Keybot the Quant flips to the long side today. Copper was strong overnight (JJC above 39.96) so the bulls were running. RTH leaped above 53.74 at the opening bell adding more bull fuel. In the afternoon, financials chime in to help bulls gain more upside with XLF above 19.94. Bulls broke up through the SPX 1665 upper limit from Friday which created an upside acceleration. The algo flips long gaining one-half percent for the program and the trade. Keybot exits SH and enters SPY. For Tuesday, XLF 19.94 is the most important parameter. If it stays above, equities move higher, below, and it will drag equities lower. If financials fail, watch RTH 53.74 since this would create more bear fuel. The bulls need higher utilities to continue the upside move.
For the SPX on Tuesday beginning at 1672, the bulls only need one point higher to create an upside acceleration, so watch to see if any green appears in the overnight futures which tells you that a several handle move higher in the SPX is on tap. The bears need to stop the upside mojo and this will be accomplished by pushing XLF under 19.94 and/or RTH under 53.74. The bulls are driving the bus for the first time in 3 weeks. As always, watch for a whipsaw move back to the bear side, which would only occur if you see severe weakness show in retail and financials.
9/13/13;
10:00 AM EST =
9/9/13; 1:59 PM EST =
+33; signal line is -4
9/9/13;
9:43 AM EST = +17; signal line is -5; go long 1661; (Benchmark SPX for
2013 = +16.5%)(Keybot this trade = +0.5%; Keybot for 2013 = +11.9%)(Actual this
trade = +0.5%; Actual for 2013 = +5.3%)
9/8/13;
7:00 PM EST = +1; signal line is -6 but algorithm remains short
9/6/13;
3:41 PM EST = +1; signal line is -6 but algorithm remains short
9/6/13;
12:17 PM EST = +17; signal line is -6 but algorithm remains short
9/6/13;
10:56 AM EST = +1; signal line is -7 but algorithm remains short
9/6/13;
10:19 AM EST = -15; signal line is -7
9/6/13;
9:46 AM EST = +1; signal line is -7 but algorithm remains short
9/6/13;
9:37 AM EST = +17; signal line is -7 but algorithm remains short
9/6/13;
9:00 AM EST = -15; signal line is -9
9/5/13;
3:43 PM EST = -15; signal line is -8
9/5/13;
9:42 AM EST = +1; signal line is -8 but algorithm remains short
9/4/13;
1:59 PM EST = -15; signal line is -8
9/4/13;
1:29 PM EST = +1; signal line is -8 but algorithm remains short
9/4/13;
1:10 PM EST = -15; signal line -8
9/4/13;
12:12 PM EST = +1; signal line is -8 but algorithm remains short
9/4/13;
10:00 AM EST = -15; signal line is -8
9/4/13;
9:30 AM EST = -31; signal line is -8
9/3/13;
9:30 AM EST = -15; signal line is -7
9/1/13;
7:00 PM EST EOM = -31; signal line is -7
8/30/13;
10:00 AM EST = -31; signal line is -5
8/29/13;
3:59 PM EST = -30; signal line is -3
8/27/13;
10:00 AM EST = -14; signal line is -2
8/26/13;
3:15 PM EST = -15; signal line is -1
8/26/13;
12:07 PM EST = -1; signal line is +0
8/26/13;
11:23 AM EST = +15; signal line is +0 but algorithm says stay short
8/26/13;
11:21 AM EST = +31; signal line is +0 but algorithm says stay short
8/26/13;
11:01 AM EST = +15; signal line is -0 but algorithm says stay short
8/26/13;
9:50 AM EST = -1; signal line is -1 but algorithm says stay short
8/26/13;
9:31 AM EST = -15; signal line is -1
8/25/13;
7:00 PM EST = -1; signal line is +0
8/23/13;
3:20 PM EST = -1; signal line is +1
8/23/13;
11:21 AM EST = -15; signal line is +2
8/23/13;
10:55 AM EST = +1; signal line is +4
8/20/13;
2:34 PM EST = -15; signal line is +6
8/20/13;
2:22 PM EST = +1; signal line is +9
8/20/13;
2:14 PM EST = -15; signal line is +11
8/20/13;
1:16 PM EST = +1; signal line is +14
8/20/13;
12:34 PM EST = -15; signal line is +16
8/20/13;
12:17 PM EST = +1; signal line is +18
8/20/13;
12:16 PM EST = -15; signal line is +20
8/20/13;
11:40 AM EST = +1; signal line is +22
8/20/13;
11:30 AM EST = -15; signal line is +25
8/20/13;
10:27 AM EST = +1; signal line is +27
8/18/13;
7:00 PM EST = -15; signal line is +29
8/16/13;
12:40 PM EST = -15; signal line is +32
8/16/13;
12:23 PM EST = -1; signal line is +34
8/16/13;
11:56 AM EST = +15; signal line is +35
8/16/13;
11:40 AM EST = +31; signal line is +36
8/16/13;
11:37 AM EST = +15; signal line is +38
8/16/13;
11:08 AM EST = -1; signal line is +39
8/16/13;
10:47 AM EST = +15; signal line is +41
8/16/13;
10:15 AM EST = -1; signal line is +42
8/16/13;
10:00 AM EST = +15; signal line is +44
8/16/13;
9:49 AM EST = +17; signal line is +45
8/16/13;
9:00 AM EST = +3; signal line is +46
8/15/13;
1:05 PM EST = +3; signal line is +48
8/15/13;
11:29 AM EST = +17; signal line is +50
8/15/13;
9:50 AM EST = +3; signal line is +51
8/15/13; 9:43
AM EST = +33; signal line is +53; go short 1669; (Benchmark SPX for 2013
= +17.0%)(Keybot this trade = -1.5%; Keybot for 2013 = +11.4%)(Actual this
trade = -2.8%; Actual for 2013 = +4.8%)
Keystone did you ever think about getting a twitter account so you could give these signals in real time?
ReplyDeleteKeybot does have a Twitter at KeybottheQuant. Keybot is not designed to catch the exact tops and bottoms. The SPX sometimes gives better entries than what Keybot receives in the hours and days after the turn.
DeleteUse the XLF, RTH and JJC as described as the guide. All are causing negativity so if any flips short, then markets will sell off. If all three stay long, equities continue higher.
That should say 'all are causing bullishness' not negativity.
Delete