Sunday, November 22, 2015


Keybot the Quant is long moving into the new week of trading which is a holiday-shortened week due to the Thanksgiving Day holiday on Thursday. The algo did not print any numbers last Thursday or Friday and is simply idling along with the bulls driving the bus. The algorithm parameters are very odd with about one-half firmly in the bull camp and one-half firmly in the bear camp; the economic landscape is typically more nuanced. Generally, bulls need higher copper, commodities and utilities to continue the upside. Bears need lower retail stocks and higher volatility.

For the SPX starting at 2089, the bulls need to push above 2097 and boom, price will be moving above 2000 in a heartbeat. The bears need to push under 2082 to accelerate the downside easily into the mid 2070's. A move through 2083-2096 is sideways action to begin the week. The bulls are in control with the algo number 30 points above the signal line. Keybot prints two pre-scheduled numbers this week one on Tuesday morning and the other on Wednesday morning.

11/29/15; 7:00 PM EST =
11/25/15; 10:00 AM EST =
11/24/15; 10:00 AM EST =
11/22/15; 7:00 PM EST = +19; signal line is -11
11/18/15; 11:19 AM EST = +19; signal line is -10; go long 2063; (Benchmark SPX for 2015 = +0.2%)(Keybot algo this trade = +1.5%; Keybot algo for 2015 = +15.0%)(Actual results this trade = +1.8%; Actual results for 2015 = +25.4%)

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