Keybot the Quant remains long. The algo clicked off a couple more numbers during an active day today. UTIL finally attained 439 to help the market bulls move higher after lunch time today, but then collapsed back under. The broad markets will not move higher unless UTIL 439, XLF 12.55 and/or VIX 28.70 provides the oomph. Currently all three remain in the bear camp as measured by the quant. Semi's and retail continue to be the sole bull support sector-wise. Note the algo number is now only five points away from the signal line.
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; 1:29 PM EST = -40; signal line is -45
10/14/11; 12:57 PM EST = -24; signal line is -45
10/14/11; 10:13 AM EST = -40; signal line is -46
10/14/11; 10:10 AM EST = -24; signal line is -46
10/14/11; 10:00 AM EST = -10; signal line is -48
10/14/11; 9:39 AM EST = -10; signal line is -49
10/14/11; 9:30 AM EST = -24; signal line is -50
10/13/11; 9:30 AM EST = -40; signal line is -50
10/12/11; 10:01 AM EST = -24; signal line is -50
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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