Tuesday, February 22, 2011

STOCK MARKET BEARISH - SHORT

Keybot the Quant flips to the short side after the open.  VIX is key.

3/13/11; 7:00 PM EST =
3/11/11; 10:00 AM EST =
3/6/11; 7:00 PM EST =
3/4/11; 9:00 AM EST =
2/28/11; 7:00 PM EST; EOM =
2/27/11; 7:00 PM EST =
2/25/11; 10:00 AM EST =
2/22/11; 10:00 AM EST =
2/22/11; 9:31 AM EST = +50; signal line is +58; go short 1331; (Benchmark SPX for 2011=+5.8%)(Keybot this trade=-0.2%; Keybot for 2011=+2.5%)(Actual this trade via SSO=-1.0%; Actual for 2011=+4.1%)
2/20/11; 7:00 PM EST = +64
2/17/11; 9:30 AM EST = +64
2/16/11; 11:25 AM EST = +48; signal line is +58 but algorithm says stay long
2/16/11; 10:13 AM EST = +64; signal line is +59; go long 1334; (Benchmark SPX for 2011=+6.0%)(Keybot this trade=-0.5%; Keybot for 2011=+2.7%)(Actual this trade via DXD=-1.3%; Actual for 2011=+5.1%)
2/16/11; 9:00 AM EST = +64; signal line is +59 but algorithm says stay short

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