Saturday, August 26, 2017

STOCK MARKET BULLISH -- LONG -- CAUTION

Keybot the Quant is back on the long side at SPX 2452 as the choppy sideways slop continues. The algo was very active on Friday printing nine numbers. The bulls are in charge with the algo number 16 points above the signal line. Bears need higher volatility or they got nothing. Bulls need higher commodities and retail stocks.

On the last trade, both the algorithm program and actual trading lose -1.1%. The benchmark SPX floats higher up +9.5% on the year. Keybot remains in single ETF's due to the whipsaw nature of markets currently. The algo exits SH and enters SPY. The algo program and the actual trading are each up about +3% so far this year.

The key parameters for next week can be highlighted after Keybot prints the Sunday pre-scheduled number tomorrow. Volatility, the VIX, will be important. The caution flag is out since the markets may easily decide to whipsaw back to the short side in the week ahead.

9/3/17; 7:00 PM EST =
9/1/17; 9:00 AM EST =
8/31/17; 7:00 PM EST EOM =
8/29/17; 10:00 AM EST =
8/27/17; 7:00 PM EST =
8/25/17; 2:16 PM EST = +70; signal line is +54
8/25/17; 2:02 PM EST = +56; signal line is +53
8/25/17; 1:46 PM EST = +70; signal line is +54
8/25/17; 10:48 AM EST = +56; signal line is +53
8/25/17; 10:27 AM EST = +70; signal line is +53
8/25/17; 10:12 AM EST = +84; signal line is +53
8/25/17; 10:07 AM EST = +70; signal line is +52
8/25/17; 9:54 AM EST = +56; signal line is +53
8/25/17; 9:36 AM EST = +70; signal line is +54
8/23/17; 9:36 AM EST = +56; signal line is +55
8/22/17; 3:59 PM EST = +70; signal line is +57; go long 2452; (Benchmark SPX for 2017 = +9.5%)(Keybot algo this trade = -1.1%; Keybot algo for 2017 = +2.9%)(Actual results this trade = -1.1%; Actual results for 2017 = +3.1%)
8/22/17; 9:42 AM EST = +56; signal line is +58
8/22/17; 9:38 AM EST = +40; signal line is +59
8/21/17; 9:36 AM EST = +24; signal line is +61; go short 2426; (Benchmark SPX for 2017 = +8.4%)(Keybot algo this trade = -0.3%; Keybot algo for 2017 = +4.0%)(Actual results this trade = -0.6%; Actual results for 2017 = +4.2%)

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