Friday, December 30, 2016


Keybot the Quant remains short through the New Year's Holiday weekend. US stocks do not trade again until Tuesday morning. As per the previous post, both utilities and volatility jump into the bear camp and create the market selling into the weekend. Keybot prints four numbers to close out the year. The algo number is 39 points below the signal line so the bears are happy as they break out bottles of booze to ring in the new year. The bulls are wounded and plan to rest up and prepare to fight on Tuesday.

Utiliites, retail stocks, volatility and copper will play a key role next week. The algo has to be  zeroed for the year this weekend. The Keybot the Quant algorithm kicked everyone's butt on Wall Street this year. Robots are smarter than humans.

1/1/17; 7:00 PM EST EOM; EOQ4; EOH2; EOY =  
12/30/16; 3:47 PM EST = +38; signal line is +79
12/30/16; 12:56 AM EST = +54; signal line is +80
12/30/16; 10:51 AM EST = +68; signal line is +81
12/30/16; 10:29 AM EST = +54; signal line is +81
12/29/16; 11:50 AM EST = +68; signal line is +82

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