Keybot the Quant flips bearish today at SPX 1827. Weak retail is causing the market negativity. Watch UTIL 494.12 and RTH 40.06. The algo cycled out of SSO and into SDS.
1/17/14; 9:00 AM EST =
1/13/14; 2:28 PM EST = +33; signal line is +44; go short 1827; (Benchmark SPX for 2014 = -1.1%)(Keybot this trade = -0.5%; Keybot for 2014 = -0.7%)(Actual this trade = -1.1%; Actual for 2014 = -1.7%)
1/13/14; 2:08 PM EST = +33; signal line is +45 but algorithm remains long
1/13/14; 1:31 PM EST = +49; signal line is +46
1/13/14; 1:22 PM EST = +33; signal line is +46 but algorithm remains long
1/13/14; 9:30 AM EST = +49; signal line is +47
1/12/14; 7:00 PM EST = +65; signal line is +48
1/10/14; 3:59 PM EST = +65; signal line is +47
1/10/14; 12:50 PM EST = +49; signal line is +47
1/10/14; 12:15 AM EST = +65; signal line is +47
1/10/14; 11:02 AM EST = +49; signal line is +46
1/10/14; 9:34 AM EST = +65; signal line is +46
1/10/14; 9:30 AM EST = +49; signal line is +45
1/10/14; 9:00 AM EST = +33; signal line is +45 but algorithm remains long
1/9/14; 10:38 AM EST = +33; signal line is +45 but algorithm remains long
1/7/14; 10:00 AM EST = +49; signal line is +45; go long 1837; (Benchmark SPX for 2014 = -0.6%)(Keybot this trade = +0.2%; Keybot for 2014 = -0.2%)(Actual this trade = +0.3%; Actual for 2014 = -0.6%)