Monday, January 12, 2015

STOCK MARKET BEARISH -- SHORT -- CAUTION

Keybot the Quant flips to the short side at SPX 2038 after the opening bell. The SPX fell under the 2038-2039 level so the algo latched and flipped to the bear side. The downside pressure today is due to semi's. Watch SOX 674.20 like a hawk since it will tell you if stocks are going up or down. SOX is currently printing 673.20 one buck on the bear side causing negativity. Stocks will only recover if SOX moves above 674.20. If SOX moves lower so do stocks.

The algo flips sides again with a roller coaster start to the year the indexes covering huge point swings intraday and day to day due to the elevated volatility. Keybot exited UWM and entered DXD. The double leveraged ETF's are causing larger trading losses but the algo has not yet dropped down into the single ETF's to reduce risk. The algo program is down -2.2% this year thus far with the SPX benchmark down -1% and the actual trading by Keybot down -5% to begin the year. Watch SOX 674.20.

1/16/15; 10:00 AM EST =
1/12/15; 12:54 PM EST = +3; signal line is +36
1/12/15; 10:51 AM EST = +19; signal line is +38
1/12/15; 9:46 AM EST = +3; signal line is +39
1/12/15; 9:36 AM EST = +19; signal line is +41; go short 2038; (Benchmark SPX for 2014 = -1.0%)(Keybot algo this trade = -1.0%; Keybot algo for 2014 = -2.2%)(Actual results this trade = -2.0%; Actual results for 2014 = -5.0%)
1/11/15; 7:00 PM EST = +19; signal line is +42 but algorithm remains long
1/9/15; 10:35 AM EST = +19; signal line is +43 but algorithm remains long
1/9/15; 9:52 AM EST = +33; signal line is +44 but algorithm remains long
1/9/15; 9:00 AM EST = +49; signal line is +45
1/8/15; 3:59 PM EST = +49; signal line is +45
1/8/15; 3:49 PM EST = +35; signal line is +44 but algorithm remains long
1/8/15; 2:34 PM EST = +49; signal line is +44
1/8/15; 2:01 PM EST = +35; signal line is +44 but algorithm remains long
1/8/15; 1:13 PM EST = +49; signal line is +44
1/8/15; 11:44 AM EST = +35; signal line is +44 but algorithm remains long
1/8/15; 11:05 AM EST = +49; signal line is +44; go long 2059; (Benchmark SPX for 2014 = +0.0%)(Keybot algo this trade = -0.6%; Keybot algo for 2014 = -1.2%)(Actual results this trade = -1.7%; Actual results for 2014 = -3.0%)

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