Friday, September 16, 2011


Keybot the Quant motored along on the long side yesterday. Semi's, utes and retail continue to do the heavy lifting for the indexes. As long as these sectors and the Euro news remains positive, the indexes will remain buoyant. Financials, copper, commodities and the high volatilty, however, as well as negative Euro news, will continue to act as a heavy weight on the broad markets. The algo clicks off a pre-scheduled number at 10 AM.

For the SPX today, the market bulls closed at the high, 1209, so any amount of green futures will launch the indexes much higher. Alas, futures are on the red side at this writing. The market bears need to get under 1190, if so, they will accelerate the down move; the sellers will enter in force. A move thru 1191-1208 is sideways slop.

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 =
9/14/11; 12:43 PM EST = -24
9/14/11; 12:39 PM EST = -40; signal line is -58; go long 1180; (Benchmark SPX for 2011=-6.2%)(Keybot this trade=+0.5%; Keybot for 2011=+26.4%)(Actual this trade via SH=+0.4%; Actual for 2011=+39.7%)

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