Tuesday, April 12, 2011

STOCK MARKET BEARISH -- SHORT

Very busy day for Keybot the Quant with the algorithm clicking off its ninth number today reflecting very active markets.  Financials are weakening while volatility is coming back up into the close.

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; 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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