Dec 17, 2012
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BIGGEST GUARANTEE
on the Internet from one of the smallest sites
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We guarantee these
100% right, never wrong yet First visit? Time to read just one page?
You won't regret reading this page
Tip #3 this year published recently
Volatility Research algorithms
VXX VIX Volatility is in a DOWN trend
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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® Sites — Slight modifications and content (fitb) by us Our website got in Google® Search Top 10, but we're not sure how We never ask for your name, email address, credit card # or any personal info We're all volatility + a bit of humor, Shakespeare, Opera and Art
Frog's Shakespeare QuotesThe gadget you added is not valid
All our Forecasts and Tips are published here — Tips are published in the WSJ We try to forecast VXX Next-Day Close daily by 3:30 PM, latest by market open
qPath and Mosconi Effect M-path predictions for VXX next-day close please scroll down past yellow section of humor, Shakespeare, Opera and Art
Our qPath and Mosconi Effect M-path algorithms VXX next-day close Forecast Scorecard this year thru Thu Dec 13 is
Correct 60 Wrong 30 No forecast 148
Right / Wrong 2.0 / 1 (60 / 30)
This score is not sustainable
"Better to trust the man who is frequently in error than the one who is never in doubt."
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Reason Why VXX VIX Volatility May Have Turned DOWN Again
updated thru Fri Dec 14Click here to see all recent weird, funny and unusual photos and here to see page of all photoshopped photos. All photos linked above will be removed from our site soon. Stay tuned when and why.
Angry Bird
Sad Hot Dog
I'm stranded
Oh S**T
Elephants really can fly Click here to see all recent weird and unusual photos Click here to see page of all photoshopped photos |
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Don't read this if you are offended by photoshopping
How Mona Lisa Screwed All Wall Street
If you're comfortable
with a little calculus
if regression
depresses you
Frog says, if you
- Have a pulse
- Can void
- Can take liquids by mouth
- Know Pancho Villa is not a housing development, and
- Are not double parked in the twilight zone
ALERT
we're afraid
to make public
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 runs data series since Jan 2011 with a 10-run moving average, 10RMA, results are uncanny.
We stumbled onto this trying to understand unusually high occurrence of 5-day runs compared to 4 and 6-day runs.
SECRET EMERGENCY MEETING
I was invited and attended a secret emergency meeting in New York.
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."
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
|
# runs |
days (-) |
# runs |
days (+) |
Days |
| 1 |
4 |
4 |
4 |
4 |
8 |
| 2 |
3 |
6 |
|
. |
6 |
3
|
|
|
|
. |
|
| 4 |
1 |
4 |
1 |
4 |
8 |
| 5 |
|
|
4 |
20 |
20 |
| 6 |
|
|
|
|
|
|
8 |
14 |
9 |
28 |
42 |
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.
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:
- Willie Mosconi was nominated for the Nobel Mathematics Peace Prize but was blackballed by Minnesota Fats.
- 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.
FROGS VIEWS OF THE DAY
Frog is excited that the world is watching his Views of the Day — #1 of 500 Million Google® Search FROGS VIEWS OF DAY*
Our Frog is the only non-human to ever be nominated by a major newspaper for a Pulitzer Prize, "Non-Human Species Writings."
His nomination was sand-bagged, however, by Big Bird because of "Cross species animosity and jealousy."
We have received a request from another major newspaper to syndicate Frogs Views of the Day. Their request has been rejected by the Frog because his "Views are just too personal and controversial."
We have also received a request from a major movie studio to make a movie of Frogs Views of the Day starring Frog himself. Frog is undecided about being a movie star. Says he "Just may prefer his pond with the Fat Lady."
Frog's more recent Views of the Day are below.
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
Tragedy Skinny Dippin 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 23
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 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
The Fat Lady wore me JUST PLAIN OUT.
I had one helluva sheet-ripp'n
lily pad wilt'n night :)
See me trying to recover video
new Apr 29
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 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 Video1 Video2 (Notice how he throttles, squelches her squeals and honks of pleasure — How not to disturb neighbors getting lucky :)
new May 3
Thug the Guard Dog blackballed — "He just don't care." Video Article
new May 3
The Black Bear saved the Fat Lady's just-born-in-my-pond baby from drowning. I just couldn't do it. Black Bear 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 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
THE BLACK BEAR'S progeny cubs do the world's longest conga line, the love train. video
new May 26
PERFUME THE BABY MONKEY itches his butt and takes a whiff.
Blackballed by Big Bird, "Too loud Big Mouth and my dad was O. Long Johnson Bird."
new May 29
Frog says,
"Girls — even the Fat Lady — should stay home."
Video 44 million views
new May 31
Frog says, "When you gotta go,
you gotta go."
new June 2
Big Bird helped turn Orville the Dead Cat into a helicopter. Video new June 5
Geyser the Endless Peeing Dog
has won every contest Video
new June 15
Crazy Ass Mother Goose viciously attacks innocent man with light saber, blackballed by Big Bird because, "She wields a mean wand."
new June 24
Buxie the Buxom Bandit blackballed by Big Bird, " She's just too top heavy. " Video new July 4
Buxie bucks the Lam New July 11
Bootzy the world's only Booty Shaking Bronco, blackballed for "flaunting privates in public." Video
new July 13
Maria Callas the Opera Singing Cat
also cries like a baby.
Blackballed,"She cries too much,"
new July 16
Pavarotti the Opera Singing Wolf sings "Libiamo Ne' Lieti Calici, Brindisi (The Drinking Song) from Verdi's La Traviata" to stop baby crying Video
Road Rage Bimbo Nancy fails Car and Driver Road Rage Rehab. Blackballed by Big Bird, "She's just too sweet and too soft spoken." new July 24
Worst Road Rage Revenge Ever
new Aug 2
Hangover the Kitty gives advice
new July 28
Arthritic dog goes for a swim
new Aug 9
Houdini the Fearful Cat escapes on surfboard. Blackballed, cat's "Not cunning enough" and dog for
"Chasing a little pussy." Video
new Aug 11
Caution gruesome Video
new Aug 11
Squatter the Homeless Dog rudely marks his new territory. Blackballed, "He's just too rudely polite." Video
new Aug 14
Cocky the World's Largest Pet Cock Rooster blackballed, "He's just not cocky enough."
new Aug 15
Listen to Pavarotti's Opera Singing White Haired Gibbon Ape singing a Verdi Chorus accompanied by rhythm of slamming door to audition for the Metropolitan Opera new Aug 23
Butterfly in Brazil attacks Bully the World's Meanest Bulldog Puppy
and wins. Bully blackballed by Black Bear, "He's just too cross-species vicious."
Frog says, "Best ad ever. I can do that."
new Sep 5
Huge Fish Attacks Men In Boat Video
new Sep 16
Dog and Parrot Making Out, Both blackballed by Big Bird, "They just ain't right, petomy's a crime" Video new Sep 16
Porky the Olympic Swimming Hero Pig rescues Goofy the Drowning Goat Video
new Sep 21
Ditsy Dodo the Intellectually Challenged Blond blackballed, "She just don't care to think right." Video
new Sep 22
Might be Ditsy Dodo the Intellectually Challenged Blond's Sister blackballed too, "She just can't think right." Video
SoftFoot the Soccer Playing Dog takes owner OUT with a nut shot Video
new Sep 19
Nutter the Nasty Goat gives nice man a nut shot too Video
new Sep 29
Live suicide on FOX TV VideoCAUTION THIS VIDEO CONTAINS GRAPHIC CONTENT YOU MAY FIND OFFENSIVE FOX apology
new Sep 30
Lone Ranger gets DUI on Horseback, gallops away from police chase. Silver blackballed, "He's just too domitable."
new Sep 30
Opera Singing Chorus of Misfits
including
- One Ear the Cat,
- One Eye the Cat,
- Hairy the Old Monkey and
- Toothless the Beaver
singing "Libiamo Ne' Lieti Calici, Brindisi (The Drinking Song) from Verdi's La Traviata"
new Oct 2
HOCKER the DRY MOUTHED LLAMA fires a big wet one on a nice lady. Blackballed by Big Bird, "He's just too polite." Video new July 15
Bullseye the Hocker Shooting Llama lands a big wet one on a nice lady, blackballed, "He's just too aimless."
new Oct 3
new Oct 3
Big Bird not only ticked off Obama, he ticked off Sweetie the Never Upset Horse so bad, Sweetie spit on his beak — and Big Bird got first-ever photo of a horse spitting for Guinness Book of World Records.
new Oct 8
Who says women can't float above
corn fields?
new Oct 11
iHate Bur Rokoli the 7-week-old Pomeranian attacks broccoli and looses Video
new Oct 11
Hotsie the Bride forgot to wear panties
new Oct 11
Ballzie the Bald Eagle tries to make Bad Ass Old Mother Goose join the Mile High Club. Blackballed by Big Bird because "Birdomy is fowl crime."
Frog's wisdom, "Air bags and bagged in the air just ain't the same."
new Oct 11
Big Bird gave the nasty old witch bad directions, a faulty GPS, and too much booze at Romney's family reunion
new Oct 14
Tear jerker rescue of baby elephant stuck in hole video
new Oct 19
Ice Dude fails to 'break the ice' jumping into frozen pool
10 million views video
new Oct 19
new Oct 22
Sad, he lost a friend in a hay baler
new Oct 22
Guy survives being hit by car speeding 40+ mph, bounces off windshield, lands on feet video
new Oct 23
Sweetie the Never Upset Horse chases Coy the Coyote. Then fires a big hocker to send him off like a rocket. new Nov 1
Big Bird is ticked having to carry his horse. Flips the Bird. new Nov 1
After Burner the Flying Camel trying to land at LaGuardia new Nov 10
Tiny the Giant Seagull attacks Boeing the Flying Camel
new Nov 15
Mit the Flying Camel
trying to land at the White House but the flag and a few other things got in his way
new Nov 15
Clueless the Lost Flying Camel trying to land on top of the
Empire State Building
new Nov 15
Boeing the Flying Camel attacks Wingless the First-Ever Flying Elephant new Nov 15
Mitt the Flying Camel
trying to land on Mount Romney but can't get through the clouds. His namesake had the same problem. new Nov 20
Nicotine the Smoking Elephant Seal trying to blow smoke up Sorebutt the Flying Camel's butt new Nov 20
Obama invited Big Bird to visit a stormy, leaky, dripping room
Monet the One-Eyed Flying Camel aiming for a soft landing on Monet's Haystack at Giverny with his teenage mistress Camelia on his neck for a 'roll in the hay' new Nov 24
How to Ship a Giraffe by UPS
Horney the Flying Goat looking for some action with goats climbing trees new Nov 25
Vicious ROVEr the Mean Junkyard Dog rescuing Romney who lost his way under-ground and a few other ways too new Nov 25
Phelps the Flying Camel trying to get in the race between Doozie the Dolphin and Moomoo Nawtika the Flying Cow
Big Bird using Tiny the Giant Cock Rooster to pull plow new Nov 26
Flying Camels really can ride on light beams especially with their mistress on their neck new Nov 27
How to House Train a Giraffe
Big Bad Wolf Howling at Mysterious Cloud in Room Giraffes Peeking In new Nov 28
Orville the Flying Goat does a Fly-By for the crowd with King Kong the Monkey passenger on his back new Nov 28
George Foreman the Fighting Flying Camel attacks clouds that look like him new Nov 30
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See more funny pictures down the yellow section
You can now reach this page with this Google® Shortener short URL |
Fri, Dec 14, 2012 4:00 PM EST new Dec 14
Our algorithms' predictions for VXX close Mon Dec 17 below.
Based solely on our Mosconi Effect M-path algorithm, we forecast that VXX will close DOWN Mon, Dec 18.
| qPath |
%VXX |
|
Days |
|
|
Avg |
|
StDevP |
| Dec 14 |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
| 1.1 |
-105.25 |
105.24 |
35 |
26 |
-3.01 |
4.05 |
2.61 |
3.25 |
| 112 |
-2.53 |
21.97 |
2 |
4 |
-1.27 |
5.49 |
0.30 |
5.40 |
| 1123 |
-1.56 |
1.15 |
1 |
1 |
-1.56 |
1.15 |
0.00 |
0.00 |
| 11232 |
0.00 |
0.00 |
0 |
0 |
— |
— |
— |
— |
| M-path |
%VXX |
|
Days |
|
|
Avg |
|
StDevP |
| Dec 14 |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
| 2 days |
-167.54 |
205.77 |
54 |
43 |
-3.10 |
4.79 |
2.40 |
4.61 |
| 3 days |
-74.83 |
105.01 |
21 |
22 |
-3.56 |
4.77 |
2.79 |
3.49 |
| 4 days |
-22.00 |
42.01 |
9 |
12 |
-2.44 |
3.50 |
1.22 |
2.43 |
| 5 days |
-10.55 |
11.09 |
5 |
4 |
-2.11 |
2.77 |
0.99 |
1.90 |
| 6 days |
-6.63 |
5.14 |
3 |
1 |
-2.21 |
5.14 |
0.89 |
0.00 |
Please also see some of our new predictions:
There are hidden secrets we can't find in this table to answer why so many 5-day Runs Jan 3, 2011 to Aug 31, 2012, 421 days
|
| Run |
|
|
| Run | | Runs | # (-) | Days | %VXX | %VXX | # (+) | Days | | 1 | 42 | 42 | -132.92 | 183.88 | 49 | 49 | | 2 | 15 | 30 | -104.71 | 173.50 | 27 | 54 | | 3 | 14 | 42 | -116.22 | 96.09 | 8 | 24 | | 4 | 9 | 36 | -110.30 | 37.76 | 3 | 12 | | 5 | 10 | 50 | -150.90 | 150.11 | 6 | 30 | | 6 | 2 | 12 | -28.99 | 52.88 | 2 | 12 | | 7 | 4 | 28 | -56.88 |
|
|
|
|
|
|
|
|
|
| | Total | 96 | 240 | -700.92 | 694.21 | 95 | 181 |
We are unable to explain why this unusually high occurrence of 5-day positive runs compared to 4 and 6-day runs.
Thu, Dec 13, 2012 4:00 PM EST new Dec 13
Our algorithms' predictions for VXX close Fri Dec 14 below
| qPath |
%VXX |
|
Days |
|
|
Avg |
|
StDevP |
| Dec 13 |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
| 1.3 |
-84.62 |
120.87 |
33 |
39 |
-2.56 |
3.10 |
1.92 |
2.93 |
| 132 |
-3.26 |
27.19 |
2 |
7 |
-1.63 |
3.88 |
0.77 |
2.61 |
| 1232 |
0.00 |
0.00 |
0 |
0 |
— |
— |
— |
— |
| 12323 |
0.00 |
0.00 |
0 |
0 |
— |
— |
— |
— |
| M-path |
%VXX |
|
Days |
|
|
Avg |
|
StDevP |
| Dec 13 |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
| 2 days |
-167.54 |
205.77 |
54 |
43 |
-3.10 |
4.79 |
2.40 |
4.61 |
| 3 days |
-92.72 |
100.76 |
33 |
21 |
-2.81 |
4.80 |
2.06 |
5.55 |
| 4 days |
-49.17 |
46.98 |
16 |
9 |
-3.07 |
5.22 |
1.63 |
5.97 |
| 5 days |
-33.24 |
30.14 |
9 |
4 |
-3.69 |
7.54 |
1.70 |
7.71 |
| 6 days |
-7.94 |
20.70 |
2 |
1 |
-3.97 |
20.70 |
0.87 |
0.00 |
Wed, Dec 12, 2012 4:00 PM EST new Dec 12
Our algorithms' predictions for VXX close Thu Dec 13 below
| qPath |
%VXX |
|
Days |
|
|
Avg |
|
StDevP |
| Dec 12 |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
| 2.3 |
-32.10 |
13.26 |
11 |
6 |
-2.92 |
2.21 |
1.43 |
1.46 |
| 232 |
-4.29 |
0.00 |
2 |
0 |
-2.15 |
— |
1.17 |
— |
| 2323 |
-4.29 |
0.00 |
2 |
0 |
-2.15 |
— |
1.17 |
— |
| 23232 |
0.00 |
0.00 |
0 |
0 |
— |
— |
— |
— |
| M-path |
%VXX |
|
Days |
|
|
Avg |
|
StDevP |
| Dec 12 |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
| 2 days |
-174.61 |
157.66 |
59 |
54 |
-2.96 |
2.92 |
2.16 |
2.84 |
| 3 days |
-71.93 |
95.38 |
22 |
25 |
-3.27 |
3.82 |
1.65 |
2.75 |
| 4 days |
-45.37 |
42.41 |
12 |
13 |
-3.78 |
3.26 |
1.79 |
2.75 |
| 5 days |
-22.51 |
4.91 |
6 |
3 |
-3.75 |
1.64 |
1.54 |
0.32 |
| 6 days |
-3.27 |
2.01 |
1 |
1 |
-3.27 |
2.01 |
0.00 |
0.00 |
Tue, Dec 11, 2012 4:00 PM EST new Dec 11
Our algorithms' predictions for VXX close Wed Dec 12 below
| qPath |
%VXX |
|
Days |
|
|
Avg |
|
StDevP |
| Dec 11 |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
| 3.2 |
-25.28 |
39.02 |
12 |
11 |
-2.11 |
3.55 |
1.62 |
2.45 |
| 323 |
-1.55 |
12.08 |
2 |
5 |
-0.77 |
2.42 |
0.09 |
1.45 |
| 3232 |
0.00 |
0.00 |
0 |
0 |
— |
— |
— |
— |
| 32323 |
0.00 |
0.00 |
0 |
0 |
— |
— |
— |
— |
| M-path |
%VXX |
|
Days |
|
|
Avg |
|
StDevP |
| Dec 11 |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
| 2 days |
-214.75 |
149.40 |
65 |
47 |
-3.30 |
3.18 |
2.57 |
2.75 |
| 3 days |
-105.33 |
84.00 |
33 |
25 |
-3.19 |
3.36 |
2.85 |
2.60 |
| 4 days |
-36.83 |
16.21 |
12 |
9 |
-3.07 |
1.80 |
1.98 |
1.33 |
| 5 days |
-27.76 |
2.92 |
9 |
2 |
-3.08 |
1.46 |
1.88 |
0.68 |
| 6 days |
-13.72 |
2.14 |
4 |
1 |
-3.43 |
2.14 |
2.40 |
0.00 |
Mon, Dec 10, 2012 4:00 PM EST new Dec 10
Our algorithms' predictions for VXX close Tue Dec 11 below:
| qPath |
%VXX |
|
Days |
|
|
Avg |
|
StDevP |
| Dec 10 |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
| 2.3 |
-26.66 |
14.42 |
10 |
7 |
-2.67 |
2.06 |
1.52 |
1.40 |
| 232 |
-0.98 |
0.00 |
1 |
0 |
-0.98 |
— |
0.00 |
— |
| 2323 |
-0.98 |
0.00 |
1 |
0 |
-0.98 |
— |
0.00 |
— |
| 23231 |
-0.98 |
0.00 |
1 |
0 |
-0.98 |
— |
0.00 |
— |
| M-path |
%VXX |
|
Days |
|
|
Avg |
|
StDevP |
| Dec 10 |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
| 2 days |
-167.60 |
157.66 |
57 |
54 |
-2.94 |
2.92 |
2.19 |
2.84 |
| 3 days |
-64.91 |
95.38 |
20 |
25 |
-3.25 |
3.82 |
1.73 |
2.75 |
| 4 days |
-42.06 |
42.41 |
11 |
13 |
-3.82 |
3.26 |
1.87 |
2.75 |
| 5 days |
-19.20 |
4.91 |
5 |
3 |
-3.84 |
1.64 |
1.67 |
0.32 |
| 6 days |
-15.93 |
2.90 |
4 |
2 |
-3.98 |
1.45 |
1.84 |
0.21 |
Wed, Dec 5, 2012 4:00 PM EST new Dec 5
Our algorithms' predictions for VXX close Thu Dec 6 below:
| qPath | %VXX |
| Days |
|
| Avg |
| StDevP | | Dec 5 | (-) | (+) | (-) | (+) | (-) | (+) | (-) | (+) | | 3.1 | -134.81 | 85.18 | 38 | 25 | -3.55 | 3.41 | 2.88 | 2.94 | | 311 | -52.81 | 29.69 | 13 | 9 | -4.06 | 3.30 | 2.47 | 3.40 | | 3112 | 0.00 | 0.00 | 0 | 0 | — | — | — | — | | 31123 | 0.00 | 0.00 | 0 | 0 | — | — | — | — | | M-path | %VXX |
| Days |
|
| Avg |
| StDevP | | Dec 5 | (-) | (+) | (-) | (+) | (-) | (+) | (-) | (+) | | 2 days | -214.75 | 146.82 | 65 | 45 | -3.30 | 3.26 | 2.57 | 2.78 | | 3 days | -109.42 | 64.24 | 32 | 21 | -3.42 | 3.06 | 2.23 | 2.94 | | 4 days | -55.80 | 25.03 | 13 | 7 | -4.29 | 3.58 | 2.54 | 3.74 | | 5 days | -30.40 | 1.24 | 7 | 1 | -4.34 | 1.24 | 2.52 | 0.00 | | 6 days | -15.02 | 0.00 | 3 | 0 | -5.01 | — | 2.75 | — |
Thu, Dec 6, 2012 4:00 PM EST new Dec 6
Our algorithms' predictions for VXX close Fri Dec 7 below:
| qPath |
%VXX |
|
Days |
|
|
Avg |
|
StDevP |
| Dec 6 |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
| 2.3 |
-25.09 |
13.26 |
9 |
6 |
-2.79 |
2.21 |
1.55 |
1.46 |
| 231 |
-10.68 |
0.00 |
3 |
0 |
-3.56 |
— |
1.65 |
— |
| 2311 |
-1.70 |
0.00 |
1 |
0 |
-1.70 |
— |
0.00 |
— |
| 23112 |
0.00 |
0.00 |
0 |
0 |
— |
— |
— |
— |
| M-path |
%VXX |
|
Days |
|
|
Avg |
|
StDevP |
| Dec 6 |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
| 2 days |
-167.60 |
157.66 |
57 |
54 |
-2.94 |
2.92 |
2.19 |
2.84 |
| 3 days |
-64.91 |
95.38 |
20 |
25 |
-3.25 |
3.82 |
1.73 |
2.75 |
| 4 days |
-22.86 |
52.97 |
9 |
12 |
-2.54 |
4.41 |
1.21 |
2.63 |
| 5 days |
-10.39 |
20.45 |
3 |
4 |
-3.46 |
5.11 |
1.29 |
2.88 |
| 6 days |
0.00 |
3.56 |
0 |
1 |
— |
3.56 |
— |
0.00 |
Wed, Dec 5, 2012 4:00 PM EST new Dec 5
Our algorithms' predictions for VXX close Thu Dec 6 below:
| qPath |
%VXX |
|
Days |
|
|
Avg |
|
StDevP |
| Dec 5 |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
| 3.1 |
-134.81 |
85.18 |
38 |
25 |
-3.55 |
3.41 |
2.88 |
2.94 |
| 311 |
-52.81 |
29.69 |
13 |
9 |
-4.06 |
3.30 |
2.47 |
3.40 |
| 3112 |
0.00 |
0.00 |
0 |
0 |
— |
— |
— |
— |
| 31123 |
0.00 |
0.00 |
0 |
0 |
— |
— |
— |
— |
| M-path |
%VXX |
|
Days |
|
|
Avg |
|
StDevP |
| Dec 5 |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
| 2 days |
-214.75 |
146.82 |
65 |
45 |
-3.30 |
3.26 |
2.57 |
2.78 |
| 3 days |
-109.42 |
64.24 |
32 |
21 |
-3.42 |
3.06 |
2.23 |
2.94 |
| 4 days |
-55.80 |
25.03 |
13 |
7 |
-4.29 |
3.58 |
2.54 |
3.74 |
| 5 days |
-30.40 |
1.24 |
7 |
1 |
-4.34 |
1.24 |
2.52 |
0.00 |
| 6 days |
-15.02 |
0.00 |
3 |
0 |
-5.01 |
— |
2.75 |
— |
Tue, Dec 4, 2012 4:00 PM EST new Dec 4
Our algorithms' predictions for VXX close Wed Dec 5 below:
| qPath |
%VXX |
|
Days |
|
|
Avg |
|
StDevP |
| Dec 4 |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
| 1.1 |
-103.68 |
105.24 |
34 |
26 |
-3.05 |
4.05 |
2.64 |
3.25 |
| 112 |
-0.97 |
21.97 |
1 |
4 |
-0.97 |
5.49 |
0.00 |
5.40 |
| 1123 |
0.00 |
1.15 |
0 |
1 |
— |
1.15 |
— |
0.00 |
| 11233 |
0.00 |
1.15 |
0 |
1 |
— |
1.15 |
— |
0.00 |
| M-path |
%VXX |
|
Days |
|
|
Avg |
|
StDevP |
| Dec 4 |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
| 2 days |
-165.98 |
204.05 |
53 |
42 |
-3.13 |
4.86 |
2.41 |
4.64 |
| 3 days |
-73.26 |
105.01 |
20 |
22 |
-3.66 |
4.77 |
2.82 |
3.49 |
| 4 days |
-20.44 |
42.01 |
8 |
12 |
-2.56 |
3.50 |
1.25 |
2.43 |
| 5 days |
-9.89 |
30.92 |
3 |
8 |
-3.30 |
3.87 |
1.30 |
2.59 |
| 6 days |
-8.42 |
12.60 |
2 |
4 |
-4.21 |
3.15 |
0.14 |
1.86 |
Mon, Dec 3, 2012 4:00 PM EST new Dec 3
Our algorithms' predictions for VXX close Tue Dec 4 below:
| qPath |
%VXX |
|
Days |
|
|
Avg |
|
StDevP |
| Dec 3 |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
| 1.2 |
-23.07 |
21.63 |
5 |
5 |
-4.61 |
4.33 |
2.42 |
1.16 |
| 123 |
-7.01 |
2.05 |
1 |
1 |
-7.01 |
2.05 |
0.00 |
0.00 |
| 1233 |
-7.01 |
2.05 |
1 |
1 |
-7.01 |
2.05 |
0.00 |
0.00 |
| 12331 |
-7.01 |
0.00 |
1 |
0 |
-7.01 |
— |
0.00 |
— |
| M-path |
%VXX |
|
Days |
|
|
Avg |
|
StDevP |
| Dec 3 |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
| 2 days |
-165.98 |
204.05 |
53 |
42 |
-3.13 |
4.86 |
2.41 |
4.64 |
| 3 days |
-92.72 |
99.04 |
33 |
20 |
-2.81 |
4.95 |
2.06 |
5.64 |
| 4 days |
-43.55 |
52.06 |
17 |
11 |
-2.56 |
4.73 |
2.37 |
5.35 |
| 5 days |
-10.51 |
32.73 |
3 |
6 |
-3.50 |
5.45 |
2.75 |
7.04 |
| 6 days |
-10.51 |
9.86 |
3 |
2 |
-3.50 |
4.93 |
2.75 |
3.57 |
Fri, Nov 30, 2012 4:00 PM EST new Nov 30
Our algorithms' predictions for VXX close Mon Dec 3 below:
| qPath |
%VXX |
|
Days |
|
|
Avg |
|
StDevP |
| Nov 30 |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
| 2.3 |
-25.09 |
11.37 |
9 |
5 |
-2.79 |
2.27 |
1.55 |
1.60 |
| 233 |
-11.25 |
10.45 |
4 |
4 |
-2.81 |
2.61 |
1.42 |
1.62 |
| 2331 |
0.00 |
4.80 |
0 |
2 |
— |
2.40 |
— |
2.25 |
| 23314 |
0.00 |
4.65 |
0 |
1 |
— |
4.65 |
— |
0.00 |
| M-path |
%VXX |
|
Days |
|
|
Avg |
|
StDevP |
| Nov 30 |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
| 2 days |
-167.60 |
155.77 |
57 |
53 |
-2.94 |
2.94 |
2.19 |
2.86 |
| 3 days |
-102.68 |
60.40 |
37 |
28 |
-2.78 |
2.16 |
2.39 |
2.73 |
| 4 days |
-35.76 |
15.04 |
12 |
9 |
-2.98 |
1.67 |
2.17 |
1.43 |
| 5 days |
-14.53 |
7.42 |
5 |
5 |
-2.91 |
1.48 |
1.93 |
1.63 |
| 6 days |
-14.53 |
6.10 |
5 |
4 |
-2.91 |
1.53 |
1.93 |
1.81 |
Thu, Nov 29, 2012 4:00 PM EST new Nov 29
Our algorithms' predictions for VXX close Fri Nov 30 below:
| qPath |
%VXX |
|
Days |
|
|
Avg |
|
StDevP |
| Nov 29 |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
| 3.3 |
-172.51 |
142.21 |
61 |
41 |
-2.83 |
3.47 |
2.14 |
3.62 |
| 331 |
-89.06 |
42.81 |
24 |
8 |
-3.71 |
5.35 |
2.76 |
5.82 |
| 3314 |
-5.30 |
12.76 |
3 |
2 |
-1.77 |
6.38 |
0.52 |
3.45 |
| 33143 |
0.00 |
2.94 |
0 |
1 |
— |
2.94 |
— |
0.00 |
| M-path |
%VXX |
|
Days |
|
|
Avg |
|
StDevP |
| Nov 29 |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
| 2 days |
-301.80 |
228.33 |
100 |
65 |
-3.02 |
3.51 |
2.21 |
3.53 |
| 3 days |
-150.46 |
82.55 |
43 |
21 |
-3.50 |
3.93 |
2.37 |
4.25 |
| 4 days |
-71.35 |
48.58 |
22 |
10 |
-3.24 |
4.86 |
2.36 |
5.42 |
| 5 days |
-30.80 |
41.66 |
11 |
9 |
-2.80 |
4.63 |
2.56 |
5.67 |
| 6 days |
-2.81 |
23.83 |
3 |
4 |
-0.94 |
5.96 |
0.29 |
7.47 |
Wed, Nov 28, 2012 4:00 PM EST new Nov 28
Our algorithms' predictions for VXX close Thu Nov 29 below:
| qPath |
%VXX |
|
Days |
|
|
Avg |
|
StDevP |
| Nov 28 |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
| 3.1 |
-133.66 |
85.18 |
37 |
25 |
-3.61 |
3.41 |
2.89 |
2.94 |
| 314 |
-16.12 |
19.35 |
6 |
3 |
-2.69 |
6.45 |
3.21 |
2.17 |
| 3143 |
-0.37 |
15.96 |
1 |
2 |
-0.37 |
7.98 |
0.00 |
0.14 |
| 31432 |
0.00 |
0.00 |
0 |
0 |
— |
— |
— |
— |
| M-path |
%VXX |
|
Days |
|
|
Avg |
|
StDevP |
| Nov 28 |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
| 2 days |
-213.60 |
146.82 |
64 |
45 |
-3.34 |
3.26 |
2.57 |
2.78 |
| 3 days |
-104.18 |
82.58 |
32 |
24 |
-3.26 |
3.44 |
2.87 |
2.62 |
| 4 days |
-67.35 |
67.79 |
20 |
16 |
-3.37 |
4.24 |
3.29 |
2.72 |
| 5 days |
-37.43 |
15.47 |
7 |
4 |
-5.35 |
3.87 |
3.61 |
2.35 |
| 6 days |
-5.41 |
5.61 |
2 |
2 |
-2.70 |
2.80 |
1.56 |
2.09 |
Tue, Nov 27, 2012 4:00 PM EST new Nov 27
Our algorithms' predictions for VXX close Wed Nov 28 below:
| qPath |
%VXX |
|
Days |
|
|
Avg |
|
StDevP |
| Nov 27 |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
| 1.4 |
-43.80 |
21.32 |
11 |
8 |
-3.98 |
2.67 |
2.73 |
3.20 |
| 143 |
-11.75 |
4.23 |
3 |
2 |
-3.92 |
2.11 |
4.48 |
2.03 |
| 1432 |
0.00 |
0.00 |
0 |
0 |
— |
— |
— |
— |
| 14323 |
0.00 |
0.00 |
0 |
0 |
— |
— |
— |
— |
| M-path |
%VXX |
|
Days |
|
|
Avg |
|
StDevP |
| Nov 27 |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
| 2 days |
-164.57 |
155.77 |
56 |
53 |
-2.94 |
2.94 |
2.21 |
2.86 |
| 3 days |
-99.65 |
60.40 |
36 |
28 |
-2.77 |
2.16 |
2.42 |
2.73 |
| 4 days |
-32.73 |
15.04 |
11 |
9 |
-2.98 |
1.67 |
2.27 |
1.43 |
| 5 days |
-11.50 |
7.42 |
4 |
5 |
-2.88 |
1.48 |
2.16 |
1.63 |
| 6 days |
-11.50 |
6.10 |
4 |
4 |
-2.88 |
1.53 |
2.16 |
1.81 |
Mon, Nov 26, 2012 4:00 PM EST new Nov 26
Our algorithms' predictions for VXX close Tue Nov 27 below:
| qPath |
%VXX |
|
Days |
|
|
Avg |
|
StDevP |
| Nov 26 |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
| 4.3 |
-59.81 |
27.02 |
18 |
7 |
-3.32 |
3.86 |
1.93 |
3.70 |
| 432 |
-1.75 |
0.00 |
1 |
0 |
-1.75 |
— |
0.00 |
— |
| 4323 |
0.00 |
0.00 |
0 |
0 |
— |
— |
— |
— |
| 43233 |
0.00 |
0.00 |
0 |
0 |
— |
— |
— |
— |
| M-path |
%VXX |
|
Days |
|
|
Avg |
|
StDevP |
| Nov 26 |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
| 2 days |
-301.80 |
226.24 |
100 |
64 |
-3.02 |
3.54 |
2.21 |
3.55 |
| 3 days |
-150.46 |
80.47 |
43 |
20 |
-3.50 |
4.02 |
2.37 |
4.34 |
| 4 days |
-71.35 |
46.50 |
22 |
9 |
-3.24 |
5.17 |
2.36 |
5.63 |
| 5 days |
-30.80 |
39.58 |
11 |
8 |
-2.80 |
4.95 |
2.56 |
5.94 |
| 6 days |
-27.98 |
15.75 |
8 |
4 |
-3.50 |
3.94 |
2.68 |
3.57 |
Fri, Nov 23, 2012 4:00 PM EST new Nov 23
Our algorithms' predictions for VXX close Mon Nov 26 below:
| qPath |
%VXX |
|
Days |
|
|
Avg |
|
StDevP |
| Nov 23 |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
| 3.2 |
-24.41 |
37.59 |
11 |
10 |
-2.22 |
3.76 |
1.64 |
2.48 |
| 323 |
-0.68 |
10.65 |
1 |
4 |
-0.68 |
2.66 |
0.00 |
1.52 |
| 3233 |
-0.68 |
2.71 |
1 |
1 |
-0.68 |
2.71 |
0.00 |
0.00 |
| 32333 |
0.00 |
0.00 |
0 |
0 |
— |
— |
— |
— |
| M-path |
%VXX |
|
Days |
|
|
Avg |
|
StDevP |
| Nov 23 |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
| 2 days |
-212.73 |
146.82 |
63 |
45 |
-3.38 |
3.26 |
2.57 |
2.78 |
| 3 days |
-103.31 |
82.58 |
31 |
24 |
-3.33 |
3.44 |
2.88 |
2.62 |
| 4 days |
-66.49 |
67.79 |
19 |
16 |
-3.50 |
4.24 |
3.32 |
2.72 |
| 5 days |
-29.06 |
52.32 |
12 |
12 |
-2.42 |
4.36 |
2.59 |
2.83 |
| 6 days |
-8.05 |
13.99 |
3 |
3 |
-2.68 |
4.66 |
1.21 |
2.63 |
Wed, Nov 21, 2012 4:00 PM EST new Nov 21
Our algorithms' predictions for VXX close Fri Nov 23 below:
| qPath |
%VXX |
|
Days |
|
|
Avg |
|
StDevP |
| Nov 23 |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
| 2.3 |
-172.51 |
141.60 |
61 |
40 |
-2.83 |
3.54 |
2.14 |
3.64 |
| 233 |
-57.97 |
50.56 |
25 |
17 |
-2.32 |
2.97 |
1.39 |
2.88 |
| 2333 |
-30.42 |
19.88 |
15 |
5 |
-2.03 |
3.98 |
1.46 |
3.40 |
| 23331 |
-11.82 |
3.43 |
6 |
2 |
-1.97 |
1.71 |
1.22 |
0.01 |
| M-path |
%VXX |
|
Days |
|
|
Avg |
|
StDevP |
| Nov 23 |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
| 2 days |
-301.80 |
225.63 |
100 |
63 |
-3.02 |
3.58 |
2.21 |
3.56 |
| 3 days |
-95.38 |
60.40 |
35 |
28 |
-2.73 |
2.16 |
2.44 |
2.73 |
| 4 days |
-62.65 |
45.36 |
24 |
19 |
-2.61 |
2.39 |
2.51 |
3.13 |
| 5 days |
-16.71 |
26.31 |
6 |
8 |
-2.78 |
3.29 |
2.44 |
4.44 |
| 6 days |
-8.49 |
8.36 |
3 |
5 |
-2.83 |
1.67 |
3.09 |
1.32 |
Tue, Nov 20, 2012 4:00 PM EST new Nov 20
Our algorithms' predictions for VXX close Wed Nov 21 below:
| qPath |
%VXX |
|
Days |
|
|
Avg |
|
StDevP |
| Nov 20 |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
| 3.3 |
-170.77 |
141.60 |
60 |
40 |
-2.85 |
3.54 |
2.15 |
3.64 |
| 333 |
-57.97 |
50.56 |
25 |
17 |
-2.32 |
2.97 |
1.39 |
2.88 |
| 3331 |
-30.42 |
19.88 |
15 |
5 |
-2.03 |
3.98 |
1.46 |
3.40 |
| 33311 |
-11.82 |
3.43 |
6 |
2 |
-1.97 |
1.71 |
1.22 |
0.01 |
| M-path |
%VXX |
|
Days |
|
|
Avg |
|
StDevP |
| Nov 20 |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
| 2 days |
-300.06 |
225.63 |
99 |
63 |
-3.03 |
3.58 |
2.22 |
3.56 |
| 3 days |
-150.90 |
145.17 |
56 |
43 |
-2.69 |
3.38 |
2.01 |
3.12 |
| 4 days |
-65.45 |
45.93 |
28 |
14 |
-2.34 |
3.28 |
2.10 |
3.00 |
| 5 days |
-30.88 |
17.33 |
12 |
8 |
-2.57 |
2.17 |
2.56 |
2.08 |
| 6 days |
-12.87 |
5.93 |
7 |
5 |
-1.84 |
1.19 |
0.60 |
0.46 |
Mon, Nov 19, 2012 4:00 PM EST new Nov 19
Our algorithms' predictions for VXX close Tue Nov 20 below:
| qPath |
%VXX |
|
Days |
|
|
Avg |
|
StDevP |
| Nov 19 |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
| 3.3 |
-170.77 |
141.60 |
60 |
40 |
-2.85 |
3.54 |
2.15 |
3.64 |
| 331 |
-87.33 |
42.81 |
23 |
8 |
-3.80 |
5.35 |
2.79 |
5.82 |
| 3311 |
-39.46 |
7.66 |
8 |
3 |
-4.93 |
2.55 |
2.81 |
2.02 |
| 33111 |
-23.34 |
5.18 |
4 |
1 |
-5.83 |
5.18 |
1.70 |
0.00 |
| M-path |
%VXX |
|
Days |
|
|
Avg |
|
StDevP |
| Nov 19 |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
| 2 days |
-300.06 |
225.63 |
99 |
63 |
-3.03 |
3.58 |
2.22 |
3.56 |
| 3 days |
-148.73 |
80.47 |
42 |
20 |
-3.54 |
4.02 |
2.38 |
4.34 |
| 4 days |
-77.37 |
33.97 |
20 |
11 |
-3.87 |
3.09 |
2.36 |
2.51 |
| 5 days |
-37.93 |
20.66 |
8 |
4 |
-4.74 |
5.16 |
1.77 |
1.92 |
| 6 days |
-27.63 |
6.49 |
5 |
1 |
-5.53 |
6.49 |
1.76 |
0.00 |
Fri, Nov 16, 2012 4:00 PM EST new Nov 16
Important, this 'Head Ache' chart says a lot, %VXX vs %S&P 500 Nov 1-16, 2012
Our algorithms' predictions for VXX close Mon Nov 19 below:
| qPath |
%VXX |
|
Days |
|
|
Avg |
|
StDevP |
| Nov 16 |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
| 3.1 |
-124.91 |
85.18 |
36 |
25 |
-3.47 |
3.41 |
2.79 |
2.94 |
| 311 |
-44.06 |
29.69 |
12 |
9 |
-3.67 |
3.30 |
2.16 |
3.40 |
| 3111 |
-21.16 |
18.94 |
5 |
4 |
-4.23 |
4.74 |
2.17 |
4.57 |
| 31113 |
-9.34 |
1.24 |
3 |
1 |
-3.11 |
1.24 |
0.75 |
0.00 |
| M-path |
%VXX |
|
Days |
|
|
Avg |
|
StDevP |
| Nov 16 |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
| 2 days |
-203.98 |
146.82 |
62 |
45 |
-3.29 |
3.26 |
2.50 |
2.78 |
| 3 days |
-100.67 |
64.24 |
31 |
21 |
-3.25 |
3.06 |
2.05 |
2.94 |
| 4 days |
-47.05 |
25.03 |
12 |
7 |
-3.92 |
3.58 |
2.28 |
3.74 |
| 5 days |
-21.65 |
1.24 |
6 |
1 |
-3.61 |
1.24 |
1.91 |
0.00 |
| 6 days |
-6.27 |
0.00 |
2 |
0 |
-3.13 |
— |
0.92 |
— |
Thu, Nov 15, 2012 4:00 PM EST new Nov 15
Our algorithms' predictions for VXX close Fri Nov 16 below:
| qPath | %VXX |
| Days |
|
| Avg |
| StDevP | | Nov 15 | (-) | (+) | (-) | (+) | (-) | (+) | (-) | (+) | | 1.1 | -99.33 | 104.38 | 33 | 25 | -3.01 | 4.18 | 2.67 | 3.25 | | 111 | -42.79 | 34.35 | 11 | 8 | -3.89 | 4.29 | 3.29 | 2.43 | | 1113 | -11.77 | 12.36 | 5 | 4 | -2.35 | 3.09 | 1.04 | 2.29 | | 11133 | -1.47 | 8.64 | 1 | 2 | -1.47 | 4.32 | 0.00 | 2.00 | | M-path | %VXX |
| Days |
|
| Avg |
| StDevP | | Nov 15 | (-) | (+) | (-) | (+) | (-) | (+) | (-) | (+) | | 2 days | -161.63 | 203.19 | 52 | 41 | -3.11 | 4.96 | 2.43 | 4.66 | | 3 days | -68.91 | 105.01 | 19 | 22 | -3.63 | 4.77 | 2.89 | 3.49 | | 4 days | -16.09 | 42.01 | 7 | 12 | -2.30 | 3.50 | 1.13 | 2.43 | | 5 days | -5.54 | 30.92 | 2 | 8 | -2.77 | 3.87 | 1.30 | 2.59 | | 6 days | -4.07 | 12.60 | 1 | 4 | -4.07 | 3.15 | 0.00 | 1.86
|
Tue, Nov 13, 2012 11:00 PM EST new Nov 13
Our algorithms' predictions for VXX close Wed Nov 14 below:
| qPath |
%VXX |
|
Days |
|
|
Avg |
|
StDevP |
| Nov 13 |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
| 1.3 |
-84.62 |
117.63 |
33 |
38 |
-2.56 |
3.10 |
1.92 |
2.97 |
| 133 |
-46.15 |
31.27 |
20 |
12 |
-2.31 |
2.61 |
1.96 |
3.74 |
| 1331 |
-9.76 |
0.70 |
4 |
1 |
-2.44 |
0.70 |
2.21 |
0.00 |
| 13311 |
-2.39 |
0.00 |
2 |
0 |
-1.20 |
— |
0.20 |
— |
| M-path |
%VXX |
|
Days |
|
|
Avg |
|
StDevP |
| Nov 13 |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
| 2 days |
-160.29 |
152.53 |
55 |
52 |
-2.91 |
2.93 |
2.23 |
2.89 |
| 3 days |
-95.38 |
57.16 |
35 |
27 |
-2.73 |
2.12 |
2.44 |
2.77 |
| 4 days |
-32.73 |
11.80 |
11 |
8 |
-2.98 |
1.48 |
2.27 |
1.40 |
| 5 days |
-21.23 |
4.38 |
7 |
3 |
-3.03 |
1.46 |
2.32 |
0.92 |
| 6 days |
-16.53 |
3.92 |
4 |
2 |
-4.13 |
1.96 |
2.57 |
0.72 |
Mon, Nov 12 2012 11:00 PM EST new Nov 12
Based on our Mosconi Effect M-path and qPath algorithms predictions below, we forecast VXX will close DOWN tomorrow Tue Nov 13.
Mon, Nov 12, 2012 4:00 PM EST new Nov 12
Our algorithms' predictions for VXX close Tue Nov 13 below:
| qPath |
%VXX |
|
Days |
|
|
Avg |
|
StDevP |
| Nov 12 |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
| 3.3 |
-170.77 |
141.34 |
60 |
39 |
-2.85 |
3.62 |
2.15 |
3.65 |
| 331 |
-87.33 |
42.55 |
23 |
7 |
-3.80 |
6.08 |
2.79 |
5.87 |
| 3311 |
-39.46 |
7.40 |
8 |
2 |
-4.93 |
3.70 |
2.81 |
1.48 |
| 33113 |
-1.94 |
2.22 |
2 |
1 |
-0.97 |
2.22 |
0.78 |
0.00 |
| M-path |
%VXX |
|
Days |
|
|
Avg |
|
StDevP |
| Nov 12 |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
| 2 days |
-300.06 |
225.38 |
99 |
62 |
-3.03 |
3.64 |
2.22 |
3.57 |
| 3 days |
-148.73 |
80.21 |
42 |
19 |
-3.54 |
4.22 |
2.38 |
4.36 |
| 4 days |
-77.37 |
33.71 |
20 |
10 |
-3.87 |
3.37 |
2.36 |
2.46 |
| 5 days |
-39.44 |
13.05 |
12 |
6 |
-3.29 |
2.18 |
2.53 |
2.01 |
| 6 days |
-18.95 |
8.32 |
6 |
2 |
-3.16 |
4.16 |
2.74 |
2.23 |
Thu, Nov 8, 2012 4:00 PM EST new Nov 8
| qPath |
%VXX |
|
Days |
|
|
Avg |
|
StDevP |
| Nov 8 |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
| 1.1 |
-99.28 |
104.38 |
32 |
25 |
-3.10 |
4.18 |
2.66 |
3.25 |
| 113 |
-36.68 |
47.07 |
15 |
12 |
-2.45 |
3.92 |
1.69 |
2.62 |
| 1132 |
-2.09 |
6.77 |
1 |
2 |
-2.09 |
3.38 |
0.00 |
0.88 |
| 11321 |
-2.09 |
2.50 |
1 |
1 |
-2.09 |
2.50 |
0.00 |
0.00 |
| M-path |
%VXX |
|
Days |
|
|
Avg |
|
StDevP |
| Nov 8 |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
| 2 days |
-161.58 |
203.19 |
51 |
41 |
-3.17 |
4.96 |
2.41 |
4.66 |
| 3 days |
-92.66 |
98.18 |
32 |
19 |
-2.90 |
5.17 |
2.03 |
5.71 |
| 4 days |
-49.11 |
46.98 |
15 |
9 |
-3.27 |
5.22 |
1.47 |
5.97 |
| 5 days |
-15.87 |
16.84 |
6 |
5 |
-2.65 |
3.37 |
0.67 |
2.96 |
| 6 days |
-8.92 |
15.75 |
4 |
3 |
-2.23 |
5.25 |
0.28 |
2.39 |
Wed, Nov 7, 2012 11:00 AM EST new Nov 7
Our algorithms' predictions for VXX close Thu Nov 8 below, assuming VXX closes UP today in quad 1:
| qPath |
%VXX |
|
Days |
|
|
Avg |
|
StDevP |
| Nov 7 |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
| 1.3 |
-84.62 |
116.98 |
33 |
37 |
-2.56 |
3.16 |
1.92 |
2.98 |
| 132 |
-3.26 |
26.55 |
2 |
6 |
-1.63 |
4.42 |
0.77 |
2.43 |
| 1321 |
0.00 |
16.19 |
0 |
3 |
— |
5.40 |
— |
2.28 |
| 13213 |
0.00 |
16.19 |
0 |
3 |
— |
5.40 |
— |
2.28 |
| M-path |
%VXX |
|
Days |
|
|
Avg |
|
StDevP |
| Nov 7 |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
| 2 days |
-160.29 |
151.88 |
55 |
51 |
-2.91 |
2.98 |
2.23 |
2.90 |
| 3 days |
-64.91 |
94.73 |
20 |
24 |
-3.25 |
3.95 |
1.73 |
2.73 |
| 4 days |
-22.86 |
52.32 |
9 |
11 |
-2.54 |
4.76 |
1.21 |
2.47 |
| 5 days |
-12.47 |
31.87 |
6 |
7 |
-2.08 |
4.55 |
0.85 |
2.18 |
| 6 days |
-5.51 |
20.26 |
2 |
4 |
-2.75 |
5.07 |
0.40 |
0.49 |
Tue, Nov 6, 2012 4:00 PM EST new Nov 6
Our algorithms' predictions for VXX close Wed Nov 7 below:
| qPath |
%VXX |
|
Days |
|
|
Avg |
|
StDevP |
| Nov 6 |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
| 3.2 |
-24.41 |
29.87 |
11 |
9 |
-2.22 |
3.32 |
1.64 |
2.21 |
| 321 |
-20.93 |
12.20 |
8 |
3 |
-2.62 |
4.07 |
1.76 |
3.17 |
| 3213 |
-11.46 |
12.20 |
4 |
3 |
-2.86 |
4.07 |
2.44 |
3.17 |
| 32132 |
-4.44 |
0.00 |
1 |
0 |
-4.44 |
— |
0.00 |
— |
| M-path |
%VXX |
|
Days |
|
|
Avg |
|
StDevP |
| Nov 6 |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
| 2 days |
-197.55 |
139.09 |
61 |
44 |
-3.24 |
3.16 |
2.49 |
2.73 |
| 3 days |
-94.24 |
56.51 |
30 |
20 |
-3.14 |
2.83 |
1.99 |
2.82 |
| 4 days |
-47.19 |
31.49 |
18 |
13 |
-2.62 |
2.42 |
1.58 |
2.05 |
| 5 days |
-21.61 |
15.41 |
8 |
6 |
-2.70 |
2.57 |
2.06 |
2.65 |
| 6 days |
-15.95 |
11.42 |
5 |
3 |
-3.19 |
3.81 |
2.02 |
3.31 |
Mon, Nov 5, 2012 4:00 PM EST new Nov 5
Our algorithms' predictions for VXX close Tue Nov 6 below:
| qPath |
%VXX |
|
Days |
|
|
Avg |
|
StDevP |
| Nov 5 |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
| 2.1 |
-33.38 |
49.46 |
11 |
6 |
-3.03 |
8.24 |
1.43 |
8.58 |
| 213 |
-22.25 |
21.86 |
7 |
2 |
-3.18 |
10.93 |
1.39 |
9.77 |
| 2132 |
-1.94 |
20.70 |
1 |
1 |
-1.94 |
20.70 |
0.00 |
0.00 |
| 21324 |
0.00 |
0.00 |
0 |
0 |
— |
— |
— |
— |
| M-path |
%VXX |
|
Days |
|
|
Avg |
|
StDevP |
| Nov 5 |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
| 2 days |
-157.98 |
203.19 |
50 |
41 |
-3.16 |
4.96 |
2.44 |
4.66 |
| 3 days |
-89.07 |
98.18 |
31 |
19 |
-2.87 |
5.17 |
2.06 |
5.71 |
| 4 days |
-45.52 |
46.98 |
14 |
9 |
-3.25 |
5.22 |
1.52 |
5.97 |
| 5 days |
-29.64 |
30.14 |
8 |
4 |
-3.71 |
7.54 |
1.80 |
7.71 |
| 6 days |
-21.71 |
9.44 |
6 |
3 |
-3.62 |
3.15 |
2.01 |
1.52 |
Fri, Nov 2, 2012 4:00 PM EDST new Nov 2
Our algorithms' predictions for VXX close Mon Nov 5 below:
| qPath |
%VXX |
|
Days |
|
|
Avg |
|
StDevP |
| Nov 2 |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
| 1.3 |
-84.62 |
115.15 |
33 |
36 |
-2.56 |
3.20 |
1.92 |
3.01 |
| 132 |
-3.26 |
24.71 |
2 |
5 |
-1.63 |
4.94 |
0.77 |
2.34 |
| 1324 |
0.00 |
0.00 |
0 |
0 |
— |
— |
— |
— |
| 13243 |
0.00 |
0.00 |
0 |
0 |
— |
— |
— |
— |
| M-path |
%VXX |
|
Days |
|
|
Avg |
|
StDevP |
| Nov 2 |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
| 2 days |
-160.29 |
150.05 |
55 |
50 |
-2.91 |
3.00 |
2.23 |
2.92 |
| 3 days |
-64.91 |
92.90 |
20 |
23 |
-3.25 |
4.04 |
1.73 |
2.76 |
| 4 days |
-42.06 |
40.58 |
11 |
12 |
-3.82 |
3.38 |
1.87 |
2.83 |
| 5 days |
-22.86 |
35.67 |
6 |
9 |
-3.81 |
3.96 |
2.02 |
3.05 |
| 6 days |
-5.72 |
11.15 |
1 |
2 |
-5.72 |
5.57 |
0.00 |
0.93 |
|
|
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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)
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