Wednesday, November 9, 2011

SPX Daily Chart Showing Algorithm Turns -- Bearish from 11/9/11

Chart shows recent algo turns. Markets are very jumpy these days.

11/9/11: Keybot the Quant flipped to the short side at 9:30 AM at SPX 1260; for the year thus far SPX Benchmark is up 0.2%; Keybot is up 23.6%; Keybot actual trading is up 29.9%. The whipsaw occurrred so the algo was quick to return to the short side. Watch for a whipsaw back again; anything is possible in these markets. Watch semi's tomorrow.11/8/11: Keybot the Quant flipped to the long side at 9:30 AM at SPX 1261; for the year thus far SPX Benchmark is up 0.2%; Keybot algo is up 23.7%; Keybot actual trading is up 32.0%. The algorithm has been giving up some ground lately in these jumpy markets but it has a nice nest egg buillt up for the year. Watch for a whipsaw today or tomorrow.
11/1/11: Keybot the Quant flipped to the short side at 9:30 AM at SPX 1233; for the year thus far SPX Benchmark is down 2.0%; Keybot algo is up 26.0%; Keybot actual trading is up 35.6%. Watch for a whipsaw today or tomorrow.
10/24/11: Keybot the Quant flipped to the long side at 9:30 AM at SPX 1238; for the year thus far SPX Benchnmark is down 1.6%; Keybot algo is up 26.4%; Keybot actual trading is up 36.5%. The Fed's quantitative easing talk on 10/21 and 10/22 bounced markets. Watch for a whipsaw today or tomorrow.
10/20/11: Keybot the Quant flipped to the short side at 10:59 AM at SPX 1206; for the year thus far SPX Benchmark is down 4.1%; Keybot algo is up 29.1%; Keybot actual trading is up 40.3%. Watch for potential whipsaw. SPX 1220 is important, also SOX 363.65 and XLF 12.62.
10/6/11: Keybot the Quant flipped to the long side at 10:21 AM at SPX 1146; for the year thus far SPX Benchmark is down 8.9%; Keybot algo is up 23.9%; Keybot actual trading is up 35.5%. Watch for a potential whipsaw.

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