Keybot the Quant flips short at SPX 1452 at 10:42 AM. The utilities sector is moving lower and the SPX slipped on a banana peel triggering the short side for the algo. Stay alert for a potential whipsaw. The last trade lost a tiny smidge, no biggie. Keybot rotated into SDS for the short side. The bears are now driving the bus.
10/14/12; 7:00 PM EST =
10/12/12; 10:00 AM EST =
10/9/12; 10:42 AM EST = +44; signal line is +57; go short 1452; (Benchmark SPX for 2012 = +15.4%)(Keybot this trade = -0.1%; Keybot for 2012 = +15.2%)(Actual this trade = -0.1%; Actual for 2012 = +8.8%)
10/8/12; 9:37 AM EST = +44; signal line is +58 but algorithm says stay long
10/7/12; 7:00 PM EST = +60; signal line is +59
10/5/12; 9:00 AM EST = +60; signal line is +59
10/1/12; 10:00 AM EST = +60; signal line is +58; go long 1453; (Benchmark SPX for 2012 = +15.5%)(Keybot this trade = +0.6%; Keybot for 2012 = +15.3%)(Actual this trade = +1.2%; Actual for 2012 = +8.9%)
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