Wednesday, October 23, 2013

STOCK MARKET BEARISH -- SHORT -- CAUTION

Keybot the Quant flips to the short side today at SPX 1746. JJC is under 40.21 which creates market negativity. Ditto the collapse in semiconductors today with SOX under 488.95. Both of these parameters are on the ragged edge so stay on guard for a whipsaw move today or tomorrow. Keybot exited SSO and entered SDS. The last trade gains about 4% for the algorithm program itself and about 8% for the actual trade. Bears need JJC to stay under 40.21 and SOX under 488.95, otherwise, the bulls will wrestle back control. The bears are driving the bus but the bulls still have their hands on the steering wheel trying to wrestle back control.

10/25/13; 10:00 AM EST =
10/23/13; 10:20 AM EST = +32; signal line is +59
10/23/13; 9:51 AM EST = +48; signal line is +60; go short 1746; (Benchmark SPX for 2013 = +22.4%)(Keybot this trade = +3.9%; Keybot for 2013 = +18.0%)(Actual this trade = +7.8%; Actual for 2013 = +15.1%)
10/23/13; 9:37 AM EST = +48; signal line is +60 but algorithm remains long
10/22/13; 10:45 AM EST = +64; signal line is +60
10/22/13; 9:50 AM EST = +78; signal line is +59
10/22/13; 9:48 AM EST = +62; signal line is +58
10/22/13; 9:00 AM EST = +48; signal line is +58 but algorithm remains long
10/21/13; 10:30 AM EST = +48; signal line is +57 but algorithm remains long
10/21/13; 9:30 AM EST = +62; signal line is +57
10/20/13; 7:00 PM EST = +78; signal line is +56
10/18/13; 12:40 PM EST = +78; signal line is +55
10/18/13; 9:57 AM EST = +64; signal line is +54
10/18/13; 9:30 AM EST = +78; signal line is +52
10/17/13; 10:06 AM EST = +64; signal line is +50
10/17/13; 9:00 AM EST = +78; signal line is +48
10/16/13; 3:48 PM EST = +78; signal line is +46
10/16/13; 3:13 PM EST = +64; signal line is +44
10/16/13; 2:46 PM EST = +48; signal line is +41
10/16/13; 9:48 AM EST = +64; signal line is +39
10/16/13; 9:30 AM EST = +48; signal line is +37
10/15/13; 2:32 PM EST = +34; signal line is +35 but algorithm remains long
10/15/13; 2:18 PM EST = +48; signal line is +32
10/15/13; 2:01 PM EST = +64; signal line is +30
10/15/13; 1:56 PM EST = +50; signal line is +28
10/15/13; 1:45 PM EST = +64; signal line is +26
10/15/13; 1:26 PM EST = +48; signal line is +23
10/15/13; 10:17 AM EST = +64; signal line is +21
10/15/13; 9:36 AM EST = +50; signal line is +18
10/14/13; 12:04 PM EST = +64; signal line is +16
10/14/13; 11:08 AM EST = +50; signal line is +13
10/14/13; 10:18 AM EST = +34; signal line is +11
10/14/13; 9:30 AM EST = +50; signal line is +9
10/13/13; 7:00 PM EST = +48; signal line is +7
10/11/13; 2:22 PM EST = +48; signal line is +6
10/11/13; 12:36 PM EST = +34; signal line is +5
10/11/13; 11:43 AM EST = +48; signal line is +5
10/11/13; 10:00 AM EST = +34; signal line is +4
10/11/13; 9:30 AM EST = +34; signal line is +3
10/10/13; 1:42 PM EST = +48; signal line is +3
10/10/13; 11:36 AM EST = +32; signal line is +2
10/10/13; 11:33 AM EST = +16; signal line is +2
10/10/13; 11:02 AM EST = +0; signal line is +2 but algorithm remains long
10/10/13; 10:45 AM EST = +16; signal line is +2; go long 1681; (Benchmark SPX for 2013 = +17.9%)(Keybot this trade = +0.5%; Keybot for 2013 = +14.1%)(Actual this trade = +0.5%; Actual for 2013 = +7.3%)

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