Mon, April 30, 2012 6:15 PM EDST
Table 3 new May 4
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:
* 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?
The importance of understanding %VXX non-existent data* can also be seen in tables below: Tables 8 and 9 from Runs, Table 1 from Tips, Table 2 new today, and Table 3, consolidating Tables 1,2,8,9, new May 1.
Table 8 is for 113 days of 5-day runs DOWN zone D.
Table 9 is for 42 days of 5-day runs UP zone B.
Table 1 is for all %VXX data Jan 3, 2011 to Apr 10, 2012, 320 days.
Table 2 All runs except up (B), down (D), zones A,C,E, 165 days.
(See Chart 15-0 for zones A,B,C,D,E)
TABLE 8 5-Day runs DOWN, #3 to 8, zone D
Oct 10(126), 2011 to Mar 21(14), 2012, 113 Days
TABLE 9 5-Day runs UP, #2 to 5, zone B
Jul 8(191) to Sep 6(150), 2011, 42 Days
Table 1 All Runs, zones A,B,C,D,E
Jan 3, 2011 to Apr 10, 2012, 320 days
Table 2 All runs except up (B) and down (D), zones A,C,E
Jan 3, 2011 to Apr 10, 2012, 165 days
new Apr 30
Data in Table 2 was arrived at by subtracting Table 8 + 9 from Table 1.
Please let us know if you find any discrepancies — We're in fog mode :)
Table 3, Tables 1,2,8,9 VXX runs expanded and consolidated here
new May 4
Related Tickers: VelocityShares Daily 2x VIX ST ETN (NYSEArca:TVIX), VelocityShares Daily Inverse VIX ETN (NYSEArca:XIV), VelocityShares Daily Inverse VIX Medium-Term ETN (NYSEArca:ZIV), iPath S&P 500 VIX Mid-Term Futures ETN (NYSEArca:VXZ), VIX Mid-Term Futures ETN (NYSEArca:VXZ), iPath S&P 500 VIX Short-Term Futures ETN (NYSEArca:VXX)