Keybot the Quant is on long but the markets are very much dancing along a knife edge and can go either way. Some days Keybot idles along calmly without a peep while other days, like today, it starts rattling off numbers. XLF 19.20 and UTIL 480.83 are key. UTIL dances to and fro but now is stating to commit higher now at 482.29; ditto XLF now at 19.27.
6/28/13;
10:00 AM EST =
6/26/13; 11:47 AM EST
= +21; signal line is +4
6/26/13; 10:55 AM EST
= +5; signal line is +5 but algorithm says stay long
6/26/13; 10:42 AM EST
= +21; signal line is +6
6/26/13; 10:29 AM EST
= +5; signal line is +7 but algorithm says stay long
6/26/13;
9:31 AM EST = +21; signal line is +7; go long 1601; (Benchmark SPX for
2013 = +13.7%)(Keybot this trade = +1.5%; Keybot for 2013 = +7.5%)(Actual this
trade = +0.5%; Actual for 2013 = +4.2%)
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