Saturday, August 27, 2016

STOCK MARKET BEARISH -- SHORT -- CAUTION

Keybot the Quant flips to the bear side during the Friday trade at noon time at SPX 2166. Retail stocks, volatility and commodities are the three key parameters most impacting broad stock market direction currently. Retail is in the bear camp crating market weakness while volatility and commodities are in the bull camp creating lift in stocks. The tickers and key levels for next week can be called out after Sunday's pre-scheduled number prints tomorrow.

After two weeks of threatening to go short, the algorithm finally makes the move. A whipsaw is in play due to the erratic choppiness of the stock market. If retail stocks rally, the bulls will regain their footing. If volatility spikes, stocks will begin falling in earnest.

On the last trade, which was a long one for Keybot, about seven weeks duration, the algo program gains +3.6% and the actual trading gains +3.6%. The benchmark SPX is up +6.0% this year. Keybot's actual trading gains this year are nearly +18%. The algo exits SPY and enters SDS going back into the double ETF plays. The beat goes on.

8/28/16; 7:00 PM EST =
8/26/16; 3:20 PM EST = +62; signal line is +77
8/26/16; 2:22 PM EST = +48; signal line is +77
8/26/16; 12:10 PM EST = +62; signal line is +77; go short 2166; (Benchmark SPX for 2016 = +6.0%)(Keybot algo this trade = +3.6%; Keybot algo for 2016 = +10.8%)(Actual results this trade = +3.6%; Actual results for 2016 = +17.7%)
8/26/16; 12:00 PM EST = +62; signal line is +77 but algorithm remains long
8/26/16; 10:00 AM EST = +78; signal line is +78 but algorithm remains long
8/22/16; 9:36 AM EST = +78; signal line is +77
8/21/16; 7:00 PM EST = +94; signal line is +77
8/19/16; 1:31 PM EST = +94; signal line is +77
8/19/16; 1:02 PM EST = +78; signal line is +76
8/19/16; 11:09 AM EST = +94; signal line is +77
8/19/16; 9:36 AM EST = +78; signal line is +76
8/18/16; 11:19 AM EST = +94; signal line is +76
8/18/16; 11:09 AM EST = +78; signal line is +76
8/18/16; 10:55 AM EST = +94; signal line is +77
8/18/16; 10:43 AM EST = +78; signal line is +77
8/18/16; 9:36 AM EST = +94; signal line is +77
8/17/16; 9:36 AM EST = +78; signal line is +77
8/16/16; 11:36 AM EST = +94; signal line is +77
8/16/16; 10:47 AM EST = +78; signal line is +77
8/16/16; 10:35 AM EST = +64; signal line is +78 but algorithm remains long
8/16/16; 9:00 AM EST = +78; signal line is +78 but algorithm remains long
8/15/16; 2:21 PM EST = +78; signal line is +77
8/14/16; 7:00 PM EST = +64; signal line is +76 but algorithm remains long
8/12/16; 10:00 AM EST = +64; signal line is +76 but algorithm remains long
8/12/16; 9:36 AM EST = +63; signal line is +77 but algorithm remains long
8/11/16; 9:48 AM EST = +79; signal line is +77
8/10/16; 12:37 PM EST = +63; signal line is +76 but algorithm remains long
8/10/16; 9:36 AM EST = +79; signal line is +77
8/7/16; 7:00 PM EST = +63; signal line is +77 but algorithm remains long
8/5/16; 9:00 AM EST = +63; signal line is +77 but algorithm remains long
8/4/16; 12:25 PM EST = +63; signal line is +76 but algorithm remains long
8/4/16; 12:01 PM EST = +79; signal line is +75
8/4/16; 9:36 AM EST = +63; signal line is +75 but algorithm remains long
7/31/16; 7:00 PM EST EOM = +79; signal line is +75
7/29/16; 10:00 AM EST = +79; signal line is +74
7/26/16; 10:00 AM EST = +81; signal line is +74
7/24/16; 7:00 PM EST = +82; signal line is +74
7/19/16; 9:00 AM EST = +82; signal line is +75
7/17/16; 7:00 PM EST = +82; signal line is +75
7/15/16; 11:07 AM EST = +82; signal line is +75
7/15/16; 10:00 AM EST = +96; signal line is +75
7/15/16; 9:53 AM EST = +98; signal line is +75
7/14/16; 11:52 AM EST = +84; signal line is +74
7/14/16; 11:31 AM EST = +98; signal line is +74
7/13/16; 10:36 AM EST = +84; signal line is +72
7/12/16; 11:42 AM EST = +98; signal line is +72
7/12/16; 9:36 AM EST = +84; signal line is +70
7/10/16; 7:00 PM EST = +68; signal line is +68 but algorithm remains long
7/8/16; 9:36 AM EST = +68; signal line is +67
7/8/16; 9:00 AM EST = +52; signal line is +65 but algorithm remains long
7/7/16; 11:26 AM EST = +52; signal line is +63 but algorithm remains long
7/7/16; 10:54 AM EST = +66; signal line is +62
7/7/16; 10:39 AM EST = +82; signal line is +61
7/7/16; 9:56 AM EST = +66; signal line is +59
7/7/16; 9:36 AM EST = +82; signal line is +58
7/6/16; 1:01 PM EST = +66; signal line is +57; go long 2097; (Benchmark SPX for 2016 = +2.6%)(Keybot algo this trade = -0.3%; Keybot algo for 2016 = +7.2%)(Actual results this trade = -0.6%; Actual results for 2016 = +14.1%)

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