Monday, October 12, 2020


Keybot the Quant remains long. The bulls are on a rampage higher. The quant did not print any numbers today. Bears need higher volatility and weaker commodities and copper; VIX above 26.97, GTX below 1723 and CPER below 18.50, respectively. The algorithm likely needs to see 2 of the 3 to flip bearish to flip the model short and that may not be enough; one of the two may have to jog above and below the key number listed above at least once. If all 3 flip bearish, Keybot may flip short immediately.

10/16/20; 10:00 AM EST =
10/11/20; 7:00 PM EST = +73; signal line is +40

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