Saturday, January 7, 2012


Keybot the Quant is long over the weekend. The highlights for Monday's trading can be projected after the Sunday number prints tomorrow. The algo wants to go short but is held back by other rules.  It appears that if the SPX can drop about four points, from 1277 to 1273, it is likely that Keybot would flip to the short side on Monday. Note that the SPX lost the battle with the 12-month MA at 1280.06, closing lower, placing a small feather in the market bears cap. Obviously, caution is warranted concerning the broad markets since a turn may be imminent.

1/15/12; 7:00 PM EST =
1/13/12; 10:00 AM EST =
1/8/12; 7:00 PM EST =
1/6/12; 12:40 PM EST = +6; signal line is +10 but algorithm says stay long
1/6/12; 11:33 AM EST = +20; signal line is +10
1/6/12; 9:30 AM EST = +6; signal line is +8 but algorithm says stay long

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