Thursday, March 24, 2011

STOCK MARKET BULLISH -- LONG

Keybot the Quant is back on the long side closing out the short play from 3/7/11.  Market bulls started the push yesterday by bouncing copper.  Today the bulls have maintained utilities and copper on the bullish side, as well as commodities, and mid morning the retail sector put on a happy face.

Volatility came down from its recent lofty levels and Keybot quantifies this move as bullish, for now.  Notable areas maintaining a bearish posture include semi's and financials. Stay alert for whipsaws as these markets are unstable currently.

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 =
3/24/11; 10:55 AM EST = +44
3/24/11; 10:54 AM EST = +30
3/24/11; 10:46 AM EST = +14; signal line is +12
3/24/11; 10:30 AM EST = +30
3/24/11; 10:10 AM EST = +14; signal line is +11; go long 1299; (Benchmark SPX for 2011=+3.3%)(Keybot this trade=+1.1%; Keybot for 2011=+2.4%)(Actual this trade via SDS=+1.6%; Actual for 2011=+2.0%)
3/23/11; 9:30 AM EST = +14; signal line is +12 but algorithm says stay short
3/20/11; 7:00 PM EST = -2; signal line is +13
3/18/11; 9:30 AM EST = -2; signal line is +15
3/16/11; 1:25 PM EST = -18
3/16/11; 8:30 AM EST = -2; signal line is +18
3/14/11; 9:33 AM EST = -2
3/14/11; 9:30 AM EST = +14; signal line is +21
3/13/11; 7:00 PM EST = +30; signal line is +23 but algorithm says stay short
3/11/11; 12:15 PM EST = +30; signal line is +23 but algorithm says stay short
3/11/11; 11:48 AM EST = +14
3/11/11; 10:00 AM EST = -2
3/10/11; 2:46 PM EST = -2
3/10/11; 2:37 PM EST = +14
3/10/11; 1:30 PM EST = -2
3/10/11; 12:59 PM EST = +30; signal line is +33
3/10/11; 9:30 AM EST = +14
3/9/11; 11:35 AM EST = +30; signal line is +34
3/9/11; 9:30 AM EST = +14
3/8/11; 2:43 PM EST = +30; signal line is +35
3/8/11; 2:26 PM EST = +14
3/8/11; 10:01 AM EST = +30; signal line is +39
3/8/11; 9:31 AM EST = +14
3/7/11; 3:54 PM EST = -2
3/7/11; 3:33 PM EST = +14
3/7/11; 11:45 AM EST = -2
3/7/11; 11:32 AM EST = +14; signal line is +47; go short 1313; (Benchmark SPX for 2011=+4.4%)(Keybot this trade=-0.5%; Keybot for 2011=+1.3%)(Actual this trade via MVV=-2.2%; Actual for 2011=+0.4%)
3/7/11; 11:06 AM EST = +14; signal line +48 but algorithm says stay long, reversal appears imminent

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