Whipsaw occurs today. Keybot the Quant flips back to the long side. Volatility is lower, the SOX jumps well above 391 and UTIL remains above 467.35. The bears had no gas to the downside so the bulls took control once again. The algo reversed on an internal programming rule due to three sectors reversing hard. This behavior has only occurred twice before for the algorithm in its five year existence. It simply verifies the knock-down drag-out sideways bull-bear fight ongoing. Perhaps Draghi will decide the winner on Thursday morning.
Keep watching VIX 18.40, UTIL 467.35, SOX 391 and JJC 43.70. All are bullish so after all of today's excitement, markets are back to where they started the day. Keybot took a slight loss and flipped from SH back to SPY. Who knows what happens next. Perhaps the quant flips back again today or tomorrow. Markets are highly erratic and unstable currently. Extreme caution and vigilence is required.
Keep watching VIX 18.40, UTIL 467.35, SOX 391 and JJC 43.70. All are bullish so after all of today's excitement, markets are back to where they started the day. Keybot took a slight loss and flipped from SH back to SPY. Who knows what happens next. Perhaps the quant flips back again today or tomorrow. Markets are highly erratic and unstable currently. Extreme caution and vigilence is required.
9/9/12; 7:00 PM EST =
9/7/12; 9:00 AM EST =
9/4/12; 2:13 PM EST = +76; signal line is +63; go long 1402; (Benchmark SPX for 2012 = +11.5%)(Keybot this trade = -0.2%; Keybot for 2012 = +10.6%)(Actual this trade = -0.3%; Actual for 2012 = +3.5%)
9/4/12; 2:08 AM EST = +62; signal line is +63
9/4/12; 10:38 AM EST = +46; signal line is +63
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%)
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