Keybot the Quant remains long. RTH explodes higher today wanting to stay in the bull camp for a while. VIX remains elevated wanting to stay in the bear camp, ditto copper (JJC). The financials are interesting. The air is deflating from the XLF balloon as price scrapes lower to 21.48 only a nickel from the bull-bear danger level at XLF 21.43 which will create market negativity and place Keybot in position to go short. XLF 21.43 is the key metric. Bulls will be okay if they stay above 21.43. Bears will growl strongly if they push XLF under 21.43.
2/28/14;
10:00 AM EST =
2/25/14; 11:47 AM EST
= +48; signal line is +39
2/25/14; 11:36 AM EST
= +62; signal line is +38
2/25/14; 10:00 AM EST
= +48; signal line is +36
2/24/14;
9:45 AM EST = +48; signal line is +35; go long 1846; (Benchmark SPX for
2014 = -0.1%)(Keybot this trade = -1.0%; Keybot for 2014 = +2.5%)(Actual this
trade = -3.8%; Actual for 2014 = +4.0%)
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