Keybot the Quant flipped to the short side about an hour ago. The algo is highly active today. Volatility, VIX, dropped under 31.20 which caused the jump in the indexes over the last half hour. Financials remain bearish. Markets are highly unstable. Stay on guard for a whipsaw today or tomorrow. Note the algo number and signal number are both -10 indicating a bull-bear tug-of-war ongoing.
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 =
11/15/11; 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%)
No comments:
Post a Comment
Note: Only a member of this blog may post a comment.