Sunday, February 21, 2016


Keybot the Quant remains long as the market turmoil continues. The algo identifies copper, volatility and semiconductors as the key parameters affecting stock market direction. The bears need to push copper lower by sending JJC under 23.77. If so, broad market selling will begin in force and consider the algorithm to be ready for an imminent turn to the short side.

The bulls need to either send the VIX under 19.28 and/or the SOX above 611 to prove that up is the direction for the stock market.

For the SPX starting at 1918, the bulls need any amount of positivity in the S&P futures and the SPX will accelerate higher after the opening bell. The bears need to push under 1902 to accelerate the downside to 1897 in a heartbeat. A move through 1903-1917 is sideways action. Keybot prints two pre-scheduled numbers this week one on Tuesday morning and the other on Friday morning.

2/28/16; 7:00 PM EST =
2/26/16; 10:00 AM EST =
2/23/16; 10:00 AM EST =
2/21/16; 7:00 PM EST = -8; signal line is -24
2/18/16; 11:34 AM EST = -8; signal line is -26
2/18/16; 10:52 AM EST = -24; signal line is -27
2/17/16; 1:44 PM EST = -8; signal line is -27

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