Saturday, November 19, 2011

STOCK MARKET BEARISH -- SHORT

Keybot the Quant motored along in the Friday session remaining short. The algo did not click off any numbers during the relatively calm day compared to recent action.  The semiconductors did not stage a come back so the bulls are wounded. The bears will try to attack the retail sector next, thus SOX and RTH are key to watch next week.  SPX:VIX ratio stayed above 35 so that prevented serious downside from occurring. Looks like both sides want to ponder the situation this weekend.  SPX is now moving thru 1210-1225. The break from this range is important. Next week will be set up after Sunday's 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; 12:12 PM EST = -40; signal line is -14
11/17/11; 9:00 AM EST = -24; signal line is -13
11/16/11; 3:11 PM EST = -24; signal line is -12
11/16/11; 1:26 PM EST = -10; signal line is -12 but algorithm says stay short
11/16/11; 9:30 AM EST = -24; signal line is -12
11/15/11; 3:58 PM EST = -10; signal line is -12 but algorithm says stay short
11/15/11; 1:36 PM EST = +6; signal line is -10 but algorithm says stay short
11/15/11; 12:35 PM EST = -10; signal line is -10 but algorithm says stay short
11/15/11; 11:27 AM EST = -24; signal line is -9; go short 1247; (Benchmark SPX for 2011=-0.9%)(Keybot this trade=-0.3%; Keybot for 2011=+24.0%)(Actual this trade via SPY=-0.7%; Actual for 2011=+28.2%)

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