Keybot the Quant is long but the algorithm is now teetering on the edge of flipping to the short side. JJC moved above 43.70 at the open but then fell on its sword returning to the bear camp. VIX is over 18 but would need to touch 18.35, or, SOX, now at 390.92, needs to fall under 390 (Keybot lowered the 391 number to 390 after the opening bell--these numbers are recalculated in real time continuously), thus, the algorithm is very close to flipping short. SOX 390 and VIX 18.35 will tell you the story. For now, Keybot remains long.
9/2/12; 7:00 PM EST EOM =
8/31/12; 10:00 AM EST =
8/30/12; 10:30 AM EST = +60; signal line is +52
8/30/12; 9:31 AM EST = +76; signal line is +52
8/29/12; 9:43 AM EST = +60; signal line is +51
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