Friday, December 23, 2011


Keybot the Quant remains long, calmly motoring thru today without printing any numbers thus far today. The algo is fixated on SOX 368.60.  The semi's ran up at the open to come within pennies of this target but failed.  The broad markets cannot achieve further upside unless the semiconductors now jump on board.

The SPX 1255 level was critical this morning so once that was taken out at the bell, price jumped to the starting year number at 1257.64, and 200-day MA at 1259.15, both now offering up strong resistance. The bulls are motoring along currently.

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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