Tuesday, September 4, 2012

STOCK MARKET BEARISH -- SHORT -- CAUTION

Keybot the Quant flips to the short side at 10:34 AM at 1399. As always, stay on guard for a whipsaw. Continue watching the parameters listed in the prior messages. The market bears are in control now. The last trade results in a 1.6% gain for the algorithm program itself, and a 1.3% gain in the actual trading that occurred via SPY. Keybot exited SPY and entered SH.

9/9/12; 7:00 PM EST =
9/7/12; 9:00 AM EST =
9/4/12; 10:34 AM EST = +30; signal line is +63; go short 1399; (Benchmark SPX for 2012 = +11.2%)(Keybot this trade = +1.6%; Keybot for 2012 = +10.8%)(Actual this trade = +1.3%; Actual for 2012 = +3.8%)
9/4/12; 10:26 AM EST = +30; signal line is +63 but algorithm says stay long
9/4/12; 10:05 AM EST = +46; signal line is +63 but algorithm says stay long
9/4/12; 9:30 AM EST = +62; signal line is +62 but algorithm says stay long
9/2/12; 7:00 PM EST EOM = +76; signal line is +61
8/31/12; 1:51 PM EST = +76; signal line is +59
8/31/12; 12:20 PM EST = +60; signal line is +57
8/31/12; 11:32 AM EST = +76; signal line is +56
8/31/12; 10:00 AM EST = +60; signal line is +54
8/31/12; 9:48 AM EST = +60; signal line is +54
8/31/12; 9:30 AM EST = +76; signal line is +54
8/30/12; 10:30 AM EST = +60; signal line is +52
8/30/12; 9:31 AM EST = +76; signal line is +52
8/29/12; 9:43 AM EST = +60; signal line is +51
8/28/12; 10:00 AM EST = +76; signal line is +51
8/26/12; 7:00 PM EST = +76; signal line is +50
8/24/12; 3:42 PM EST = +76; signal line is +49
8/23/12; 10:52 AM EST = +60; signal line is +48
8/21/12; 3:44 PM EST = +76; signal line is +48
8/21/12; 3:04 PM EST = +60; signal line is +48
8/21/12; 9:30 AM EST = +76; signal line is +47
8/19/12; 7:00 PM EST = +60; signal line is +47
8/17/12; 10:00 AM EST = +60; signal line is +46
8/16/12; 9:00 AM EST = +60; signal line is +45
8/12/12; 7:00 PM EST = +60; signal line is +44
8/5/12; 7:00 PM EST = +60; signal line is +42
8/3/12; 9:30 AM EST = +60; signal line is +41; go long 1377; (Benchmark SPX for 2012 = +9.5%)(Keybot this trade = -1.2%; Keybot for 2012 = +9.2%)(Actual this trade = -3.3%; Actual for 2012 = +2.5%)

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