Friday, August 6, 2021

STOCK MARKET BULLISH -- LONG -- CAUTION

Keybot the Quant flips to the long side yesterday at SPX 4419 but with the US Monthly Jobs Report imminent, do not be surprised if a whipsaw occurs. Copper and volatility are all that matter currently. Bulls win and more all-time highs occur if copper gains about +1%. Bears win if the VIX moves above 17.42. The bull-bear struggle and battle is obvious in the data below.

Interestingly, copper futures are up near +1% right now a hair away from what the bulls need. VIX is at 17.15 so the bulls are happy but the Jobs Report will set the tone.

On the last trade, that ran for about a week, the quant program and actual trading each lose about a half percent. For 2021 thus far, the benchmark S&P 500 Index, SPX, the United States stock market, is up nearly +18% at all-time record highs this week. The quant program is up +16% and the actual trading generated by Keybot the Quant is up +24% on the year so far.

8/8/21; 7:00 PM EST =
8/6/21; 9:00 AM EST =
8/5/21; 3:54 PM EST = +72; signal line is +57
8/5/21; 3:19 PM EST = +58; signal line is +57
8/5/21; 3:07 PM EST = +72; signal line is +56
8/5/21; 2:49 PM EST = +58; signal line is +56
8/5/21; 1:33 PM EST = +72; signal line is +55
8/5/21; 11:48 AM EST = +58; signal line is +55
8/5/21; 10:51 AM EST = +72; signal line is +55
8/5/21; 10:01 AM EST = +58; signal line is +53; go long 4419; (Benchmark SPX for 2021 = +17.7%)(Keybot algo this trade = -0.6%; Keybot algo for 2021 = +15.7%)(Actual results this trade = -0.5%; Actual results for 2021 = +23.2%)
8/4/21; 3:24 PM EST = +58; signal line is +52 but algorithm remains short
8/4/21; 9:36 AM EST = +42; signal line is +53
8/3/21; 2:06 PM EST = +58; signal line is +53 but algorithm remains short
8/3/21; 1:40 PM EST = +42; signal line is +52
8/3/21; 1:14 PM EST = +58; signal line is +52 but algorithm remains short
8/3/21; 12:38 PM EST = +42; signal line is +52
8/3/21; 10:41 AM EST = +58; signal line is +53 but algorithm remains short
8/3/21; 9:42 AM EST = +42; signal line is +54
8/3/21; 9:41 AM EST = +26; signal line is +55
8/3/21; 9:36 AM EST = +42; signal line is +56
8/1/21; 7:00 PM EST EOM = +58; signal line is +57 but algorithm remains short
7/30/21; 2:52 PM EST = +58; signal line is +56 but algorithm remains short
7/30/21; 2:34 PM EST = +42; signal line is +56
7/30/21; 10:00 AM EST = +58; signal line is +56 but algorithm remains short
7/30/21; 9:36 AM EST = +60; signal line is +56 but algorithm remains short
7/29/21; 3:42 PM EST = +74; signal line is +56 but algorithm remains short
7/29/21; 3:07 PM EST = +60; signal line is +55 but algorithm remains short
7/29/21; 1:07 PM EST = +74; signal line is +56 but algorithm remains short
7/29/21; 12:47 PM EST = +60; signal line is +55 but algorithm remains short
7/29/21; 9:36 AM EST = +74; signal line is +55 but algorithm remains short
7/29/21; 9:08 AM EST = +58; signal line is +54 but algorithm remains short
7/28/21; 3:54 PM EST = +44; signal line is +54
7/28/21; 2:40 PM EST = +60; signal line is +54 but algorithm remains short
7/28/21; 9:56 AM EST = +44; signal line is +54
7/28/21; 9:37 AM EST = +60; signal line is +53 but algorithm remains short
7/27/21; 3:59 PM EST = +44; signal line is +53
7/27/21; 12:10 PM EST = +28; signal line is +52
7/27/21; 10:38 AM EST = +44; signal line is +53
7/27/21; 10:29 AM EST = +60; signal line is +52 but algorithm remains short
7/27/21; 10:17 AM EST = +44; signal line is +50; go short 4395; (Benchmark SPX for 2021 = +17.0%)(Keybot algo this trade = +1.2%; Keybot algo for 2021 = +16.3%)(Actual results this trade = +1.3%; Actual results for 2021 = +23.7%)

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