Friday, June 10, 2011

Keybot the Quant Turns Bearish

As suspected yesterday, Keybot did perform a whipsaw this morning and went back to the short side at 10:06 AM at SPX 1277.

Caution, these are fast-moving markets now.

Watch SPX:VIX 68 level, if this holds a whipsaw would be on the table again.  If this breaks, today will be a blood bath.

Also watch NYA 40 week MA cross, a secular signal.  The 40 week MA is 8002 and NYA is 8034, only 32 points above disaster.

For more information:

http://www.keybotthequant.blogspot.com/

No comments:

Post a Comment

Note: Only a member of this blog may post a comment.