The sideways bull-bear struggle continues. Look at the turns over the last two months, bull to bear and back again in short order reflecting churn thru the 1310-1380 zone, a very tricky trading environment.
Current signal remains valid until a change occurs.
7/26/12: Keybot the Quant flipped to the long side at 9:30 AM EST at SPX 1349; for the year thus far SPX Benchmark is up 7.2%; Keybot algo is up 9.6%; Keybot actual trading is up 5.4%. Stay alert for a whipsaw.
7/23/12: Keybot the Quant flipped to the short side at 9:30 AM EST at SPX 1348; for the year thus far SPX Benchmark is up 7.2%; Keybot algo is up 9.7%; Keybot actual trading is up 8.8%.
7/13/12: Keybot the Quant flipped to the long side at 9:38 AM EST at SPX 1342; for the year thus far SPX Benchmark is up 6.7%; Keybot algo is up 9.2%; Keybot actual trading is up 8.8%.
7/6/12: Keybot the Quant flipped to the short side at 9:57 AM EST at SPX 1354; for the year thus far SPX Benchmark is up 7.6%; Keybot algo is up 8.3%; Keybot actual trading is up 6.9%.
6/29/12: Keybot the Quant flipped to the long side at 9:59 AM EST at SPX 1351; for the year thus far SPX Benchmark is up 7.4%; Keybot algo is up 8.1%; Keybot actual trading is up 6.4%.
6/21/12: Keybot the Quant flipped to the short side at 1:39 PM EST at SPX 1334; for the year thus far SPX Benchmark is up 6.0%; Keybot algo is up 9.4%; Keybot actual trading is up 9.2%.
6/6/12: Keybot the Quant flipped to the long side at 11:02 AM EST at SPX 1305; for the year thus far SPX Benchmark is up 3.7%; Keybot algo is up 7.2%; Keybot actual trading is up 7.4%.
5/4/12: Keybot the Quant flipped to the short side at 9:55 AM EST at SPX 1382; for the year thus far SPX Benchmark is up 9.9%; Keybot algo is up 1.6%; Keybot actual trading is up 2.0%.
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