Friday, March 7, 2014

STOCK MARKET BEARISH -- SHORT -- CAUTION -- TURN MAY BE IMMINENT

Keybot the Quant flips to the bear side today at SPX 1873. The drama with volatility will continue into Monday. VIX 13.98 will continue to identify the winner moving forward. Bears receive the trophy for the weekend with VIX at 14.11 albeit only 13 cents on the bearish side. For the last period from the long side to the short side, the algo program gained +1.5%. The actual trading underperformed only gianing +0.7% since tech underperformed this week. Keybot cycled out of QLD and into SDS. As always stay alert for a whipsaw on Monday. Markets remain a coin-flip. Today was an active day with the algo printing seven numbers. The imminent turn notation remains since VIX 13.98 cannot make up its mind.

3/9/14; 7:00 PM EST =
3/7/14; 1:06 PM EST = +48; signal line is +51
3/7/14; 12:25 PM EST = +62; signal line is +51 but algorithm remains short
3/7/14; 11:03 AM EST = +48; signal line is +51; go short 1873; (Benchmark SPX for 2014 = +1.4%)(Keybot this trade = +1.5%; Keybot for 2014 = +4.0%)(Actual this trade = +0.7%; Actual for 2014 = +4.7%)
3/7/14; 10:20 AM EST = +62; signal line is +51
3/7/14; 9:53 AM EST = +48; signal line is +51 but algorithm remains long
3/7/14; 9:36 AM EST = +62; signal line is +51
3/7/14; 9:00 AM EST = +48; signal line is +50 but algorithm remains long
3/6/14; 1:33 PM EST = +48; signal line is +49 but algorithm remains long
3/5/14; 3:55 PM EST = +62; signal line is +49
3/5/14; 11:19 AM EST = +48; signal line is +47
3/5/14; 11:07 AM EST = +62; signal line is +46
3/3/14; 12:18 PM EST = +48; signal line is +45
3/3/14; 12:06 PM EST = +32; signal line is +44 but algorithm remains long
3/2/14; 7:00 PM EST EOM = +48; signal line is +44
2/28/14; 2:51 PM EST = +48; signal line is +43
2/28/14; 10:05 AM EST = +62; signal line is +43
2/28/14; 10:00 AM EST = +48; signal line is +43
2/27/14; 10:41 AM EST = +48; signal line is +44
2/27/14; 10:13 AM EST = +32; signal line is +44 but algorithm remains long
2/26/14; 1:09 PM EST = +48; signal line is +44
2/26/14; 12:40 PM EST = +62; signal line is +43
2/26/14; 11:51 AM EST = +48; signal line is +43
2/26/14; 11:27 AM EST = +62; signal line is +43
2/26/14; 11:03 AM EST = +48; signal line is +42
2/26/14; 10:43 AM EST = +62; signal line is +42
2/26/14; 10:07 AM EST = +48; signal line is +41
2/26/14; 9:58 AM EST = +32; signal line is +41 but algorithm remains long
2/26/14; 9:40 AM EST = +48; signal line is +41
2/25/14; 3:59 PM EST = +62; signal line is +40
2/25/14; 11:47 AM EST = +48; signal line is +39
2/25/14; 11:36 AM EST = +62; signal line is +38
2/25/14; 10:00 AM EST = +48; signal line is +36
2/24/14; 9:45 AM EST = +48; signal line is +35; go long 1846; (Benchmark SPX for 2014 = -0.1%)(Keybot this trade = -1.0%; Keybot for 2014 = +2.5%)(Actual this trade = -3.8%; Actual for 2014 = +4.0%)

No comments:

Post a Comment

Note: Only a member of this blog may post a comment.