Keybot the Quant remains long through the weekend. The pre-scheduled number yesterday results in no change. The algo idled along all day without printing any further numbers. For next week, volatility, copper and semiconductors will be key. The broad indexes fell yesterday but note that volatility finished lower as well. This does not happen often, perhaps less than 10% of the time, so one of them is wrong (either the SPX should have been substantially higher today finishing up on the day, or, volatility should have moved far higher). The SPX accelerated lower when 1586 support gave way, but recovered due to the lower volatility. The sectors and levels of interest can be identified once the Sunday pre-scheduled number prints.
4/14/13;
7:00 PM EST =
4/12/13; 10:00 AM EST
= +49; signal line is +39
4/9/13;
12:32 PM EST = +49; signal line is +39; go long 1568; (Benchmark SPX for
2013 = +10.0%)(Keybot this trade = -0.4%; Keybot for 2013 = +1.1%)(Actual this
trade = -0.5%; Actual for 2013 = +1.1%)
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