Thursday, October 27, 2016

STOCK MARKET BULLISH -- LONG -- CAUTION -- TURN MAY BE IMMINENT

Keybot the Quant is long as the bulls and bears fight for control. Stocks have chopped sideways through 2120-2190 for the last four months. For the last few days, copper and volatility dictate market direction. Bulls need the VIX under 14.27 and they will be rallying the stock market higher. Bears need JJC under 24.31 to begin a market slide. If volatility remains bearish and copper bullish stocks will continue chopping sideways.

If the JJC drops under 24.31 and the SPX drops under 2132, Keybot will likely flip short, hence the imminent turn notation is listed in the title line. If it was not for the copper rally over the last few hours, the stock market would be dropping like a stone.

10/31/16; 7:00 PM EST EOM =
10/30/16; 7:00 PM EST =
10/28/16; 10:00 AM EST =
10/27/16; 10:09 AM EST = +48; signal line is +42
10/27/16; 9:36 AM EST = +62; signal line is +41
10/26/16; 3:59 PM EST = +46; signal line is +39
10/26/16; 3:57 PM EST = +32; signal line is +38 but algorithm remains long
10/26/16; 3:26 PM EST = +46; signal line is +38
10/26/16; 3:06 PM EST = +32; signal line is +38 but algorithm remains long
10/26/16; 1:11 PM EST = +48; signal line is +38
10/26/16; 12:06 PM EST = +62; signal line is +38
10/26/16; 11:37 AM EST = +46; signal line is +37
10/26/16; 11:12 AM EST = +62; signal line is +37
10/26/16; 10:36 AM EST = +46; signal line is +37
10/26/16; 10:24 AM EST = +32; signal line is +38 but algorithm remains long
10/26/16; 9:59 AM EST = +46; signal line is +38
10/26/16; 9:47 AM EST = +62; signal line is +39
10/25/16; 10:00 AM EST = +46; signal line is +39
10/23/16; 7:00 PM EST = +47; signal line is +39
10/20/16; 12:02 PM EST = +47; signal line is +39
10/20/16; 10:41 AM EST = +33; signal line is +39 but algorithm remains long
10/19/16; 10:44 AM EST = +47; signal line is +40; go long 2144; (Benchmark SPX for 2016 = +4.9%)(Keybot algo this trade = +0.5%; Keybot algo for 2016 = +12.4%)(Actual results this trade = +0.8%; Actual results for 2016 = +20.0%)
10/19/16; 10:33 AM EST = +47; signal line is +41 but algorithm remains short
10/19/16; 9:00 AM EST = +33; signal line is +41
10/18/16; 9:36 AM EST = +33; signal line is +42
10/17/16; 3:59 PM EST = +17; signal line is +43
10/17/16; 2:58 PM EST = +33; signal line is +44
10/17/16; 1:22 PM EST = +17; signal line is +45
10/16/16; 7:00 PM EST = +33; signal line is +46
10/14/16; 10:00 AM EST = +33; signal line is +46
10/14/16; 9:36 AM EST = +34; signal line is +47
10/13/16; 12:07 PM EST = +18; signal line is +48
10/13/16; 9:47 AM EST = +2; signal line is +49
10/13/16; 9:37 AM EST = +18; signal line is +51
10/13/16; 9:36 AM EST = +34; signal line is +52
10/12/16; 9:36 AM EST = +50; signal line is +52
10/11/16; 10:26 AM EST = +34; signal line is +52
10/11/16; 10:13 AM EST = +50; signal line is +52
10/11/16; 9:56 AM EST = +34; signal line is +52
10/11/16; 9:50 AM EST = +50; signal line is +53
10/9/16; 7:00 PM EST = +64; signal line is +53 but algorithm remains short
10/7/16; 12:57 PM EST = +64; signal line is +52 but algorithm remains short
10/7/16; 11:42 AM EST = +48; signal line is +51
10/7/16; 9:36 AM EST = +64; signal line is +51 but algorithm remains short
10/7/16; 9:00 AM EST = +48; signal line is +50
10/5/16; 9:36 AM EST = +48; signal line is +50; go short 2154; (Benchmark SPX for 2016 = +5.4%)(Keybot algo this trade = +0.3%; Keybot algo for 2016 = +11.9%)(Actual results this trade = +0.5%; Actual results for 2016 = +19.2%)
10/4/16; 3:31 PM EST = +64; signal line is +50
10/4/16; 3:01 PM EST = +50; signal line is +49
10/4/16; 1:37 PM EST = +64; signal line is +49
10/4/16; 1:27 PM EST = +50; signal line is +48
10/4/16; 10:36 AM EST = +64; signal line is +49
10/4/16; 10:15 AM EST = +48; signal line is +49 but algorithm remains long
10/4/16; 9:40 AM EST = +64; signal line is +50
10/3/16; 11:52 AM EST = +48; signal line is +50 but algorithm remains long
10/3/16; 10:49 AM EST = +64; signal line is +51
10/3/16; 9:59 AM EST = +48; signal line is +51 but algorithm remains long
10/3/16; 9:52 AM EST = +34; signal line is +51 but algorithm remains long
10/3/16; 9:42 AM EST = +48; signal line is +51 but algorithm remains long
10/2/16; 7:00 PM EST EOM = +64; signal line is +51

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