Keybot the Quant flipped to the long side at 10:21 AM EST at SPX 1146. Stay alert for a whipsaw either today or tomorrow. UTIL is comfortably above 424 now and RTH is maintaining above the 103.68 level with a 104 handle. Initeresting that the quant entered and exited the last trade at the same level, SPX 1146.
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; 10:21 AM EST = -40; signal line is -53; go long 1146; (Benchmark SPX for 2011=-8.9%)(Keybot this trade=+0.0%; Keybot for 2011=+23.9%)(Actual this trade via DOG=+0.3%; Actual for 2011=+35.5%)
10/6/11; 10:20 AM EST = -56
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%)
No comments:
Post a Comment
Note: Only a member of this blog may post a comment.