Thursday, February 15, 2018

STOCK MARKET BULLISH -- LONG

Keybot the Quant flips to the bull side on Valentine's Day at SPX 2679. The benchmark S&P 500 Index and the Keybot algorithm model are flat on the year while the actual trading is up +2.2% after the first six weeks. Keybot remained short since December through the four weeks of obscene up and then two-week collapse in equities. Keybot exited TWM and entered SSO.

Use the SOX 1301.80 bull-bear line in the sand as the rudder currently steering the stock market directional ship. SOX is printing at 1305 creating stock market lift.

2/18/18; 7:00 PM EST =
2/16/18; 10:00 AM EST =
2/16/18; 9:00 AM EST =
2/15/18; 11:17 AM EST = +54; signal line is +3
2/15/18; 10:49 AM EST = +38; signal line is +2
2/14/18; 2:06 PM EST = +54; signal line is 0
2/14/18; 11:46 AM EST = +38; signal line is -1
2/14/18; 11:43 AM EST = +24; signal line is -2; go long 2679; (Benchmark SPX for 2018 = +0.2%)(Keybot algo this trade = -0.2%; Keybot algo for 2018 = -0.2%)(Actual results this trade = +2.2%; Actual results for 2018 = +2.2%)
2/14/18; 11:33 AM EST = +8; signal line is -3 but algorithm remains short
2/13/18; 12:11 PM EST = +8; signal line is -3 but algorithm remains short
2/13/18; 10:36 AM EST = -8; signal line is -1
2/13/18; 10:11 AM EST = +8; signal line is +1 but algorithm remains short
2/13/18; 9:41 AM EST = -8; signal line is +4
2/12/18; 2:46 PM EST = -24; signal line is +6
2/12/18; 11:51 AM EST = -8; signal line is +8
2/12/18; 10:13 AM EST = -24; signal line is +10
2/12/18; 9:36 AM EST = -8; signal line is +12
2/11/18; 7:00 PM EST = -24; signal line is +15
2/9/18; 3:20 PM EST = -24; signal line is +17
2/9/18; 3:12 PM EST = -38; signal line is +20
2/9/18; 2:13 PM EST = -24; signal line is +23
2/9/18; 11:50 AM EST = -38; signal line is +26
2/9/18; 9:40 AM EST = -24; signal line is +29
2/8/18; 3:34 PM EST = -10; signal line is +32
2/7/18; 3:52 PM EST = +6; signal line is +34
2/7/18; 3:26 PM EST = +22; signal line is +35
2/7/18; 1:55 PM EST = +6; signal line is +36
2/7/18; 1:46 PM EST = +22; signal line is +38
2/7/18; 12:18 PM EST = +6; signal line is +39
2/7/18; 11:07 AM EST = +22; signal line is +41
2/7/18; 10:49 AM EST = +6; signal line is +42
2/7/18; 10:19 AM EST = +22; signal line is +44
2/7/18; 9:36 AM EST = +6; signal line is +45
2/6/18; 9:49 AM EST = +22; signal line is +48
2/6/18; 9:36 AM EST = +6; signal line is +49
2/5/18; 3:00 PM EST = +22; signal line is +51
2/5/18; 11:36 AM EST = +38; signal line is +52
2/5/18; 10:11 AM EST = +54; signal line is +53 but algorithm remains short
2/5/18; 9:36 AM EST = +38; signal line is +53
2/4/18; 7:00 PM EST = +54; signal line is +54 but algorithm remans short
2/2/18; 11:44 AM EST = +54; signal line is +55
2/2/18; 11:24 AM EST = +38; signal line is +55
2/2/18; 11:13 AM EST = +54; signal line is +56
2/2/18; 10:40 AM EST = +38; signal line is +56
2/2/18; 10:25 AM EST = +54; signal line is +57
2/2/18; 10:13 AM EST = +38; signal line is +57
2/2/18; 10:00 AM EST = +54; signal line is +58
2/2/18; 9:00 AM EST = +54; signal line is +58
1/31/18; 7:00 PM EST EOM = +54; signal line is +59
1/30/18; 10:00 AM EST = +54; signal line is +60
1/28/18; 7:00 PM EST = +54; signal line is +60
1/24/18; 9:36 AM EST = +54; signal line is +61
1/23/18; 9:36 AM EST = +38; signal line is +61
1/21/18; 7:00 PM EST = +54; signal line is +62
1/19/18; 10:00 AM EST = +54; signal line is +63
1/18/18; 9:00 AM EST = +54; signal line is +64
1/14/18; 7:00 PM EST = +54; signal line is +65
1/12/18; 2:08 PM EST = +54; signal line is +65
1/12/18; 12:34 PM EST = +68; signal line is +67 but algorithm remains short
1/12/18; 11:29 AM EST = +54; signal line is +67
1/12/18; 11:18 AM EST = +68; signal line is +68 but algorithm remains short
1/12/18; 11:11 AM EST = +54; signal line is +68
1/12/18; 11:02 AM EST = +68; signal line is +69
1/12/18; 10:50 AM EST = +54; signal line is +70
1/10/18; 12:49 PM EST = +68; signal line is +71
1/10/18; 9:36 AM EST = +54; signal line is +72
1/7/18; 7:00 PM EST = +68; signal line is +74
1/5/18; 9:00 AM EST = +68; signal line is +74
1/2/18; 10:05 AM EST = +68; signal line is +75
1/2/18; 9:41 AM EST = +54; signal line is +76
1/2/18; 9:36 AM EST = +70; signal line is +77
1/1/18; Begin 2018 Data Set = +54; signal line is +78; go short 2674; (Benchmark SPX for 2018 = 0%)(Keybot algo this trade = 0%; Keybot algo for 2018 = 0%)(Actual results this trade = 0%; Actual results for 2018 = 0%)

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