Friday, July 25, 2014


Keybot the Quant remains long but is champing at the bit to go short. The algo number is under the signal line and the program is beginning to latch-in the parameters to trigger a move to the short side, but, not yet. Semiconductors experience a severe failure today. Markets will weaken moving forward as long as SOX remains under 624 (now at 619). If the SPX drops under 1979, and remains under for about five minutes, Keybot will likely flip short. SPX is now printing at 1981.

Remain alert, it appears that the bears may make a strong run lower today. VIX is 12.12 remaining under the 12.95 bull-bear danger line helping bulls. All Hades will break loose with accelerated downside selling if the VIX moves above 12.95. Equities will recover today if the SOX (semiconductors) moves higher.

7/27/14; 7:00 PM EST =
7/25/14; 9:36 AM EST = +50; signal line is +65 but algorithm remains long
7/22/14; 9:35 AM EST = +66; signal line is +65; go long 1982; (Benchmark SPX for 2014 = +7.3%)(Keybot this trade = -1.0%; Keybot for 2014 = +5.3%)(Actual this trade = -1.9%; Actual for 2014 = +6.0%)

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