Keybot the Quant remains short with the algorithm continuing to kick off numbers today. Semiconductors gave up the fight again this afternoon and now flipped back into the bear camp.
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; 3:07 PM EST = +28
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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