Keybot the Quant flips long at SPX 1694. Semiconductors and financials run highe and VIX is relentlessly beaten lower to provide the bull oomph. As always, stay alert for a whipsaw move back to the short side today or tomorrow.
8/16/13; 9:00 AM EST =
8/13/13; 12:50 PM EST = +65; signal line is +54; go long 1694; (Benchmark SPX for 2013 = +18.8%)(Keybot this trade = -0.2%; Keybot for 2013 = +12.9%)(Actual this trade = -0.6%; Actual for 2013 = +7.6%)
8/13/13; 10:38 AM EST = +65; signal line is +54 but algorithm says stay short
8/13/13; 10:22 AM EST = +49; signal line is +53
8/12/13; 10:10 AM EST = +65; signal line is +53 but algorithm says stay short
8/11/13; 7:00 PM EST = +49; signal line is +52
8/9/13; 12:45 PM EST = +49; signal line is +52
8/9/13; 12:34 PM EST = +65; signal line is +52 but algorithm says stay short
8/9/13; 11:00 AM EST = +49; signal line is +51
8/9/13; 10:43 AM EST = +65; signal line is +51 but algorithm says stay short
8/9/13; 9:30 AM EST = +49; signal line is +51
8/8/13; 11:40 AM EST = +51; signal line is +51 but algorithm says stay short
8/8/13; 10:10 AM EST = +35; signal line is +51
8/7/13; 1:35 PM EST = +51; signal line is +52
8/7/13; 1:16 PM EST = +65; signal line is +52 but algorithm says stay short
8/7/13; 12:17 PM EST = +49; signal line is +52
8/7/13; 10:55 AM EST = +65; signal line is +52 but algorithm says stay short
8/7/13; 10:38 AM EST = +49; signal line is +51
8/7/13; 10:26 AM EST = +33; signal line is +52
8/7/13; 9:35 AM EST = +49; signal line is +51; go short 1691; (Benchmark SPX for 2013 = +18.6%)(Keybot this trade = +5.6%; Keybot for 2013 = +13.1%)(Actual this trade = +4.0%; Actual for 2013 = +8.2%)