Monday, May 16, 2011

STOCK MARKET BEARISH -- SHORT

Keybot the Quant remains short. Volatility increased past the 17.66 that the algorithm had tagged as an important level.  Also, the SPX 1333.36 level is lost.  Both of these items are bearish.

Market bears are pushing markets lower now and selling will increase unless the volatilty, VIX, drops back under 17.66.  VIX now at 17.74.  Keybot is off to another crazy start this week, clicking off four numbers today already.

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 =
5/16/11; 2:34 PM EST = 0
5/16/11; 12:06 PM EST = +14; signal line is +20
5/16/11; 10:19 AM EST = +30; signal line is +21 but algorithm says stay short
5/16/11; 9:42 AM EST = +14; signal line is +20
5/15/11; 7:00 PM EST = +30; signal line is +21 but algorithm says stay short
5/13/11; 1:44 PM EST = +30; signal line is +22 but algorithm says stay short
5/13/11; 1:35 PM EST = +14
5/13/11; 10:00 AM EST = +30; signal line is +22 but algorithm says stay short
5/12/11; 10:09 AM EST = +30; signal line is +21 but algorithm says stay short
5/12/11; 9:51 AM EST = +16; signal line is +22
5/12/11; 9:44 AM EST = 0
5/12/11; 9:30 AM EST = +14
5/11/11; 3:54 PM EST = +30; signal line is +23 but algorithm says stay short
5/11/11; 1:13 PM EST = +14; signal line is +23
5/11/11; 12:37 PM EST = +30; signal line is +23 but algorithm says stay short
5/11/11; 12:16 PM EST = +14; signal line is +24; go short 1342; (Benchmark SPX for 2011=+6.7%)(Keybot this trade=-0.6%; Keybot for 2011=+3.1%)(Actual this trade via DDM=-1.1%; Actual for 2011=-0.3%)
5/11/11; 9:30 AM EST = +30; signal line is +25

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