Friday, March 25, 2016

STOCK MARKET BEARISH -- SHORT -- CAUTION -- TURN MAY BE IMMINENT

Keybot the Quant flips to the short side after Thursday's opening bell at SPX 2026. The S&P 500 losing the 2030 level is a critical failure but as the trading mood improved into the Easter holiday weekend, the SPX recovers back above the important 2030 level to 2036. This battle continues next week and is key to overall stock market direction. Commodities (GTX) will also play a key role.

US markets are closed until Monday morning. On the last trade, the Keybot the Quant algorithm computer program gains almost +1% while the actual trading gains only a paltry +0.3% due to the gap-down after the opening bell which chews up profits. The benchmark SPX is down about -1% this year (started at 2044) reversing a positive stance on the year for the first time during the trading week. Keybot exits SPY and enters SH remaining in the single ETF's until 4/14/16 as long as a whipsaw does not occur.

The imminent turn notation remains in the title line since stocks may flip back to the long side on Monday depending on the price action in SPX, GTX and NYA. The parameters can be set up for next week as the weekend progresses. The month of March ends on Thursday (EOM). Happy Easter.

4/3/16; 7:00 PM EST =
4/1/16; 9:00 AM EST =
3/31/16; 7:00 PM EST EOM =
3/29/16; 10:00 AM EST =
3/27/16; 7:00 PM EST =
3/24/16; 2:44 PM EST = +64; signal line is +76
3/24/16; 9:31 AM EST = +50; signal line is +76; go short 2026; (Benchmark SPX for 2016 = -0.9%)(Keybot algo this trade = +0.9%; Keybot algo for 2016 = +9.0%)(Actual results this trade = +0.3%; Actual results for 2016 = +14.4%)
3/23/16; 2:39 PM EST = +64; signal line is +76 but algorithm remains long
3/23/16; 9:36 AM EST = +78; signal line is +75
3/22/16; 10:26 AM EST = +92; signal line is +74
3/22/16; 9:36 AM EST = +78; signal line is +72
3/21/16; 12:58 PM EST = +92; signal line is +70
3/21/16; 12:46 PM EST = +78; signal line is +69
3/21/16; 11:22 AM EST = +92; signal line is +68
3/21/16; 10:12 AM EST = +78; signal line is +67
3/20/16; 7:00 PM EST = +92; signal line is +67
3/18/16; 1:48 PM EST = +92; signal line is +65
3/18/16; 1:40 PM EST = +78; signal line is +64
3/18/16; 10:00 AM EST = +92; signal line is +63
3/18/16; 9:36 AM EST = +93; signal line is +62
3/17/16; 3:51 PM EST = +79; signal line is +61
3/17/16; 3:27 PM EST = +93; signal line is +60
3/17/16; 3:17 PM EST = +79; signal line is +58
3/17/16; 2:13 PM EST = +93; signal line is +57
3/17/16; 10:55 AM EST = +79; signal line is +55
3/16/16; 3:51 PM EST = +65; signal line is +54
3/16/16; 3:43 PM EST = +79; signal line is +52
3/16/16; 11:14 AM EST = +65; signal line is +50
3/16/16; 9:00 AM EST = +51; signal line is +49
3/14/16; 9:36 AM EST = +51; signal line is +48
3/13/16; 7:00 PM EST = +65; signal line is +47
3/11/16; 9:36 AM EST = +65; signal line is +46; go long 2008; (Benchmark SPX for 2016 = -1.8%)(Keybot algo this trade = -1.8%; Keybot algo for 2016 = +8.1%)(Actual results this trade = -3.4%; Actual results for 2016 = +14.1%)

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