Friday, March 3, 2017

STOCK MARKET BEARISH -- SHORT -- CAUTION

Keybot the Quant flips to the bear side this morning at SPX 2379 where price sits as this is typed. GTX remains under the critical 2366-2367 level (note how price came up to kiss this level and then retreated). Market bulls need GTX above 2366-2367 to stop the market selling and resume the uptrend for equities.

Bears need higher volatility, the VIX above 12.84, to send stocks sharply lower. VIX is at 11.31. Stocks stumble sideways until either GTX turns bullish, or VIX turns bearish. As always, stay alert for a potential whipsaw back to the long side.

The benchmark S&P 500 is now up +6.3% on the year. On the last trade, the algorithm program and the actual trading each gain about +4%. The Keybot program is now positive on the year up +0.7%. The actual trading continues to lag down -2.9% so far this year. Keybot exits SPY and enters SDS. The robot is back in the double ETF's unless a whipsaw occurs which would kick it back down into single ETF's.

3/5/17; 7:00 PM EST =
3/3/17; 9:59 AM EST = +86; signal line is +93; go short 2379; (Benchmark SPX for 2017 = +6.3%)(Keybot algo this trade = +3.8%; Keybot algo for 2017 = +0.7%)(Actual results this trade = +3.9%; Actual results for 2017 = -2.9%)
3/2/17; 11:34 AM EST = +86 signal line is +92 but algorithm remains long
3/2/17; 11:13 AM EST = +100 signal line is +91
3/2/17; 10:10 AM EST = +86 signal line is +90 but algorithm remains long
3/2/17; 9:49 AM EST = +100 signal line is +88
3/2/17; 9:36 AM EST = +86 signal line is +87 but algorithm remains long
3/1/17; 9:36 AM EST = +100 signal line is +86
2/28/17; 7:00 PM EST EOM = +86 signal line is +85
2/28/17; 3:59 PM EST = +86 signal line is +84
2/28/17; 3:55 PM EST = +100 signal line is +83
2/28/17; 3:44 PM EST = +86 signal line is +82
2/28/17; 10:00 AM EST = +100 signal line is +82
2/26/17; 7:00 PM EST = +100 signal line is +81
2/24/17; 10:00 AM EST = +100 signal line is +79
2/19/17; 7:00 PM EST = +100 signal line is +79
2/16/17; 9:53 AM EST = +100 signal line is +78
2/16/17; 9:00 AM EST = +84 signal line is +76
2/15/17; 9:36 AM EST = +84 signal line is +75
2/14/17; 3:30 PM EST = +100 signal line is +75
2/14/17; 2:40 PM EST = +84 signal line is +75
2/14/17; 2:11 PM EST = +100 signal line is +76
2/14/17; 10:09 AM EST = +84 signal line is +75
2/12/17; 7:00 PM EST = +100 signal line is +75
2/10/17; 10:28 AM EST = +100 signal line is +74
2/10/17; 10:00 AM EST = +84 signal line is +72
2/9/17; 11:31 AM EST = +84 signal line is +71
2/8/17; 11:15 AM EST = +100; signal line is +71; go long 2293; (Benchmark SPX for 2017 = +2.4%)(Keybot algo this trade = -0.5%; Keybot algo for 2017 = -3.1%)(Actual results this trade = -0.5%; Actual results for 2017 = -6.8%)

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