Keybot the Quant Turns Bullish in Final Two Minutes - Whipsaw Today (Edit for Program Modification - Keybot the Quant is Short)

Keystone's algo, Keybot the Quant, whipsawed in the final two minutes today, going long at 3:58 PM EST at SPX 1157. Thus, today amounted to a round trip.  The algo program and actual trading each losing a percent on the short side play during the two-hour whipsaw.  Retail managed to get back into the bull camp a hair before the bell, so the indexes popped into the close.

Thus, tomorrow begins where today began.  Watch RTH 103.90 level, now at 104.07, only a measley 17 cents higher that is keeping the broad markets buoyant. If 103.90 fails tomorrow then the indexes will weaken and sell off just like today, so stay tuned. If RTH stays above 103.90, then the broad indexes will remain buoyant. Retail is the key.

More details at keybot's site:

http://www.keybotthequant.blogspot.com

Alert; Note Added 9/30/11:

Adjustments Made; Return to SPX 1146.

9/29/11; 9:30 AM EST = -56; Program Modification; Algorithm Remains Short; Whipsaw Nullified; Program Adjusted and Credited from 9/29/11 at 2:10 PM EST; Printout Adjusted from 9/29/11 Forward; See Keybot's Site for Further Information.