Keybot the Quant flips bearish today at SPX 1873. VIX 13.98 holds the key and is causing market bearishness at 14.11. Markets remain a coin-flip.
3/9/14; 7:00 PM EST =
3/7/14; 1:06 PM EST = +48; signal line is +51
3/7/14; 12:25 PM EST = +62; signal line is +51 but algorithm remains short
3/7/14; 11:03 AM EST = +48; signal line is +51; go short 1873; (Benchmark SPX for 2014 = +1.4%)(Keybot this trade = +1.5%; Keybot for 2014 = +4.0%)(Actual this trade = +0.7%; Actual for 2014 = +4.7%)
3/7/14; 10:20 AM EST = +62; signal line is +51
3/7/14; 9:53 AM EST = +48; signal line is +51 but algorithm remains long
3/7/14; 9:36 AM EST = +62; signal line is +51
3/7/14; 9:00 AM EST = +48; signal line is +50 but algorithm remains long
3/6/14; 1:33 PM EST = +48; signal line is +49 but algorithm remains long
3/5/14; 3:55 PM EST = +62; signal line is +49
3/5/14; 11:19 AM EST = +48; signal line is +47
3/5/14; 11:07 AM EST = +62; signal line is +46
3/3/14; 12:18 PM EST = +48; signal line is +45
3/3/14; 12:06 PM EST = +32; signal line is +44 but algorithm remains long
3/2/14; 7:00 PM EST EOM = +48; signal line is +44
2/28/14; 2:51 PM EST = +48; signal line is +43
2/28/14; 10:05 AM EST = +62; signal line is +43
2/28/14; 10:00 AM EST = +48; signal line is +43
2/27/14; 10:41 AM EST = +48; signal line is +44
2/27/14; 10:13 AM EST = +32; signal line is +44 but algorithm remains long
2/26/14; 1:09 PM EST = +48; signal line is +44
2/26/14; 12:40 PM EST = +62; signal line is +43
2/26/14; 11:51 AM EST = +48; signal line is +43
2/26/14; 11:27 AM EST = +62; signal line is +43
2/26/14; 11:03 AM EST = +48; signal line is +42
2/26/14; 10:43 AM EST = +62; signal line is +42
2/26/14; 10:07 AM EST = +48; signal line is +41
2/26/14; 9:58 AM EST = +32; signal line is +41 but algorithm remains long
2/26/14; 9:40 AM EST = +48; signal line is +41
2/25/14; 3:59 PM EST = +62; signal line is +40
2/25/14; 11:47 AM EST = +48; signal line is +39
2/25/14; 11:36 AM EST = +62; signal line is +38
2/25/14; 10:00 AM EST = +48; signal line is +36
2/24/14; 9:45 AM EST = +48; signal line is +35; go long 1846; (Benchmark SPX for 2014 = -0.1%)(Keybot this trade = -1.0%; Keybot for 2014 = +2.5%)(Actual this trade = -3.8%; Actual for 2014 = +4.0%)