Keybot the Quant is motoring along on the long side today. RTH is elevated and VIX is lower so the bulls are running. SPX moved above 1197 so the upside opened up, now printing 1200. SPX offers resistance above at 1204 and 1210.
The pre-scheduled number printed without any changes. For now the market bulls are comfortably moving higher. Stay alert, however, in these unstable markets.
12/4/11; 7:00 PM EST =
12/2/11; 9:00 AM EST =
11/30/11; 7:00 PM EST EOM =
11/29/11; 10:00 AM EST = -26; signal line is -45
11/28/11; 3:57 PM EST = -26; signal line is -45
11/28/11; 3:54 PM EST = -40; signal line is -44
11/28/11; 3:45 PM EST = -56; signal line is -43 but algorithm says stay long
11/28/11; 3:20 PM EST = -40; signal line is -41
11/28/11; 3:06 PM EST = -56; signal line is -41 but algorithm says stay long
11/28/11; 10:50 AM EST = -40; signal line is -39 but algorithm says stay long
11/28/11; 9:52 AM EST = -26; signal line is -38; go long 1194; (Benchmark SPX for 2011=-5.1%)(Keybot this trade=+4.3%; Keybot for 2011=+28.3%)(Actual this trade via RWM=+4.1%; Actual for 2011=+32.3%)
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