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Our core principle - Hang out and research our dirty linen more than our clean
Our sole purpose — Crack the VIX volatility code
No ads, strings or gimmicks — This website is FREE
Site designed by Google® — Slight modifications and content by us
Better market info / analysis other sites — We're all volatility + a bit of humor
All our forecasts and Tips are published here — Tips are published in the WSJ 
We try to forecast here daily VXX Next-Day Close every day by 3:30 PM 

Our algorithms' VXX Forecast Scorecard this year thru Mon, May 14 is

Correct         42
Wrong           17
No forecast     31
Score           71 / 100     (42 / 59)
Right / Wrong  2.5 / 1       (42 / 17)

This score is not sustainable

"Better to trust the man who is frequently in error 
than the one who is never in doubt."
Eric Sevareid

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Our goal — 1 million visitors in 1 year


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and just might shatter any shortages of wealth
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Quite by accident, we've found what looks like a pretty good way to predict VXX stock price trends — up, down, top and bottom — using a 10-Run Moving Average, 10RMA. A run is 1 or more consecutive days of VXX closing price the same direction as the previous day — up or down.

Smoothing and plotting the runs data series since Jan 2011 with a 10-run moving average 10RMA, results are uncanny.

We stumbled onto this trying to understand the unusually high occurrence of 5-day runs compared to 4 and 6-day runs. 

NOTE A message link to this page hit Google® #1 of 133,000 less than 5 hours from posting this page here today, May 15, searching How to Predict VXX Stock Price Trends. Our goal — 1 million visitors to our site in 1 year. Thanks for visiting.

rev May 25
SECRET EMERGENCY MEETING new May 15

I was invited and attended a secret emergency meeting in New York. 


CORRELATION OF NON-EXISTENT DATA new Apr30 (rev May 5)

     Sound's crazy, but its not. We're learning that non-existent data is important, especially what causes it and what it causes — e.g if your speedometer is broken, something caused it, and it causes . . .
     Classical correlations of data require that data exist, that data have values + (-) or zero. But when data does not exist, these correlations just don't work. 
     We're close to coming up with a pretty good way to correlate non-existent data (not an oxymoron). We're not aware of any other simple way to do this. 
    
 We expect to be able to predict, well ahead and with reasonable certainty, VXX long-term, price trends up, down, top and bottom, with our new non-existent data correlation, 
e.g. when will the current VXX crash end?
     Mathematicians will probably deem our work, "Intuitively obvious, not needing proof."
     Their solution — "We suggest computational intelligence using non-existent bipolar fuzzy set theory and paradigm shift." Wow . . .
     We say, "A better way for us non-mathematicians does not exist." 
     We're #1 of 4,870,000 on Google®, May 4, searching Correlation of Non-Existent Data* — and our site's been up less than 4 months:
    • 12,955 Visits
    • 24,793 Page views
    •  1,094 Visitor hours on site
    • 32,735 Comments** page views 
*    Correlation of non-existent data first posted here 5 days ago Apr 30 
**  Comments opened Mar 20

Here's one example of VXX non-existent data we expected might exist. Please HELP us understand why it does not?

TABLE 9 from Runs, condensed, 5-Day runs UP, #2 to 5
  Jul 8(191) to Sep 6(150), 2011, 42 Days

Runs



Total
UP

# runsdays (-)# runsdays (+)Days
144448
236      . 6
3
                  .   
414148
5             42020
6





81492842


n-DIMENSIONAL SPREADSHEET

While Volatility Research was researching a way to crack the VIX fear index volatility code,  quite by accident we discovered a
n-Dimensional Spreadsheet, where n is any integer >= 3.

With time as one dimension, we can now take a time slice of the spreadsheet and see any number of variables over time, both graphically and numerically.



Our n-Dimensional Spreadsheet may have broader application and more potential than cracking the VIX fear index volatility code. 

We're # 2 and 3 of 170,000, May 5, behind Wikipedia on Google® searching n-Dimensional Spreadsheet.



Willie Moscoi

You probably don't know what the "Mosconi Effect" is, but you will. Willie Mosconi — the greatest pool player ever — His record run of 526 straight balls still stands.

In my youth, I had more pinball machine time than table time at our local pool hall because I could win more money doing that. Our local beer drinking, pool pro swore by 2 unverified stories:
  1. Willie Mosconi was nominated for the Nobel Mathematics Peace Prize but was blackballed by Minnesota Fats.
  2. He saw Willie shoot a 6-cushion-bank. Willie then bet and won that he could repeat the shot and end with the ball touching a matchbook placed at the exact spot the first shot stopped — a feat some physicists argue was physically and mathematically impossible.
Crash Alert #1 (see below)

this didn't end well

new May 25

This didn't end well.

One Crash photo a day until Crash over






A trick that will make your broker loose his head.



Some unhappy people who bought TVIX
TVIX chart



Some unhappy people
who bought TVIX  









FROGS  VIEW  OF THE  DAY 

Volatility Research Frog
We're all in cahoots — Me, Big Bird, Black Swan, Black Bear, the Butterfly in Brazil, and public enemy #1, VIX volatility self-mutating virus — because we all drink and poop in my pond and call ourselves the Gang of 6. 

Drunken Gorilla forced his way into our Gang.
So, we're now the Gang of 7.

"The decadence of wealth is only overshadowed by the stupidity of those flaunting it." 
(Volatility Research Frog, 2012)

As for VR coming up with an investment strategy using our research, "I can't swim through a minefield if I don't know where the mines are." (Volatility Research Frog, 2012) 

"Don't 'buck' the trend or try to predict a trend that isn't."
(Volatility Research Frog, 2012)   new Apr 5

The Easter Bunny brought Big Bird an Easter Bonnet made of bird feed and fishing worms, and the Tooth Fairy brought a box of fowl diapers to keep the next punch bowl from getting fowled.  new Apr 8 

I nominated the Easter Bunny and the Tooth Fairy to join the Gang of 7, but they were black-balled by the other 6 because, "They're too nice."   new Apr 9

I've invited the Mugwump into our Gang of 7, but fitting his name, he doesn't know which way to go.   new Apr 9  

"This Crash ain't over till the fat lady sings, and she can't sing 'cause we're skinny dipp'n. She's lota woman, monster honkers, floats like me."   
(Volatility Research Frog, 2012)   new Apr 10

"Volatility Research — The 'Come To Guys' will tell you how VXX will close tomorrow."
(Volatility Research Frog, 2012)   new Apr 11  

Puzzle #1  Brothers and sisters have I none, but that man's father is my father's son. Who is that man? 
First person right will be invited to come skinny dipp'n with me and the fat lady. Attendance optional.  new Apr 11  

Chimay in Comments is the WINNER. He's so excited — Already got a sneak peak of the fat lady. Second place gets to see 'em all skinny dipp'n (or not see 'em 'cause Chimay won the Olympic Breast Stroke.) Chimay likes ample women :)  new Apr 11

Puzzle #2  Three large people try to crowd under one small umbrella, but nobody gets wet. How is this possible? 

First person right will be invited to come skinny dipp'n with me, the fat lady, and Chimay in Comments and Puzzle #1 Attendance optional.  new Apr 12 

jw cool g in Comments is today's WINNER. He's invited to come (or not come) skinny dipp'n with me, the Fat lady and Chimay.
new Apr 12 
AP Wire: Big Bird ejected from March Madness game for flipping the bird, goosing a cheerleader and honking off the ref after a fowl play. Frog ejected too for "Frog droppings on court."

Big Bird took some lead to the head for pissing off everyone at the party and was trucked away bleeding as dead. But Big Bird got the last laugh — Any idea how?  new Apr 6 

Drunken Gorilla invited Dino, The Dead Dinosaur,
into our Gang, but his curator won't let him out of the museum.  new Apr 12  


Big Bird invited Big Bad Wolf into our Gang, but Black Bear blackballed him, "He's not bad enough."  
new Apr 13


Jolly Green Giant
I blackballed the Jolly Green Giant from our Gang because he'd "tsunami" my pond.
new Apr 14
"Lies of omission are not lies of commission, unless you're married." 
    (Volatility Research Frog, 2012)  new Apr 15   

Why did the Good Lord invent the word "Uh huh"?
So men can communicate with women.
(Volatility Research Frog, 2012)   new Apr 15    

I proposed to the Fat Lady because she has lots of places for me to hide. She rejected me because, "I'm too slimy."  Heck, I could just slip into a fold and she'd never know it. new Apr 16 

The Black Swan blamed for killing man.
Afraid I'm next.  new Apr 17  

Tragedy Skinny Dipp'n  Big Bird crashed my party. Goosed Fat Lady on diving board with foot-long beak. She screamed, fell into pond, humongous ripples (hers and ponds). Big Bird stole her clothes. Crash can't end because she won't get out of pond to sing unless I make her a dress of lily pads. Not enough in pond. She's not Eve. Crash ain't over 'till Fat Lady sings.  new Apr 18 

We men want what we can't get 
and when we get it we don't want it
(Volatility Research Frog, 2012)   new Apr 21 

Frog Nominates Mother Goose for Gang of 7
     Frog nominated Mother Goose for Gang of 7 to control Big Bird's behavior. Big Bird blackballed her, "I'll be beaked if honk'n old Mother Goose's gonna tell me what to do.
     That crazy goose is doubled parked in the twilight zone and belongs in an old gooses pond."   new Apr 22 

Listen to Frog Went-A-Courtin by Burl Ives  new Apr 24
Download, Open, Listen

CRAZY LOON BLACKBALLED That's right — I blackballed him because he's crazy like a 6-pack without the thingy. new Apr 24 

FOUL-MOUTHED PARROT BLACKBALLED by Big Bird because he's, "A foul-mouthed fowl." Big Bird's got a dirty tongue too — He called me a, "sexually deviated, slimy water-creeper."    new Apr 25   

SPEEDBALL THE TURTLE BLACKBALLED too by all gang members because, "He just won't come out of his shell." new Apr 25 

COCKY THE COCKROACH BLACKBALLED too because he's just too shy and bashful.   new Apr 26 

Big Bird disguised as Honey Bear
Big Bird disguised as 
Crazy Nastyass Honey Badger 

Chimay in  Comments*  nominated the Crazy Nastyass Honey Badger for our Gang! This video, seen by 43 million viewers (really), was made by Big Bird to support Chimay's Crazy Nastyass Honey Badger's nomination. I'm concerned Big Bird may be a bisexual cross-dresser.  new Apr 27 

Guy on Buffalo
Guy on a Buffalo  Jeff nominated the Guy on a Buffalo in Comments*. I'll vote for him, and the Buffalo too, if he'll just ride the Fat Lady out of my cesspool pond of Fat Lady droppings. Check out this Guy on a Buffalo video Jeff submitted too — 
3 million+ views!
new Apr 27  

Horney, The Horny Toad
Horny the Horned Toad was blackballed by me because he's too sexually deviated — he's a registered, species-cross-breeding, sex felon. I'm afraid he'll jump my bones while I'm napping with the Fat Lady.  
new Apr 28  

frog relaxing
The Fat Lady wore me JUST PLAIN OUT.
 
I had one helluva sheet-ripp'n  
lily pad wilt'n night :)

8+ million saw me trying to recover video  
new Apr 29 
black bear falling

The Black Bear had one helluva night also — 
too many drugs.

See Bear falling from tree into bed video 
new Apr 29 

Bear killed later by car
new May 5

loudmouth pussy, the opera singer

Loud Mouth the Opera-Singing Rabbit blackballed — "Criminal record, arrested too many times for disturbing the peace." 
new Apr 29 



Who's riding Rocket the Dog?
new Apr 30



Bronx zoo cobra
COZY THE COBRA escaped from the Bronx Zoo and was trying to find her way to my pond — But her keepers found her first, sad. She really wanted to hook up with me. Maybe she would have scared the naked Fat Lady out of my pond — Bare ripples, folds, flabs, slabs, tapioca, and all. new May 1

Mona Lisa with pimple on nose
Hell doth know'th not, the fury of a beautiful woman, my wife, my Lord's crumpet, who doth get'th upon the pinnacle of her nose, a protruding, humongous pimple.  
(Shakespeare's Frog, My brother from another mother, Volatility Research Frog 2012)
new May 2

Couch Potato the Wild Goose
Couch Potato the Wild Goose  blackballed — spends too much time chasing Mother Goose, who says he got VD on a flight from home and won't use Viagra. Mating with Mother Goose Video 1  Video 2 (Notice how he throttles and squelches her squeals and honks of pleasure  —  How not to disturb neighbors when getting lucky :)  new May 3
Thug the Guard Dog

Thug the Guard Dog blackballed — "He just don't care."  Video   Article
new May 3





Bugs Bunny

Bugs Bunny blackballed — "Vocabulary too limited."  Video
new May 3






GOLIATH nominated by me to lift the naked Fat Lady from my pond — but Big Bird blackballed him because, "He just can't carry the load, he wields a dull sword, and he taught David, the minor, how to use a slingshot."
new May 4

killer the dog

Killer the Big Bad Dog meets Big Bad Wolf — is blackballed by the Black Bear because, "He's just too mean."  Video   (note submissive wolf)
new May 4  

brown bear bull moose
Salmon-Snatching Brown Bears and their friend Horny the Bull Moose blackballed by Black Bear — "They're just too sweet." Video
new May 4  


Black Bear rescues the fat Lady's babyThe Black Bear saved the Fat Lady's just-born-in-my-pond baby from drowning. I just couldn't do it. He tried to lift the Fat Lady out too, but she screamed, splashed water in his face, bit his ear and tried to poke his eyes out — Very Rude. 
new May 6 
Big Bird then saved the Black Bear from drowning in my pond. Big Bird is ticked, flips him a Double Bird — Very Rude. Volatility Research, May 2012

Big Bird then saved the Black Bear drowning in my pond. Big Bird is ticked, flips him a Double Bird  — Very Rude. 
new May 6 


Been at the hospital trying to calm Big Bird down, committed for exhaustion — Had to be straight-jacketed and was arrested for being, "too sexually cozy" with a scrub nurse. Had her winged under the covers and was beaking her big toe when I got there. Also goosed head nurse, passed gas in Doctor's face checking hemorrhoids, rolled bed like bowling ball down hall, took out nurse station, tackled security guard, stole and swallowed bottle of oxycodone from pharmacy, chewed his way out of straight jacket, commandeered elevator only for, "pretty nurses," he'll only talk to, "TV cameras and pretty nurses," vomited in intern's face checking throat, called him fake doctor, told him to go back to his tent in India, and take the ugly, fat nurses with him — Big Bird may have cracked. new May 11

Since Big Bird saved Black Bear's life, Black Bear sneaked into the hospital and rescued Big Bird from the Cuckoos Nest. Security Guards thought it was a planned show for the patients — ignored. We may be in trouble this weekend — they're both looking for our party to crash. Big Bird thinks I was the one committing him and Black Bear thinks I was the one telling Big Bird not to rescue him. Geez, I'm scared they're out to get me too. Heck, I'll just go and hide in one of the Fat Lady's voluptuous folds.  new May 12

alligator bites rescuer

Sweetie the Docile Crocidile bites rescuer would not have happened if the Frog sent Chimay or Big Bird to the rescue instead. Video 
new May 18






THE BLACK BEAR attacked me and my camera trying to sneak a few pics for Playboy of the beautiful Fat Lady in the buff with her beautiful folds, flabs, slabs and tapioca. Must still be ticked thinking I told Big Bird not to rescue him. Had to hide under a lily pad. 
new May 23 





MEMBERSHIP  Frog asked us to let you know that the Gang of 7 is accepting nominations for membership. Fire away! Fantastic Prize — Invitation to help Frog lift the Fat Lady from the pond. May need a Sky Hook and a winch for the wench. 

(JIC you don't know, a Sky Hook is a magical device that he, the man, prays for AFTER, that will lift him, the man, from the bed AFTER and not wake her, the woman, AFTER, so he can go work on the door :)  new May 23  

Mon, March 26, 2012 10:10 AM EDST

CRASH ALERT #1
  • VXX has crashed 
  • VXX has dropped 53.92% since Jan 1
  • VXX may have up-days during Crash 
  • VXX target of 15 may be breached before Crash ends
  • Predict VXX Crash to continue until further notice here
Latest (Click YTD, mouse over end of curves)

We believe fundamental, adverse-volatility issues — more than cyclical issues — are behind this VXX Crash.






Fri, May 25, 2012 6:00 AM EDST new May 25

If you were an investor you'd gladly pay
to see this important table
with hidden secrets to answer
why so many 5-day Runs?

Jan 3, 2011 to Apr 10, 2012, 320 days



Run

Run
Runs# RunsDays
%VXX
# RunsDays%VXX 
12929-80.913434123.92
21122-81.602346152.59
31133-92.3241247.37
4520-62.032830.85
5840-132.24630135.73
6212-30.801621.22
7428-60.79









70184-540.6970136511.69

Tables 8 and 9 in Runs may be the 2nd most important tables you'll see here 
because they show the importance of understanding non-existent data

8:00 AM, Fri  new May 25

From the WSJ:

It may be hard to believe, but stocks have quietly strung together a new winning streak.

Sharp intraday volatility has masked the fact that the S&P 500 has risen every day this week. The index is up 2%, with the bulk of the gains coming during Monday's surge.

This week's gains, however, are a small consolation prize compared to the protracted selloff that took place earlier this month. The S&P 500 is still down 5.5% in May, on pace for its second straight monthly decline.

Choppy, indecisive trading likely won't go away either, especially amid diverging signals on whether Greece will leave the euro zone. For instance, the Dow swung between positive and negative territory 55 times on Thursday. Investors couldn't make up their minds one way or the other. It was almost as if the market was waiting for the next headline to drive the action.

4:39 PM, Fri  new May 25

Unable again to forecast VXX close tomorrow, Fri, May 25 because our qPath algorithms predictions below (Tables 525-1,2) are not only another dog's breakfast but totally shy of qPath morsels.

  1. VXX closed barely DOWN today, -0.98%
  2. No forecast yesterday, Thu, May 24
  3. First time for qPath 4.2 since Jan 2011, volatility lower than 2011 trend line
  4. If last 2 quad 2 closes been quad 1 instead and today's quad 4 been quad 3 instead, qPath would have predicted Tue close DOWN like Mosconi Effect m-Path algorithm. See 
    Tables 525-3,4 below.
Tables 525-1,2 

qPath %VXX
Days

Avg
StDevP
May 25 (-) (+) (-) (+) (-) (+) (-) (+)
4.2 0.00 0.00 0 0 — — — —
423 0.00 0.00 0 0 — — — —
4232 0.00 0.00 0 0 — — — —
42323 0.00 0.00 0 0 — — — —
M-path %VXX
Days

Avg
StDevP
May 25 (-) (+) (-) (+) (-) (+) (-) (+)
2 days -152.36 103.35 43 34 -3.54 3.04 2.59 2.72
3 days -75.63 51.35 21 16 -3.60 3.21 3.23 2.44
4 days -19.88 13.21 8 6 -2.48 2.20 1.76 1.46
5 days -10.82 2.14 5 1 -2.16 2.14 1.31 0.00
6 days -2.32 2.14 2 1 -1.16 2.14 0.80 0.00

20120525 VXX close


20120525 VIX close week

Tables 525-3,4
qPath %VXX
Days

Avg
StDevP
May 25 (-) (+) (-) (+) (-) (+) (-) (+)
3.1 -104.09 58.78 28 19 -3.72 3.09 2.96 2.88
313 -54.25 23.66 14 7 -3.88 3.38 3.25 2.53
3131 -10.18 1.04 3 1 -3.39 1.04 1.91 0.00
31313 -1.96 0.00 1 0 -1.96 — 0.00 —
M-path %VXX
Days

Avg
StDevP
May 25 (-) (+) (-) (+) (-) (+) (-) (+)
2 days -152.36 103.35 43 34 -3.54 3.04 2.59 2.72
3 days -75.63 51.35 21 16 -3.60 3.21 3.23 2.44
4 days -19.88 13.21 8 6 -2.48 2.20 1.76 1.46
5 days -10.82 2.14 5 1 -2.16 2.14 1.31 0.00
6 days -2.32 2.14 2 1 -1.16 2.14 0.80 0.00
Thu, May 24, 2012 3:00 pM EDST new May 24

Unable again to 
forecast VXX close tomorrow, Fri, May 25 because o
ur 
qPath and Mosconi Effect m-Path 
algorithms' 
predictions below are another dog's breakfast but shy the qPath morsels.
  1. VXX closed barely UP today, 0.79%
  2. No forecast yesterday, Wed, May 23
qPath %VXX
Days

Avg
StDevP
May 24 (-) (+) (-) (+) (-) (+) (-) (+)
2.3 -9.02 11.37 3 5 -3.01 2.27 1.92 1.60
232 0.00 0.00 0 0 — — — —
2323 0.00 0.00 0 0 — — — —
23231 0.00 0.00 0 0 — — — —
M-path %VXX
Days

Avg
StDevP
May 24 (-) (+) (-) (+) (-) (+) (-) (+)
2 days -102.95 125.97 38 40 -2.71 3.15 1.95 3.12
3 days -45.63 83.21 15 19 -3.04 4.38 1.59 2.70
4 days -22.77 33.42 6 10 -3.80 3.34 1.78 2.81
5 days -14.95 4.90 3 3 -4.98 1.63 0.72 0.32
6 days -14.95 2.9 3 2 -4.98 1.45 0.72 0.21

20120543 VXX close

Wed, May 23, 2012 7:00 AM EDST  new May 23

VXX will likely close UP today more than 5%.

11:15 AM, Wed new May 23

Big Bird's in our Chart at 11:15 AM today


4:00 PM, Wed new May 23

Unable again to 
forecast VXX close tomorrow, Thu, May 24 because o
ur
qPath and Mosconi Effect m-Path 
algorithms' 
predictions below are a dog's breakfast.
  1. VXX closed DOWN today, -1.70%.
  2. No forecast yesterday, Tue, May 22.
  3. Our early morning forecast today above — Slammed.
  4. Visitors spent more than 5 hours today viewing this.
  5. We're ranked #1 and 2 today out of 135,000 on Google® searching 
     How to Predict VXX Stock Price Trends. 
  6. We're ranked #2 today out of 4,130,000.
    searching      Correlation of Non-Existent Data.
  7. Not bad for a site that's been up less than 5 months — and no paid links. 
  8. One secret how: Google
    ®
     designed our site.
  9. Frog croaked, "Big Bird stabbed in the heart today."
qPath %VXX
Days

Avg
StDevP
May 23 (-) (+) (-) (+) (-) (+) (-) (+)
3.2 -21.04 21.24 8 6 -2.63 3.54 1.62 2.38
323 0.00 4.85 0 2 — 2.43 — 0.28
3231 0.00 2.14 0 1 — 2.14 — 0.00
32311 0.00 0.00 0 0 — — — —
M-path %VXX
Days

Avg
StDevP
May 23 (-) (+) (-) (+) (-) (+) (-) (+)
2 days -152.36 99.79 43 33 -3.54 3.02 2.59 2.76
3 days -75.63 51.35 21 16 -3.60 3.21 3.23 2.44
4 days -19.88 13.21 8 6 -2.48 2.20 1.76 1.46
5 days -9.06 11.07 3 5 -3.02 2.21 2.23 1.60
6 days -2.13 1.04 1 1 -2.13 1.04 0.00 0.00

20120523 VXX close



Tue, May 22, 2012  12:58 PM  EDSTnew May 22

Our algorithms forecast VXX DOWN again tomorrow, Wed, May 23.
  1. Investors trying to get their arms around VOLATILITY may as well be trying to — get their arms around VOLATILITY. Or, as the Frog croaked, "That's like trying to shove a marshmallow up a wild tiger's a------."  We're either crazy or game — or both :)
  2. We're getting some pretty good signals that may be reliable predicting when the VXX crash will hit bottom. Be sure to check them out here.
3:40 PM, Tue  new May 22

Looks like VXX will close UP today, not DOWN as Table 522-5,6 for our initial forecast predicts. Stay tuned for our new forecast. 

Here's what the WSJ says at 3:40 happened just now and why:

We said earlier, the market remains driven by Europe, and to prove that point, we give you, well, this afternoon. The Dow was up 50 points at 3 p.m., then these headlines hit Dow Jones Newswires:

15:28 5/22/2012 *DJ Former Greek PM Papademos: Risk Of Greece Leaving Euro Is Real

15:285/22/2012 *DJ Papademos: Preparations For Greece Euro Exit Are Being Considered

The news drove down the euro, which yoked the Dow with it. Euro’s lately at 1.2681, and the Dow’s down 25. The S&P 500′s down 3, and the Nasdaq Comp’s down 15.

4:00 PM, Tue  new May 22

We are unable to 
forecast VXX close tomorrow, Wed, May 23 because o
ur algorithms' predictions in Tables 522-5,6 are inconclusive.
  1. VXX closed UP today in quad 2, 3.57%. 
  2. Our forecast yesterday that it would close DOWN was incorrect.
  3. If VXX closes DOWN tomorrow, it will the first time since Jan 2011 for 5 consecutive negative 1-day Runs. See Chart 5.
  4. Frog croaks, "Lesson learned — Don't forecast early."

Tables 522-5,6 are for VXX closing UP in quad 2 as it did, not quad 1 in Tables 522-3,4.

qPath %VXX
Days

Avg
StDevP
May 22 (-) (+) (-) (+) (-) (+) (-) (+)
2.3 -7.32 11.37 2 5 -3.66 2.27 2.05 1.60
231 -5.71 0.00 1 0 -5.71 — 0.00 —
2311 0.00 0.00 0 0 — — — —
23111 0.00 0.00 0 0 — — — —
M-path %VXX
Days

Avg
StDevP
May 22 (-) (+) (-) (+) (-) (+) (-) (+)
2 days -101.25 125.97 37 40 -2.74 3.15 1.97 3.12
3 days -43.93 83.21 14 19 -3.14 4.38 1.60 2.70
4 days -21.16 49.79 8 9 -2.65 5.53 1.24 2.03
5 days -8.69 18.70 2 3 -4.34 6.23 0.39 2.45
6 days -8.69 15.14 2 2 -4.34 7.57 0.39 1.91

Tables 522-3,4 assume VXX would close UP today in Quad 1.

qPath %VXX
Days

Avg
StDevP
May 22 (-) (+) (-) (+) (-) (+) (-) (+)
1.3 -68.50 98.75 27 29 -2.54 3.41 1.92 3.20
131 -16.79 51.84 5 12 -3.36 4.32 1.75 2.29
1311 -6.40 27.94 2 5 -3.20 5.59 0.75 2.06
13111 -3.95 13.04 1 2 -3.95 6.52 0.00 2.96
M-path %VXX
Days

Avg
StDevP
May 22 (-) (+) (-) (+) (-) (+) (-) (+)
2 days -101.25 125.97 37 40 -2.74 3.15 1.97 3.12
3 days -43.93 83.21 14 19 -3.14 4.38 1.60 2.70
4 days -21.16 49.79 8 9 -2.65 5.53 1.24 2.03
5 days -8.69 18.70 2 3 -4.34 6.23 0.39 2.45
6 days -8.69 15.14 2 2 -4.34 7.57 0.39 1.91


Tables 522-1,2 assume VXX would close DOWN today.

qPath %VXX
Days

Avg
StDevP
May 22 (-) (+) (-) (+) (-) (+) (-) (+)
3.3 -128.61 123.29 47 33 -2.74 3.74 2.01 3.89
331 -63.27 42.55 19 7 -3.33 6.08 2.54 5.87
3311 -32.19 7.40 7 2 -4.60 3.70 2.85 1.48
33111 -16.07 5.18 3 1 -5.36 5.18 1.71 0.00
M-path %VXX
Days

Avg
StDevP
May 22 (-) (+) (-) (+) (-) (+) (-) (+)
2 days -210.74 152.69 76 44 -2.77 3.47 1.98 3.74
3 days -96.82 67.23 30 13 -3.23 5.17 2.22 4.74
4 days -55.28 30.64 15 7 -3.69 4.38 2.40 2.24
5 days -25.27 20.66 5 4 -5.05 5.16 1.40 1.92
6 days -7.68 14.17 2 3 -3.84 4.72 0.38 2.04

4:00 PM, Tue VXX close

12:58 PM, Tue


Mon, May 21, 2012  12:49 PM  EDST

Our algorithms are forecasting VXX DOWN tomorrow, Tue, May 22.
  1. U.S. stocks are getting a break today from the unrelenting selling pressure of the past few weeks (the last month and a half, really), as the markets look to shake off what’s been one of the longest losing streaks in years.
  2. Don’t imagine any victory laps, though. If the Dow manages to hold these gains through to the closing bell, and that’s a big if these days, it’ll still be only the index’s third rising session this month.
  3. The closing bell, by the way, is a lifetime away in this high-frequency world. The Dow opened higher, then briefly turned negative earlier this morning before rising as much as 111 points. Recently it’s up 75 points.
  4. Frog's croak about Facebook decline, "Bears make money, bulls make money, pigs go broke."
4:00 PM, Mon

VXX closed DOWN today, -11.16%. No forecast Fri, May 18. Our algorithms Fri predicted today would close DOWN, but we were probably too cautious not forecasting today DOWN. Sadly, our gut has been more wrong than right overriding our algorithms. Frog's croak, "When you think you're smarter than your algorithms, you're dumb." Ouch.

The stock selloff came to a screeching halt today, with the Dow jumping 135 points and snapping a six-day losing skid. A lack of fresh negative headlines out of Greece, Spain or any other euro-zone nation spurred the blue-chip index's biggest rally in more than a month.

Don't bet on a new trend. After declines in 13 of the previous 15 trading sessions, the Dow was due for a bounce. But without any substantial positive catalysts, the euphoria may be short-lived.

Europe's problems are far from over. Greece's future in the euro is as uncertain as ever, Italian and Spanish bond yields remain elevated and fears of bank runs are starting to become commonplace.

qPath %VXX
Days

Avg
StDevP
May 21
 (-) (+) (-) (+) (-) (+) (-) (+)
3.1 -104.09 55.22 28 18 -3.72 3.07 2.96 2.95
311 -35.06 22.68 9 7 -3.90 3.24 1.96 3.85
3111 -18.94 15.38 4 3 -4.74 5.13 2.14 5.22
31111 -11.82 0.00 2 0 -5.91 — 2.49 —
M-path %VXX
Days

Avg
StDevP
May 21
 (-) (+) (-) (+) (-) (+) (-) (+)
2 days -152.36 99.79 43 33 -3.54 3.02 2.59 2.76
3 days -76.74 48.44 22 17 -3.49 2.85 1.77 3.02
4 days -36.44 20.40 9 5 -4.05 4.08 2.00 4.25
5 days -24.62 19.16 5 4 -4.92 4.79 2.24 4.48
6 days -20.34 16.21 4 3 -5.09 5.4 2.48 5.03

VXX and S&P 500 12:49 PM, Mon

VXX and S&P 500 close, Mon

VXX and S&P 500 headache chart, We've never seen data like this before.
20120521 VXX and S&P 500 close



Fri, May 18, 2012  7:46 PM  EDST new May 18

We're unable to forecast VXX close, Mon, May 21.
  1. VXX closed UP today, 6th day in a row UP, no forecast yesterday.
  2. Only one other positive 6-day run since Jan 2011.
  3. Our algorithms obviously predict that Mon, May21, will close DOWN, but that's not a reliable prediction because of the limited data.
  4. No positive 7-day runs since Jan 2011.
  5. Frog croaks me, "Only a fool bets when the odds are against him." I've been a fool too many times :)
qPath %VXX
Days

Avg
StDevP
May 18 (-) (+) (-) (+) (-) (+) (-) (+)
1.1 -67.61 83.91 25 20 -2.70 4.20 2.13 3.26
111 -26.13 27.68 8 7 -3.27 3.95 2.68 2.41
1111 -6.16 12.48 3 2 -2.05 6.24 0.22 1.60
11111 -2.34 0.00 1 0 -2.34 — 0.00 —
M-path %VXX
Days

Avg
StDevP
May 18 (-) (+) (-) (+) (-) (+) (-) (+)
2 days -114.47 178.67 39 34 -2.94 5.26 2.17 4.89
3 days -44.66 94.30 14 19 -3.19 4.96 2.59 3.62
4 days -34.07 56.33 9 9 -3.79 6.26 2.99 4.14
5 days -24.73 4.49 7 1 -3.53 4.49 2.97 0.00
6 days -0.97 0 1 0 -0.97 — 0.00 —




Thu, May 17, 2012  9:13 AM  AM EDST new May 17

Good article about ETF's vs ETN's 

We're trying something different today. Below are data of our qPath and m-Path Mosconi Effect algorithms for tomorrow's, Fri, close for the 2 possible scenarios — VXX closes up today and VXX closes down today. You can make your own forecast. Any comments what your forecast is and why and/or whether this data is helpful would be appreciated and certainly helpful to other viewers, especially if you would like this early data to continue. I know some of you "heavy hitters" are far more qualified than I to make a forecast :)

And, all you viewers have a chance for Fame (from me and other viewers) or Fury (from only you — Hey, its not all bad, our forecasts have been wrong 17 times this year :) 

BTW, data below took 2 hours to compute and put together, so 2 minutes for your forecast and a few reasons in Comments, you'll still owe us 118 minutes :) 

And, its your big chance to bet the Horse, not the Jockey that's been wrong 17 times this year — and whose cards are on the table  :)

Viewer Forecasts:
  1. Chimay DOWN because Frog says 6-day Runs UP (if tomorrow UP) are as rare as hens teeth (see Chart 3, our additions)

IF VXX
qPath %VXX
Days

Avg
StDevP
closes today
May 17 (-) (+) (-) (+) (-) (+) (-) (+)
up
1.1 -67.61 75.55 25 18 -2.70 4.20 2.13 3.43
down
3.1 -104.09 55.22 28 18 -3.72 3.07 2.96 2.95
up
111 -26.13 19.32 8 5 -3.27 3.86 2.68 2.84
down
311 -35.06 22.68 9 7 -3.90 3.24 1.96 3.85
up
1111 -6.16 7.84 3 1 -2.05 7.84 0.22 0.00
down
3111 -18.94 15.38 4 3 -4.74 5.13 2.14 5.22
up
11111 -2.34 0.00 1 0 -2.34 — 0.00 —
down
31111 -11.82 0.00 2 0 -5.91 — 2.49 —


M-Path







up
2 days -114.47 170.32 39 32 -2.94 5.32 2.17 5.03
down
2 days -152.36 99.79 43 33 -3.54 3.02 2.59 2.76
up
3 days -44.66 85.95 14 17 -3.19 5.06 2.59 3.81
down
3 days -76.74 48.44 22 17 -3.49 2.85 1.77 3.02
up
4 days -34.07 51.70 9 8 -3.79 6.46 2.99 4.35
down
4 days -36.44 20.40 9 5 -4.05 4.08 2.00 4.25
up
5 days -24.73 4.49 7 1 -3.53 4.49 2.97 0.00
down
5 days -24.62 19.16 5 4 -4.92 4.79 2.24 4.48
up
6 days -23.76 4.49 6 1 -3.96 4.49 3.01 0.00
down
6 days -4.27 2.95 1 1 -4.27 2.95 0.00 0.00


4:27 PM, Thu (posted here 10:14 PM)

We're forecasting VXX will close DOWN tomorrow, Fri, May 18.
  • Both our algorithms above predict DOWN tomorrow since VXX closed UP today, 4.63%, no forecast yesterday  
  • As Chimay points out, if VXX closes UP tomorrow, it will be a positive 6-day Run — Only one other positive 6-day Run since Jan 2011,  See Chart 3
  • Today was the 5th day of a positive 5-day Run — Only 6 other positive 5-day Runs since Jan 2011, See Chart 3
  • Again, Frog's brother from another mother, Shakespeare's broker's Frog croaked, — 'tis a rally of 5 days doth not a fortnight make
  • And, our Frog — "Don't buck the trend or try to make a trend that's not."




Wed, May 16, 2012  6:43 PM EDST new May 16

We're unable to forecast VXX close tomorrow, Thu, May 17.
VXX closed up today, 3.72%, the 4th day up, no forecast yesterday.

We need to remember what the Frog's brother from another mother, Shakespeare's broker's  Frog croaked,  — 'tis a rally of 4 days doth not a fortnight make.

qPath %VXX
Days

Avg
StDevP
May 16 (-) (+) (-) (+) (-) (+) (-) (+)
1.1 -67.61 76.11 25 18 -2.70 4.23 2.13 3.44
111 -26.13 19.32 8 5 -3.27 3.86 2.68 2.84
1111 -6.16 7.84 3 1 -2.05 7.84 0.22 0.00
11113 -1.80 7.84 1 1 -1.80 7.84 0.00 0.00
M-path %VXX
Days

Avg
StDevP
May 16 (-) (+) (-) (+) (-) (+) (-) (+)
2 days -114.47 165.38 39 31 -2.94 5.33 2.17 5.11
3 days -44.66 85.95 14 17 -3.19 5.06 2.59 3.81
4 days -34.07 51.70 9 8 -3.79 6.46 2.99 4.35
5 days -9.34 47.21 2 7 -4.67 6.74 2.87 4.58
6 days 0.00 6.67 0 2 — 3.33 — 0.26




Tue, May 15, 2012  4:27 PM EDST new May 15

We're unable to forecast VXX close tomorrow, Wed, May 16 — 
Rough ride today closing UP as we forecast yesterday it would.

qPath %VXX
Days

Avg
StDevP
May 15 (-) (+) (-) (+) (-) (+) (-) (+)
1.1 -67.61 70.62 25 17 -2.70 4.15 2.13 3.53
111 -26.13 19.32 8 5 -3.27 3.86 2.68 2.84
1113 -6.26 8.64 3 3 -2.09 2.88 0.69 2.61
11131 -4.80 0.00 2 0 -2.40 — 0.66 —
M-path %VXX
Days

Avg
StDevP
May 15 (-) (+) (-) (+) (-) (+) (-) (+)
2 days -114.47 165.38 39 31 -2.94 5.33 2.17 5.11
3 days -44.66 85.95 14 17 -3.19 5.06 2.59 3.81
4 days -10.59 34.25 5 9 -2.12 3.81 0.98 2.70
5 days -9.12 5.14 4 2 -2.28 2.57 1.03 2.57
6 days -3.92 0 2 1 -1.96 0 1.10 0.00



Mon, May 15, 2012 4:55 PM EDST

We're forecasting, our first forecast since May 3, VXX will close UP tomorrow, Tue, May 15.

As the Frog says, "If I don't do something in a Perfect Storm, 
I'm doomed to a cold slab in frog's morgue. 
Me and the Fat Lady just batten down our Lily pads and cuddle up."

qPath %VXX
Days

Avg
StDevP
May 14 (-) (+) (-) (+) (-) (+) (-) (+)
1.1 -67.61 70.62 25 17 -2.70 4.15 2.13 3.53
113 -31.77 28.32 13 7 -2.44 4.05 1.81 2.29
1131 -21.84 13.41 6 3 -3.64 4.47 1.61 3.03
11311 -5.78 9.24 2 2 -2.89 4.62 0.21 3.70
M-path %VXX
Days

Avg
StDevP
May 14 (-) (+) (-) (+) (-) (+) (-) (+)
2 days -114.47 165.38 39 31 -2.94 5.33 2.17 5.11
3 days -69.81 79.43 25 14 -2.79 5.67 1.89 6.33
4 days -40.46 37.61 12 6 -3.37 6.27 1.61 6.92
5 days -13.67 11.73 5 3 -2.73 3.91 0.70 3.18
6 days -6.72 10.82 3 2 -2.24 5.41 0.32 2.91

20120514 VXX close

Chart below suggests increased VIX and VXX volatility ahead.

20120514 VIX close



Fri, May 11, 2012  4:26 PM  EDST new May 11

We're unable to forecast again VXX close for Mon, May 14.
  1. Again, No clear predictions from either algorithm
  2. VXX closed UP +1.63% today, no forecast yesterday
  3. Want a forecast, Frog says, "You know how to roll your own" :)
Since Big Bird saved Black Bear's life, Black Bear sneaked into the hospital and rescued Big Bird from the Cuckoos Nest. Security Guards thought it was a planned show for the patients — ignored. We may be in trouble this weekend — they're both looking for our party to crash. Big Bird thinks I was the one committing him, and Black Bear thinks I was the one telling Big Bird not to rescue him. Geez, I'm scared they're out to get me too. Heck, I'll just go and hide in one of the Fat Lady's voluptuous folds

qPath %VXX
Days

Avg
StDevP
May 11 (-) (+) (-) (+) (-) (+) (-) (+)
1.3 -68.50 93.26 27 28 -2.54 3.33 1.92 3.23
131 -16.79 46.35 5 11 -3.36 4.21 1.75 2.37
1311 -6.40 22.45 2 4 -3.20 5.61 0.75 2.31
13113 -2.45 9.41 1 2 -2.45 4.70 0.00 0.47
M-path %VXX
Days

Avg
StDevP
May 11 (-) (+) (-) (+) (-) (+) (-) (+)
2 days -101.25 120.48 37 39 -2.74 3.09 1.97 3.14
3 days -43.93 77.72 14 18 -3.14 4.32 1.60 2.76
4 days -21.16 44.30 8 8 -2.65 5.54 1.24 2.15
5 days -12.47 25.60 6 5 -2.08 5.12 0.85 1.82
6 days -5.51 14.77 2 3 -2.75 4.92 0.40 0.50

20120511 VXX close

Thu, May 10, 2012 3:10 PM EDST new May 10


Again, we're unable to forecast VXX close for Fri, May 11.
  1. No clear predictions from either algorithm
  2. VXX closed  DOWN -3.10% today, no forecast yesterday
  3. Big Bird committed to hospital, chewed his way out of straight jacket and commandeered an elevator only for "pretty nurses." He'll only talk to "TV cameras and pretty nurses."
 
qPath %VXX
Days

Avg
StDevP
May 10 (-) (+) (-) (+) (-) (+) (-) (+)
3.1 -104.09 52.35 28 16 -3.72 3.27 2.96 3.07
311 -35.06 19.81 9 5 -3.90 3.96 1.96 4.35
3113 -11.05 5.67 3 3 -3.68 1.89 1.74 1.02
31131 -6.12 0.97 2 1 -3.06 0.97 1.84 0.00
M-path %VXX
Days

Avg
StDevP
May 10 (-) (+) (-) (+) (-) (+) (-) (+)
2 days -152.36 98.16 43 32 -3.54 3.07 2.59 2.79
3 days -76.74 46.81 22 16 -3.49 2.93 1.77 3.10
4 days -40.29 26.41 13 11 -3.10 2.40 1.48 2.20
5 days -21.25 13.78 6 5 -3.54 2.76 1.69 2.87
6 days -5.66 2.35 2 2 -2.83 1.18 1.61 0.21

20120510 VXX close



Wed, May 9, 2012 5:03 PM EDST new May 9


We are unable again to forecast VXX close for Thu, May 10.

  1. No clear predictions from algorithms
  2. VXX closed UP today, 3.56%, no forecast yesterday Tue May 8
  3. Forecast late today because I've been at the hospital trying to calm Big Bird down — he's been arrested for being, "too sexually cozy" with a scrub nurse. Had her winged under the covers and was beaking her big toe when I got there.

qPath %VXX
Days

Avg
StDevP
May 9 (-) (+) (-) (+) (-) (+) (-) (+)
1.3 -68.50 89.70 27 27 -2.54 3.32 1.92 3.29
113 -28.67 28.32 12 7 -2.39 4.05 1.88 2.29
1131 -18.74 13.41 5 3 -3.75 4.47 1.75 3.03
11311 -2.68 9.24 1 2 -2.68 4.62 0.00 3.70
M-path %VXX
Days

Avg
StDevP
May 9 (-) (+) (-) (+) (-) (+) (-) (+)
2 days -101.25 116.92 37 38 -2.74 3.08 1.97 3.18
3 days -66.71 79.43 24 14 -2.78 5.67 1.92 6.33
4 days -37.36 37.61 11 6 -3.40 6.27 1.68 6.92
5 days -10.57 11.73 4 3 -2.64 3.91 — 3.18
6 days -3.85 0.92 1 1 — — — —

20120509 VXX close google chart



Tue, May 8, 2012  4:04 PM  EDST new May 8

We are unable again to forecast VXX close for Wed, May 9:
  1. Algorithms' signal mixed
  2. VXX closed UP today, 1.24%, no forecast yesterday, Mon, May 7
  3. Big Bird had to be straight-jacketed in hospital:
  • goosed nurse
  • passed gas in Doctor's face checking hemorrhoids
  • pushed bed like bowling ball down hall, took out nurse station
  • tackled security guard
  • vomited on intern checking throat, called him fake doctor, told him to go back to his tent in India
  • stole and swallowed bottle of oxycodone from pharmacy
qPath %VXX
Days

Avg
StDevP
May 8 (-) (+) (-) (+) (-) (+) (-) (+)
1.3 -68.50 89.70 27 27 -2.54 3.32 1.92 3.29
131 -16.79 42.79 5 10 -3.36 4.28 1.75 2.47
1311 -6.40 18.89 2 3 -3.20 6.30 0.75 2.29
13111 -3.95 9.48 1 1 -3.95 9.48 0.00 0.00
M-path %VXX
Days

Avg
StDevP
May 8 (-) (+) (-) (+) (-) (+) (-) (+)
2 days -101.25 116.92 37 38 -2.74 3.08 1.97 3.18
3 days -43.93 74.16 14 17 -3.14 4.36 1.60 2.84
4 days -21.16 40.74 8 7 -2.65 5.82 1.24 2.16
5 days -8.69 15.14 2 2 -4.34 7.57 — 1.91
6 days 0.00 0 0 0 — — — —

20120508 VXX close



Mon, May 7, 2012 
4:01 PM
  EDST new May 7 

We are unable to forecast VXX close for Tue, May 8:
  1. VXX closed close to Quad 4*, algorithm qPath predictions weak
  2. If the Eurozone time-bomb explodes, VXX will spike up
  3. VXX closed DOWN today, -1.74%, no forecast Fri, May 4
  4. Black Bear is angry, looking to crash our party
  5. If you want a forecast, Frog says, "You can roll your own" :)
  6. Big Bird hospitalized today — exhaustion

qPath %VXX
Days

Avg
StDevP
May 7 (-) (+) (-) (+) (-) (+) (-) (+)
3.1 -107.35 51.22 29 15 -3.70 3.41 2.91 3.12
311 -38.32 19.81 10 5 -3.83 3.96 1.87 4.35
3111 -18.94 14.13 4 2 -4.74 7.07 2.14 5.44
31113 -7.12 0.00 2 0 -3.56 — 0.49 —
M-path %VXX
Days

Avg
StDevP
May 7 (-) (+) (-) (+) (-) (+) (-) (+)
2 days -152.36 96.92 43 31 -3.54 3.13 2.59 2.82
3 days -76.74 45.57 22 15 -3.49 3.04 1.77 3.16
4 days -36.44 19.16 9 4 -4.05 4.79 2.00 4.48
5 days -11.83 0.00 4 0 -2.96 — 0.75 —
6 days -7.77 0.00 3 0 -2.59 — 0.46 —


qPath predictions if VXX would have closed in quad 4:

qPath2 %VXX
Days

Avg
StDevP
May 7 (-) (+) (-) (+) (-) (+) (-) (+)
4.1 -27.24 23.33 7 9 -3.89 2.59 1.40 2.52
411 -21.88 3.89 6 3 -3.65 1.30 1.37 0.26
4111 -4.27 0.00 1 0 -4.27 — 0.00 —
41113 0.00 0.00 0 0 — — — —

* VXX Quad close from Live VXX vs S&P 500 chart
   showing VXX closed very close to Quad 4 today, May 7
20120507 VXX quad close

20120507 VxX close today




Fri, May 4, 2012  3:39 PM  EDST new May 4


We're unable to forecast VXX close for Mon, May 7:
  1. Algorithms' mixed predictions
  2. Black Bear crashed and ruined our party today
    VXX is closing UP today, we had forecast DOWN yesterday
  3. Big Bird and Black Bear are hunting to crash party this weekend
  4. Big Bird burned his Easter, non-punch-fouling, fowl diapers
A flat reading from the jobs market sank stocks and plunged the Nasdaq to its biggest single-session drop since November. The Nasdaq Composite careened 67.96 points, or 2.3%, to 2956.34. Friday's losses punctuated what was the biggest weekly decline for the technology-heavy benchmark, which fell 3.7% this week, its steepest weekly loss in since December.

The Dow Jones Industrial Average and Standard & Poor's 500-stock index had the biggest drop in a month. The Dow fell 168.32 points, or 1.3%, to 13038.27, while the S&P 500 shed 22.47 points, or 1.6%, to 1369.10. Both benchmarks fell for the first week in three.

qPath %VXX
Days

Avg
StDevP
May 4 (-) (+) (-) (+) (-) (+) (-) (+)
1.1 -66.33 66.44 24 16 -2.76 4.15 2.17 3.63
111 -24.38 19.32 7 5 -3.48 3.86 2.79 2.84
1113 -4.52 8.64 2 3 -2.26 2.88 0.79 2.61
11131 -3.06 0.00 1 0 -3.06 — 0.00 —
M-path %VXX
Days

Avg
StDevP
May 4 (-) (+) (-) (+) (-) (+) (-) (+)
2 days -119.29 161.21 39 30 -3.06 5.37 2.22 5.19
3 days -46.49 85.95 14 17 -3.32 5.06 2.56 3.81
4 days -12.41 34.25 5 9 -2.48 3.81 1.10 2.70
5 days -10.94 5.14 4 2 -2.74 2.57 1.10 2.57
6 days -7.02 5.14 2 1 -3.51 5.14 0.06 0.00

20120504 VVX close day              
20120504 VVX close week
20120504 VVX close day
20120504 VVX close week
20120504 VVX close YTD            
20120504 VVX 
down 71.21%
 
since VXX peak
20120504 VVX close YTD  
20120504 VVX close since VXX peak 
20120504 VXX headache chart, our most important
20120504a VXX close headache chart



Thu, May 3, 2012  10:22 AM  EDST new May 3
 
Preliminary algorithms predictions below, assuming VXX closes UP, which it is now, +1.17%, If it closes UP today, we'll probably be forecasting tomorrow UP too later today.

qPath %VXX
Days

Avg
StDevP
May 3 (-) (+) (-) (+) (-) (+) (-) (+)
1.1 -62.77 66.44 23 16 -2.73 4.15 2.21 3.63
113 -28.67 24.15 12 6 -2.39 4.03 1.88 2.48
1131 -18.74 9.24 5 2 -3.75 4.62 1.75 3.70
11313 -12.21 0.00 3 0 -4.07 — 2.14 —
M-path %VXX
Days

Avg
StDevP
May 3 (-) (+) (-) (+) (-) (+) (-) (+)
2 days -109.63 161.21 37 30 -2.96 5.37 2.22 5.19
3 days -66.71 75.26 24 13 -2.78 5.79 1.92 6.55
4 days -37.36 33.43 11 5 -3.40 6.69 1.68 7.51
5 days -26.79 21.70 7 2 -3.83 10.85 1.90 9.85
6 days -18.85 1.00 5 1 -3.77 1.00 2.17 0.00

4:21 PM Thu
.
We're forecasting VXX will close DOWN  tomorrow, Fri, May 4.
It closed up today, +2.16%, as we forecast yesterday it would.




Wed, May 2, 2012  1:59 PM  EDST new May 2

We're forecasting that VXX will close UP tomorrow, Thu, May 3. This is our 1st UP forecast in over a month but—caution—our algorithms don't predict triple boomerangs well.

qPath %VXX
Days

Avg
StDevP
May 2 (-) (+) (-) (+) (-) (+) (-) (+)
1.3 -65.24 87.54 26 26 -2.51 3.37 1.95 3.34
131 -16.79 40.62 5 9 -3.36 4.51 1.75 2.50
1313 -5.24 14.41 1 4 -5.24 3.60 0.00 2.13
13133 0.00 13.43 0 3 — 4.48 — 1.73
M-path %VXX
Days

Avg
StDevP
May 2 (-) (+) (-) (+) (-) (+) (-) (+)
2 days -97.99 114.76 36 37 -2.72 3.10 1.99 3.21
3 days -43.93 72.00 14 16 -3.14 4.50 1.60 2.87
4 days -22.77 31.26 6 9 -3.80 3.47 1.78 2.94
5 days -7.83 26.35 3 6 -2.61 4.39 1.72 3.22
6 days -7.83 15.21 3 4 -2.61 3.8 1.72 3.75


4:02 PM Wed

VXX closed up today, 1.12%. Our forecast yesterday for today's close was wrong. What kicked us was the Job's Data — but that's life. Hey, we were within a gnat's eye of right :) 


Tue, May 1, 2012  10:20  AM EDST new May 1

We're posting early our algorithms' predictions for tomorrow's close, Wed, May 2, assuming VXX closes down today as it is now, -3.63%, and as we forecast yesterday it would. Note that we have increased our qPath algorithm correlation from 4 to 5 days to provide additional data (blue). If VXX continues to be down today, we'll probably forecast tomorrow down too. Forecast later today. 

qPath %VXX
Days

Avg
StDevP
May 1 (-) (+) (-) (+) (-) (+) (-) (+)
3.1 -104.09 51.22 28 15 -3.72 3.41 2.96 3.12
313 -54.25 22.53 14 6 -3.88 3.76 3.25 2.54
3133 -40.65 13.22 10 3 -4.06 4.41 3.69 2.37
31333 -12.18 1.29 6 1 -2.03 1.29 1.87 0.00
M-path %VXX
Days

Avg
StDevP
May 1 (-) (+) (-) (+) (-) (+) (-) (+)
2 days -152.36 95.79 43 30 -3.54 3.19 2.59 2.84
3 days -75.63 50.22 21 15 -3.60 3.35 3.23 2.46
4 days -55.75 37.01 13 9 -4.29 4.11 3.71 2.69
5 days -21.91 25.07 8 7 -2.74 3.58 3.03 2.77
6 days -16.51 16.1 6 5 -2.75 3.22 3.40 2.49

1:21 PM Tue

Assuming VXX closes down today, as it looks like it will (now -3.03%), our algorithms predict that Thu, 5/3, will close down too.

3:13 PM Tue

We're forecasting that VXX will close DOWN again tomorrow, Wed, May 2 — and our new Non-Existent Data Correlation, NEDc (described at top of this page), projects a 3-day run down after today. Note that this is the 1st time we are projecting 3 days ahead and the 1st projection of new NEDc.

4:15 PM Tue

VXX closed down today, -3.26%, as we forecast yesterday.

20120501 VXX close



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