Keybot the Quant flips bullish today at SPX 1661. Themove may be short-lived. Watch XLF 19.94, RTH 53.74 and JJC 39.96, all are bullish now, any move to the bear side for these three parameters will take equities lower.
9/13/13; 10:00 AM EST =
9/9/13; 1:59 PM EST = +33; signal line is -4
9/9/13; 9:43 AM EST = +17; signal line is -5; go long 1661; (Benchmark SPX for 2013 = +16.5%)(Keybot this trade = +0.5%; Keybot for 2013 = +11.9%)(Actual this trade = +0.5%; Actual for 2013 = +5.3%)
9/8/13; 7:00 PM EST = +1; signal line is -6 but algorithm remains short
9/6/13; 3:41 PM EST = +1; signal line is -6 but algorithm remains short
9/6/13; 12:17 PM EST = +17; signal line is -6 but algorithm remains short
9/6/13; 10:56 AM EST = +1; signal line is -7 but algorithm remains short
9/6/13; 10:19 AM EST = -15; signal line is -7
9/6/13; 9:46 AM EST = +1; signal line is -7 but algorithm remains short
9/6/13; 9:37 AM EST = +17; signal line is -7 but algorithm remains short
9/6/13; 9:00 AM EST = -15; signal line is -9
9/5/13; 3:43 PM EST = -15; signal line is -8
9/5/13; 9:42 AM EST = +1; signal line is -8 but algorithm remains short
9/4/13; 1:59 PM EST = -15; signal line is -8
9/4/13; 1:29 PM EST = +1; signal line is -8 but algorithm remains short
9/4/13; 1:10 PM EST = -15; signal line -8
9/4/13; 12:12 PM EST = +1; signal line is -8 but algorithm remains short
9/4/13; 10:00 AM EST = -15; signal line is -8
9/4/13; 9:30 AM EST = -31; signal line is -8
9/3/13; 9:30 AM EST = -15; signal line is -7
9/1/13; 7:00 PM EST EOM = -31; signal line is -7
8/30/13; 10:00 AM EST = -31; signal line is -5
8/29/13; 3:59 PM EST = -30; signal line is -3
8/27/13; 10:00 AM EST = -14; signal line is -2
8/26/13; 3:15 PM EST = -15; signal line is -1
8/26/13; 12:07 PM EST = -1; signal line is +0
8/26/13; 11:23 AM EST = +15; signal line is +0 but algorithm says stay short
8/26/13; 11:21 AM EST = +31; signal line is +0 but algorithm says stay short
8/26/13; 11:01 AM EST = +15; signal line is -0 but algorithm says stay short
8/26/13; 9:50 AM EST = -1; signal line is -1 but algorithm says stay short
8/26/13; 9:31 AM EST = -15; signal line is -1
8/25/13; 7:00 PM EST = -1; signal line is +0
8/23/13; 3:20 PM EST = -1; signal line is +1
8/23/13; 11:21 AM EST = -15; signal line is +2
8/23/13; 10:55 AM EST = +1; signal line is +4
8/20/13; 2:34 PM EST = -15; signal line is +6
8/20/13; 2:22 PM EST = +1; signal line is +9
8/20/13; 2:14 PM EST = -15; signal line is +11
8/20/13; 1:16 PM EST = +1; signal line is +14
8/20/13; 12:34 PM EST = -15; signal line is +16
8/20/13; 12:17 PM EST = +1; signal line is +18
8/20/13; 12:16 PM EST = -15; signal line is +20
8/20/13; 11:40 AM EST = +1; signal line is +22
8/20/13; 11:30 AM EST = -15; signal line is +25
8/20/13; 10:27 AM EST = +1; signal line is +27
8/18/13; 7:00 PM EST = -15; signal line is +29
8/16/13; 12:40 PM EST = -15; signal line is +32
8/16/13; 12:23 PM EST = -1; signal line is +34
8/16/13; 11:56 AM EST = +15; signal line is +35
8/16/13; 11:40 AM EST = +31; signal line is +36
8/16/13; 11:37 AM EST = +15; signal line is +38
8/16/13; 11:08 AM EST = -1; signal line is +39
8/16/13; 10:47 AM EST = +15; signal line is +41
8/16/13; 10:15 AM EST = -1; signal line is +42
8/16/13; 10:00 AM EST = +15; signal line is +44
8/16/13; 9:49 AM EST = +17; signal line is +45
8/16/13; 9:00 AM EST = +3; signal line is +46
8/15/13; 1:05 PM EST = +3; signal line is +48
8/15/13; 11:29 AM EST = +17; signal line is +50
8/15/13; 9:50 AM EST = +3; signal line is +51
8/15/13; 9:43 AM EST = +33; signal line is +53; go short 1669; (Benchmark SPX for 2013 = +17.0%)(Keybot this trade = -1.5%; Keybot for 2013 = +11.4%)(Actual this trade = -2.8%; Actual for 2013 = +4.8%)