Thursday, December 22, 2011


Keybot the Quant remains long. The SPX touched 1245 so the upside is running.  XLF is printing 12.99 so the financials are creating strong market buoyancy.  Watch the SOX, semiconductors, now at 361-362.  A move above 368-ish will provide additional market upside thrust.  The expected seasonality for markets to remain buoyant in front of the Christmas holiday appears to be taking hold. For now, the market bulls are in control. The algo printed the pre-scheduled number minutes ago without any changes occurring.

1/1/12; 7:00 PM EST EOM EOQ4 EOY2011 =
12/27/11; 10:00 AM EST =
12/25/11; 7:00 PM EST =
12/22/11; 10:00 AM EST = -10; signal line is -20
12/21/11; 2:36 PM EST = -10; signal line is -20
12/21/11; 9:35 AM EST = -26; signal line is -19 but algorithm says stay long
12/20/11; 2:49 PM EST = -10; signal line is -17; go long 1240; (Benchmark SPX for 2011=-1.4%)(Keybot this trade=-0.5%; Keybot for 2011=+31.2%)(Actual this trade via RWM=-1.5%; Actual for 2011=+35.5%)

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