Keybot the Quant remains long. VIX is playing on each side of 31.20 but is now preferring the upside, market bearish. The key is the SPX 1247 level, that will change the game. The algo is active this morning.
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; 10:01 AM EST = -24; signal line is -8 but algorithm says stay long
11/15/11; 9:47 AM EST = -10; signal line is -7 but algorithm says stay long
11/15/11; 9:30 AM EST = -24; signal line is -5 but algorithm says stay long
11/14/11; 3:59 PM EST = -10; signal line is -4 but algorithm says stay long
11/14/11; 11:52 AM EST = -24; signal line is -3 but algorithm says stay long
11/14/11; 9:30 AM EST = -8; signal line is -1 but algorithm says stay long
11/13/11; 7:00 PM EST = +6; signal line is +1
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%)
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