Keybot the Quant remains short. Another wild and crazy market day occurs. The algo is tracking SOX 563.10, VIX 14.77 and XLF 21.77 as bull-bear lines in the sand. Semi's and volatility turn bullish today creating the market upside. Finanicals are attacking the XLF 21.77 but stalling so far. Keybot wants to go long right now but the internal programming rules are holding it back. One of the key elements that will help latch the algo into flipping long is the SPX HOD print at 1858.45. If the bulls can send the SPX above 1858.45 and hold it above for several minutes, Keybot will likely flip long. Bears need to move SOX under 563.10 and/or VIX above 14.77 immediately to prevent the algo from flipping long. High drama. Keybot is a hair away from going long.
4/20/14;
7:00 PM EST =
4/16/14; 11:54 AM EST
= +31; signal line is +21 but algorithm remains short
4/16/14; 11:36 AM EST
= +15; signal line is +21
4/16/14; 9:54 AM EST
= +1; signal line is +21
4/16/14; 9:00 AM EST
= +17; signal line is +23
4/15/14;
1:51 PM EST = +17; signal line is +23
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