00 PM EST = +2; signal line is +17
5/17/11; 3:34 PM EST = +2
5/17/11; 9:00 AM EST = -12
5/16/11; 3:27 PM EST = 0
5/16/11; 2:49 PM EST = +14; signal line is +20
5/16/11; 2:34 PM EST = 0
5/16/11; 12:06 PM EST = +14; signal line is +20
5/16/11; 10:19 AM EST = +30; signal line is +21 but algorithm says stay short
5/16/11; 9:42 AM EST = +14; signal line is +20
5/15/11; 7:00 PM EST = +30; signal line is +21 but algorithm says stay short
5/13/11; 1:44 PM EST = +30; signal line is +22 but algorithm says stay short
5/13/11; 1:35 PM EST = +14
5/13/11; 10:00 AM EST = +30; signal line is +22 but algorithm says stay short
5/12/11; 10:09 AM EST = +30; signal line is +21 but algorithm says stay short
5/12/11; 9:51 AM EST = +16; signal line is +22
5/12/11; 9:44 AM EST = 0
5/12/11; 9:30 AM EST = +14
5/11/11; 3:54 PM EST = +30; signal line is +23 but algorithm says stay short
5/11/11; 1:13 PM EST = +14; signal line is +23
5/11/11; 12:37 PM EST = +30; signal line is +23 but algorithm says stay short
5/11/11; 12:16 PM EST = +14; signal line is +24; go short 1342; (Benchmark SPX for 2011=+6.7%)(Keybot this trade=-0.6%; Keybot for 2011=+3.1%)(Actual this trade via DDM=-1.1%; Actual for 2011=-0.3%)
5/11/11; 9:30 AM EST = +30; signal line is +25

STOCK MARKET BEARISH -- SHORT

Keybot the Quant remains short.  Fickle volatilty increased again and now favors the bears with the VIX above the critical 17.66 level.   The VIX is now above 18 so the bears are trying to drive markets lower.  The SPX LOD is 1314.53, and price is trying to print further lows, however, this is not good enough to push things lower.  Bears need to push under 1313, if they can, then the selling will accelerate.

Watch retail, RTH, now within pennies of turning bearish as gauged by the algorithm.  If the RTH, now at 110.06, falls below 109.74, only 32 cents away, then retail will turn bearish and surely the SPX will hit the 1313 and accelerate lower. An interesting afternoon ahead.  Stay on guard, markets are unstable.

6/5/11; 7:00 PM EST =
6/3/11; 9:00 AM EST =
5/31/11; 7:00 PM EST EOM =
5/31/11; 10:00 AM EST =
5/29/11; 7:00 PM EST =
5/27/11; 10:00 AM EST =
5/24/11; 11:47 AM EST = -12
5/24/11; 9:45 AM EST = +2; signal line is +14
5/23/11; 3:24 PM EST = -12
5/23/11; 2:36 PM EST = +2; signal line is +16
5/23/11; 9:31 AM EST = -12
5/22/11; 7:00 PM EST = +2; signal line is +17
5/17/11; 3:34 PM EST = +2
5/17/11; 9:00 AM EST = -12
5/16/11; 3:27 PM EST = 0
5/16/11; 2:49 PM EST = +14; signal line is +20
5/16/11; 2:34 PM EST = 0
5/16/11; 12:06 PM EST = +14; signal line is +20
5/16/11; 10:19 AM EST = +30; signal line is +21 but algorithm says stay short
5/16/11; 9:42 AM EST = +14; signal line is +20
5/15/11; 7:00 PM EST = +30; signal line is +21 but algorithm says stay short
5/13/11; 1:44 PM EST = +30; signal line is +22 but algorithm says stay short
5/13/11; 1:35 PM EST = +14
5/13/11; 10:00 AM EST = +30; signal line is +22 but algorithm says stay short
5/12/11; 10:09 AM EST = +30; signal line is +21 but algorithm says stay short
5/12/11; 9:51 AM EST = +16; signal line is +22
5/12/11; 9:44 AM EST = 0
5/12/11; 9:30 AM EST = +14
5/11/11; 3:54 PM EST = +30; signal line is +23 but algorithm says stay short
5/11/11; 1:13 PM EST = +14; signal line is +23
5/11/11; 12:37 PM EST = +30; signal line is +23 but algorithm says stay short
5/11/11; 12:16 PM EST = +14; signal line is +24; go short 1342; (Benchmark SPX for 2011=+6.7%)(Keybot this trade=-0.6%; Keybot for 2011=+3.1%)(Actual this trade via DDM=-1.1%; Actual for 2011=-0.3%)
5/11/11; 9:30 AM EST = +30; signal line is +25

STOCK MARKET BEARISH -- SHORT

Keybot remains short clicking off a number 15 minutes after the open. Volatilty dropped this morning, however, and the VIX is under 17.65 which favors the market bulls.

Today is a battle of the weaklings.  The bears were too weak to push markets lower, now the bulls are too weak to push the markets higher. One of the sides is going to gain strength and that is determined by the VIX 17.65 level today.  Watch retail, RTH, as well. Any weakness in retail will carry thru to weakness in the broads.

Markets remain unstable, stay on guard.
  
6/5/11; 7:00 PM EST =
6/3/11; 9:00 AM EST =
5/31/11; 7:00 PM EST EOM =
5/31/11; 10:00 AM EST =
5/29/11; 7:00 PM EST =
5/27/11; 10:00 AM EST =
5/24/11; 9:45 AM EST = +2; signal line is +14
5/23/11; 3:24 PM EST = -12
5/23/11; 2:36 PM EST = +2; signal line is +16
5/23/11; 9:31 AM EST = -12
5/22/11; 7:00 PM EST = +2; signal line is +17
5/17/11; 3:34 PM EST = +2
5/17/11; 9:00 AM EST = -12
5/16/11; 3:27 PM EST = 0
5/16/11; 2:49 PM EST = +14; signal line is +20
5/16/11; 2:34 PM EST = 0
5/16/11; 12:06 PM EST = +14; signal line is +20
5/16/11; 10:19 AM EST = +30; signal line is +21 but algorithm says stay short
5/16/11; 9:42 AM EST = +14; signal line is +20
5/15/11; 7:00 PM EST = +30; signal line is +21 but algorithm says stay short
5/13/11; 1:44 PM EST = +30; signal line is +22 but algorithm says stay short
5/13/11; 1:35 PM EST = +14
5/13/11; 10:00 AM EST = +30; signal line is +22 but algorithm says stay short
5/12/11; 10:09 AM EST = +30; signal line is +21 but algorithm says stay short
5/12/11; 9:51 AM EST = +16; signal line is +22
5/12/11; 9:44 AM EST = 0
5/12/11; 9:30 AM EST = +14
5/11/11; 3:54 PM EST = +30; signal line is +23 but algorithm says stay short
5/11/11; 1:13 PM EST = +14; signal line is +23
5/11/11; 12:37 PM EST = +30; signal line is +23 but algorithm says stay short
5/11/11; 12:16 PM EST = +14; signal line is +24; go short 1342; (Benchmark SPX for 2011=+6.7%)(Keybot this trade=-0.6%; Keybot for 2011=+3.1%)(Actual this trade via DDM=-1.1%; Actual for 2011=-0.3%)
5/11/11; 9:30 AM EST = +30; signal line is +25