Saturday, September 24, 2011


Keybot the Quant sits on the short side over the weekend. The algo has not clicked off any numbers since the switch short at Thursday's open. Tomorrow, Sunday's pre-scheduled number will print so at that time we can assess the week ahead. Utilities and retail are going to be the two key sectors to watch, that is what the algo is focused on right now. SPX is trading in the 1119-1142 range the last two days so that will more than likely resolve in the week ahead.

10/7/11; 10:00 AM EST =
10/2/11; 7:00 PM EST EOM =
9/30/11; 10:00 AM EST =
9/27/11; 10:00 AM EST =
9/25/11; 7:00 PM EST =
9/22/11; 9:30 AM EST = -56; signal line is -51; go short 1150; (Benchmark SPX for 2011=-8.6%)(Keybot this trade=-2.5%; Keybot for 2011=+23.9%)(Actual this trade via SPY=-4.3%; Actual for 2011=+35.4%)

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