Thursday, October 6, 2011

STOCK MARKET BEARISH -- SHORT

Keybot the Quant remains short thru the continuing high drama.  UTIL popped above 424 after the open indicating that the market bulls were gathering strength, then, pooped out, falling back under 424.  RTH came up to look at 103.50 again and failed. SPX did not reach 1146, so far. Continue to watch UTIL 424 and RTH 103.56 (the quant is constantly adjusting this value a few pennies one way or the other). Current last prints are UTIL 423.56 and RTH 103.46. High drama.

10/31/11; 7:00 PM EST EOM =
10/30/11; 7:00 PM EST =
10/28/11; 10:00 AM EST =
10/25/11; 10:00 AM EST =
10/23/11; 7:00 PM EST =
10/19/11; 9:00 AM EST =
10/16/11; 7:00 PM EST =
10/14/11; 10:00 AM EST =
10/9/11; 7:00 PM EST =
10/7/11; 9:00 AM EST =
10/6/11; 9:48 AM EST = -72
10/6/11; 9:35 AM EST = -56
10/5/11; 10:35 AM EST = -72
10/5/11; 9:54 AM EST = -88
10/4/11; 3:43 PM EST = -72
10/4/11; 9:39 AM EST = -88
10/3/11; 3:59 PM EST = -72
10/2/11; 7:00 PM EST EOM EOQ3 = -56; signal line is -42
9/30/11; 12:11 PM EST = -56; signal line is -42
9/30/11; 11:30 AM EST = -40; signal line is -42 but algorithm says stay short
9/30/11; 10:00 AM EST = -56; signal line is -43
9/30/11; 9:30 AM EST = -56; signal line is -43
9/29/11; 2:10 PM EST = -56; signal line is -45; go short 1146; (Benchmark SPX for 2011=-8.9%)(Keybot this trade=-0.2%; Keybot for 2011=+23.9%)(Actual this trade via DIA=+1.1%; Actual for 2011=+35.2%)

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