STOCK MARKET BULLISH -- LONG

Keybot the Quant flips back to the long side a short time ago at SPX 1351.  RTH, XLF, VIX and NYA all joined the bull camp. The algo was not convinced of the move at first and it took the first one-half hour of trading before the model flipped long. Stay alert for a whipsaw now thru Monday. The last trade was a loss for the quant, the program lost a percent and the actual trading lost almost 3%. The quant entered SSO on this current trade. The bulls are driving the bus now.

7/1/12; 7:00 PM EST EOM EOQ2 EOH1 =

6/29/12; 10:00 AM EST = +30 signal line -3

6/29/12; 9:59 AM EST = +30; signal line is -3; go long 1351; (Benchmark SPX for 2012  = +7.4%)(Keybot this trade = -1.3%; Keybot for 2012 = +8.1%)(Actual this trade = -2.8%; Actual for 2012 = +6.4%)

6/29/12; 9:30 AM EST = +30 signal line -2 but algorithm says stay short

6/28/12; 3:54 PM EST = -14 signal line -2

6/27/12; 3:54 PM EST = -30 signal line +0

6/27/12; 3:20 PM EST = -14 signal line +2

6/27/12; 1:23 PM EST = -30 signal line +3

6/27/12; 10:01 AM EST = -14 signal line +4

6/27/12; 9:46 AM EST = -30 signal line +5

6/26/12; 12:30 PM EST = -14 signal line +6

6/26/12; 10:00 AM EST = -30 signal line +7

6/25/12; 9:30 AM EST = -30 signal line +7

6/24/12; 7:00 PM EST = +0 signal line +8

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

6/22/12; 9:52 AM EST = -16 signal line +3

6/22/12; 9:30 AM EST = +0 signal line +2

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%)