Friday, November 11, 2011

STOCK MARKET BULLISH -- LONG -- CAUTION

Keybot the Quant flipped to the long side at the open this morning, so the whipsaw fun this week continues.  These wild market moves are rarely seen in trading and extremely uncharacteristic for the algo. The higher financials and lower volatility are adding the bull fuel today.  The algo gained a smidge on the last trade but the actual trading gave back a percent, this is due to simple mechanics in trade execution. The pre-scheduled number clicked off at 10 AM as well with no further change.

Key items to watch include XLF 13.00 and VIX 30.45. If the XLF stays above 13 and VIX below 30.45, the market bulls are in control. If either of these flip bearish the markets will begin to sell off. Stay on guard since the markets remain highly volatile and a whipsaw may occur today or Monday.


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 = +6; signal line is +2
11/11/11; 9:30 AM EST = +6; signal line is +2; go long 1251; (Benchmark SPX for 2011=-0.6%)(Keybot this trade=+0.7%; Keybot for 2011=+24.3%)(Actual this trade via DOG=-1.0%; Actual for 2011=+28.9%)
11/10/11; 1:33 PM EST = -24; signal line is +1
11/10/11; 1:14 PM EST = -8; signal line is +2
11/10/11; 11:01 AM EST = -24; signal line is +2
11/10/11; 10:29 AM EST = -40; signal line is +3
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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