Keystone's proprietary algorithm, Keybot the Quant, went short today at SPX 1206 at 10:59 AM EST. The semiconductors and financials caused the morning weakness. The positive Europe news was the catalyst to lift spirits into the close. If the SPX touches a 1220 handle tomorrow, Keybot will probably flip long again, but, if the SPX stays under 1220, then the quant will probably motor along on the short side moving forward. This turn closes out the long trade from 10/6/11. More information at Keybot's site:
http://www.keybotthequant.blogspot.com
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