Tuesday, October 11, 2011

STOCK MARKET BULLISH -- LONG -- CAUTION

Keybot the Quant remains long as the algo prints a number at the open. The utilities, UTIL dropped under 439, and, along with the financials remaining weak, and volatility remaining elevated, creating the weakness in the broad markets.

Moving forward today, watch UTIL 439, and also the semiconductors. The quant is watching the SOX 360.60 level currently. SOX is now printing 364.50 so four points above which plays into equity market strength. Markets will move sideways in limbo until either UTIL regains 439, which will drive the indexes higher, or, SOX falls below 360.60, which will drive the indexes lower.

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 =
10/11/11; 9:30 AM EST = -40; signal line is -50
10/10/11; 3:54 PM EST = -24; signal line is -50
10/10/11; 9:30 AM EST = -40; signal line is -50
10/9/11; 7:00 PM EST = -40; signal line is -50
10/7/11; 3:40 PM EST = -40; signal line is -51
10/7/11; 3:22 PM EST = -28
10/7/11; 9:00 AM EST = -40; signal line is -52
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%)

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