Tuesday, November 15, 2011

STOCK MARKET BULLISH -- LONG -- CAUTION

Keybot the Quant remains long. Volatility and financials are bear-friendly while semi's, utes and retail are bull-friendly.  Note the test of 1247 minutes after the open and the bounce, now launch upwards. SPX now turning positive as this is typed.

Watch VIX 31.20, XLF 13.03 and SPX 1247/1264. Keybot is agreeable to flip short if the SPX moves under 1247 but, for now, the indexes are flat lining.

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; 9:30 AM EST = -24; signal line is -5 but algorithm says stay long
11/14/11; 3:59 PM EST = -10; signal line is -4 but algorithm says stay long
11/14/11; 11:52 AM EST = -24; signal line is -3 but algorithm says stay long
11/14/11; 9:30 AM EST = -8; signal line is -1 but algorithm says stay long
11/13/11; 7:00 PM EST = +6; signal line is +1
11/11/11; 10:00 AM EST = +6; signal line is +2
11/11/11; 9:30 AM EST = +6; signal line is +2; go long 1251; (Benchmark SPX for 2011=-0.6%)(Keybot this trade=+0.7%; Keybot for 2011=+24.3%)(Actual this trade via DOG=-1.0%; Actual for 2011=+28.9%)

No comments:

Post a Comment

Note: Only a member of this blog may post a comment.