Keybot the Quant is short but after clicking off one number today, the algorithm is on the verge of flipping to the long side. The algorithm is most interested in commodities behavior currently, as well as the relationship of volatility, measured by the VIX, in relation to the 17.67 level.
Markets remain unstable. Caution is warranted.
7/3/11; 7:00 PM EST =
6/30/11; 7:00 PM EST =
6/28/11; 10:00 AM EST =
6/26/11; 7:00 PM EST =
6/24/11; 10:00 AM EST =
6/19/11; 7:00 PM EST =
6/16/11; 9:00 AM EST =
6/12/11; 7:00 PM EST =
6/10/11; 10:00 AM EST =
6/9/11; 10:04 AM EST = -14; signal line is -13
6/7/11; 3:29 PM EST = -28
6/7/11; 1:30 PM EST = -14; signal line is -10
6/7/11; 1:22 PM EST = -28
6/7/11; 1:04 PM EST = -14
6/7/11; 11:25 AM EST = -28
6/7/11; 10:05 AM EST = -14
6/6/11; 12:31 PM EST = -28
6/6/11; 12:14 PM EST = -14
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