Keybot the Quant remains long, idling along all day Friday without printing any numbers besides the pre-scheduled number at 10 AM. A significant development is the strength in the utilities sector the last few days. The semiconductors led this recovery rally for the indexes to start the week, retail chimed in at mid week and then quickly thereafter the utes exploded to the upside which resulted in the upthrust in the indexes.
The algo is scanning in a sleep mode now ahead of the pre-scheduled Sunday print tomorrow. We will pick it up there and communicate the key focal points that Keybot is watching for the week ahead. For now, the market bulls are in control.
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 = -24
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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