Keybot remains short. Commodities have cracked and are now sustaining structural damage. Thus, commodities, including copper which continues to lead down, and financials, are all causing the weakness in the broad markets. The algorithm continues to focus on semiconductors and volatility moving forward.
6/5/11; 7:00 PM EST =
6/3/11; 9:00 AM EST =
5/31/11; 7:00 PM EST EOM =
5/31/11; 10:00 AM EST =
5/29/11; 7:00 PM EST =
5/27/11; 10:00 AM EST =
5/22/11; 7:00 PM EST =
5/17/11; 9:00 AM EST =
5/15/11; 7:00 PM EST =
5/13/11; 10:00 AM EST =
5/8/11; 7:00 PM EST =
5/6/11; 9:00 AM EST =
5/5/11; 11:33 AM EST = +30
5/5/11; 11:08 AM EST = +16
5/5/11; 10:50 AM EST = +30
5/5/11; 9:58 AM EST = +44; signal line is +41 but algorithm says stay short
5/5/11; 9:57 AM EST = +30
5/5/11; 9:30 AM EST = +14
5/4/11; 3:07 PM EST = +28
5/4/11; 2:19 PM EST = +44; signal line is +40 but algorithm says stay short
5/4/11; 12:34 PM EST = +28
5/4/11; 12:22 PM EST = +14
5/4/11; 10:19 AM EST = +28
5/4/11; 10:07 AM EST = +14
5/4/11; 10:06 AM EST = +28
5/4/11; 9:57 AM EST = +44; signal line is +42 but algorithm says stay short
5/4/11; 9:30 AM EST = +60; signal line is +41 but algorithm says stay short
5/3/11; 3:40 PM EST = +44; signal line is +40 but algorithm says stay short
5/3/11; 1:40 PM EST = +28; signal line is +39; go short 1355; (Benchmark SPX for 2011=+7.7%)(Keybot this trade=+2.3%; Keybot for 2011=+3.3%)(Actual this trade via SPY=+2.1%; Actual for 2011=+0.1%)
5/3/11; 12:14 PM EST = +44; signal line is +39
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