Tuesday, April 12, 2011

STOCK MARKET BEARISH -- SHORT

Keybot the Quant flipped to the short side at 9:56 AM EST at SPX 1315.  Sectors such as semi's, financials and volatility weakened the indexes after the opening bell.  Copper is teetering along a bull-bear line. As long as the utilities, UTIL, remain above 405, the market bulls can consider this selling suspect.  Minutes ago, UTIL touched a 405 handle so it is flirting with extreme danger.  If UTIL loses the 405 level, accelerated selling will occur in the indexes.

Keybot is up 2% on the year so far.  The actual trading results, however, are now flat for these first 14 weeks of trading in 2011.  As long as UTIL remains above 405, and the SPX:VIX ratio remains above 68, the market bulls are not yet ready to capitulate.

5/1/11; 7:00 PM EST; EOM =
4/29/11; 10:00 AM EST =
4/26/11; 9:00 AM EST =
4/24/11; 7:00 PM EST =
4/19/11; 9:00 AM EST =
4/17/11; 7:00 PM EST =
4/15/11; 10:00 AM EST =
4/12/11; 10:26 AM EST = +30
4/12/11; 10:19 AM EST = +14
4/12/11; 10:06 AM EST = +28; signal line is +49
4/12/11; 9:56 AM EST = +44; signal line is +48; go short 1315; (Benchmark SPX for 2011=+4.5%)(Keybot this trade=-0.5%; Keybot for 2011=+1.7%)(Actual this trade via SSO=-1.4%; Actual for 2011=-0.1%)
4/12/11; 9:35 AM EST = +44; signal line is +47 but algorithm says stay long
4/11/11; 11:58 AM EST = +60; signal line is +46
4/11/11; 11:07 AM EST = +76
4/11/11; 9:58 AM EST = +60
4/10/11; 7:00 PM EST = +76
4/8/11; 3:10 PM EST = +76
4/8/11; 3:01 PM EST = +62
4/6/11; 11:33 AM EST = +76
4/6/11; 10:18 AM EST = +60
4/6/11; 10:03 AM EST = +76
4/5/11; 10:21 AM EST = +60
4/3/11; 7:00 PM EST = +44
4/1/11; 9:30 AM EST = +44
4/1/11; 9:00 AM EST = +28; signal line is +25
3/31/11; 7:00 PM EST; EOM; EOQ1 = +28; signal line is +25
3/31/11; 3:10 PM EST = +28; signal line is +26
3/31/11; 12:55 PM EST = +44
3/31/11; 10:02 AM EST = +28; signal line is +27
3/31/11; 9:30 AM EST = +44
3/30/11; 11:09 AM EST = +60
3/30/11; 10:35 AM EST = +44
3/30/11; 10:32 AM EST = +60
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

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