Friday, March 4, 2011

STOCK MARKET BULLISH -- LONG -- CAUTION

Keybot the Quant remains long to start Friday's session but the oscillator is now within one of the signal line.  Caution is warranted.  Keybot's scans are now most focused on the utes, semi's, financials and copper buoyancy, and weighing those indicators against the bearish leaning retail sector and higher volatility.  RTH behavior this morning should affect broad markets in the same manner, if RTH moves up so do the indexes, or, visa versa.

4/3/11; 7:00 PM EST =
3/31/11; 7:00 PM EST; EOM =
3/29/11; 10:00 AM EST =
3/27/11; 7:00 PM EST =
3/25/11; 10:00 AM EST =
3/20/11; 7:00 PM EST =
3/16/11; 8:30 AM EST =
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 = +46; signal line +45
3/3/11; 3:12 PM EST = +46; signal line is +44
3/3/11; 2:38 PM EST = +50
3/3/11; 2:25 PM EST = +34
3/3/11; 2:14 PM EST = +50
3/3/11; 9:31 AM EST = +34; signal line is +29; go long 1319; (Benchmark SPX for 2011=+4.9%)(Keybot this trade=-1.2%; Keybot for 2011=+1.8%)(Actual this trade via MZZ=-2.5%; Actual for 2011=+2.6%)
3/2/11; 12:01 PM EST = +18; signal line is +30; go short 1304; (Benchmark SPX for 2011=+3.7%)(Keybot this trade=-0.8%; Keybot for 2011=+3.0%)(Actual this trade via DDM=-1.6%; Actual for 2011=+5.1%)
3/2/11; 11:38 AM EST = +18; signal line is +32 but algorithm says stay long; reversal appears imminent

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