Friday, October 14, 2022

STOCK MARKET BULLISH -- LONG -- CAUTION -- TURN MAY BE IMMINENT

Keybot the Quant flips long on Thursday just before munch time at SPX 3620. Commodities  win the day but thwack, today is a different story with commodities slapped lower. The quant wants to whipsaw back into the bear camp with the algo number 10 points below the signal line but the internal parameters will not yet fully latch.

Commodities and copper are dictating US stock market direction currently. Also banks.

On the last trade, that ran for a month, the quant program gains +9% and the actual trading gains +20%. That is big time. Keybot the Quant was in SDS during the downfall, but is out of it now, and jumps into SSO the 2x long ETF. The SPX benchmark index is down -24% this year remaining in a bear market. The quant program is up +27% this year and the actual trading generated by the quant is up an astounding +42%. Keybot is outperforming the S&P 500 benchmark by 66 percentage points and smoking any hedge fund on Wall Street.

10/16/22; 7:00 PM EST =
10/14/22; 10:00 AM EST = -64; signal line is -54 but algorithm remains long
10/14/22; 9:48 AM EST = -64; signal line is -53 but algorithm remains long
10/13/22; 11:20 AM EST = -50; signal line is -52; go long 3620; (Benchmark SPX for 2022 = -23.9%)(Keybot algo this trade = +9.2%; Keybot algo for 2022 = +27.3%)(Actual results this trade = +20.4%; Actual results for 2022 = +41.6%)
10/11/22; 2:35 PM EST = -64; signal line is -52
10/11/22; 1:30 PM EST = -50; signal line is -52 but algorithm remains short
10/11/22; 9:56 AM EST = -64; signal line is -51
10/9/22; 7:00 PM EST = -50; signal line is -51 but algorithm remains short
10/7/22; 9:00 AM EST = -50; signal line is -50 but algorithm remains short
10/6/22; 10:33 AM EST = -50; signal line is -49
10/6/22; 9:36 AM EST = -64; signal line is -48
10/5/22; 2:57 PM EST = -48; signal line is -47
10/5/22; 1:30 PM EST = -64; signal line is -45
10/5/22; 12:42 PM EST = -50; signal line is -42
10/5/22; 12:15 PM EST = -64; signal line is -40
10/5/22; 11:33 AM EST = -50; signal line is -38
10/3/22; 9:36 AM EST = -64; signal line is -37
10/2/22; 7:00 PM EST EOM EOQ3 = -48; signal line is -35
9/30/22; 10:00 AM EST = -48; signal line is -34
9/27/22; 10:00 AM EST = -48; signal line is -33
9/26/22; 9:38 AM EST = -50; signal line is -33
9/26/22; 9:36 AM EST = -34; signal line is -33
9/25/22; 7:00 PM EST = -50; signal line is -32
9/23/22; 3:49 PM EST = -50; signal line is -32
9/23/22; 11:37 AM EST = -66; signal line is -31
9/23/22; 11:22 AM EST = -50; signal line is -30
9/23/22; 10:47 AM EST = -66; signal line is -29
9/23/22; 9:37 AM EST = -50; signal line is -27
9/20/22; 9:00 AM EST = -34; signal line is -26
9/19/22; 9:36 AM EST = -34; signal line is -26
9/18/22; 7:00 PM EST = -50; signal line is -25
9/16/22; 10:00 AM EST = -50; signal line is -25
9/15/22; 2:54 PM EST = -50; signal line is -24
9/15/22; 2:37 PM EST = -34; signal line is -23
9/15/22; 2:07 PM EST = -50; signal line is -23
9/13/22; 1:49 PM EST = -34; signal line is -22
9/13/22; 1:33 PM EST = -20; signal line is -22 but algorithm remains short
9/13/22; 10:56 AM EST = -34; signal line is -21; go short 3987; (Benchmark SPX for 2022 = -16.3%)(Keybot algo this trade = +1.1%; Keybot algo for 2022 = +18.1%)(Actual results this trade = +2.0%; Actual results for 2022 = +21.2%)

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