Keybot the Quant remains short as the wild market action continues. XLF moved above 13.03 helping the market bulls drive the indexes higher over the last few minutes. The algo is very active today and on the verge of whipsawing back to the long side.
11/30/11; 7:00 PM EST EOM =
11/29/11; 10:00 AM EST =
11/27/11; 7:00 PM EST =
11/25/11; 10:00 AM EST =
11/20/11; 7:00 PM EST =
11/17/11; 9:00 AM EST =
11/15/11; 1:36 PM EST = +6; signal line is -10 but algorithm says stay short
11/15/11; 12:35 PM EST = -10; signal line is -10 but algorithm says stay short
11/15/11; 11:27 AM EST = -24; signal line is -9; go short 1247; (Benchmark SPX for 2011=-0.9%)(Keybot this trade=-0.3%; Keybot for 2011=+24.0%)(Actual this trade via SPY=-0.7%; Actual for 2011=+28.2%)
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