Sunday, June 14, 2015


Keybot the Quant remains long moving into the new week of trading. The algorithm is champing at the bit to go short and came within about one minute of flipping short on Friday only to remain long since all the necessary parameters would not latch on Friday to permit the move. Monday appears to be set up for a fight between semiconductors and commodities, in the bear camp, and volatility, in the bull camp. The price action is testing levels called amazingly out by Keybot in advance of when the levels occur; this is astounding and impressive for the mathematical model. The thousands of daily users should appreciate this information far more; otherwise it may disappear at anytime.

The bulls need either SOX above 715.08 (now at 714.13) and/or GTX above 3232 (now at 3206) to prove they have the beans to take the stock market higher. The bears were knocking on the door during Friday's session to flip the model to the short side and will do that if the SPX drops under 2091. If volatility jumps higher, the VIX above 14.28 (now at 13.78), the algorithm may immediately flip short regardless of where the SPX price is at.

For the SPX starting at 2094, the bulls need to push above 2107 to accelerate the upside well above 2110. The bears need to push under 2091 to accelerate the downside into the mid 2080's. A move through 2092-2106 is sideways action to begin the new week. Monday will be an interesting day of trading. Watch to see if the S&P futures can muster up three points of downside to give the bears the upper hand, or not. Keybot prints one pre-scheduled number this week on Tuesday morning.

6/21/15; 7:00 PM EST =
6/16/15; 9:00 AM EST =
6/14/15; 7:00 PM EST = +1; signal line is +6 but algorithm remains long
6/12/15; 2:11 PM EST = +1; signal line is +6 but algorithm remains long
6/12/15; 1:37 PM EST = +17; signal line is +7
6/12/15; 11:49 AM EST = +1; signal line is +7 but algorithm remains long
6/12/15; 11:31 AM EST = +17; signal line is +8
6/12/15; 10:40 AM EST = +1; signal line is +7 but algorithm remains long

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