Monday, February 22, 2021


Keybot the Quant remains long in these historic stock market times. The week is off to an active start with the quant already printing two numbers. There must be excitement occurring under the surface. The bulls are in charge of the stock market direction with the algo number 17 points above the signal line.

VIX 24.24 is the bull/bear line in the sand. VIX is trading at 24-ish now after popping earlier. Bears need VIX above 24.24 to create market trouble. Bulls win if VIX remains sub 24.24. If stocks sell off but the VIX does not move above 24.24, the bears got nothing and stocks will turn around and rally.

Bears need UTIL below 820 which may send the stock market into free fall. Bears need RTH below 159.50 which will exacerbate a sell off.

Bulls need higher utilities and to send UTIL above 911 which is a tall ask.

Watch to see if the VIX jogs above and below the key 24.24 level. If this occurs 2 or 3 times today, that is a signal telling you that the stock market is ready to head south and the robot is likely getting ready to flip short.

If VIX simply moves above 24.24 creating market turmoil, watch RTH and UTIL. If either one of them turn bearish as well, any 2 of these 3 parameters would do, Keybot will likely flip short.  If any 1 of the 3 parameters turn bearish, consider the imminent turn to the downside to be on the table.

The quant prints two pre-scheduled numbers this week one tomorrow morning and the other on Friday morning. S&P futures are down -28 with the VIX at 24.00 about 3-1/2 hours before the opening bell on the East Coast.

2/28/21; 7:00 PM EST EOM =
2/26/21; 10:00 AM EST =
2/23/21; 10:00 AM EST =
2/22/21; 3:58 AM EST = +64; signal line is +47
2/22/21; 3:06 AM EST = +50; signal line is +45
2/21/21; 7:00 PM EST = +64; signal line is +43
2/18/21; 9:00 AM EST = +64; signal line is +42
2/14/21; 7:00 PM EST = +64; signal line is +41

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