Tuesday, February 15, 2011

STOCK MARKET BEARISH -- SHORT

Keybot the Quant goes short at 1327 at 10:09 AM EST.  As always, whipsaws are possible but Keybot is now committed short.

3/6/11; 7:00 PM EST =
3/4/11; 9:00 AM EST =
2/28/11; 7:00 PM EST; EOM =
2/27/11; 7:00 PM EST =
2/22/11; 10:00 AM EST =
2/20/11; 7:00 PM EST =
2/16/11; 9:00 AM EST = 
2/15/11; 10:09 AM EST = +48; signal line is +59; go short 1327; (Benchmark SPX for 2011=+5.5%)(Keybot this trade=+2.4%; Keybot for 2011=+3.2%)(Actual this trade via SSO=+5.0%; Actual for 2011=+6.4%)
2/15/11; 9:31 AM EST = +48; signal line is +59 but algorithm says stay long; reversal appears imminent
2/14/11; 3:45 PM EST = +64
2/14/11; 1:37 PM EST = +48; signal line is +60 but algorithm says stay long
2/14/11; 1:20 PM EST = +64
2/14/11; 9:59 AM EST = +48; signal line is +60 but algorithm says stay long
2/13/11; 7:00 PM EST = +64
2/11/11; 10:00 AM EST = +64
2/6/11; 7:00 PM EST = +64
2/4/11; 9:00 AM EST = +64
2/1/11; 9:34 AM EST = +64; signal line is +60; go long 1296; (Benchmark SPX for 2011=+3.0%)(Keybot this trade=-1.1%; Keybot for 2011=+0.8%)(Actual this trade via SDS=-2.4%; Actual for 2011=+1.4%)
1/31/11; 7:00 PM EST; EOM = +50
1/31/11; 1:22 PM EST = +50
1/31/11; 1:06 PM EST = +64; signal line is +60 but algorithm says stay short
1/30/11; 7:00 PM EST = +50

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