Keybot the Quant remains short. The algo is motoring along dealing with gyrations in volatility. Keep watching VIX 18.80, XLF 14.50 and NYA 7760. The quant is now tracking the semiconductors closely as well; watch SOX 377. Markets remain unstable.
8/5/12; 7:00 PM EST =
8/3/12; 9:00 AM EST =
8/2/12; 2:18 PM EST = +30; signal line is +38
8/2/12; 2:03 PM EST = +16; signal line is +39
8/2/12; 12:58 PM EST = +30; signal line is +39
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%)
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