Thursday, September 8, 2011

STOCK MARKET BEARISH -- SHORT -- CAUTION

Keybot the Quant whipsaw's back to the short side at SPX 1186 at 2:28 PM. Information to follow.

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 =
9/20/11; 9:00 AM EST =
9/18/11; 7:00 PM EST =
9/16/11; 10:00 AM EST =
9/11/11; 7:00 PM EST =
9/8/11; 3:00 PM EST = -72; signal line is -52
9/8/11; 2:32 PM EST = -56; signal line is -51
9/8/11; 2:28 PM EST = -72; signal line is -50; go short 1186; (Benchmark SPX for 2011=-5.7%)(Keybot this trade=-1.2%; Keybot for 2011=+25.9%)(Actual this trade via SSO=-2.0%; Actual for 2011=+39.3%)
9/8/11; 2:18 PM EST = -72; signal line is -49 but algorithm says stay long
9/8/11; 1:30 PM EST = -56; signal line is -47 but algorithm says stay long
9/8/11; 12:21 PM EST = -42; signal line is -47
9/8/11; 11:56 AM EST = -56; signal line is -47 but algorithm says stay long
9/8/11; 10:33 AM EST = -42; signal line is -48; go long 1200; (Benchmark SPX for 2011=-4.6%)(Keybot this trade=+0.6%; Keybot for 2011=+27.1%)(Actual this trade via SDS=+0.8%; Actual for 2011=+41.3%)

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