VXX forecasts Jun 2012, 4 right, 3 wrong

July 8, 2012




(-)(+)  (-)
# Days
21

 
Correct
4-22.95

 
Wrong
3
9.20 -6.40
No forecast
14

 
Score


57/100
(4/7*100)
 
Right / Wrong
1.33/1
(4/3)

 
Comparison of forced VXX next-day predictions below from our qPath and Mosconi Effect M-path algorithms (no override, fiddle or restraint by us) shows that our algorithms are MORE ACCURATE WITHOUT OUR INPUT INTO THE FORECASTS: 

  June 2012 VXX Forecast




M-pathqPathOurs



Correct1615



Wrong56

Frog says, "Maybe we should take a hike.

Frog, you're always so subtle and caring :)

Recognizing our apparent inability to forecast as well as our algorithms — for the month of July —we will be making next-day VXX forecasts based solely on our algorithms predictions.


# Date Ours M-path qPath %VXX Score







21 Jun 29 DOWN down down -6.51 100
20 Jun 28 N/F down down -6.46
19 Jun 27 N/F up down -3.27
18 Jun 26 DOWN down down 0.78 0
17 Jun 25 N/F up up -2.91
16 Jun 22 N/F up down 8.12
15 Jun 21 DOWN down down -10.23 100
14 Jun 20 N/F up down 11.11
13 Jun 19 DOWN down down -4.21 100
12 Jun 18 DOWN down down -2.00 100
11 Jun 15 N/F down down -8.22
10 Jun 14 N/F down down -4.20
9 Jun 13 UP up down -6.40 0
8 Jun 12 N/F up down 5.15
7 Jun 11 N/F down down -1.70
6 Jun 08 DOWN up down 8.42 0
5 Jun 07 N/F down down -5.45
4 Jun 06 N/F down down -0.97
3 Jun 05 N/F down down -7.27
2 Jun 04 N/F down down -2.22
1 Jun 01 N/F up down -4.07









Correct 16 15



Wrong 5 6







qPath %VXX
Days

Avg
StDevP
21 DOWN  -6.51 100 Jun 29 (-) (+) (-) (+) (-) (+) (-) (+)




3.4 -33.97 32.64 14 8 -2.43 4.08 1.74 3.74




342 0.00 6.92 0 1 6.92 0.00




3423 0.00 6.92 0 1 6.92 0.00




34231 0.00 0.00 0 0




M-path%VXX
Days

Avg
StDevP




Jun 29 (-) (+) (-) (+) (-) (+) (-) (+)




2 days -238.85 179.15 82 47 -2.91 3.81 2.09 3.87




3 days -112.31 74.15 32 14 -3.51 5.30 2.41 4.59




4 days -49.76 43.51 16 7 -3.11 6.22 2.28 5.95




5 days -30.48 6.92 9 1 -3.39 6.92 2.03 0.00




6 days -19.38 6.92 6 1 -3.23 6.92 2.32 0.00




qPath %VXX
Days

Avg
StDevP
20 N/F -6.46
Jun 28 (-) (+) (-) (+) (-) (+) (-) (+)




4.2 -4.95 0.00 1 0 -4.95 0.00




423 -4.95 0.00 1 0 -4.95 0.00




4231 0.00 0.00 0 0




42313 0.00 0.00 0 0




M-path %VXX
Days

Avg
StDevP




Jun 28 (-) (+) (-) (+) (-) (+) (-) (+)




2 days -163.72 118.19 46 38 -3.56 3.11 2.52 2.77




3 days -84.77 66.18 23 20 -3.69 3.31 3.10 2.60




4 days -29.02 14.78 10 8 -2.90 1.85 1.79 1.41




5 days -19.96 2.92 7 2 -2.85 1.46 1.56 0.68




6 days -7.26 2.14 3 1 -2.42 2.14 1.90 0.00




qPath %VXX
Days

Avg
StDevP
19 N/F -3.27
Jun 27 (-) (+) (-) (+) (-) (+) (-) (+)




2.3 -10.00 11.37 4 5 -2.50 2.27 1.88 1.60




231 -7.41 0.00 2 0 -3.71 2.01




2313 -5.71 0.00 1 0 -5.71 0.00




23131 -5.71 0.00 1 0 -5.71 0.00




M-path %VXX
Days

Avg
StDevP




Jun 27 (-) (+) (-) (+) (-) (+) (-) (+)




2 days -122.26 127.29 42 41 -2.91 3.10 2.27 3.09




3 days -53.01 83.21 17 19 -3.12 4.38 1.77 2.70




4 days -30.15 33.42 8 10 -3.77 3.34 2.05 2.81




5 days -15.93 4.90 4 3 -3.98 1.63 1.84 0.32




6 days 0.00 2.01 0 1 2.01 0.00




qPath %VXX
Days

Avg
StDevP
18 DOWN  0.78 0 Jun 26 (-) (+) (-) (+) (-) (+) (-) (+)




3.1 -110.50 72.05 30 21 -3.68 3.43 2.88 2.96




313 -58.45 28.81 15 8 -3.90 3.60 3.14 2.43




3131 -14.37 1.04 4 1 -3.59 1.04 1.69 0.00




31314 0.00 0.00 0 0




M-path %VXX
Days

Avg
StDevP




Jun 26 (-) (+) (-) (+) (-) (+) (-) (+)




2 days -163.72 117.41 46 37 -3.56 3.17 2.52 2.78




3 days -84.77 65.40 23 19 -3.69 3.44 3.10 2.60




4 days -29.02 14.00 10 7 -2.90 2.00 1.79 1.44




5 days -19.96 2.14 7 1 -2.85 2.14 1.56 0.00




6 days -12.70 0 4 0 -3.17 1.15




qPath %VXX
Days

Avg
StDevP
17 N/F -2.91
Jun 25 (-) (+) (-) (+) (-) (+) (-) (+)




1.3 -76.61 100.07 29 30 -2.64 3.34 1.99 3.17




131 -23.19 51.84 6 12 -3.87 4.32 1.96 2.29




1314 0.00 1.66 0 1 1.66 0.00




13143 0.00 0.00 0 0




M-path %VXX
Days

Avg
StDevP




Jun 25 (-) (+) (-) (+) (-) (+) (-) (+)




2 days -112.03 127.29 41 41 -2.73 3.10 1.99 3.09




3 days -53.01 83.21 17 19 -3.12 4.38 1.77 2.70




4 days -30.15 33.42 8 10 -3.77 3.34 2.05 2.81




5 days -14.23 28.51 4 7 -3.56 4.07 2.22 3.08




6 days -14.23 17.37 4 5 -3.56 3.47 2.22 3.41




qPath %VXX
Days

Avg
StDevP
16 N/F 8.12
Jun 22 (-) (+) (-) (+) (-) (+) (-) (+)




3.1 -110.50 63.93 30 20 -3.68 3.20 2.88 2.84




314 -14.78 3.39 5 1 -2.96 3.39 3.46 0.00




3143 -0.37 0.00 1 0 -0.37 0.00




31433 -0.37 0.00 1 0 -0.37 0.00




M-path %VXX
Days

Avg
StDevP




Jun 22 (-) (+) (-) (+) (-) (+) (-) (+)




2 days -163.72 109.30 46 36 -3.56 3.04 2.52 2.69




3 days -84.77 57.29 23 18 -3.69 3.18 3.10 2.42




4 days -55.75 43.28 13 11 -4.29 3.93 3.71 2.60




5 days -21.91 31.35 8 9 -2.74 3.48 3.03 2.63




6 days -16.51 22.37 6 7 -2.75 3.2 3.40 2.36




qPath %VXX
Days

Avg
StDevP
15 DOWN  -10.23 100 Jun 21 (-) (+) (-) (+) (-) (+) (-) (+)




1.4 -23.42 13.63 7 5 -3.35 2.73 2.03 3.80




143 -0.32 0.00 1 0 -0.32 0.00




1433 -0.32 0.00 1 0 -0.32 0.00




14333 -0.32 0.00 1 0 -0.32 0.00




M-path %VXX
Days

Avg
StDevP




Jun 21 (-) (+) (-) (+) (-) (+) (-) (+)




2 days -112.03 127.29 41 41 -2.73 3.10 1.99 3.09




3 days -59.02 44.08 24 22 -2.46 2.00 2.08 2.98




4 days -41.93 34.96 17 15 -2.47 2.33 2.18 3.43




5 days -28.60 14.82 13 9 -2.20 1.65 1.86 0.98




6 days -24.66 10.04 9 6 -2.74 1.67 1.81 1.02




qPath %VXX
Days

Avg
StDevP
14 N/F 11.11
Jun 20 (-) (+) (-) (+) (-) (+) (-) (+)




4.3 -53.61 0.97 16 2 -3.35 0.49 2.04 0.48




433 -43.08 0.97 12 2 -3.59 0.49 2.13 0.48




4333 -30.01 0.97 7 2 -4.29 0.49 1.74 0.48




43333 0.00 0.00 0 0




M-path %VXX
Days

Avg
StDevP




Jun 20 (-) (+) (-) (+) (-) (+) (-) (+)




2 days -234.64 168.04 81 46 -2.90 3.65 2.10 3.76




3 days -121.90 93.89 48 32 -2.54 2.93 1.75 3.07




4 days -74.44 62.96 25 22 -2.98 2.86 1.85 3.04




5 days -15.71 43.92 10 15 -1.57 2.93 0.90 3.18




6 days -12.78 34.53 6 9 -2.13 3.84 0.64 3.57




qPath %VXX
Days

Avg
StDevP
13 DOWN  -4.21 100 Jun 19 (-) (+) (-) (+) (-) (+) (-) (+)




3.3 -136.84 123.29 49 33 -2.79 3.74 2.08 3.89




333 -47.47 43.23 20 15 -2.37 2.88 1.41 3.05




3333 -11.20 24.73 3 8 -3.73 3.09 0.94 2.79




33331 -11.20 2.22 3 1 -3.73 2.22 0.94 0.00




M-path %VXX
Days

Avg
StDevP




Jun 19 (-) (+) (-) (+) (-) (+) (-) (+)




2 days -224.42 168.04 79 46 -2.84 3.65 2.04 3.76




3 days -119.89 93.89 47 32 -2.55 2.93 1.76 3.07




4 days -74.44 62.96 25 22 -2.98 2.86 1.85 3.04




5 days -58.73 18.76 15 6 -3.92 3.13 1.73 2.70




6 days -31.67 14.44 9 3 -3.52 4.81 1.93 2.62




qPath %VXX
Days

Avg
StDevP
12 DOWN  -2.00 100 Jun 18 (-) (+) (-) (+) (-) (+) (-) (+)




3.3 -136.84 123.29 49 33 -2.79 3.74 2.08 3.89




333 -47.47 43.23 20 15 -2.37 2.88 1.41 3.05




3331 -28.05 16.15 13 4 -2.16 4.04 1.49 3.80




33313 -11.69 10.62 6 1 -1.95 10.62 1.52 0.00




M-path %VXX
Days

Avg
StDevP




Jun 18 (-) (+) (-) (+) (-) (+) (-) (+)




2 days -224.42 168.04 79 46 -2.84 3.65 2.04 3.76




3 days -119.89 93.89 47 32 -2.55 2.93 1.76 3.07




4 days -44.08 30.93 21 10 -2.10 3.09 1.55 3.14




5 days -27.41 15.75 12 3 -2.28 5.25 1.82 3.81




6 days -18.23 2.11 7 1 -2.60 2.11 1.98 0.00




qPath %VXX
Days

Avg
StDevP
11 N/F -8.22
Jun 15 (-) (+) (-) (+) (-) (+) (-) (+)




3.3 -136.84 123.29 49 33 -2.79 3.74 2.08 3.89




331 -70.54 42.55 20 7 -3.53 6.08 2.62 5.87




3313 -25.79 22.38 9 3 -2.87 7.46 2.22 8.08




33131 -5.87 0.00 2 0 -2.93 0.63




M-path %VXX
Days

Avg
StDevP




Jun 15 (-) (+) (-) (+) (-) (+) (-) (+)




2 days -224.42 168.04 79 46 -2.84 3.65 2.04 3.76




3 days -104.09 74.15 31 14 -3.36 5.30 2.30 4.59




4 days -41.53 43.51 15 7 -2.77 6.22 1.92 5.95




5 days -22.26 6.92 8 1 -2.78 6.92 1.17 0.00




6 days -11.16 6.92 5 1 -2.23 6.92 0.70 0.00




qPath %VXX
Days

Avg
StDevP
10 N/F -4.20
Jun 14 (-) (+) (-) (+) (-) (+) (-) (+)




3.1 -106.30 63.93 29 20 -3.67 3.20 2.93 2.84




313 -54.25 28.81 14 8 -3.88 3.60 3.25 2.43




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




Jun 14 (-) (+) (-) (+) (-) (+) (-) (+)




2 days -159.53 109.30 45 36 -3.55 3.04 2.55 2.69




3 days -80.57 57.29 22 18 -3.66 3.18 3.17 2.42




4 days -24.82 14.00 9 7 -2.76 2.00 1.83 1.44




5 days -15.76 2.14 6 1 -2.63 2.14 1.58 0.00




6 days -8.50 0 3 0 -2.83 1.14




qPath %VXX
Days

Avg
StDevP
9 UP -6.40 0 Jun 13 (-) (+) (-) (+) (-) (+) (-) (+)




1.3 -70.21 100.07 28 30 -2.51 3.34 1.89 3.17




131 -16.79 51.84 5 12 -3.36 4.32 1.75 2.29




1313 -5.24 16.57 1 5 -5.24 3.31 0.00 1.99




13134 0.00 0.98 0 1 0.98 0.00




M-path %VXX
Days

Avg
StDevP




Jun 13 (-) (+) (-) (+) (-) (+) (-) (+)




2 days -105.63 127.29 40 41 -2.64 3.10 1.92 3.09




3 days -46.61 83.21 16 19 -2.91 4.38 1.62 2.70




4 days -23.75 33.42 7 10 -3.39 3.34 1.92 2.81




5 days -7.83 28.51 3 7 -2.61 4.07 1.72 3.08




6 days -7.83 17.37 3 5 -2.61 3.47 1.72 3.41




qPath %VXX
Days

Avg
StDevP
8 N/F 5.15
Jun 12 (-) (+) (-) (+) (-) (+) (-) (+)




3.1 -106.30 58.78 29 19 -3.67 3.09 2.93 2.88




313 -54.25 23.66 14 7 -3.88 3.38 3.25 2.53




3134 0.00 6.67 0 1 6.67 0.00




31343 0.00 6.67 0 1 6.67 0.00




M-path %VXX
Days

Avg
StDevP




Jun 12 (-) (+) (-) (+) (-) (+) (-) (+)




2 days -159.53 104.14 45 35 -3.55 2.98 2.55 2.71




3 days -80.57 52.14 22 17 -3.66 3.07 3.17 2.44




4 days -55.75 38.13 13 10 -4.29 3.81 3.71 2.70




5 days -21.91 26.20 8 8 -2.74 3.27 3.03 2.72




6 days -16.51 17.22 6 6 -2.75 2.87 3.40 2.40




M-path %VXX
Days

Avg
StDevP
7 N/F -1.70
Jun 11 (-) (+) (-) (+) (-) (+) (-) (+)




1.3 -68.50 100.07 27 30 -2.54 3.34 1.92 3.17




134 -4.05 4.15 2 4 -2.02 1.04 1.69 0.61




1343 -4.05 2.24 2 2 -2.02 1.12 1.69 0.78




13433 -3.72 1.90 1 1 -3.72 1.90 0.00 0.00




M-path %VXX
Days

Avg
StDevP




Jun 11 (-) (+) (-) (+) (-) (+) (-) (+)




2 days -103.93 127.29 39 41 -2.66 3.10 1.94 3.09




3 days -57.32 44.08 23 22 -2.49 2.00 2.12 2.98




4 days -40.22 34.96 16 15 -2.51 2.33 2.24 3.43




5 days -26.89 14.82 12 9 -2.24 1.65 1.93 0.98




6 days -22.95 10.04 8 6 -2.87 1.67 1.88 1.02




qPath %VXX
Days

Avg
StDevP
6 DOWN  8.42 0 Jun 8 (-) (+) (-) (+) (-) (+) (-) (+)




3.4 -33.97 32.64 14 8 -2.43 4.08 1.74 3.74




343 -20.48 24.27 8 6 -2.56 4.04 1.79 4.02




3433 -19.76 23.45 7 4 -2.82 5.86 1.76 3.78




34333 -6.30 22.74 3 3 -2.10 7.58 0.51 2.70




M-path %VXX
Days

Avg
StDevP




Jun 8 (-) (+) (-) (+) (-) (+) (-) (+)




2 days -224.42 168.04 79 46 -2.84 3.65 2.04 3.76




3 days -119.89 93.89 47 32 -2.55 2.93 1.76 3.07




4 days -74.44 62.96 25 22 -2.98 2.86 1.85 3.04




5 days -15.71 43.92 10 15 -1.57 2.93 0.90 3.18




6 days -12.78 34.53 6 9 -2.13 3.84 0.64 3.57




qPath %VXX
Days

Avg
StDevP
5 N/F -5.45
Jun 7 (-) (+) (-) (+) (-) (+) (-) (+)




4.3 -48.16 0.97 15 2 -3.21 0.49 2.03 0.48




433 -37.64 0.97 11 2 -3.42 0.49 2.14 0.48




4333 -24.56 0.97 6 2 -4.09 0.49 1.81 0.48




43331 -24.56 0.97 6 2 -4.09 0.49 1.81 0.48




M-path %VXX
Days

Avg
StDevP




Jun 7 (-) (+) (-) (+) (-) (+) (-) (+)




2 days -210.74 159.61 76 45 -2.77 3.55 1.98 3.73




3 days -113.48 85.46 45 31 -2.52 2.76 1.74 2.95




4 days -68.99 54.53 24 21 -2.87 2.60 1.82 2.85




5 days -53.29 18.76 14 6 -3.81 3.13 1.74 2.70




6 days -21.61 4.32 5 3 -4.32 1.44 1.18 1.40




qPath %VXX
Days

Avg
StDevP
4 N/F -0.97
Jun 6 (-) (+) (-) (+) (-) (+) (-) (+)




3.3 -128.61 123.29 47 33 -2.74 3.74 2.01 3.89




333 -46.50 43.23 19 15 -2.45 2.88 1.41 3.05




3331 -27.08 16.15 12 4 -2.26 4.04 1.51 3.80




33311 -10.85 3.43 5 2 -2.17 1.71 1.25 0.01




M-path %VXX
Days

Avg
StDevP




Jun 6 (-) (+) (-) (+) (-) (+) (-) (+)




2 days -210.74 159.61 76 45 -2.77 3.55 1.98 3.73




3 days -113.48 85.46 45 31 -2.52 2.76 1.74 2.95




4 days -43.11 30.93 20 10 -2.16 3.09 1.56 3.14




5 days -15.70 15.18 8 7 -1.96 2.17 1.03 2.23




6 days -6.52 9.25 3 2 -2.17 4.62 1.44 2.90




qPath %VXX
Days

Avg
StDevP
3 N/F -7.27
Jun 5 (-) (+) (-) (+) (-) (+) (-) (+)




3.1 -104.09 58.78 28 19 -3.72 3.09 2.96 2.88




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




Jun 5 (-) (+) (-) (+) (-) (+) (-) (+)




2 days -157.31 104.14 44 35 -3.58 2.98 2.57 2.71




3 days -96.82 74.15 30 14 -3.23 5.30 2.22 4.59




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 -17.59 6.49 3 1 -5.86 6.49 1.23 0.00




qPath %VXX
Days

Avg
StDevP
2 N/F -2.22
Jun 4 (-) (+) (-) (+) (-) (+) (-) (+)




3.1 -104.09 58.78 28 19 -3.72 3.09 2.96 2.88




311 -35.06 26.24 9 8 -3.90 3.28 1.96 3.60




3111 -18.94 18.94 4 4 -4.74 4.74 2.14 4.57




31113 -7.12 1.24 2 1 -3.56 1.24 0.49 0.00




M-path %VXX
Days

Avg
StDevP




Jun 4 (-) (+) (-) (+) (-) (+) (-) (+)




2 days -157.31 104.14 44 35 -3.58 2.98 2.57 2.71




3 days -76.74 52.01 22 18 -3.49 2.89 1.77 2.94




4 days -36.44 23.97 9 6 -4.05 3.99 2.00 3.89




5 days -11.83 1.24 4 1 -2.96 1.24 0.75 0.00




6 days -4.05 0 1 0 -4.05 0.00




qPath %VXX
Days

Avg
StDevP
1 N/F -4.07
Jun 1 (-) (+) (-) (+) (-) (+) (-) (+)




1.1 -78.77 99.07 26 22 -3.03 4.50 2.65 3.27




111 -37.29 34.35 9 8 -4.14 4.29 3.54 2.43




1113 -6.26 12.36 3 4 -2.09 3.09 0.69 2.29




11134 0.00 0.00 0 0




M-path %VXX
Days

Avg
StDevP




Jun 1 (-) (+) (-) (+) (-) (+) (-) (+)




2 days -125.63 193.84 40 36 -3.14 5.38 2.50 4.79




3 days -55.82 100.97 15 20 -3.72 5.05 3.20 3.55




4 days 0.00 0.00 0 0




5 days -1.47 29.11 1 7 -1.47 4.16 0.00 2.64




6 days 0.00 10.79 0 3 3.6 1.95


Fri, June 29, 2012 noon EDST new June 29

Looks like VXX will close DOWN today.Tables below are qPath and M-path Mosconi Effect algorithms' predictions for Monday's VXX close. 
  1. First 2 tables are projections based on actual dreaded quad 2 and 4. 
  2. Second 2 tables assume quad 4=3 and quad 2=1, which sweeps much more historical data.
Frog says he's in a "Quads quandary." Any advice for Frog? He misses hearing from you.

Hey Heavy Hitters — so endearingly named by the Frog

MrAdappoor, Chimay, Jeff, and anyone else who would like to be honored by Frog as a Heavy Hitter

Tell the Frog your forecast for VXX close Monday in Comments

He'll be so happy to hear from you. He's been grumpy lately having to put up with the moody, dominatrix Fat Lady. She just sent him out to get her a dozen Big Macs :)

Text just received from Frog — 
"HHs get points on mi bord + - nf, 2x if rite, priz"

Please note that Shakespeare's Frog, our Frog's brother from another mother, tried to honor the Queen as a Heavy Hitter. She declined — felt she was an "overweight, child abuser." 

Forecast to follow after the Frog hears from our Heavy Hitters

Chimay's erudite forecast shows a depth of understanding, comprehension and wisdom far beyond ours:

Hateful Quad 2 hanging out next to wretched Quad 4. qPath says zig but mPath says zag. Frog says close down the trading platform and fire up the barbecue instead 

MrAdappoor has graciously handed the baton to the Fat Lady, Frog is ecstatic:

1. Quad 2 hanging out with Quad 4
2. Not much Data in qpath other than q2
3. Averages are weighing heavily in the opposite direction of what qpath and mpath indicates.

Fat lady can have this one. 


Text just received from Frog — 
"Just bestowed and anointed chimay and mradappoor with title of MASTER OF OXYMORONIC SIMILE"

quads 1,2,3,4

Current, see this chart for current actual VXX vs S&P 500
qPath%VXX
Days

Avg
StDevP
Jun 29(-)(+)(-)(+)(-)(+)(-)(+)
3.4-33.9732.64148-2.434.081.743.74
3420.006.92016.920.00
34230.006.92016.920.00
342310.000.0000
M-path%VXX
Days

Avg
StDevP
Jun 29(-)(+)(-)(+)(-)(+)(-)(+)
2 days-238.85179.158247-2.913.812.093.87
3 days-112.3174.153214-3.515.302.414.59
4 days-49.7643.51167-3.116.222.285.95
5 days-30.486.9291-3.396.922.030.00
6 days-19.386.9261-3.236.922.320.00

Assume quad 4=3, quad 2=1
qPath%VXX
Days

Avg
StDevP
Jun 29(-)(+)(-)(+)(-)(+)(-)(+)
3.3-151.27123.295233-2.913.742.173.89
331-78.7642.55217-3.756.082.755.87
3313-34.0122.38103-3.407.462.658.08
33131-14.090.0030-4.702.54
M-path%VXX
Days

Avg
StDevP
Jun 29(-)(+)(-)(+)(-)(+)(-)(+)
2 days-238.85179.158247-2.913.812.093.87
3 days-112.3174.153214-3.515.302.414.59
4 days-49.7643.51167-3.116.222.285.95
5 days-30.486.9291-3.396.922.030.00
6 days-19.386.9261-3.236.922.320.00

Headache Chart
20120702 headache chart 


Thu, June 28, 2012 4:00 PM EDST new June 28

Our qPath and Mosconi Effect algorithms' predictions for tomorrow's VXX close below — the most dreaded quads' combination, quads 4 and 2. Why dreaded, because as you see, quads combination 4.2 only happened once since Jan 2011, and then the next day VXX close was DOWN. 

Frog's subtle comment about dreaded qPath 4.2, "qPath 4.2 is like all Gang of 7 and the Fat Lady in the same totally dark room, all burping and passing gas at the same time — It's really bad, but you just can't get away from it."

So, guess — in Comments — what we're forecasting for tomorrow's VXX close, and you'll win a special prize from the Frog — a live, midnight seance with him and the Fat Lady under a lily pad. Prizes like this just don't come along often :)

And, today's WINNER of a live, midnight seance with Frog and the Fat Lady under a lily pad is:

MrAdappoor
June 28, 2012 6:32 PM

While M-path is leaning towards a DOWN call, there is no support for it from q-path due to limited data. So as Frog says, "when in doubt stay out".


You WIN. You got it exactly. We couldn't have said it better. 

Now, you better get strong and near the refrigerator for the seance. Frog likes to blow our readers out of bed :) 

Always enjoy your comments. Thanks for posting. 


So, per MrAdappoor, for VXX close tomorrow, "While M-path is leaning towards a DOWN call, there is no support for it from q-path due to limited data. So as Frog says, "when in doubt stay out".

qPath%VXX
Days

Avg
StDevP
Jun 28(-)(+)(-)(+)(-)(+)(-)(+)
4.2-4.950.0010-4.950.00
423-4.950.0010-4.950.00
42310.000.0000
423130.000.0000
M-path%VXX
Days

Avg
StDevP
Jun 28(-)(+)(-)(+)(-)(+)(-)(+)
2 days-163.72117.414637-3.563.172.522.78
3 days-84.7765.402319-3.693.443.102.60
4 days-29.0214.00107-2.902.001.791.44
5 days-19.962.1471-2.852.141.560.00
6 days-7.262.1431-2.422.141.900.00

If you were an investor, you'd gladly pay
to see this important table
with hidden secrets we can't find
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

We are unable to explain why this unusually high occurrence of 
5-day positive runs compared to 4 and 6-day runs. Can you? 

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.

Wed, June 27, 2012 5:30 PM EDST new June 27

Our qPath and Mosconi Effect algorithms' predictions below correct earlier algorithms' predictions today that assumed VXX would close DOWN in quad 3. VXX actually closed UP in quad 2.

Because of mixed qPath algorithms' predictions below, we are not able to forecast VXX close for tomorrow, Thu, June 28.
  • VXX closed UP today, +0.78%
  • Our forecast yesterday was wrong
qPath%VXX
Days

Avg
StDevP
Jun 27(-)(+)(-)(+)(-)(+)(-)(+)
2.3-10.0011.3745-2.502.271.881.60
231-7.410.0020-3.712.01
2313-5.710.0010-5.710.00
23131-5.710.0010-5.710.00
M-path%VXX
Days

Avg
StDevP
Jun 27(-)(+)(-)(+)(-)(+)(-)(+)
2 days-122.26127.294241-2.913.102.273.09
3 days-53.0183.211719-3.124.381.772.70
4 days-30.1533.42810-3.773.342.052.81
5 days-15.934.9043-3.981.631.840.32
6 days0.002.01012.010.00


Tue, June 26, 2012 10:45 PM EDST new June 26

We forecast that VXX will close DOWN tomorrow, Wed, June 27, based on limited predictions by both our qPath and Mosconi Effect algorithms.
  • VXX closed DOWN today,-2.91%
  • We did not make a forecast yesterday for VXX close today
qPath%VXX
Days

Avg
StDevP
Jun 26(-)(+)(-)(+)(-)(+)(-)(+)
3.1-110.5063.933020-3.683.202.882.84
313-58.4528.81158-3.903.603.142.43
3131-14.371.0441-3.591.041.690.00
313140.000.0000
M-path%VXX
Days

Avg
StDevP
Jun 26(-)(+)(-)(+)(-)(+)(-)(+)
2 days-163.72109.304636-3.563.042.522.69
3 days-84.7757.292318-3.693.183.102.42
4 days-29.0214.00107-2.902.001.791.44
5 days-19.962.1471-2.852.141.560.00
6 days-12.70040-3.171.15


Mon, June 25, 2012 11:00 PM EDST new June 25

Because of limited qPath algorithm predictions, we are not able to confidently forecast VXX close for tomorrow, Tue, June 26.
  • VXX closed UP today,+8.12%
  • We did not make a forecast Friday for VXX close today
qPath%VXX
Days

Avg
StDevP
Jun 25(-)(+)(-)(+)(-)(+)(-)(+)
1.3-76.61100.072930-2.643.341.993.17
131-23.1951.84612-3.874.321.962.29
13140.001.66011.660.00
131430.000.0000
M-path%VXX
Days

Avg
StDevP
Jun 25(-)(+)(-)(+)(-)(+)(-)(+)
2 days-112.03127.294141-2.733.101.993.09
3 days-53.0183.211719-3.124.381.772.70
4 days-30.1533.42810-3.773.342.052.81
5 days-14.2328.5147-3.564.072.223.08
6 days-14.2317.3745-3.563.472.223.41


Fri, June 22, 2012 4:30 PM EDST new June 22

We're unable to forecast VXX close, Monday, June 25, because our qPath and Mosconi Effect algorithms' predictions are inconclusive.
  • VXX closed DOWN again today, -10.23%
    as we forecast yesterday it would
  • Frog says, "VXX crash ain't over 'till it's over." 
    Got it Frog  —  You have great wisdom and insight :)
qPath%VXX
Days

Avg
StDevP
Jun 22(-)(+)(-)(+)(-)(+)(-)(+)
3.1-110.5063.933020-3.683.202.882.84
314-14.783.3951-2.963.393.460.00
3143-0.370.0010-0.370.00
31433-0.370.0010-0.370.00
M-path%VXX
Days

Avg
StDevP
Jun 22(-)(+)(-)(+)(-)(+)(-)(+)
2 days-163.72109.304636-3.563.042.522.69
3 days-84.7757.292318-3.693.183.102.42
4 days-55.7543.281311-4.293.933.712.60
5 days-21.9131.3589-2.743.483.032.63
6 days-16.5122.3767-2.753.23.402.36


Thu, June 21, 2012 2:35 PM EDST new June 21

Below are our qPath and Mosconi Effect algorithms' predictions for VXX close tomorrow, assuming it closes UP today as it looks like it will. Gloomy economic readings from three continents have sent stocks skidding and spurred a bearish recommendation from Goldman Sachs, compounding losses in major benchmarks.

Based on strong predictions DOWN again by both our qPath and Mosconi Effect algorithms, we forecast that VXX will close DOWN tomorrow, Fri, June 22.
  • VXX closed UP today,+11.11%
  • We did not make a forecast yesterday for VXX close today
qPath%VXX
Days

Avg
StDevP
Jun 21(-)(+)(-)(+)(-)(+)(-)(+)
1.4-23.4213.6375-3.352.732.033.80
143-0.320.0010-0.320.00
1433-0.320.0010-0.320.00
14333-0.320.0010-0.320.00
M-path%VXX
Days

Avg
StDevP
Jun 21(-)(+)(-)(+)(-)(+)(-)(+)
2 days-112.03127.294141-2.733.101.993.09
3 days-59.0244.082422-2.462.002.082.98
4 days-41.9334.961715-2.472.332.183.43
5 days-28.6014.82139-2.201.651.860.98
6 days-24.6610.0496-2.741.671.811.02


Wed, June 20, 2012 4:50 PM EDST new June 20

We're not making a forecast for VXX close, Thu, June 21, because there are inconsistent predictions from our qPath and Mosconi Effect algorithms due to VXX closing in dreadful quad 4 today.
  • VXX closed DOWN again today, -4.21%, DOWN 5 days in a row
  • Our forecast yesterday that VXX would close DOWN today was correct.
  • Our gut says VXX will close DOWN tomorrow, but we've learned that our algorithms have been far more correct than our gut. This will please Frog.
qPath%VXX
Days

Avg
StDevP
Jun 20(-)(+)(-)(+)(-)(+)(-)(+)
4.3-53.610.97162-3.350.492.040.48
433-43.080.97122-3.590.492.130.48
4333-30.010.9772-4.290.491.740.48
433330.000.0000
M-path%VXX
Days

Avg
StDevP
Jun 20(-)(+)(-)(+)(-)(+)(-)(+)
2 days-232.64168.048046-2.913.652.113.76
3 days-119.8993.894732-2.552.931.763.07
4 days-74.4462.962522-2.982.861.853.04
5 days-15.7143.921015-1.572.930.903.18
6 days-12.7834.5369-2.133.840.643.57


Tue, June 19, 2012 11:20 PM EDST new June 19

Based on strong predictions DOWN again by both our  algorithms, we're forecasting that VXX will close DOWN tomorrow, Wed, June 20.
  • VXX closed DOWN again today, -2.00%, DOWN 4 days in a row
  • Yesterday we forecast correctly VXX would close DOWN today
qPath%VXX
Days

Avg
StDevP
Jun 19(-)(+)(-)(+)(-)(+)(-)(+)
3.3-145.06123.295033-2.903.742.203.89
333-47.4743.232015-2.372.881.413.05
3333-11.2024.7338-3.733.090.942.79
33331-11.202.2231-3.732.220.940.00
M-path%VXX
Days

Avg
StDevP
Jun 19(-)(+)(-)(+)(-)(+)(-)(+)
3.3-232.64168.048046-2.913.652.113.76
333-119.8993.894732-2.552.931.763.07
3333-74.4462.962522-2.982.861.853.04
33331-58.7318.76156-3.923.131.732.70
333313-31.6714.4493-3.524.811.932.62


Mon, Jun 18, 2012 1:10 PM EDST new June 18

qPath and M-paths algorithms' tables below are an advance warning from our algorithms that looks like VXX will almost certainly close strongly DOWN tomorrow too.

7:04 PM, Mon

Frog just called me a, "Rigamortis Buffoon" for not making a DOWN forecast the last 2 days our algorithms predicted correctly that VXX would close DOWN the next day, which it did. 

So, just for you, dear Frog, and thanks for your very kind words of encouragement, here 'tis —  our forecast for VXX close tomorrow:

Based on strong predictions DOWN by BOTH our qPath and Mosconi Effect algorithms, we're forecasting that VXX will close DOWN tomorrow, Tue, June 19.
  • VXX closed DOWN again today, -8.22%, DOWN 3 days in a row
  • We did not make a forecast Friday for VXX close today
  • Our new Run Flush Factor RFF and 10-Run Moving Average 10RMA seem to be doing a pretty good job predicting VXX price trends as you can see in this chart below and in Chart 2-618a.
  • RFF and 10RMA may prove to be good, leading indicators predicting VXX price trends.
new June 18
Chart 2-618a shows effect of Run Flush Factor RFF with actual data thru June 18: 10RMA continues to be negative as we wrote below on June 15 it would The positive rally that began X-axis=43 on May 11 is almost certainly over The VXX crash that began late last year may not be over yet Scroll down to see how actual and projected 10RMA have changed since June 4 and how 10RMA predicts VXX change as a leading indicator

  • Note in the chart below, we have found that when both %VXX and %S&P 500 decrease concurrently, it suggests an intrinsic weakening of %VXX, counter to what we would expect from the 2011 Trend Line. So, if VXX closes UP tomorrow (we forecast DOWN), it will only be because either Big Bird, Black Bear and/or Black Swan crash our party :)
new June 18
Note in the chart below, we have found that when both %VXX and %s&P 500 decrease, it suggest an intrinsic weakening of %VXX.

  • Note in chart below how VXX and VIX have fallen off the cliff, down about 13 and 19% in the last 2 days.
new June 18
Note in chart below how VIX and VXX have fallen off the cliff, down about 13 and 19% in the last 2 days.

qPath%VXX
Days

Avg
StDevP
Jun 18(-)(+)(-)(+)(-)(+)(-)(+)
3.3-136.84123.294933-2.793.742.083.89
333-47.4743.232015-2.372.881.413.05
3331-28.0516.15134-2.164.041.493.80
33313-11.6910.6261-1.9510.621.520.00
M-path%VXX
Days

Avg
StDevP
Jun 18(-)(+)(-)(+)(-)(+)(-)(+)
2 days-224.42168.047946-2.843.652.043.76
3 days-119.8993.894732-2.552.931.763.07
4 days-44.0830.932110-2.103.091.553.14
5 days-27.4115.75123-2.285.251.823.81
6 days-18.232.1171-2.602.111.980.00




Fri, Jun 15, 2012 6:26 AM EDST new June 15

From the Wall Street Journal, 6:26 AM

The wild ride continues.

While stock investors have been playing headlines all week, late yesterday they got the almighty one they have been waiting for. Major central banks are reportedly prepared to stabilize financial markets, if necessary, following Sunday's Greek elections.

The smell of coordinated central-bank action was all investors needed to feel better about the global economic troubles that permeate from Europe's sovereign-debt crisis. Whether that positive, knee-jerk reaction is sustainable remains to be seen.

The report sent stocks skyrocketing during the final trading hour, pushing the Dow Jones Industrial Average up by more than 200 points at session highs before closing with a 156-point gain.

The Dow has risen in six of the last eight sessions, and finished Thursday at a one-month high. Pretty remarkable, considering the train wreck occurring across the pond. The European crisis has spread rapidly from Greece and Portugal, to bigger nations such as Spain and Italy.

4:51 PM, Fri  new June 15

We're not making a forecast for VXX close, Mon, June 18, because we do not understand what effect the Greek elections Sunday will have on VXX, even though both our algorithms predict VXX will close DOWN Monday.
  • VXX closed DOWN again today, -4.20%, DOWN 2 days in a row
  • We did not make a forecast yesterday for VXX close today
  • In hindsight, both our algorithms predicted correctly yesterday that VXX would close DOWN today, which it did
  • Our new Run Flush Factor RFF and 10-Run Moving Average 10RMA seem to be doing a pretty good job predicting VXX price trends as you can see in this chart below and in Chart 2-615a.
  • RFF and 10RMA may prove to be good, leading indicators predicting VXX price trends.
new June 15
Chart 2-615a with actual data thru June 15, shows that: 10RMA continues to have changed from positive to negative as we wrote below on June 13 it would The positive rally that began X-axis=43 on May 11 is almost certainly over The VXX crash that began late last year may not be over

qPath%VXX
Days

Avg
StDevP
Jun 15(-)(+)(-)(+)(-)(+)(-)(+)
3.3-136.84123.294933-2.793.742.083.89
331-70.5442.55207-3.536.082.625.87
3313-25.7922.3893-2.877.462.228.08
33131-5.870.0020-2.930.63
M-path%VXX
Days

Avg
StDevP
Jun 15(-)(+)(-)(+)(-)(+)(-)(+)
2 days-224.42168.047946-2.843.652.043.76
3 days-104.0974.153114-3.365.302.304.59
4 days-41.5343.51157-2.776.221.925.95
5 days-22.266.9281-2.786.921.170.00
6 days-11.166.9251-2.236.920.700.00


Thu, Jun 14, 2012 7:40  PM EDST new June 14

We're unable to forecast tomorrow's close, Fri, June 15, even though both out algorithms forecast it will close DOWN. Our daily forecasts of next day VXX close have been getting hammered by the weird combination of real world events that, whose effects, were impossible to reflect when our algorithms were developed late last year in a much higher volatility period.
  • VXX closed DOWN today, -6.40%
  • Our forecast yesterday that today would close UP was wrong
  • Its difficult to defend against what Frog calls a "Double Arrow," and Shakespeare's Frog says: 
"A double arrow tis as loathsome as a toad, a land locked, fake Frog."
"Thou dost quiver for aimless, double arrows absent in thy quiver."
"He that doubts thy words shall quiver being double-arrowed pronto."

qPath%VXX
Days

Avg
StDevP
Jun 14(-)(+)(-)(+)(-)(+)(-)(+)
3.1-106.3058.782919-3.673.092.932.88
313-54.2523.66147-3.883.383.252.53
3131-10.181.0431-3.391.041.910.00
31313-1.960.0010-1.960.00
M-path%VXX
Days

Avg
StDevP
Jun 14(-)(+)(-)(+)(-)(+)(-)(+)
2 days-159.53104.144535-3.552.982.552.71
3 days-80.5752.142217-3.663.073.172.44
4 days-24.8214.0097-2.762.001.831.44
5 days-15.762.1461-2.632.141.580.00
6 days-8.50030-2.831.14


We're unable to forecast tomorrow's close, Fri, June 15, even though both out algorithms forecast it will close DOWN. Our daily forecasts of next day VXX close are getting hammered by the weird combination of real world events that were impossible to reflect when our algorithms were developed late last year in a much higher volatility period. VXX closed DOWN today, -6.40% Our forecast yesterday that today would close UP was wrong
   Its difficult to defend against what Frog calls a "Double Arrow."


Wed, Jun 13, 2012 2:22 PM EDST new June 13

If VXX closes today, Wed, June 12, in quad 1, as it now looks like it will, here are our algorithms' predictions for tomorrow's close. Forecast later, please stay tuned. Frog has advised me to change my name from Quick Draw McGraw. Ouch! To what, I asked. "Sooper Sonik the Slug or Speedoo the HAREless Turtle. Anything, sir, but McGraw." Thank you, Frog, for your ever-endearing, kind advice :)

qPath%VXX
Days

Avg
StDevP
Jun 13(-)(+)(-)(+)(-)(+)(-)(+)
1.3-68.50100.072730-2.543.341.923.17
131-16.7951.84512-3.364.321.752.29
1313-5.2416.5715-5.243.310.001.99
131340.000.98010.980.00
M-path%VXX
Days

Avg
StDevP
Jun 13(-)(+)(-)(+)(-)(+)(-)(+)
2 days-103.93127.293941-2.663.101.943.09
3 days-46.6183.211619-2.914.381.622.70
4 days-23.7533.42710-3.393.341.922.81
5 days-7.8328.5137-2.614.071.723.08
6 days-7.8317.3735-2.613.471.723.41


8:46 PM Wed  new June 13

Based on strong predictions UP by our qPath and Mosconi Effect algorithms, we're forecasting that VXX will close UP tomorrow, Thu, June 14.
  1. VXX closed UP today, Wed, +5.15%
  2. We made no forecast yesterday for today's VXX close 
  3. Our research indicates that the current VXX rally may be over, even though VXX closed UP today. It also indicates the VXX crash since late last year may not be over yet because 10RMA changed from positive to negative today as you can see in the yellow chart below.
  4. We recognize the apparent disparity between #3 — a longer term projection — and our forecast for tomorrow's VXX close..

20120613 VXX close 
Chart 2-613 with actual data thru June 13, shows that: It's happened — 10RMA changed from positive to negative today as we wrote yesterday it could today. The positive rally that began X-axis=23 on May 11 is pretty much over. A few more days and Runs will tell for sure.



Tue, Jun 12, 2012  5:30 PM EDST new June 12
5:30 PM Tue

We're unable to forecast tomorrow's close, Wed, June 13, because of no consistent algorithms' predictions.
  • VXX closed DOWN today, -1.70%, what a roller coaster ride 
  • Frog said today was, "Barfable"
  • No forecast yesterday, Mon. June 11
qPath%VXX
Days

Avg
StDevP
Jun 12(-)(+)(-)(+)(-)(+)(-)(+)
3.1-106.3058.782919-3.673.092.932.88
313-54.2523.66147-3.883.383.252.53
31340.006.67016.670.00
313430.006.67016.670.00
M-path%VXX
Days

Avg
StDevP
Jun 12(-)(+)(-)(+)(-)(+)(-)(+)
2 days-159.53104.144535-3.552.982.552.71
3 days-80.5752.142217-3.663.073.172.44
4 days-55.7538.131310-4.293.813.712.70
5 days-21.9126.2088-2.743.273.032.72
6 days-16.5117.2266-2.752.873.402.40

20120612 VXX close


Mon, Jun 11, 2012 3:27 PM EDST new June 11

We're unable to forecast tomorrow's close, Tue, June 12, because of inconsistent, unclear algorithm predictions.
  • VXX closed UP today, Mon, June 11, 8.42%
  • We forecast Sunday, June 10, today DOWN and were wrong
  • As Frog said, "The rain in Spain's not just a pain, its a damn storm."
  • Even though we were keenly aware that of our 19 wrong forecasts this year 17 were DOWN, now 18 of 20 were wrong, we were trying to wring a winning forecast and forgot that Frog has reminded us often, "Can't make a silk purse out of a sow's ear."
  • Think we've ticked off Frog. Says, "Our good intentions are drowned by our bad judgement." Ouch
qPath%VXX
Days

Avg
StDevP
Jun 11(-)(+)(-)(+)(-)(+)(-)(+)
1.3-68.50100.072730-2.543.341.923.17
134-4.054.1524-2.021.041.690.61
1343-4.052.2422-2.021.121.690.78
13433-3.721.9011-3.721.900.000.00
M-path%VXX
Days

Avg
StDevP
Jun 11(-)(+)(-)(+)(-)(+)(-)(+)
2 days-103.93127.293941-2.663.101.943.09
3 days-57.3244.082322-2.492.002.122.98
4 days-40.2234.961615-2.512.332.243.43
5 days-26.8914.82129-2.241.651.930.98
6 days-22.9510.0486-2.871.671.881.02

20120611 VXX close   20120611 VIX close

The Wall Street Journal (4:21 PM) has a good summary of what happened today:

The Dow industrials snapped a four-day winning streak as investors questioned whether Madrid's weekend agreement to seek bailout funds for its banks will restore confidence in the Spanish economy.

The Dow Jones Industrial Average declined 142.97 points, or 1.1%, to 12411.23. The blue-chip benchmark gave up a morning advance of as much as 96 points as optimism about the bailout faded. The retreat followed stocks' biggest weekly gains of the year last week.

The Standard & Poor's 500-stock index slid 16.73 points, or 1.3%, to 1308.93. Shares of financial companies led declines across nine of the index's 10 sectors. Bank of America fell 3.7%, leading the Dow lower. The Nasdaq Composite fell 48.69 points, or 1.7%, to 2809.73.

Stocks also fell across the Atlantic. The Stoxx Europe 600 slipped less than 0.1% after seeing earlier gains of as much as 1.9%. Spain's IBEX-35 stock index dropped 0.5% after surging as much as 5.9%. Meanwhile, investors fled Spanish debt, sending the yield on Spain's 10-year bond 0.29 percentage point higher to 6.47%, its biggest daily increase since December.

"It's a bit of Groundhog Day. Markets are tired of these inconsistent rescue plans thrown piecemeal at Europe," said Adrian Cronje, chief investment officer at Balentine in Atlanta.

Over the weekend, Spain requested up to €100 billion ($125 billion) in loans from the European Union to assist its banks. Statements about the deal left several open questions, including the exact amount of aid the country will need and how the funds will be distributed.

"It just pushes back the day of reckoning," Ben Halliburton, managing director at Tradition Capital Management in Summit, N.J., said of the planned bailout.

Asian markets gained after the Spain news and also benefited from Chinese economic data that exceeded some expectations. Japan's Nikkei Stock Average rose 2% and China's Shanghai Composite gained 1.1%..


Fri, Jun 8, 2012 6 AM EDST new June 8

From the Wal Street Journal 6 AM 

Bulls beware: The way the stock market sputtered into yesterday’s closing bell could be a telling sign.

Stocks stumbled into the close on the seeming realization that there is only so much the world’s central banks can do to fix the global economy. After opening sharply higher,the S&P 500 finished fractionally lower. The Dow closed up 46 points, after rising as much as 141 points earlier in the session.

The Dow is up 3% throughout the last three trading days, predominantly on the hope that central bankers around the globe will soon ride to the rescue. Four prominent central banks have been in the headlines over the last two days: The Fed, the European Central Bank, the Bank of England and the People’s Bank of China

3:24 PM, Fri Unless we change our mind before then, we will be making a forecast today for Monday's close. Please stay tuned.
3:40 PM, Fri We're still in a quandary and want to be sure because its a weekend
3:50 PM, Fri Frog says, "throw it out there in case they want to roll their own." It may be a while, sorry. If you were us, what would you forecast????? Leave your Comment please.

qPath%VXX
Days

Avg
StDevP
Jun 8(-)(+)(-)(+)(-)(+)(-)(+)
3.4-33.9724.21147-2.433.461.743.59
343-20.4815.8585-2.563.171.793.84
3433-19.7615.0373-2.825.011.764.02
34333-6.3014.3232-2.107.160.513.22
M-path%VXX
Days

Avg
StDevP
Jun 8(-)(+)(-)(+)(-)(+)(-)(+)
2 days-218.00159.617745-2.833.552.033.73
3 days-113.4885.464531-2.522.761.742.95
4 days-68.9954.532421-2.872.601.822.85
5 days-15.7135.491014-1.572.540.902.92
6 days-12.7826.1168-2.133.260.643.37

4:20 PM, Fri Here's another piece of the puzzle showing if yesterday's close was in quad 3 rather than quad 4 — it was very close. Hey, you're up to bat and can't strike out as many times as we have. Have a GO!!!!
Comments please

qPath%VXX
Days

Avg
StDevP
Jun 8(-)(+)(-)(+)(-)(+)(-)(+)
3.3-135.87123.294833-2.833.742.093.89
333-46.5043.231915-2.452.881.413.05
3333-11.2024.7338-3.733.090.942.79
333330.004.14031.381.45
M-path%VXX
Days

Avg
StDevP
Jun 8(-)(+)(-)(+)(-)(+)(-)(+)
2 days-218.00159.617745-2.833.552.033.73
3 days-113.4885.464531-2.522.761.742.95
4 days-68.9954.532421-2.872.601.822.85
5 days-15.7135.491014-1.572.540.902.92
6 days-12.7826.1168-2.133.260.643.37

4:35 PM, Fri Here's a bit more info to help you help us :)
  1. Since Jan 2011, we've had 162 Runs, 81 (+) 81 (-)
  2. If Monday closes DOWN, it will be only the 3rd 6-day DOWN run since Jan 2011
  3. If Monday closes UP, today will be the 9th negative 5-day DOWN run since Jan 2011
   What's gonna happen????

11:00 PM, Sun, June 10  new June 10

We took the weekend trying to figure out if we could forecast VXX close tomorrow, Mon, June 11, and if so what.

So, we're forecasting VXX close tomorrow Mon, June 11 DOWN.
  • VXX closed DOWN Friday, -5.45%, 5 days in a row DOWN
  • No forecast Thu, June 7
  • Even though our algorithm's predictions are mixed as you can see in the 1st 2 tables above, we are relying on our qPath predictions because of unusual closing in quad 4, Thu, June 7 
  • We are keenly aware that of our 19 wrong forecasts this year, 17 were DOWN
  • As Frog says, "The rain in Spain's a pain."

Thu, Jun 7, 2012 3:27 PM EDST new June 7

Gambler's Fallacy, as we wrote yesterday, says because VXX was down last 3 days and will probably be DOWN today, chances are very good tomorrow, Fri, will be DOWN too. 

Frog just told us, "Don't jump on the bandwagon late in the parade, or you'll be on an empty bandwagon soon" :) So, like we said yesterday, we're not forecasting tomorrow's close, Fri, June 8, even though our algorithms have correctly predicted DOWN for the last 3 days and are predicting DOWN tomorrow, Fri, too. We've been wrong 17 of 19 DOWN-forecasts this year due to effect of combination of weird conditions not seen developing our algorithms late last year in the much higher volatility period. And, remember our algorithms were developed mainly to predict UP changes. Correct DOWN forecasts may have just been lucky :)
  • VXX closed DOWN today, -0.97%, 4 days in a row DOWN
  • No forecast yesterday, Wed, June 6
  • Frog invites you to see how he (and you, thanks)
     got us Top 10 Google® Search rankings
qPath%VXX
Days

Avg
StDevP
Jun 7(-)(+)(-)(+)(-)(+)(-)(+)
4.3-48.160.97152-3.210.492.030.48
433-37.640.97112-3.420.492.140.48
4333-24.560.9762-4.090.491.810.48
43331-24.560.9762-4.090.491.810.48
M-path%VXX
Days

Avg
StDevP
Jun 7(-)(+)(-)(+)(-)(+)(-)(+)
2 days-210.74159.617645-2.773.551.983.73
3 days-113.4885.464531-2.522.761.742.95
4 days-68.9954.532421-2.872.601.822.85
5 days-53.2918.76146-3.813.131.742.70
6 days-21.614.3253-4.321.441.181.40

20120607 VXX close  


Wed, Jun 6, 2012  3:30  PM EDST new June 7

Gambler's Fallacy says because VXX was down last 2 days and will be DOWN today, chances are very good tomorrow will be DOWN too.

Frog says, "Listen to that prophetic prophesy," and he's been right more than we have :) So, we're not forecasting tomorrow's close, Thu, June 7, even though our algorithms predict DOWN as they have for the last 2 days. We've been wrong 17 of 19 DOWN-forecasts this year due to effect of combination of weird conditions not seen developing our algorithms late last year in the much higher volatility period. And, our algorithms were developed mainly to predict UP changes. Correct DOWN forecasts have just been lucky :)
  • VXX closed DOWN today, -7.27%, 3 days in a row DOWN
  • No forecast yesterday, Tue, June 5
  • From the Wall Street Journal, 4:18 PM
U.S. stocks jumped Wednesday as investors read remarks by central bankers in Europe and the U.S. as a signal that more monetary stimulus may be on the way.

The Dow Jones Industrial Average jumped 286.84, or 2.4%, to 12414.79; the Nasdaq Composite Index gained 66.61, or 2.4%, to 2844.72; and the Standard & Poor's 500-stock index added 29.63, or 2.3%, to 1315.13. The gains on Wall Street came after the Stoxx Europe 600 rose 2.3% and Japan's Nikkei Stock Average gained 1.8%

qPath%VXX
Days

Avg
StDevP
Jun 6(-)(+)(-)(+)(-)(+)(-)(+)
3.3-128.61123.294733-2.743.742.013.89
333-46.5043.231915-2.452.881.413.05
3331-27.0816.15124-2.264.041.51