Thursday, September 8, 2011

STOCK MARKET BEARISH -- SHORT - CAUTION

Keybot the Quant remains short and actively prints off three numbers before the open. The algo is favoring the bulls today despite the lower start. If the SPX moves above 1200, the market bulls will rock higher today.  The algo now tracking RTH 103.48 with price currently printing 103.63, thus, the market bulls are favored.  CRB is up over 340.44 also favoring bulls today. Markets are dancing a bull-bear line, watch the oil inventories data as a potential pivot.

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; 9:04 AM EST = -42; signal line is -48 but algorithm says stay short
9/8/11; 8:36 AM EST = -56; signal line is -49
9/8/11; 8:25 AM EST = -42; signal line is -49 but algorithm says stay short
9/7/11; 2:02 PM EST = -56; signal line is -52
9/4/11; 7:00 PM EST = -72
9/2/11; 9:00 AM EST = -72
9/1/11; 2:02 PM EST = -72; signal line is -51; go short 1207; (Benchmark SPX for 2011=-4.1%)(Keybot this trade=+5.3%; Keybot for 2011=+26.5%)(Actual this trade via SSO=+12.1%; Actual for 2011=+40.5%)

No comments:

Post a Comment

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