Keybot the Quant remains short from Friday. Copper futures explode +5% higher because the bulls know what they need to goose to keep the stock market buoyant. S&P futures, however, are down about -30 points. The roller coaster of mixed signals continues. The quant likely needs about 10 SPX points or higher to whipsaw the model back to the long side so if the bulls want it, they need to turn around the negative futures by about 40 points.
The VIX 22.16 bull/bear line in the sand holds a lot of clout. VIX is trading at 20 now (in the bull camp; volatility moves inversely to stocks) about 4 hours before the opening bell for the regular trading session in the US.
Bulls remain in the game and can take the ball back as long as the VIX remains below 22.16. If VIX moves above 22.16, stocks will fall apart.
Keybot the Quant prints one prescheduled number this week on Friday morning before the opening bell.
6/8/25;
7:00 PM EST =
6/6/25;
9:00 AM EST =
6/1/25; 7:00 PM EST EOM = +30; signal line is
+35
5/30/25; 12:31 PM EST = +30; signal line is +35; go short 5859
(Benchmark SPX for 2025 = -0.4%)(Keybot algo this trade = +11.5%; Keybot algo
for 2025 = +16.7%)(Actual results this trade = +11.5%; Actual results for 2025
= +21.0%)
No comments:
Post a Comment
Note: Only a member of this blog may post a comment.