Thursday, June 21, 2012

STOCK MARKET BEARISH -- SHORT -- CAUTION

Keybot the Quant flips to the short side at 1:39 PM at SPX 1334.  The financials sector failed. Fear over the Moody's downgrade today of financials is increasing. As always, stay alert for a whipsaw today or tomorrow. The trade over the last two weeks yielded a couple percent. The quant has reinstated the 2x ETF's and is now short via SDS. 

6/24/12; 7:00 PM EST =
6/21/12; 1:39 PM EST = -14; signal line is +1; go short 1334; (Benchmark SPX for 2012  = +6.0%)(Keybot this trade = +2.2%; Keybot for 2012 = +9.4%)(Actual this trade = +1.8%; Actual for 2012 = +9.2%)
6/21/12; 1:31 PM EST = -14 signal line +0 but algorithm says stay long
6/21/12; 12:21 PM EST = +2 signal line -1
6/21/12; 12:03 PM EST = +16 signal line -2
6/21/12; 11:53 AM EST = +30 signal line -3
6/21/12; 11:34 AM EST = +16 signal line -5
6/21/12; 9:42 AM EST = +30 signal line -6
6/20/12; 12:44 PM EST = +46 signal line -8
6/20/12; 11:52 AM EST = +32 signal line -10
6/19/12; 9:59 AM EST = +46 signal line -13
6/19/12; 9:52 AM EST = +30 signal line -15
6/19/12; 9:30 AM EST = +14 signal line -17
6/19/12; 9:00 AM EST = +0 signal line -18
6/18/12; 2:46 PM EST = +0 signal line -19
6/18/12; 2:14 PM EST = +14 signal line -19
6/18/12; 2:11 PM EST = +0 signal line -20
6/18/12; 9:30 AM EST = -14 signal line -21
6/17/12; 7:00 PM EST = +0 signal line -21
6/15/12; 3:55 PM EST = +0 signal line -22
6/15/12; 10:00 AM EST = -14 signal line -22
6/14/12; 9:30 AM EST = -14 signal line -23
6/13/12; 2:59 PM EST = -30 signal line -24 but algorithm says stay long
6/10/12; 7:00 PM EST = -14 signal line -23
6/6/12; 11:02 AM EST = -14; signal line is -23; go long 1305; (Benchmark SPX for 2012  = +3.7%)(Keybot this trade = +5.6%; Keybot for 2012 = +7.2%)(Actual this trade = +5.4%; Actual for 2012 = +7.4%)

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