Wednesday, December 18, 2013

STOCK MARKET BULLISH -- LONG -- CAUTION

Keybot the Quant flips long this afternoon at SPX 1797. The drop in the VIX is dramatic, losing the bull-bear line at 14.20 creating the big market bounce. The bulls are back in the driver's seat. As long as VIX stays under 14.20, equities should float higher. The algo program gained a smidge on the last trade but the actual trading lost -1.6% with the leveraged inverse ETF (due to the overall flatness of the broad indexes over the period). Keybot exited TWM and entered SSO. As always, stay alert for a whipsaw tomorrow or Friday. For now, the imminent turn status is removed due to the big jump in the SPX but if the VIX moves above 14.20 the imminent turn status would return.

12/22/13; 7:00 PM EST =
12/18/13; 3:20 PM EST = +46; signal line is +35
12/18/13; 2:38 PM EST = +32; signal line is +35 but algorithm stays long
12/10/13; 2:36 PM EST = +46; signal line is +36; go long 1797; (Benchmark SPX for 2013 = +26.0%)(Keybot this trade = +0.3%; Keybot for 2013 = +15.0%)(Actual this trade = -1.6%; Actual for 2013 = +6.4%)
12/18/13; 2:30 PM EST = +46; signal line is +36 but algorithm remains short
12/18/13; 9:00 AM EST = +32; signal line is +36
12/16/13; 9:37 AM EST = +32; signal line is +37
12/15/13; 7:00 PM EST = +16; signal line is +37
12/13/13; 3:59 PM EST = +16; signal line is +39
12/13/13; 2:54 PM EST = +32; signal line is +40
12/13/13; 2:10 PM EST = +16; signal line is +41
12/13/13; 12:33 PM EST = +32; signal line is +42
12/13/13; 11:32 AM EST = +16; signal line is +43
12/13/13; 11:19 AM EST = +32; signal line is +44
12/13/13; 10:14 AM EST = +16; signal line is +44
12/12/13; 9:37 AM EST = +32; signal line is +45
12/11/13; 3:59 PM EST = +46; signal line is +45 but algorithm remains short
12/11/13; 3:11 PM EST = +32; signal line is +45
12/11/13; 2:36 PM EST = +46; signal line is +46
12/11/13; 11:31 AM EST = +32; signal line is +45
12/11/13; 11:21 AM EST = +46; signal line is +45 but algorithm remains short
12/11/13; 9:39 AM EST = +32; signal line is +44
12/11/13; 9:37 AM EST = +46; signal line is +44 but algorithm remains short
12/10/13; 3:59 PM EST = +60; signal line is +43 but algorithm remains short
12/10/13; 1:47 PM EST = +46; signal line is +42 but algorithm remains short
12/10/13; 12:31 PM EST = +32; signal line is +41
12/10/13; 12:21 PM EST = +46; signal line is +41 but algorithm remains short
12/10/13; 11:56 AM EST = +32; signal line is +41; go short 1803; (Benchmark SPX for 2013 = +26.4%)(Keybot this trade = +0.0%; Keybot for 2013 = +14.7%)(Actual this trade = +0.0%; Actual for 2013 = +8.0%)

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