Keybot the Quant is short. The VIX is under 18.50, XLF is over 15.10 and RTH is above 41.00, all three in the bull camp. Keybot wants to move back to the long side but the internal programming rules continue to hold it back. The quant is watching the 1379 level closely. If the market bulls move up thru 1379 Keybot will likely flip long. If the market bears keep the SPX under 1379 for the remainder of the day Keybot will likely remain short thru the close. Keep watching the three sectors listed above.
4/29/12; 7:00 PM EST =
4/27/12; 10:00 AM EST =
4/24/12; 10:57 AM EST = +30; signal line is +18 but algorithm says stay short
4/24/12; 10:00 AM EST = +16; signal line is +17
4/24/12; 9:42 AM EST = +16; signal line is +15 but the algorithm says stay short
4/23/12; 9:57 AM EST = +0; signal line is +14; go short 1362; (Benchmark SPX for 2012 = +8.3%)(Keybot this trade = -1.6%; Keybot for 2012 = +3.8%)(Actual this trade = -1.6%; Actual for 2012 = +5.1%)
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