Tuesday, August 23, 2011

STOCK MARKET BULLISH -- LONG -- CAUTION

Keybot the Quant flips to the long side at SPX 1146 at 11:51 AM today. The algo rode the downside after flipping short from SPX 1324 on 7/11/11; that run is over.  The algo gained +13% in that six week period; the actual percentage return via SDS was +26% in the same period. The robot's are smarter than the human's, they trade without emotion.

Utiliites, UTIL, held that 414.4-ish trap door level the last couple days so it looks like the market bulls want to finally run again. As always, after Keybot turns, stay on guard for a potential whipsaw, especially now, after such an epic run, and considering how jumpy the markets remain. Keybot the Quant will receive some fresh oil tonight, great job by a great algo.

9/4/11; 7:00 PM EST =
9/2/11; 9:00 AM EST =
8/31/11; 7:00 PM EST EOM =
8/30/11; 10:00 AM EST =
8/28/11; 7:00 PM EST =
8/26/11; 10:00 AM EST =
8/23/11; 11:51 AM EST = -72; signal line is -77; go long 1146; (Benchmark SPX for 2011=-8.9%)(Keybot this trade=+13.4%; Keybot for 2011=+21.2%)(Actual this trade via SDS=+25.6%; Actual for 2011=+28.4%)
8/23/11; 10:02 AM EST = -72; signal line is -78 but algorithm says stay short
8/23/11; 9:54 AM EST = -88
8/22/11; 12:43 PM EST = -72; signal line is -78 but algorithm says stay short
8/22/11; 12:33 PM EST = -88
8/21/11; 7:00 PM EST = -72; signal line is -77 but algorithm says stay short
8/17/11; 11:52 AM EST = -72; signal line is -75 but algorithm says stay short
8/17/11; 11:08 AM EST = -56; signal line is -75 but algorithm says stay short
8/17/11; 10:31 AM EST = -72; signal line is -74 but algorithm says stay short
8/17/11; 9:59 AM EST = -56; signal line is -73 but algorithm says stay short
8/16/11; 9:00 AM EST = -72; signal line is -72
8/15/11; 9:30 AM EST = -72; signal line -70
8/14/11; 7:00 PM EST = -88; signal line -68
8/12/11; 2:11 PM EST = -88
8/12/11; 1:48 PM EST = -72; signal line is -62
8/12/11; 12:31 PM EST = -88
8/12/11; 11:43 AM EST = -72; signal line is -57
8/12/11; 10:00 AM EST = -88
8/12/11: 9:59 AM EST = -88
8/12/11: 9:30 AM EST = -72; signal line is -47
8/11/11: 3:58 PM EST = -88
8/11/11: 3:31 PM EST = -72; signal line is -39
8/8/11: 9:30 AM EST = -88
8/7/11; 7:00 PM EST = -72; signal line is -32
8/5/11; 12:44 PM EST = -72
8/5/11; 9:53 AM EST = -88
8/5/11; 9:32 AM EST = -72; signal line is -24
8/5/11; 9:00 AM EST = -88
8/4/11; 3:29 PM EST = -88
8/4/11; 2:34 PM EST = -72
8/4/11; 2:25 PM EST = -88
8/4/11; 11:45 AM EST = -72
8/4/11; 9:30 AM EST = -56
8/3/11; 1:15 PM EST = -40
8/3/11; 12:28 PM EST = -56
8/2/11; 11:09 AM EST = -40
7/31/11; 7:00 PM EST EOM = -26; signal line is +9
7/29/11; 10:00 AM EST = -26
7/28/11; 3:21 PM EST = -26
7/28/11; 3:17 PM EST = -10
7/28/11; 10:05 AM EST = +4; signal line is +17
7/28/11; 9:30 AM EST = -10
7/27/11; 3:46 PM EST = -26
7/27/11; 2:27 PM EST = -12
7/26/11; 10:00 AM EST = +4; signal line is +24
7/25/11; 9:30 AM EST = +4; signal line is +24
7/24/11; 7:00 PM EST = +34; signal line is +25 but algorithm says stay short
7/22/11; 11:36 AM EST = +34; signal line is +25 but algorithm says stay short
7/22/11; 9:43 AM EST = +18; signal line is +24
7/21/11; 12:39 PM EST = +34; signal line is +23 but algorithm says stay short
7/21/11; 9:49 AM EST = +18; signal line is +20
7/19/11; 9:00 AM EST = +4; signal line is +19
7/18/11; 3:54 PM EST = +4; signal line is +17
7/18/11; 10:06 AM EST = -10
7/17/11; 7:00 PM EST = +4; signal line +15
7/15/11; 10:00 AM EST = +4
7/11/11; 10:34 AM EST = +4; signal line is +12; go short 1324; (Benchmark SPX for 2011=+5.3%)(Keybot this trade=+3.0%; Keybot for 2011=+7.8%)(Actual this trade via IWM=+3.7%; Actual for 2011=+2.8)
7/11/11; 9:30 AM EST = +18; signal line is +11

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