Keybot the Quant is short for the ride down today. Financials, XLF, failed at the 13 level at 2 PM which ushered in the next leg down for the markets. The caution flag is not in play since the bears are having a field day now. The algo is now tracking semiconductors. Utes, retail and semi's are the three main sectors supporting the bulls. If SOX, now at 375.27, loses the 374.65 level, the broad markets will take their next major leg lower.
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 =
11/13/11; 7:00 PM EST =
11/11/11; 10:00 AM EST =
11/9/11; 2:04 PM EST = -24; signal line is +5
11/9/11; 9:30 AM EST = -8; signal line is +6; go short 1260; (Benchmark SPX for 2011=+0.2%)(Keybot this trade=-0.1%; Keybot for 2011=+23.6%)(Actual this trade via SSO=-2.1%; Actual for 2011=+29.9%)
11/8/11; 9:30 AM EST = +6; signal line is +5; go long 1261; (Benchmark SPX for 2011=+0.2%)(Keybot this trade=-2.3%; Keybot for 2011=+23.7%)(Actual this trade via SH=-3.6%; Actual for 2011=+32.0%)
No comments:
Post a Comment
Note: Only a member of this blog may post a comment.