Tuesday, May 24, 2011

STOCK MARKET BEARISH -- SHORT

Keybot the Quant remains short.  Fickle volatilty increased again and now favors the bears with the VIX above the critical 17.66 level.   The VIX is now above 18 so the bears are trying to drive markets lower.  The SPX LOD is 1314.53, and price is trying to print further lows, however, this is not good enough to push things lower.  Bears need to push under 1313, if they can, then the selling will accelerate.

Watch retail, RTH, now within pennies of turning bearish as gauged by the algorithm.  If the RTH, now at 110.06, falls below 109.74, only 32 cents away, then retail will turn bearish and surely the SPX will hit the 1313 and accelerate lower. An interesting afternoon ahead.  Stay on guard, markets are 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 =
5/24/11; 11:47 AM EST = -12
5/24/11; 9:45 AM EST = +2; signal line is +14
5/23/11; 3:24 PM EST = -12
5/23/11; 2:36 PM EST = +2; signal line is +16
5/23/11; 9:31 AM EST = -12
5/22/11; 7:00 PM EST = +2; signal line is +17
5/17/11; 3:34 PM EST = +2
5/17/11; 9:00 AM EST = -12
5/16/11; 3:27 PM EST = 0
5/16/11; 2:49 PM EST = +14; signal line is +20
5/16/11; 2:34 PM EST = 0
5/16/11; 12:06 PM EST = +14; signal line is +20
5/16/11; 10:19 AM EST = +30; signal line is +21 but algorithm says stay short
5/16/11; 9:42 AM EST = +14; signal line is +20
5/15/11; 7:00 PM EST = +30; signal line is +21 but algorithm says stay short
5/13/11; 1:44 PM EST = +30; signal line is +22 but algorithm says stay short
5/13/11; 1:35 PM EST = +14
5/13/11; 10:00 AM EST = +30; signal line is +22 but algorithm says stay short
5/12/11; 10:09 AM EST = +30; signal line is +21 but algorithm says stay short
5/12/11; 9:51 AM EST = +16; signal line is +22
5/12/11; 9:44 AM EST = 0
5/12/11; 9:30 AM EST = +14
5/11/11; 3:54 PM EST = +30; signal line is +23 but algorithm says stay short
5/11/11; 1:13 PM EST = +14; signal line is +23
5/11/11; 12:37 PM EST = +30; signal line is +23 but algorithm says stay short
5/11/11; 12:16 PM EST = +14; signal line is +24; go short 1342; (Benchmark SPX for 2011=+6.7%)(Keybot this trade=-0.6%; Keybot for 2011=+3.1%)(Actual this trade via DDM=-1.1%; Actual for 2011=-0.3%)
5/11/11; 9:30 AM EST = +30; signal line is +25

No comments:

Post a Comment

Note: Only a member of this blog may post a comment.