Tuesday, December 20, 2011

STOCK MARKET BULLISH -- LONG -- CAUTION

Keybot the Quant flips back to the long side a short time ago.  Financials, XLF, punched up thru 12.70 giving the broad markets additional upside strength.  The last trade was about one week in duration and resulted in a flat move. Stay alert for a whipsaw since the low holiday volume allows these wild moves. The algo is back on the bull side now.

1/1/12; 7:00 PM EST EOM EOQ4 EOY2011 =
12/27/11; 10:00 AM EST =
12/25/11; 7:00 PM EST =
12/22/11; 10:00 AM EST =
12/20/11; 2:49 PM EST = -10; signal line is -17; go long 1240; (Benchmark SPX for 2011=-1.4%)(Keybot this trade=-0.5%; Keybot for 2011=+31.2%)(Actual this trade via RWM=-1.5%; Actual for 2011=+35.5%)
12/20/11; 2:32 PM EST = -10; signal line is -17 but algorithm says stay short
12/20/11; 9:30 AM EST = -26; signal line is -16
12/20/11; 9:00 AM EST = -42; signal line is -14
12/19/11; 2:59 PM EST = -42; signal line is -12
12/19/11; 2:50 PM EST = -26; signal line is -10
12/19/11; 2:04 PM EST = -42; signal line is -8
12/19/11; 1:43 PM EST = -26; signal line is -6
12/19/11; 1:38 PM EST = -42; signal line is -5
12/18/11; 7:00 PM EST = -26; signal line is -4
12/15/11; 9:30 AM EST = -26; signal line is -3
12/14/11; 2:00 PM EST = -42; signal line is -2
12/14/11; 1:14 PM EST = -26; signal line is -1
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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