Thursday, August 2, 2012

STOCK MARKET BEARISH -- SHORT -- CAUTION

Keybot the Quant flips to the short side at 11:42 AM at SPX 1360.  Weakness in the financials sector, as well as the NYA Index, and the spike higher in volatility are causing the market selloff.  As always, stay alert for a whipsaw. The algo program gained almost a percent on the last trade, the actual trading gained almost a half percent. Keybot exited SSO and entered SDS on the move to the short side. Caution is warranted. Markets are unstable.

8/5/12; 7:00 PM EST =
8/3/12; 9:00 AM EST =
8/2/12; 11:42 AM EST = +16; signal line is +38; go short 1360; (Benchmark SPX for 2012  = +8.1%)(Keybot this trade = +0.8%; Keybot for 2012 = +10.4%)(Actual this trade = +0.4%; Actual for 2012 = +5.8%)
8/2/12; 11:40 AM EST = +16; signal line is +37 but algorithm says stay long
8/2/12; 11:37 AM EST = +30; signal line is +37 but algorithm says stay long
8/2/12; 11:05 AM EST = +44; signal line is +36
8/2/12; 10:13 AM EST = +60; signal line is +35
8/2/12; 9:39 AM EST = +44; signal line is +33
8/2/12; 9:37 AM EST = +30; signal line is +32 but algorithm says stay long
8/1/12; 3:59 PM EST = +46; signal line is +31
8/1/12; 10:35 AM EST = +60; signal line is +28
7/31/12; 7:00 PM EST EOM = +46; signal line is +27
7/31/12; 3:59 PM EST = +46; signal line is +27
7/31/12; 10:00 AM EST = +60; signal line is +26
7/29/12; 7:00 PM EST = +60; signal line is +26
7/27/12; 10:00 AM EST = +60; signal line is +26
7/27/12; 9:30 AM EST = +60; signal line is +25
7/26/12; 3:59 PM EST = +46; signal line is +24
7/26/12; 3:38 PM EST = +60; signal line is +25
7/26/12; 3:26 PM EST = +46; signal line is +24
7/26/12; 2:53 PM EST = +30; signal line is +25
7/26/12; 2:14 PM EST = +14; signal line is +25 but algorithm says stay long
7/26/12; 1:00 PM EST = +30; signal line is +26
7/26/12; 11:42 AM EST = +14; signal line is +27 but algorithm says stay long
7/26/12; 11:30 AM EST = +30; signal line is +27
7/26/12; 11:06 AM EST = +14; signal line is +27 but algorithm says stay long
7/26/12; 10:43 AM EST = +30; signal line is +27
7/26/12; 9:46 AM EST = +46; signal line is +28
7/26/12; 9:30 AM EST = +30; signal line is +28; go long 1349; (Benchmark SPX for 2012  = +7.2%)(Keybot this trade = -0.1%; Keybot for 2012 = +9.6%)(Actual this trade = -3.4%; Actual for 2012 = +5.4%)

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