Keybot the Quant flips long today at SPX 1791. Utilities and commodities are causing the rally. Watch XLF 21.44 closely since it likely determines if the upside rally continues, or not.
1/31/14; 10:00 AM EST =
1/30/14; 11:23 AM EST = +16; signal line is +10; go long 1791; (Benchmark SPX for 2014 = -3.1%)(Keybot this trade = +2.0%; Keybot for 2014 = +1.3%)(Actual this trade = +3.7%; Actual for 2014 = +2.0%)
1/30/14; 9:36 AM EST = +16; signal line is +12 but algorithm remains short
1/29/14; 3:13 PM EST = -16; signal line is +13
1/29/14; 2:35 PM EST = +0; signal line is +16
1/29/14; 2:23 PM EST = -16; signal line is +17
1/29/14; 2:05 PM EST = -30; signal line is +20
1/29/14; 1:05 PM EST = -14; signal line is +25
1/29/14; 12:44 PM EST = +2; signal line is +25
1/28/14; 2:40 PM EST = -14; signal line is +26
1/28/14; 2:05 PM EST = -30; signal line is +28
1/28/14; 12:36 PM EST = -14; signal line is +31
1/28/14; 10:00 AM EST = -30; signal line is +33
1/27/14; 9:36 AM EST = -30; signal line is +35
1/26/14; 7:00 PM EST = -14; signal line is +38
1/24/14; 1:59 PM EST = -14; signal line is +39
1/24/14; 9:36 AM EST = +2; signal line is +41
1/23/14; 10:45 AM EST = +18; signal line is +42
1/23/14; 9:38 AM EST = +34; signal line is +42
1/21/14; 9:38 AM EST = +48; signal line is +42 but algorithm remains short
1/19/14; 7:00 PM EST = +32; signal line is +42
1/17/14; 10:00 AM EST = +32; signal line is +42
1/17/14; 9:00 AM EST = +33; signal line is +43
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%)