Keybot the Quant remains long. The algorithm tracked retail and semi's closely as both rejoined the bear camp Friday afternoon and caused the late day swoon. Financials remain bearish which means any upside in the indexes is limited. Copper is bullish and the main reason, along with lower volatility, for the broad markets launching the rebound during the week. Many sectors sitting on a bull-bear line are not fully committed either way creating broad market instabilty.
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; 3:23 PM EST = +28; signal line is +19
3/25/11; 3:13 PM EST = +44
3/25/11; 1:55 PM EST = +28
3/25/11; 12:57 PM EST = +44
3/25/11; 10:48 AM EST = +60
3/25/11; 10:00 AM EST = +44
3/24/11; 10:55 AM EST = +44
3/24/11; 10:54 AM EST = +30
3/24/11; 10:46 AM EST = +14; signal line is +12
3/24/11; 10:30 AM EST = +30
3/24/11; 10:10 AM EST = +14; signal line is +11; go long 1299; (Benchmark SPX for 2011=+3.3%)(Keybot this trade=+1.1%; Keybot for 2011=+2.4%)(Actual this trade via SDS=+1.6%; Actual for 2011=+2.0%)
3/23/11; 9:30 AM EST = +14; signal line is +12 but algorithm says stay short
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