Keybot the Quant flips back to the bull side at SPX 1859. XLF moves above 21.87 and VIX drops under 14.59 creating market bullishness.
4/11/14; 10:00 AM EST =
4/9/14; 12:22 PM EST = +47; signal line is +41; go long 1859; (Benchmark SPX for 2014 = +0.6%)(Keybot this trade = +0.9%; Keybot for 2014 = +4.6%)(Actual this trade = +0.6%; Actual for 2014 = +4.1%)
4/9/14; 11:51 AM EST = +47; signal line is +41 but algorithm remains short
4/9/14; 11:45 AM EST = +33; signal line is +41
4/9/14; 10:49 AM EST = +17; signal line is +41
4/9/14; 10:29 AM EST = +33; signal line is +42
4/9/14; 9:52 AM EST = +17; signal line is +43
4/9/14; 9:47 AM EST = +33; signal line is +43
4/9/14; 9:37 AM EST = +47; signal line is +43 but algorithm remains short
4/8/14; 2:11 PM EST = +17; signal line is +44
4/8/14; 1:23 PM EST = +33; signal line is +45
4/7/14; 3:57 PM EST = +17; signal line is +45
4/7/14; 2:53 PM EST = +33; signal line is +46
4/7/14; 1:12 PM EST = +17; signal line is +47
4/7/14; 9:36 AM EST = +33; signal line is +49
4/6/14; 7:00 PM EST = +47; signal line is +48
4/4/14; 12:53 PM EST = +47; signal line is +48; go short 1875; (Benchmark SPX for 2014 = +1.4%)(Keybot this trade = -0.1%; Keybot for 2014 = +3.7%)(Actual this trade = -0.2%; Actual for 2014 = +3.5%)