Tuesday, September 13, 2011

STOCK MARKET BEARISH -- SHORT -- CAUTION

Keybot remains short but the bulls are making a run higher currently.  The semicondctors are leading as expected and are in the bull camp now as measured by the algo.  Utes have maintained buoyancy all session long thus far. The algo is interested in going long but a few things have to trigger in the program first.  Watch SPX 1174.05, UTIL 427.21 and RTH 102.93. All three values are under indicating the market bears are hanging on firmly but their grasp is loosening. If any of these values are achieved, there is a good chance that Keybot will flip long. For now, the quant remains short. Markets remain highly unstable.

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 =
9/13/11; 12:13 PM EST = -56; signal line is -58 but algorithm says stay short
9/13/11; 10:33 AM EST = -72; signal line is -58
9/13/11; 10:21 AM EST = -56; signal line is -57 but algorithm says stay short
9/11/11; 7:00 PM EST = -72; signal line is -56
9/8/11; 3:51 PM EST = -72; signal line is -55
9/8/11; 3:39 PM EST = -56; signal line is -53
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%)

No comments:

Post a Comment

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