Keybot the Quant remains short as the Thursday session rolls along. The algo clicked off two signals so far today. The positive start took semi's out of play but the financials are front and center. XLF bounced above 13 at the open signaling that the market bulls were running, but, at 9:51 AM, the XLF fell under 13, and the markets have ushered in weakness. XLF 13 and SPX:VIX 35 will dictate broad market direction today, watch them closely.
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 =
11/10/11; 9:51 AM EST = -24; signal line is +4
11/10/11; 9:30 AM EST = -8; signal line is +5
11/9/11; 2:04 PM EST = -24; signal line is +5
11/9/11; 9:30 AM EST = -8; signal line is +6; go short 1260; (Benchmark SPX for 2011=+0.2%)(Keybot this trade=-0.1%; Keybot for 2011=+23.6%)(Actual this trade via SSO=-2.1%; Actual for 2011=+29.9%)
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