Friday, November 17, 2017

Keybot the Quant is Long but Stock Market is a Toss-Up

Keystone's proprietary trading algo, Keybot the Quant, is on the long side after going short than back to the long side this week. Watch volatility, copper and banks; VIX 10.76, JJC 34.79, XLF 26.00respectively. Market bulls win big with the SPX running above 2600 if they can push the VIX below 10.76 (below 11.14 will create lift in stocks). Market bears need either JJC under 34.79 or XLF under 26.00 to create strong downside selling in the stock market. One of these three parameters will flinch and tell you the direction of the stock market. More information is on Keybot's site;

Keybot the Quant

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