Wednesday, June 6, 2012

STOCK MARKET BULLISH -- LONG -- CAUTION

Keybot the Quant flips to the long side.  The retail sector strength is adding bull fuel today. This closes out the short trade over the last month from SPX 1382. The trading algorithm and the actual trading gained over 5% on the move. Keep watching RTH 41.00 today. As always, and especially in these volatile markets, stay on guard for a whipsaw any time today (Beige Book 2 PM) or tomorrow. Exercise caution moving forward.

6/10/12; 7:00 PM EST =
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%)
6/6/12; 10:52 AM EST = -14 signal line -23 but algorithm says stay short
6/6/12; 9:30 AM EST = -30 signal line -23
6/3/12; 7:00 PM EST = -44 signal line -22
6/1/12; 9:45 AM EST = -44 signal line -21
6/1/12; 9:00 AM EST = -30 signal line -19
5/31/12; 7:00 PM EST EOM = -30 signal line -19
5/31/12; 3:49 PM EST = -30 signal line -18
5/31/12; 3:11 PM EST = -14 signal line -17 but algorithm says stay short
5/31/12; 1:25 PM EST = -30 signal line -17
5/31/12; 12:26 PM EST = -14 signal line -15 but algorithm says stay short
5/31/12; 9:30 AM EST = -30 signal line -14
5/30/12; 3:25 PM EST = -14 signal line -14
5/30/12; 3:15 PM EST = -30 signal line -14
5/30/12; 12:47 PM EST = -14 signal line -13
5/30/12; 12:04 PM EST = -30 signal line -13
5/30/12; 11:35 AM EST = -14 signal line -12
5/30/12; 10:33 AM EST = -30 signal line -12
5/29/12; 10:00 AM EST = -14 signal line -10
5/27/12; 7:00 PM EST = -14 signal line -9
5/25/12; 3:42 PM EST = -14 signal line -8
5/25/12; 3:18 PM EST = -30 signal line -7
5/25/12; 10:00 AM EST = -14 signal line -6
5/25/12; 9:30 AM EST = -14 signal line -5
5/20/12; 7:00 PM EST = -30 signal line -3
5/16/12; 1:25 PM EST = -30 signal line -1
5/16/12; 9:00 AM EST = -16 signal line +1
5/15/12; 2:29 PM EST = -16 signal line +3
5/15/12; 11:39 AM EST = +0 signal line +5
5/15/12; 11:05 AM EST = -16 signal line +7
5/15/12; 10:35 AM EST = +0 signal line +9
5/14/12; 2:19 PM EST = -16; signal line +11
5/14/12; 1:52 PM EST = +0; signal line +12
5/14/12; 11:41 AM EST = -16; signal line +14
5/14/12; 11:27 AM EST = +0; signal line +15
5/14/12; 9:30 AM EST = -16; signal line +15
5/13/12; 7:00 PM EST = +0; signal line +16
5/11/12; 10:00 AM EST = +0; signal line +17
5/9/12; 1:02 PM EST = +0; signal line +17
5/9/12; 12:44 PM EST = -16; signal line +18
5/9/12; 10:47 AM EST = +0; signal line +19
5/9/12; 9:30 AM EST = -16; signal line +19
5/8/12; 1:20 PM EST = +0; signal line +20
5/8/12; 10:00 AM EST = -16; signal line +21
5/8/12; 9:30 AM EST = +0; signal line +22
5/7/12; 1:22 PM EST = +16; signal line +24
5/7/12; 12:45 PM EST = +32; signal line +25 but algorithm says stay short
5/7/12; 12:39 PM EST = +16; signal line +25
5/6/12; 7:00 PM EST = +0; signal line +25
5/4/12; 10:05 AM EST = +0; signal line +26
5/4/12; 9:55 AM EST = +14; signal line is +27; go short 1382; (Benchmark SPX for 2012  = +9.9%)(Keybot this trade = -0.4%; Keybot for 2012 = +1.6%)(Actual this trade = -1.0%; Actual for 2012 = +2.0%)

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