Friday, February 25, 2011

STOCK MARKET BULLISH -- LONG

Keybot the Quant flipped to the long side at 9:38 AM EST at SPX 1314.  Copper strength is helping equities as well as a bounce in the retail sector at the open.  Retail has since weakened again.  Keybot required reprogramming this morning to handle the ETF reverse splits.

3/13/11; 7:00 PM EST =
3/11/11; 10:00 AM EST =
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 =
2/25/11; 10:00 AM EST = +34; signal line is +37 but algorithm says stay long
2/25/11; 9:46 AM EST = +34; signal line is +38 but algorithm says stay long
2/25/11; 9:38 AM EST = +50; signal line is +38; go long 1314; (Benchmark SPX for 2011=+4.5%)(Keybot this trade=+1.3%; Keybot for 2011=+3.8%)(Actual this trade via MZZ=+2.6%; Actual for 2011=+6.7%)
2/25/11; 9:31 AM EST = +34; signal line is +40
2/24/11; 2:10 PM EST = +18
2/24/11; 1:22 PM EST = +2
2/24/11; 12:55 PM EST = +18
2/24/11; 12:44 PM EST = +2
2/23/11; 1:50 PM EST = +18
2/23/11; 1:23 PM EST = +2
2/23/11; 1:09 PM EST = -14
2/23/11; 12:02 PM EST = +2
2/23/11; 10:17 AM EST = +18
2/22/11; 11:40 AM EST = +34
2/22/11; 10:00 AM EST = +50
2/22/11; 9:31 AM EST = +50; signal line is +58; go short 1331; (Benchmark SPX for 2011=+5.8%)(Keybot this trade=-0.2%; Keybot for 2011=+2.5%)(Actual this trade via SSO=-1.0%; Actual for 2011=+4.1%)
2/20/11; 7:00 PM EST = +64

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