Wednesday, June 10, 2015

STOCK MARKET BULLISH -- LONG

Keybot the Quant flips to the long side shortly after the opening bell as semi's jump higher and volatility drops creating a double-whammy of joy for market bulls. Bears need either GTX under 3232 and/or VIX above 14.28 to halt the upside in stocks. Higher copper and/or retail stocks will create further market upside.

The benchmark SPX is up +1.7% this year. The Keybot the Quant algorithm computer program gains a hair on the year. The actual trading results, which factors in commissions, mechanical inefficiencies and other real-life trading aspects remains down on the year about one percent. Keybot exits SDS and enters SSO using the 2x ETF's since a whipsaw has not occurred in the last couple months. The choppy sideways markets continue in 2015 chewing up bulls and bears alike.

6/14/15; 7:00 PM EST =
6/12/15; 10:00 AM EST =
6/10/15; 9:47 AM EST = +28; signal line is +9; go long 2094; (Benchmark SPX for 2015 = +1.7%)(Keybot algo this trade = +1.2%; Keybot algo for 2015 = +0.1%)(Actual results this trade = +2.2%; Actual results for 2015 = -1.3%)
6/10/15; 9:40 AM EST = +28; signal line is +10 but algorithm remains short
6/9/15; 10:42 AM EST = -2; signal line is +9
6/9/15; 9:48 AM EST = -16; signal line is +10
6/9/15; 9:36 AM EST = -2; signal line is +11
6/8/15; 12:46 PM EST = -16; signal line is +11
6/8/15; 12:16 PM EST = +0; signal line is +13
6/8/15; 12:08 PM EST = -16; signal line is +13
6/8/15; 9:36 AM EST = +0; signal line is +15
6/7/15; 7:00 PM EST = +14; signal line is +16
6/5/15; 3:53 PM EST = +14; signal line is +16
6/5/15; 3:44 PM EST = +0; signal line is +16
6/5/15; 2:59 PM EST = +14; signal line is +17
6/5/15; 2:47 PM EST = +0; signal line is +18
6/5/15; 2:18 PM EST = +14; signal line is +19
6/5/15; 1:50 PM EST = +0; signal line is +19
6/5/15; 1:35 PM EST = +14; signal line is +21
6/5/15; 9:00 AM EST = +0; signal line is +21
6/4/15; 10:36 AM EST = +0; signal line is +22
6/4/15; 9:55 AM EST = +14; signal line is +23
6/4/15; 9:36 AM EST = +0; signal line is +24
6/3/15; 3:59 PM EST = +30; signal line is +26 but algorithm remains short
6/3/15; 3:51 PM EST = +14; signal line is +27
6/3/15; 3:44 PM EST = +30; signal line is +29 but algorithm remains short
6/3/15; 3:24 PM EST = +14; signal line is +30
6/3/15; 2:13 PM EST = +30; signal line is +31
6/3/15; 11:54 AM EST = +14; signal line is +32
6/3/15; 10:47 AM EST = +30; signal line is +34
6/3/15; 10:46 AM EST = +44; signal line is +36 but algorithm remains short
6/2/15; 10:43 AM EST = +28; signal line is +36
6/2/15; 10:29 AM EST = +14; signal line is +37
6/2/15; 10:10 AM EST = +0; signal line is +39
6/2/15; 9:36 AM EST = +14; signal line is +41
6/1/15; 12:08 PM EST = +30; signal line is +43
6/1/15; 11:35 AM EST = +16; signal line is +43
6/1/15; 11:04 AM EST = +30; signal line is +45
6/1/15; 10:18 AM EST = +16; signal line is +46
6/1/15; 10:07 AM EST = +30; signal line is +48
6/1/15; 9:54 AM EST = +16; signal line is +49
5/31/15; 7:00 PM EST EOM = +30; signal line is +51
5/29/15; 10:00 AM EST = +30; signal line is +53
5/27/15; 10:17 AM EST = +33; signal line is +54
5/27/15; 9:45 AM EST = +17; signal line is +56
5/26/15; 3:59 PM EST = +35; signal line is +58
5/26/15; 10:13 AM EST = +19; signal line is +59
5/26/15; 10:00 AM EST = +35; signal line is +60
5/26/15; 9:31 AM EST = +35; signal line is +62; go short 2121; (Benchmark SPX for 2015 = +3.0%)(Keybot algo this trade = +0.5%; Keybot algo for 2015 = -1.1%)(Actual results this trade = +0.1%; Actual results for 2015 = -3.5%)

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