Wednesday, March 30, 2011

STOCK MARKET BULLISH -- LONG

Keybot the Quant flipped to the long side at the open.  Utilities, semi's, retail, commodities and the lower volatility are in the bull camp.  Financials and copper remain bearish.  Index upside is limited if financials do not participate.  Markets remain unstable.

4/3/11; 7:00 PM EST =
4/1/11; 9:00 AM EST =
3/31/11; 7:00 PM EST; EOM =
3/30/11; 9:30 AM EST = +44; signal line is +22; go long 1322; (Benchmark SPX for 2011=+5.1%)(Keybot this trade=-1.0%; Keybot for 2011=+2.2%)(Actual this trade via SDS=-2.4%; Actual for 2011=+1.3%)
3/29/11; 4:00 PM EST = +44; signal line is +21 but algorithm says stay short
3/29/11; 2:04 PM EST = +30; signal line is +19 but algorithm says stay short
3/29/11; 12:58 PM EST = +14; signal line is +17
3/29/11; 12:29 PM EST = -2
3/29/11; 11:08 AM EST = +14; signal line is +17
3/29/11; 10:00 AM EST = -2
3/29/11; 9:31 AM EST = -2; signal line is +18; go short 1309; (Benchmark SPX for 2011=+4.1%)(Keybot this trade=+0.8%; Keybot for 2011=+3.2%)(Actual this trade via SSO=+1.7%; Actual for 2011=+3.7%)
3/28/11; 10:55 AM EST = -2; signal line is +19 but algorithm says stay long

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