Friday, September 5, 2014


Keybot the Quant is short as the last trading day of the holiday-shortened week is underway. Volatility drops from the start but recovers now dropping again with VIX teasing near the 12.46 bull-bear line. Copper is subdued at 38.25 remaining under the 38.68 level continuing to create negativity. So use the VIX 12.46 as the market directional rudder today. Bulls win under 12.46. Bears win above 12.46. Keybot may whipsaw back to the long side but probably only if the SPX moves above 2011. Anything can happen in these erratic markets.

As fate would have it, the VIX is exactly at 12.46 as this message is typed. Isn't it amazing how Keybot can identify these levels before the occur? Volatility will either bounce or die from this level and send the broad indexes in the opposite direction.

9/7/14; 7:00 PM EST =
9/5/14; 9:00 AM EST = +40; signal line is +52
9/4/14; 3:03 PM EST = +40; signal line is +51; go short 1997; (Benchmark SPX for 2014 = +8.1%)(Keybot this trade = +2.3%; Keybot for 2014 = +8.5%)(Actual this trade = +4.7%; Actual for 2014 = +10.3%)

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