Keybot the Quant remains short. The algo printed a number at 10 AM as the retail sector rolled over. Continue watching RTH 109.40 today. SPX collapsed thru 1220 so the selling accelerated as described in this mornings missive. Strong support exists at 1210 and 1204. Weakness will continue today if RTH stays under 109.40.
12/18/11; 7:00 PM EST =
12/14/11; 10:08 AM EST = -42; signal line is -1
12/13/11; 2:19 PM EST = -26; signal line is -1
12/13/11; 11:24 AM EST = -10; signal line is -2
12/13/11; 11:05 AM EST = -26; signal line is -4
12/13/11; 9:30 AM EST = -10; signal line is -5
12/12/11; 10:25 AM EST = -26; signal line is -6; go short 1234; (Benchmark SPX for 2011=-1.9%)(Keybot this trade=+3.4%; Keybot for 2011=+31.7%)(Actual this trade via IWM=+4.7%; Actual for 2011=+37.0%)
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