Friday, September 27, 2019


Keybot the Quant remains short but is champing at the bit to go long. This posture did not take long to occur; only 10 minutes after the last post. The bulls succeed in pushing the VIX sub 15.88 now at 15.81. Volatility drops so stocks pop.

S&P futures are up +4. The SPX needs about 10 points higher at the opening bell to flip the quant long. If the SPX moves above 2987 in the Friday session, it is likely that Keybot will flip long, hence the imminent turn notation is in the title line.

Very simply, the bears need the VIX back above 15.88 and GTX below 2428.50, or they got nothing. If the VIX remains sub 15.88, the bulls will be throwing confetti and celebrating higher stock prices into the weekend. Keybot prints a pre-scheduled number about one-half hour after the opening bell.

9/27/19; 10:00 AM EST =
9/27/19; 4:11 AM EST = +68; signal line is +61 but algorithm remains short
9/26/19; 3:45 PM EST = +54; signal line is +61

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