Friday, July 6, 2012

STOCK MARKET BEARISH -- SHORT -- CAUTION

Keybot the Quant flips to the short side at SPX 1354 at 9:57 AM. Watch XLF 14.40; a breach of this level will increase the selling.  Also NYA 7720. Stay on guard for a whipsaw, especially in these low volume, erratic markets. Keybot squeezed out a tiny gain for the last trade.

7/8/12; 7:00 PM EST =
7/6/12; 9:57 AM EST = +30; signal line is +34; go short 1354; (Benchmark SPX for 2012  = +7.6%)(Keybot this trade = +0.2%; Keybot for 2012 = +8.3%)(Actual this trade = +0.5%; Actual for 2012 = +6.9%)
7/6/12; 9:37 AM EST = +30; signal line is +32 but algorithm says stay long
7/6/12; 9:00 AM EST = +62; signal line is +30
7/5/12; 10:45 AM EST = +62; signal line is +27
7/5/12; 10:30 AM EST = +46; signal line is +24
7/5/12; 9:57 AM EST = +30; signal line is +22
7/5/12; 9:30 AM EST = +46; signal line is +21
7/3/12; 9:30 AM EST = +62; signal line is +20
7/2/12; 3:32 PM EST = +46; signal line is +18
7/2/12; 2:47 PM EST = +30; signal line is +17
7/2/12; 2:10 PM EST = +46; signal line is +15
7/2/12; 1:41 PM EST = +60; signal line is +13
7/2/12; 10:13 AM EST = +46; signal line is +12
7/2/12; 10:01 AM EST = +30; signal line is +10
7/2/12; 9:30 AM EST = +46; signal line is +9
7/2/12; 8:00 AM EST = +62; signal line is +7
7/1/12; 7:00 PM EST EOM EOQ2 EOH1 = +76; signal line +4
6/29/12; 1:16 PM EST = +76; signal line +1
6/29/12; 12:55 PM EST = +60; signal line -1
6/29/12; 12:49 PM EST = +44; signal line -2
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%)

No comments:

Post a Comment

Note: Only a member of this blog may post a comment.