Friday, May 11, 2018

STOCK MARKET BULLISH -- LONG

Keybot the Quant is on the long side as the whipsaw activity continues. Banks and copper are key to stock market direction. UTIL 684.48 is a key bull-bear parameter for all of next week so at 4 PM EST today the print for UTIL will tell a lot about Monday trading. UTIL begins today at 688. The beat goes on.

5/20/18; 7:00 PM EST =
5/16/18; 9:00 AM EST =
5/13/18; 7:00 PM EST =
5/11/18; 10:00 AM EST =
5/9/18; 12:37 PM EST = +52; signal line is +27
5/9/18; 11:31 AM EST = +36; signal line is +26
5/9/18; 10:57 AM EST = +20; signal line is +25 but algorithm remains long
5/9/18; 10:16 AM EST = +36; signal line is +24
5/9/18; 10:07 AM EST = +20; signal line is +22 but algorithm remains long
5/9/18; 9:36 AM EST = +36; signal line is +21; go long 2681; (Benchmark SPX for 2018 = +0.3%)(Keybot algorithm program this trade = -0.5%; Keybot algo for 2018 = +1.7%)(Actual results this trade = -0.6%; Actual trading results for 2018 = +6.8%)
5/8/18; 3:42 PM EST = +20; signal line is +19 but algorithm remains short
5/8/18; 10:12 AM EST = +6; signal line is +18
5/8/18; 9:47 AM EST = -10; signal line is +18
5/8/18; 9:36 AM EST = +6; signal line is +19; go short 2667; (Benchmark SPX for 2018 = -0.3%)(Keybot algorithm program this trade = +1.3%; Keybot algo for 2018 = +2.2%)(Actual results this trade = +1.5%; Actual trading results for 2018 = +7.4%)
5/7/18; 3:59 PM EST = +52; signal line is +20
5/7/18; 3:45 PM EST = +38; signal line is +19
5/7/18; 3:39 PM EST = +22; signal line is +18
5/7/18; 3:25 PM EST = +6; signal line is +18 but algorithm remains long
5/7/18; 3:19 PM EST = +22; signal line is +19
5/7/18; 11:05 AM EST = +52; signal line is +19
5/7/18; 10:42 AM EST = +36; signal line is +19
5/7/18; 10:33 AM EST = +52; signal line is +19
5/7/18; 10:07 AM EST = +36; signal line is +19
5/7/18; 9:58 AM EST = +52; signal line is +18
5/7/18; 9:36 AM EST = +36; signal line is +18
5/6/18; 7:00 PM EST = +22; signal line is +18
5/4/18; 3:51 PM EST = +22; signal line is +18
5/4/18; 2:09 PM EST = +36; signal line is +18
5/4/18; 10:16 AM EST = +22; signal line is +18
5/4/18; 9:50 AM EST = +6; signal line is +18 but algorithm remains long
5/4/18; 9:36 AM EST = -8; signal line is +18 but algorithm remains long
5/4/18; 9:00 AM EST = +22; signal line is +19
5/3/18; 1:40 PM EST = +22; signal line is +19; go long 2634; (Benchmark SPX for 2018 = -1.5%)(Keybot algorithm program this trade = -0.2%; Keybot algo for 2018 = +0.9%)(Actual results this trade = -0.8%; Actual trading results for 2018 = +5.9%)
5/3/18; 12:46 PM EST = +8; signal line is +19
5/3/18; 11:51 AM EST = -8; signal line is +19
5/3/18; 11:31 AM EST = -20; signal line is +20
5/3/18; 11:16 AM EST = -8; signal line is +22
5/3/18; 10:21 AM EST = -22; signal line is +24
5/3/18; 9:41 AM EST = -6; signal line is +27
5/3/18; 9:40 AM EST = +8; signal line is +29
5/2/18; 3:40 PM EST = +22; signal line is +31
5/2/18; 3:09 PM EST = +36; signal line is +32 but algorithm remains short
5/1/18; 1:54 PM EST = +22; signal line is +33
5/1/18; 11:02 AM EST = +8; signal line is +33; go short 2630; (Benchmark SPX for 2018 = -1.7%)(Keybot algorithm program this trade = -0.9%; Keybot algo for 2018 = +1.1%)(Actual results this trade = -1.6%; Actual trading results for 2018 = +6.7%)
5/1/18; 9:36 AM EST = +22; signal line is +34 but algorithm remains long
4/30/18; 7:00 PM EST EOM = +36; signal line is +35
4/30/18; 9:58 AM EST = +36; signal line is +35
4/30/18; 9:41 AM EST = +52; signal line is +35
4/29/18; 7:00 PM EST = +36; signal line is +36 but algorithm remains long
4/27/18; 12:52 PM EST = +36; signal line is +37 but algorithm remains long
4/27/18; 10:32 AM EST = +22; signal line is +37 but algorithm remains long
4/27/18; 10:00 AM EST = +36; signal line is +37 but algorithm remains long
4/27/18; 9:36 AM EST = +36; signal line is +36 but algorithm remains long
4/26/18; 3:16 PM EST = +22; signal line is +35 but algorithm remains long
4/26/18; 9:58 AM EST = +38; signal line is +34; go long 2654; (Benchmark SPX for 2018 = -0.8%)(Keybot algorithm program this trade = -0.3%; Keybot algo for 2018 = +2.0%)(Actual results this trade = +0.3%; Actual trading results for 2018 = +8.3%)



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