STOCK MARKET BEARISH -- SHORT -- CAUTION -- TURN MAY BE IMMINENT

Keybot the Quant flips short yesterday morning at SPX 4395. Volatility is higher, utes have failed albeit barely now, chips failed but recovered and banks failed and almost recovered. In other words, it is a crap-shoot. Mix the Federal Reserve into the market soup today and it is anyone's game.

If UTIL remains below 923.71, and XLF below 36.47, and VIX above 17.55, stocks will weaken. If SOX loses 3211.30, stocks will take a strong leg lower.

If the semiconductors remain bullish and any of the other three other parameters turn bullish, stocks are off to the races higher and the up move can be gauged by the remaining two parameters flipping bullish, or not.

On the last trade that ran for a week, the quant program and actual trading both gain a little over a percent. On the year, the benchmark S&P 500 is up +17% at record highs, the algo program is up +16% and the actual trading generated by the quant is up +24%. Keybot the Quant exits SPY and enters SH. Today we see what the bears got.

8/1/21; 7:00 PM EST EOM =
7/30/21; 10:00 AM EST =
7/27/21; 3:59 PM EST = +44; signal line is +53
7/27/21; 12:10 PM EST = +28; signal line is +52
7/27/21; 10:38 AM EST = +44; signal line is +53
7/27/21; 10:29 AM EST = +60; signal line is +52 but algorithm remains short
7/27/21; 10:17 AM EST = +44; signal line is +50; go short 4395; (Benchmark SPX for 2021 = +17.0%)(Keybot algo this trade = +1.2%; Keybot algo for 2021 = +16.3%)(Actual results this trade = +1.3%; Actual results for 2021 = +23.7%)
7/27/21; 10:00 AM EST = +44; signal line is +50 but algorithm remains long
7/26/21; 9:36 AM EST = +44; signal line is +49 but algorithm remains long
7/26/21; 3:06 AM EST = +60; signal line is +48
7/25/21; 7:00 PM EST = +74; signal line is +46
7/23/21; 11:59 AM EST = +74; signal line is +44
7/23/21; 9:51 AM EST = +58; signal line is +42
7/23/21; 9:36 AM EST = +74; signal line is +39
7/22/21; 3:59 PM EST = +58; signal line is +37
7/22/21; 3:37 PM EST = +44; signal line is +36
7/22/21; 1:36 PM EST = +58; signal line is +36
7/22/21; 11:38 AM EST = +44; signal line is +36
7/22/21; 10:42 AM EST = +58; signal line is +36
7/22/21; 9:37 AM EST = +44; signal line is +36
7/22/21; 8:43 AM EST = +60; signal line is +37
7/22/21; 3:44 AM EST = +74; signal line is +37
7/21/21; 11:21 AM EST = +60; signal line is +37
7/21/21; 11:04 AM EST = +44; signal line is +37
7/21/21; 10:43 AM EST = +60; signal line is +37
7/21/21; 10:36 AM EST = +44; signal line is +38
7/21/21; 9:52 AM EST = +60; signal line is +39
7/21/21; 9:36 AM EST = +44; signal line is +39; go long 4344; (Benchmark SPX for 2021 = +15.8%)(Keybot algo this trade = +0.1%; Keybot algo for 2021 = +15.1%)(Actual results this trade = +0.1%; Actual results for 2021 = +22.4%)