Keybot the Quant is on the short side over the weekend as the Greece drama continues. The algo motored along all day Friday without printing any numbers except for the pre-scheduled number before the open. The quant is in idle mode currently focused on retail, financials, copper, volatility and key SPX support and resistance. Projections for the new trading week can be made once the Sunday pre-scheduled number prints tomorrow.
11/30/11; 7:00 PM EST EOM =
11/29/11; 10:00 AM EST =
11/27/11; 7:00 PM EST =
11/25/11; 10:00 AM EST =
11/20/11; 7:00 PM EST =
11/17/11; 9:00 AM EST =
11/13/11; 7:00 PM EST =
11/11/11; 10:00 AM EST =
11/6/11; 7:00 PM EST =
11/4/11; 9:00 AM EST = -8; signal line is +1
11/2/11; 9:30 AM EST = -8; signal line is +1
11/1/11; 3:46 PM EST = -24; signal line is +1
11/1/11; 9:30 AM EST = -8; signal line is 0; go short 1233; (Benchmark SPX for 2011=-2.0%)(Keybot this trade=-0.4%; Keybot for 2011=+26.0%)(Actual this trade via DIA=-0.9%; Actual for 2011=+35.6%)
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