Keybot the Quant remains short into the weekend. The algo was very active today as the volatility, retail and financial sectors oscillated between bull and bear camps. The bull-bear struggle continues. Note that the algo number exceeded the signal line twice this afternoon prompting the quant to flip to the long side but other internal programming rules held the robot back maintaining the bearish posture. Next week's parameters and levels of interest will be provided on Sunday after the pre-scheduled number prints.
6/24/12; 7:00 PM EST =
6/22/12; 3:59 PM EST = +0 signal line +8
6/22/12; 3:40 PM EST = +16 signal line +8 but algorithm says stay short
6/22/12; 3:33 PM EST = +0 signal line +7
6/22/12; 2:46 PM EST = +16 signal line +6 but algorithm says stay short
6/22/12; 11:06 AM EST = +0 signal line +5
6/22/12; 10:19 AM EST = -14 signal line +4
6/22/12; 10:00 AM EST = +0 signal line +4
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