Saturday, December 24, 2011


Keybot the Quant remains long thru the holiday weekend. The robot never ceases to amaze calling out the SOX 368.60 level all day long and at the last minute of the day--the semiconductors close at that exact level. How does Keybot know this stuff in advance? It must be the secret sauce. The algo has not printed a real-time number since Wednesday afternoon, Thursday's number was pre-scheduled.

The semiconductors held the markets in a sideways posture on Friday since the SOX 368.60 was not taken out. The end of day market buoyancy was simply a low volume push. On Tuesday, when trading begins, whichever way the semiconductors move so will the broad markets.

Keybot will print the standard Sunday number tomorrow, on Christmas, so key levels can be discussed for the week ahead after that occurs. The SPX took out the 200-day MA at 1259.19 in Friday's trading and has not yet back tested.  Merry Christmas. Happy Hanukkah. Happy Holidays.

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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