Wednesday, September 14, 2011

STOCK MARKET BEARISH -- SHORT -- CAUTION

Keybot the Quant remains short but the turn appears imminent. All systems go for the long side now, the algo needs to see SPX above 1180 and Keybot should flip long.

10/7/11; 10:00 AM EST =
10/2/11; 7:00 PM EST EOM =
9/30/11; 10:00 AM EST =
9/27/11; 10:00 AM EST =
9/25/11; 7:00 PM EST =
9/20/11; 9:00 AM EST =
9/18/11; 7:00 PM EST =
9/16/11; 10:00 AM EST =
9/14/11; 9:30 AM EST = -40; signal line is -58 but algorithm says stay short
9/13/11; 12:13 PM EST = -56; signal line is -58 but algorithm says stay short
9/13/11; 10:33 AM EST = -72; signal line is -58
9/13/11; 10:21 AM EST = -56; signal line is -57 but algorithm says stay short
9/11/11; 7:00 PM EST = -72; signal line is -56
9/8/11; 3:51 PM EST = -72; signal line is -55
9/8/11; 3:39 PM EST = -56; signal line is -53
9/8/11; 3:00 PM EST = -72; signal line is -52
9/8/11; 2:32 PM EST = -56; signal line is -51
9/8/11; 2:28 PM EST = -72; signal line is -50; go short 1186; (Benchmark SPX for 2011=-5.7%)(Keybot this trade=-1.2%; Keybot for 2011=+25.9%)(Actual this trade via SSO=-2.0%; Actual for 2011=+39.3%)

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