Keybot the Quant flips to the short side at SPX 1803 since VIX is above 14 and GTX below 4811. Markets remain erratic and unstable. Stay alert for a potential whipsaw.
12/15/13; 7:00 PM EST =
12/10/13; 12:31 PM EST = +32; signal line is +41
12/10/13; 12:21 PM EST = +46; signal line is +41 but algorithm remains short
12/10/13; 11:56 AM EST = +32; signal line is +41; go short 1803; (Benchmark SPX for 2013 = +26.4%)(Keybot this trade = +0.0%; Keybot for 2013 = +14.7%)(Actual this trade = +0.0%; Actual for 2013 = +8.0%)
12/10/13; 11:37 AM EST = +32; signal line is +42 but algorithm remains long
12/10/13; 10:45 AM EST = +46; signal line is +42
12/10/13; 10:07 AM EST = +60; signal line is +41
12/10/13; 9:37 AM EST = +46; signal line is +40
12/9/13; 2:26 PM EST = +46; signal line is +39
12/9/13; 2:14 PM EST = +60; signal line is +39
12/9/13; 1:38 PM EST = +46; signal line is +38
12/9/13; 1:18 PM EST = +60; signal line is +38
12/9/13; 12:35 PM EST = +46; signal line is +37
12/9/13; 11:01 AM EST = +60; signal line is +37
12/9/13; 10:30 AM EST = +46; signal line is +36
12/9/13; 9:46 AM EST = +60; signal line is +35
12/8/13; 7:00 PM EST = +44; signal line is +34
12/6/13; 12:41 PM EST = +44; signal line is +34; go long 1803; (Benchmark SPX for 2013 = +26.4%)(Keybot this trade = -3.3%; Keybot for 2013 = +14.7%)(Actual this trade = -7.1%; Actual for 2013 = +8.0%)