Monday, November 28, 2011

STOCK MARKET BULLISH -- LONG -- CAUTION

Keybot the Quant remains long after an active day for the algo.  Nine numbers printed today including the 9:52 AM print that flipped Keybot from short to long.  The afternoon was a retail sector struggle dancing on each side of RTH 108.40 before deciding to finish above. Volatility fell into the close as well adding to the bull win today.

For Tuesday, watch RTH 108.40 and VIX 32.85 to determine market direction, currently both are market bullish. For the SPX, the market bulls need to push up above 1197 and if so, the bull party will gain momo along with the higher RTH and lower VIX.  The market bears will try to prevent the SPX from moving above 1197 and at the same time move the RTH lower and volatility higher. Note that Keybot prints a pre-scheduled number at 10 AM tomorrow and that time is a potential market pivot point.

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 =
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%)
11/28/11; 9:39 AM EST = -26; signal line is -38 but algorithm says stay short
11/28/11; 9:30 AM EST = -40; signal line is -38
11/27/11; 7:00 PM EST = -56; signal line is -37

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