The numbers keep clicking off today. Keybot the Quant remains short but copper and financials are the only bears standing now. Semi's and lower volatility have moved back on the bull side this afternoon. Algorithm says to stay short for now. Markets remain unstable.
6/5/11; 7:00 PM EST =
6/3/11; 9:00 AM EST =
5/31/11; 7:00 PM EST EOM =
5/31/11; 10:00 AM EST =
5/29/11; 7:00 PM EST =
5/27/11; 10:00 AM EST =
5/22/11; 7:00 PM EST =
5/17/11; 9:00 AM EST =
5/15/11; 7:00 PM EST =
5/13/11; 10:00 AM EST =
5/8/11; 7:00 PM EST =
5/6/11; 9:00 AM EST =
5/4/11; 2:19 PM EST = +44; signal line is +40 but algorithm says stay short
5/4/11; 12:34 PM EST = +28
5/4/11; 12:22 PM EST = +14
5/4/11; 10:19 AM EST = +28
5/4/11; 10:07 AM EST = +14
5/4/11; 10:06 AM EST = +28
5/4/11; 9:57 AM EST = +44; signal line is +42 but algorithm says stay short
5/4/11; 9:30 AM EST = +60; signal line is +41 but algorithm says stay short
5/3/11; 3:40 PM EST = +44; signal line is +40 but algorithm says stay short
5/3/11; 1:40 PM EST = +28; signal line is +39; go short 1355; (Benchmark SPX for 2011=+7.7%)(Keybot this trade=+2.3%; Keybot for 2011=+3.3%)(Actual this trade via SPY=+2.1%; Actual for 2011=+0.1%)
5/3/11; 12:14 PM EST = +44; signal line is +39
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