Keybot the Quant remains long. For Tuesday, the market bears will growl with joy if they push the SPX under 1321 while maintaining the VIX above 18.10. If the VIX falls under 18.10, however, now at 18.35, then the bull party lives on.
4/3/11; 7:00 PM EST =
3/31/11; 7:00 PM EST; EOM =
3/29/11; 10:00 AM EST =
3/27/11; 7:00 PM EST =
3/25/11; 10:00 AM EST =
3/20/11; 7:00 PM EST =
3/16/11; 8:30 AM EST =
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 = +50
2/28/11; 3:23 PM EST = +50
2/28/11; 12:42 PM EST = +34; signal line is +35 but algorithm says stay long
2/28/11; 12:16 PM EST = +50
2/28/11; 11:44 AM EST = +34; signal line is +36 but algorithm says stay long
2/28/11; 10:21 AM EST = +50
2/27/11; 7:00 PM EST = +34; signal line is +37 but algorithm says stay long
2/25/11; 10:00 AM EST = +34; signal line is +37 but algorithm says stay long
2/25/11; 9:46 AM EST = +34; signal line is +38 but algorithm says stay long
2/25/11; 9:38 AM EST = +50; signal line is +38; go long 1314; (Benchmark SPX for 2011=+4.5%)(Keybot this trade=+1.3%; Keybot for 2011=+3.6%)(Actual this trade via MZZ=+2.6%; Actual for 2011=+6.7%)
2/25/11; 9:31 AM EST = +34; signal line is +40
2/24/11; 2:10 PM EST = +18
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