Saturday, December 10, 2016


Keybot the Quant remains long through the weekend. The algo was extremely quiet last week flipping long last Monday morning and then idling the remainder of the week. The Friday pre-scheduled number adds a couple points to the algo number.

Next week utilities and volatility will dictate market direction. Bulls need higher utilities while bears need higher volatility. The key parameters and levels can be pulled from the algo tomorrow after the Sunday pre-scheduled number prints. The bulls continue to march stocks higher.

12/11/16; 7:00 PM EST =
12/9/16; 10:00 AM EST = +68; signal line is +59
12/5/16; 9:47 AM EST = +66; signal line is +59; go long 2204; (Benchmark SPX for 2016 = +7.8%)(Keybot algo this trade = -0.5%; Keybot algo for 2016 = +14.8%)(Actual results this trade = -2.3%; Actual results for 2016 = +37.0%)

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