Keybot the Quant remains long with the algo very active to begin the week printing another three numbers. Volatility is oscillating between the bull and bear camps causing the stock market to oscillate inversely. The algorithm has honed in on VIX 14.48 as the bull-bear line in the sand. Very simply, the stock market is going to go up if the VIX is under 14.48 and the stock market is going to go down if the VIX is above 14.48. If the VIX moves above 14.48 and the SPX drops under 2050, and they both remain above and below, respectively, Keybot will likely flip short. Here comes the VIX dropping again towards VIX 14.48 and may fall under which will send equities higher.
12/5/14;
9:00 AM EST =
12/1/14; 11:54 AM EST
= +44; signal line is +56 but algorithm remains long
12/1/14; 11:27 AM EST
= +58; signal line is +56
12/1/14; 10:54 AM EST
= +44; signal line is +56 but algorithm remains long
12/1/14;
10:23 AM EST = +58; signal line is +55
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