Monday, April 18, 2011

STOCK MARKET BEARISH -- SHORT

Keybot remains short.  Major sectors such as utilities, commodites ex copper and retail continue to remain stubbornly bullish while semi's, financials and copper remain stubbornly bearish.  Volatility is the indecisive area that the algorithm is keying in on today.  The VIX jumped at the open but is now trying to settle down and level off as the session moves along.

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 =
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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