Thursday, November 5, 2015

STOCK MARKET BEARISH -- SHORT -- CAUTION

Keybot the Quant flips to the short side at SPX 2094 shortly after the last message. After one week of the model wanting to flip short it finally does this morning. The Monthly Jobs Report is in the morning so the stock market direction remains a coin flip. The algo is tracking UTIL 583.94 which is a valid number all through next week. UTIL begins at 579 so bulls need higher utilities. Bulls would also benefit from higher copper. Bears will benefit from lower financials and higher volatility.

For Friday, with the SPX starting at 2100, the bulls need to push above 2109 to signal the all-clear and create an upside acceleration towards 2120. The bears need to push under 2090 to accelerate the downside towards 2080. A move through 2091-2108 is sideways action to end the week. Pay attention to UTIL 583.94 into the closing bell since this level carries clout all next week.

On the last trade, the SPX Benchmark turns positive on the year up +1.7%. The algorithm program is up almost +14% this year. The actual trading is up nearly +24% on the year. Remember all the flat choppy whipsaw action during the first half of the year? Things are different now with a big August-September selloff and then October recovery. Keybot exited SSO and entered DXD remaining in the 2x ETF's. The bears are driving the bus now. Let's see what they got. The jobs report may create a violent move one way or the other so stay alert for a whipsaw.

11/8/15; 7:00 PM EST =
11/6/15; 9:00 AM EST =
11/5/15; 10:33 AM EST = +35; signal line is +39; go short 2094; (Benchmark SPX for 2015 = +1.7%)(Keybot algo this trade = +4.1%; Keybot algo for 2015 = +13.5%)(Actual results this trade = +8.6%; Actual results for 2015 = +23.6%)
11/1/15; 7:00 PM EST EOM = +35; signal line is +40 but algorithm remains long
10/3015; 10:00 AM EST = +35; signal line is +40 but algorithm remains long
10/2815; 10:31 AM EST = +36; signal line is +44 but algorithm remains long
10/2715; 3:17 PM EST = +52; signal line is +44
10/2715; 2:20 PM EST = +36; signal line is +43 but algorithm remains long
10/2715; 2:10 PM EST = +52; signal line is +43
10/2715; 1:57 PM EST = +36; signal line is +42 but algorithm remains long
10/2715; 10:00 AM EST = +52; signal line is +40
10/26/15; 12:01 PM EST = +54; signal line is +38
10/26/15; 11:32 AM EST = +38; signal line is +36
10/26/15; 11:22 AM EST = +54; signal line is +35
10/26/15; 10:46 AM EST = +38; signal line is +32
10/25/15; 7:00 PM EST = +54; signal line is +31
10/22/15; 2:59 PM EST = +54; signal line is +30
10/22/15; 2:03 PM EST = +40; signal line is +29
10/22/15; 12:29 PM EST = +54; signal line is +28
10/22/15; 10:57 AM EST = +40; signal line is +27
10/22/15; 9:52 AM EST = +56; signal line is +26
10/22/15; 9:36 AM EST = +40; signal line is +25
10/21/15; 3:22 PM EST = +24; signal line is +24 but algorithm remains long
10/21/15; 2:44 AM EST = +40; signal line is +24
10/21/15; 1:10 PM EST = +24; signal line is +24 but algorithm remains long
10/21/15; 10:44 AM EST = +40; signal line is +24
10/21/15; 10:32 AM EST = +24; signal line is +24 but algorithm remains long
10/20/15; 9:00 AM EST = +40; signal line is +23
10/19/15; 9:36 AM EST = +40; signal line is +22
10/18/15; 7:00 PM EST = +56; signal line is +21
10/16/15; 2:31 PM EST = +56; signal line is +21
10/16/15; 12:35 PM EST = +40; signal line is +19
10/16/15; 10:55 AM EST = +56; signal line is +18
10/16/15; 10:00 AM EST = +40; signal line is +17
10/15/15; 2:41 PM EST = +35; signal line is +15
10/15/15; 1:18 PM EST = +19; signal line is +13; go long 2011; (Benchmark SPX for 2015 = -2.3%)(Keybot algo this trade = -0.3%; Keybot algo for 2015 = +9.4%)(Actual results this trade = -0.4%; Actual results for 2015 = +15.0%)

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