Thursday, December 18, 2014

STOCK MARKET BULLISH -- LONG

Keybot the Quant flips to the long side today at SPX 2047 after the NYA floats above the critical 10755 bull-bear line in the sand identified by the algo. NYA 10755 (40-week MA) is a key indicator and a major blow to the bearish case on a cyclical basis (months). Continue watching it closely. Stocks will finish the year bullish if NYA remains above 10755. Bulls will create additional upside strength with VIX below14.76.

The algo program lost about one-half percent on the last trade and the actual trading lost -1.3%. Keybot exited SDS and entered SSO remaining in the double ETF's. As always, stay alert for a whipsaw today or tomorrow. The bulls are driving the bus.

12/21/14; 7:00 PM EST =
12/18/14; 12:50 PM EST = +46; signal line is +32; go long 2047; (Benchmark SPX for 2014 = +10.8%)(Keybot algo this trade = -0.4%; Keybot algo for 2014 = +15.8%)(Actual results this trade = -1.3%; Actual results for 2014 = +16.5%)
12/18/14; 12:42 PM EST = +46; signal line is +32 but algorithm remains short
12/18/14; 10:24 AM EST = +32; signal line is +32 but algorithm remains short
12/18/14; 10:16 AM EST = +46; signal line is +33 but algorithm remains short
12/17/14; 1:02 PM EST = +32; signal line is +34
12/17/14; 12:45 PM EST = +16; signal line is +34
12/17/14; 12:02 PM EST = +32; signal line is +36
12/16/14; 2:56 PM EST = +16; signal line is +36
12/16/14; 1:55 PM EST = +32; signal line is +37
12/16/14; 1:17 PM EST = +16; signal line is +38
12/16/14; 11:18 AM EST = +32; signal line is +39
12/16/14; 9:00 AM EST = +16; signal line is +40
12/15/14; 3:58 PM EST = +16; signal line is +42
12/15/14; 2:29 PM EST = +32; signal line is +43
12/15/14; 2:17 PM EST = +16; signal line is +44
12/15/14; 12:41 PM EST = +32; signal line is +47
12/15/14; 11:27 AM EST = +16; signal line is +48
12/14/14; 7:00 PM EST = +32; signal line is +49
12/12/14; 10:00 AM EST = +32; signal line is +50
12/11/14; 2:03 PM EST = +30; signal line is +50
12/11/14; 10:26 AM EST = +44; signal line is +51
12/10/14; 12:13 PM EST = +30; signal line is +52
12/10/14; 11:55 AM EST = +44; signal line is +53
12/10/14; 11:36 AM EST = +30; signal line is +53
12/10/14; 11:00 AM EST = +44; signal line is +54
12/10/14; 10:41 AM EST = +30; signal line is +54
12/9/14; 9:36 AM EST = +44; signal line is +56; go short 2038; (Benchmark SPX for 2014 = +10.3%)(Keybot algo this trade = +7.3%; Keybot algo for 2014 = +16.2%)(Actual results this trade = +8.1%; Actual results for 2014 = +17.8%)

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