Keybot the Quant is long but the algorithm wants to go short now. Note that the algo number is now under the signal line and the robot would be short except for internal programming rules not yet satisfied. JJC, failed at 48.83 (watch this number today since Keybot constantly recalculates levels of interest) which ushered in the market weakness. SPX lost the 1412 level to print as low as 1409.16, but the timing did not jive with what the algo needed to see for a clean flip to the short side. Thus, if JJC stays under 48.83, and the SPX ventures down and holds towards the lows at 1409.16 for two to five minutes, that should trigger the quant to go short. Markets remain unstable. A turn appear imminent. If the Nasdaq (tech) would lead down that will send the markets sharply lower and that depends on AAPL behavior. CRB is also threatening failure at 312.30 which will ignite broad market selling if lost.
4/1/12; 7:00 PM EST EOM EOQ1 =
3/30/12; 10:00 AM EST =
3/28/12; 9:51 AM EST = +60; signal line is +66 but algorithm says stay long
3/27/12; 10:00 AM EST = +76; signal line is +66
3/26/12; 2:18 PM EST = +76; signal line is +65; go long 1412; (Benchmark SPX for 2012 = +12.2%)(Keybot this trade = -1.4%; Keybot for 2012 = +3.8%)(Actual this trade = -1.3%; Actual for 2012 = +5.5%)
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