Thursday, April 12, 2012

STOCK MARKET BULLISH -- LONG -- CAUTION

Keybot the Quant flips to the long side at 12:30 PM at SPX 1384. Lower volatility and higher semiconductors sealed the deal today.  The volume spike at 12:30 PM shows the pure algorithmic trading occurring, as other robots locked into the long side along with Keybot.  Ma and Pa investor have no chance against the machines in this casino, they only serve as bag holders.

Keybot's program gained 1.8% and the actual trading gained 1.5% on the last trade. The quant remains in a lower risk mode using single ETF's and will not revert to the double X ETF's until May. The SPX is up 10% for the year thus far, Keybot the Quant's actual trading is up almost 7% thus far in 2012.

Stay on guard for a whipsaw, especially in these current unstable markets. It would not be surprising to see Keybot flip back to the short side at some point over the next day or two. Caution is warranted.

4/15/12; 7:00 PM EST =
4/13/12; 10:00 AM EST =
4/12/12; 12:30 PM EST = +30; signal line is +13; go long 1384; (Benchmark SPX for 2012  = +10.0%)(Keybot this trade = +1.8%; Keybot for 2012 = +5.4%)(Actual this trade = +1.5%; Actual for 2012 = +6.7%)
4/12/12; 11:09 AM EST = +30; signal line is +15 but algorithm says stay short
4/12/12; 9:39 AM EST = +14; signal line is +16
4/11/12; 11:49 AM EST = 0; signal line is +17
4/11/12; 9:30 AM EST = +14; signal line is +19
4/10/12; 3:46 PM EST = -32; signal line is +21
4/10/12; 3:33 PM EST = -16; signal line is +24
4/10/12; 3:10 PM EST = -32; signal line is +27
4/10/12; 2:53 PM EST = -16; signal line is +31
4/10/12; 2:39 PM EST = -32; signal line is +34
4/10/12; 12:09 PM EST = -16; signal line is +38
4/10/12; 11:40 AM EST = 0; signal line is +41
4/8/12; 7:00 PM EST = +14; signal line is +43
4/6/12; 9:00 AM EST = +14; signal line is +44
4/5/12; 3:37 PM EST = +14; signal line is +45
4/5/12; 2:18 PM EST = +30; signal line is +47
4/5/12; 1:46 PM EST = +14; signal line is +48
4/5/12; 1:34 PM EST = +30; signal line is +49
4/5/12; 12:38 PM EST = +14; signal line is +50
4/5/12; 11:58 AM EST = +30; signal line is +53
4/5/12; 9:46 AM EST = +30; signal line is +54
4/4/12; 11:44 AM EST = +14; signal line is +56
4/4/12; 11:04 AM EST = +30; signal line is +58
4/4/12; 10:50 AM EST = +14; signal line is +60
4/4/12; 10:05 AM EST = +30; signal line is +62
4/3/12; 8:00 AM EST = +46; signal line is +64
4/2/12; 2:13 PM EST = +60; signal line is +64
4/2/12; 9:37 AM EST = +46; signal line is +65
4/1/12; 7:00 PM EST EOM EOQ1 = +62; signal line is +65
3/30/12; 10:00 AM EST = +62; signal line is +66
3/29/12; 3:14 PM EST = +62; signal line is +66
3/28/12; 12:17 PM EST = +46; signal line is +66
3/28/12; 10:33 AM EST = +60; signal line is +67; go short 1409; (Benchmark SPX for 2012  = +12.0%)(Keybot this trade = -0.2%; Keybot for 2012 = +3.6%)(Actual this trade = -0.3%; Actual for 2012 = +5.2%)

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