Keybot the Quant flips bearish at SPX 1859 due to lower financials and semiconductors and higher volatility. Semi's recover and volatility drops fueling the late-day recovery rally. Stay alert for a whipsaw back to the long side in these sidways whipsaw markets.
4/29/14; 10:00 AM EST =
4/28/14; 3:15 PM EST = +49; signal line is +35 but algorithm remains short
4/28/14; 2:27 PM EST = +33; signal line is +34
4/28/14; 1:05 PM EST = +19; signal line is +33; go short 1859; (Benchmark SPX for 2014 = +0.6%)(Keybot this trade = +0.0%; Keybot for 2014 = +3.4%)(Actual this trade = +0.1%; Actual for 2014 = +1.0%)
4/28/14; 12:13 PM EST = +33; signal line is +33 but algorithm remains long
4/28/14; 11:14 AM EST = +49; signal line is +33
4/28/14; 10:19 AM EST = +65; signal line is +32
4/28/14; 9:45 AM EST = +49; signal line is +32
4/27/14; 7:00 PM EST = +65; signal line is +32
4/25/14; 10:00 AM EST = +65; signal line is +30
4/25/14; 9:30 AM EST = +63; signal line is +29
4/24/14; 10:47 AM EST = +79; signal line is +28
4/24/14; 9:36 AM EST = +63; signal line is +25
4/22/14; 2:58 PM EST = +47; signal line is +24
4/22/14; 11:38 AM EST = +63; signal line is +24
4/20/14; 7:00 PM EST = +47; signal line is +23
4/16/14; 2:54 PM EST = +47; signal line is +22; go long 1859; (Benchmark SPX for 2014 = +0.6%)(Keybot this trade = -0.6%; Keybot for 2014 = +3.4%)(Actual this trade = -0.6%; Actual for 2014 = +0.9%)