Wednesday, November 18, 2015

STOCK MARKET BULLISH -- LONG

Keybot the Quant flips long today beforelunch time at SPX 2063. The bulls run the table sending SPX above 2051, RTH above 76.02 and VIX under 18.37. The bears never had a chance. The bulls likely have limited upside available but will make further gains with stronger retail stocks and lower volatility. Bears need lower retail stocks and higher volatility.

For the SPX at 2084 starting Thursday, the bulls only need one point higher, to move above 2085 and the upside will accelerate quickly into the 2090's. Watch to see if the S&P futures muster up one point overnight. The bears need to retrace today's big gain and push under 2052, a formidable task, so instead bears will focus on pushing volatility higher and retail stocks lower. A move through 2053-2084 is sideways action.

The SPX benchmark index is up marginally on the year. On the last trade, the algorithm program gains +1.5% and the actual trading gains +1.8%. Keybot exits DXD and enters SSO remaining in the 2x ETF's since no whipsaws have occurred lately. The bulls are driving the bus with the algo number 29 points above the signal line.

11/29/15; 7:00 PM EST =
11/22/15; 7:00 PM EST =
11/18/15; 11:19 AM EST = +19; signal line is -10; go long 2063; (Benchmark SPX for 2015 = +0.2%)(Keybot algo this trade = +1.5%; Keybot algo for 2015 = +15.0%)(Actual results this trade = +1.8%; Actual results for 2015 = +25.4%)
11/18/15; 11:18 AM EST = +5; signal line is -10 but algorithm remains short
11/18/15; 10:21 AM EST = -11; signal line is -9
11/18/15; 9:56 AM EST = +5; signal line is -7 but algorithm remains short
11/18/15; 9:36 AM EST = -11; signal line is -6
11/18/15; 9:00 AM EST = -25; signal line is -4
11/17/15; 2:50 PM EST = -25; signal line is -2
11/17/15; 2:32 PM EST = -11; signal line is +1
11/17/15; 2:27 PM EST = +3; signal line is +2 but algorithm remains short
11/17/15; 10:32 AM EST = +19; signal line is +4 but algorithm remains short
11/17/15; 10:20 AM EST = +3; signal line is +5
11/17/15; 10:05 AM EST = -11; signal line is +6
11/17/15; 9:37 AM EST = +3; signal line is +9
11/16/15; 3:09 PM EST = -11; signal line is +10
11/16/15; 1:55 PM EST = -25; signal line is +12
11/16/15; 1:47 PM EST = -41; signal line is +15
11/16/15; 1:25 PM EST = -25; signal line is +17
11/15/15; 7:00 PM EST = -41; signal line is +20
11/13/15; 12:41 PM EST = -41; signal line is +23
11/13/15; 12:18 PM EST = -25; signal line is +26
11/13/15; 10:00 AM EST = -41; signal line is +29
11/13/15; 9:53 AM EST = -41; signal line is +31
11/12/15; 3:59 PM EST = -25; signal line is +34
11/12/15; 3:47 PM EST = -11; signal line is +35
11/11/15; 3:05 PM EST = +3; signal line is +37
11/8/15; 7:00 PM EST = +19; signal line is +38
11/6/15; 9:53 AM EST = +19; signal line is +38
11/6/15; 9:00 AM EST = +35; signal line is +39
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%)

No comments:

Post a Comment

Note: Only a member of this blog may post a comment.