Keybot the Quant flips to the short side yesterday morning at SPX 2494 to begin the new week of trading. Utilities, copper and volatility are controlling stock market direction currently. The market bulls need UTIL above 737.51 and/or JJC above 33.37 to prove that more new all-time highs are on the way for equities. The bears need VIX above 10.91 to guarantee a leg lower in stocks.
On the last trade, the Keybot algo program gains +0.4% while the actual trading catapults +2.7% higher due to the small cap ETF. Keybot exits IWM and enters SH. The S&P 500 is up over +11% this year thus far. Keybot prints a pre-scheduled number on Friday morning. Friday is EOM and EOQ3. The beat goes on.
10/1/17;
7:00 PM EST EOM EOQ3 =
9/29/17;
10:00 AM EST =
9/26/17; 10:00 AM EST
= +68; signal line is +81
9/25/17; 12:42 PM EST
= +68; signal line is +82
9/25/17; 12:06 PM EST
= +54; signal line is +81
9/25/17; 10:54
AM EST = +68; signal line is +82; go short 2494; (Benchmark SPX for 2017
= +11.4%)(Keybot algo this trade = +0.4%; Keybot algo for 2017 = +2.5%)(Actual
results this trade = +2.7%; Actual results for 2017 = +3.9%)
9/25/17; 9:36 AM EST
= +68; signal line is +81 but algorithm remains long
9/24/17; 7:00 PM EST
= +100; signal line is +81
9/21/17; 11:15 AM EST
= +100; signal line is +80
9/21/17; 9:58 AM EST
= +84; signal line is +78
9/21/17; 9:36 AM EST
= +100; signal line is +77
9/20/17; 12:06 PM EST
= +84; signal line is +75
9/19/17; 9:00 AM EST
= +100; signal line is +72
9/17/17; 7:00 PM EST
= +100; signal line is +70
9/15/17; 10:00 AM EST
= +100; signal line is +69
9/12/17;
9:36 AM EST = +100; signal line is +68
9/11/17;
11:42 AM EST = +84; signal line is +67; go long 2484; (Benchmark SPX for
2017 = +10.9%)(Keybot algo this trade = -0.1%; Keybot algo for 2017 = +2.1%)(Actual
results this trade = +0.0%; Actual results for 2017 = +1.2%)
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