Tuesday, April 19, 2011

STOCK MARKET BEARISH -- SHORT

Keybot the Quant remains short to start the Tuesday session.  The pre-scheduled number had no impact on the algorithm.  Keybot continues to scan several major sectors with interest, none of which want to jump ship from bull to bear or bear to bull.  The algorithm focused on volatility yesterday so time will tell if that behavior continues today.

The SPX may be rangebound today, starting at 1305, bracketed by yesterday's LOD and HOD, for a range of 1295 to 1313.  A break out of either side of this range will experience an acceleration in that particular direction, otherwise, the indexes continue sideways. 

5/8/11; 7:00 PM EST =
5/7/11; 9:00 AM EST =
5/1/11; 7:00 PM EST; EOM (April) =
4/29/11; 10:00 AM EST =
4/26/11; 10:00 AM EST =
4/24/11; 7:00 PM EST =
4/19/11; 9:00 AM EST = +28
4/18/11; 1:45 PM EST = +28; signal line is +43
4/18/11; 12:21 PM EST = +14
4/18/11; 12:08 PM EST = +28; signal line is +44
4/18/11; 9:30 AM EST = +14
4/17/11; 7:00 PM EST = +28
4/15/11; 10:00 AM EST = +28
4/13/11; 9:42 AM EST = +28
4/13/11; 9:30 AM EST = +44; signal line is +46
4/12/11; 3:18 PM EST = +28
4/12/11; 2:06 PM EST = +44; signal line is +47
4/12/11; 11:49 AM EST = +28
4/12/11; 10:44 AM EST = +14
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

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