Thursday, February 16, 2012


Keybot the Quant remains short but the utilities explode higher today on happy earnings numbers. Keybot finally becomes active intraday again and prints a number a short time ago.  The algorithm wants to go back to the long side now, clearly evident by the +76 algo number far above the singnal line, but, other programming rules are holding the algo back.

Continue watching UTIL 451.17, see if the bulls can hold that level or higher today, or not.  Also watch JJC 47.80. The SPX punched thru 1347 R and is now attempting 1349 R. If the SPX touches 1356, Keybot will likely flip back to the long side.  If the SPX does not move above 1356 today, Keybot will likely remain short.

2/19/12; 7:00 PM EST =
2/16/12; 10:15 AM = +76; signal line is +52 but algorithm says stay short
2/16/12; 9:00 AM = +60; signal line is +50 but algorithm says stay short
2/14/12; 2:30 PM EST = +48; signal line is +49; go short 1342; (Benchmark SPX for 2012  = +6.7%)(Keybot this trade = +6.7%; Keybot for 2012 = +6.7%)(Actual this trade = +10.2%; Actual for 2012 = +10.2%)

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