How to Predict VXX Stock Price Trends Using 10 Run Weighted Moving Average 10wRMA for VIX Volatility Code


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Mar 18, 2013   new Tables 2, 3 Oct 24, Table 4 new Oct 27, 
Table 5 new Oct 31, Chart 1,4,5,8 updated thru Nov 2, 
Charts 1,2,3,4,5 updated thru Nov 9, Charts 1,8 updated Nov 16,
Charts 1,8 updated Nov 30, Chart 2 updated Dec 2,
Chart 8 updated thru Mon Mar 18



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VXX VIX Volatility 
Forecasts and Predictions
   
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Frog is rewriting Shakespeare again:

“Your honor is your life; both doth grow in one; 
If honor doth be taken from thee, thy life is kaputeth.”
(Volatility Research Frog 2012)



Oct 19, 2012

We accidently stumbled onto and discovered while trying different moving averages that — when 10 Run Weighted Moving Average 10wRMA crosses zero

VXX up and down price trends STOP or REVERSE
 
Predictions are 100% right so far, some pretty good early signals and no false signals. Very unusual for us. 

We do not recall ever seeing any forecast or prediction of anything non-predictable that comes close to being 100% right.

This discovery may be important and useful if it proves out in 'real time,' especially for options and futures traders and savvy investors.
This breakthrough will be announced in a major financial publication. 
This page may prove to be the most important page you read here. 

Frog says, "Go for it. Finally a winner. This dog's gonna fetch."

Got it Frog. You're the master of metaphoric oxymora and hopefully perception.

Predicting VXX price trends is simple and easy — all you have to do is see when the red line in Charts 1-3 crosses zero. You don't have to know any math, statistics, standard deviations, calculus, etc. If LOG's are confusing, just think of the green lines as VXX spread out to better see its changes.

We define:

Run as one or more consecutive days of VXX closing price up or down. Through Aug 31, there were 191 Runs since Jan 3, 2011 — 95 up (1.9 days avg), 96 down (2.5 days avg), 7 days maximum Runs, 421 days. See Table 1 below for Runs History.

Trend when 10wRMA has same sign (+) or (-) for two or more consecutive Runs. Through Aug 31, there were 13 UP and DOWN Trends since Jan 3, 2011, longest 98 days DOWN, from Nov 28, 2011 to Apr 16, 2012, X-axis 115 to 73.

Time Span as the duration of 10wRMA having same sign (+) or (-) measured along the X-axis in Charts 1-7 below. 

Optimized 10 Run Weighted Moving Average 10wRMA in charts 1-3 and 6-7 below eliminates 12+ 'rogue predictions' of one-day Runs up and down. 


Chart 1-1019 10wRMA with Standard Deviations of 10wRMA 
Chart 2-1019 10wRMA with VXX Runs
Chart 3-1019 Contributions of (+) and (-) Runs to 10wRMA
Chart 4-1019 VXX Predictions by Cumulative Runs Factor CRF
Chart 5-1019 Correlation VXX Actual & Cumulative Runs Factor CRF
Chart 6-1019 10wRMA Slope, calculus 1st derivative
Chart 7-1019 10wRMA Slope Change, calculus 2nd derivative
(Y-axis in charts is Log (y) unless shown otherwise)

    • Up / Down Trends are primarily controlled by (+) / (-) Contributions of Runs to 10wRMA, Chart 3:
    1. Increasing Contributions of (+) Runs are generally leading indicators of
      UP Trends before and as soon as UP Trends begin.
    2. Decreasing Contributions of (+) Runs are generally leading indicators of DOWN Trends before and as soon as UP Trends end.
    3. Increasing* Contributions of (-) Runs are generally leading indicators of DOWN Trends before and as soon as DOWN Trends begin.
    4. Decreasing** Contributions of (-) Runs are generally leading indicators of
      UP Trends before and as soon as DOWN Trends end.

      * more negative     ** less negative
    • Trends' strength appears inversely proportional to 10wRMA Standard Deviations, e.g. high SD low strength.

    • Trends are strongest when both (+) / (-) Contributions of Runs to 10wRMA have same slope sign, calculus first derivative, more so at Trends' beginnings.

    • Trends are weakest when both (+) / (-) Contributions of Runs to 10wRMA have different slope sign, calculus first derivative, more so at Trends' ends.

    • 10wRMA is leading indicator of Trends' reversal before crossing zero.

    • Trends reverse when 10wRMA crosses zero.

    • Most surprising — near-perfect correlation, one-to-one, R2=0.9860of Cumulative Runs Factor CRF predicting VXX, Chart 5 — surprising because CRF is the cumulative-sum of the alternating series of only 13 Run-integers -7 to +6 below:
    Table 2-1024
    208 Runs from Jan 3, 2011 thru Oct 24, 2012

    2, -1, 1, -4, 1, -2, 2, -4, 2, -1, 2, -3, 1, -2, 1, -3, 1, -5, 4, -1, 3, -3, 2, -4, 1, -4, 2, -3, 3, -1, 1, -3, 1, -1, 1, -2, 1, -4, 1, -1, 1, -1, 1, -5, 1, -1, 1, -5, 3, -2, 1, -1, 1, -1, 6, -1, 2, -1, 3, -1, 1, -4, 1, -1, 2, -2, 1, -2, 5, -3, 2, -2, 1, -5, 1, -5, 1, -1, 1, -3, 2, -5, 2, -1, 4, -4, 2, -3, 1, -5, 1, -1, 1, -6, 1, -1, 1, -1, 2, -5, 1, -1, 1, -1, 2, -2, 1, -4, 2, -1, 1, -1, 2, -1, 1, -2, 1, -2, 1, -2, 2, -3, 1, -2, 2, -1, 1, -5, 1, -3, 2, -1, 1, -2, 3, -1, 1, -4, 3, -1, 5, -2, 1, -2, 5, -1, 1, -1, 1, -1, 5, -2, 4, -4, 1, -1, 5, -1, 2, -5, 3, -3, 2, -1, 2, -1, 1, -1, 2, -1, 1, -5, 2, -3, 2, -1, 1, -3, 5, -7, 1, -3, 1, -1, 2, -7, 1, -7, 3, -1, 2, -1, 2, -1, 2, -3, 6, -2, 2, -7, 1, -4, 1, -1, 1, -6, 2, -3  

    Sum -71 193 -264
    Count 208 104 104
    Average -0.34 1.86 -2.54
    StDevP 2.66 1.24 1.71
    Max 6 6 -1
    My -7 1 -7

    But there were 208 VXX closes on Runs beginning dates Jan 3, 2011 thru Oct 24, 2012 — ranging from 8.22 to 53.37 before VXX Oct 5 1:4 reverse split, 32.88 to 213.48 after split:

    Table 3-1024
    208 VXX closes from Jan 3, 2011 thru Oct 24, 2012


    037.50 034.55 032.88 034.22 035.41 035.55 034.52 035.52 036.04 034.84 038.28 035.08 035.40 036.28 036.72 039.44 039.72 046.04 045.76 045.28 046.00 046.04 046.96 046.84 048.88 053.36 053.04 057.80 052.80 050.28 051.40 053.40 056.64 056.24 058.12 057.00 057.60 065.04 067.24 066.72 068.72 063.56 070.80 073.96 082.44 078.44 079.80 086.68 082.20 080.88 081.68 081.04 082.44 079.60 069.92 068.84 068.56 067.72 064.76 064.04 066.20 071.64 073.44 071.08 073.00 076.04 077.12 080.04 068.40 069.12 068.84 069.16 074.32 086.36 087.84 099.04 104.20 096.76 097.08 099.84 100.32 107.76 106.08 103.04 095.80 104.64 107.44 106.68 111.28 125.08 126.00 122.76 124.64 134.64 142.12 139.88 143.32 137.56 135.32 156.56 163.08 162.52 163.20 162.44 166.92 162.76 163.28 187.28 194.40 185.68 190.16 187.56 185.16 176.52 178.48 181.84 193.72 171.28 173.16 178.00 160.40 167.92 175.24 175.12 183.64 172.00 178.68 186.40 201.00 211.92 213.48 199.44 202.84 194.40 180.84 171.52 171.80 183.28 167.40 164.76 155.72 164.28 166.76 167.24 131.40 128.72 136.36 135.40 140.92 125.24 095.96 093.64 086.04 089.96 094.56 092.64 081.40 080.44 081.48 096.68 094.28 100.92 097.72 090.20 091.48 088.44 091.28 089.92 089.44 089.32 090.44 093.96 090.96 094.80 094.52 093.32 094.24 099.20 092.56 107.08 112.68 113.72 115.68 114.56 113.52 119.96 123.00 145.92 133.28 132.04 129.00 127.36 126.64 123.72 129.92 134.72 112.40 112.08 114.00 128.12 128.40 126.32 128.92 127.40 128.72 144.00 143.72 145.96

    Sum
    22320.91
    Count
    208
    Average
    107.31
    StDevP
    46.97
    Max
    213.48
    My
    32.88

    Before this research, it seemed impossible that there was ANY correlation between data in Table 2 and 3, especially R2=0.9860. Now, ALL 10wRMA and CRF correlations and predictions are based on Table 2 Runs' data — We're surprised.


    CHALLENGE We challenge everybody to get a better correlation of Runs in Table 2 predicting VXX in Table 3.

    Until this happens, we would like to claim our
    correlation of R2=0.9860 in Chart 5 is the highest possible. Super techs and savvy mathematicians ought to win— we're neither. 
    Winner prize and retraction in WSJ. Data
    • Also surprising are logarithmic linearity of all Trends and the nearly identical slopes (0.0168,0.0177) and R2 (0.9558,0.9569) of VXX downward Trend lines in Chart 1 since Nov 23, 2011.

    • These facts may be intuitively obvious but are important for projecting VXX price changes using Runs:
      Today's Run will always either increase by "1" if positive, decrease by "1" if negative, or remain unchanged.
      First day of next Run after today is always "1" with sign opposite of today's Run-sign.VXX without Runs has no such predictable 'bounds'.

    • 10wRMA is shaped like a sine wave in Trends' Time Spans and becomes a leading indicator of Trends' reversal by about half-way through Time Spans.

    • Contributions of Runs to 10wRMA in Chart 3 are also shaped like a sine wave but only in the 'controlling' Contributions of Runs (+) or (-); e.g. Contributions of Runs (-) are shaped like a sine wave when 10wRMA is negative (-) and VXX is in a DOWN trend — and Contributions of Runs (+) are shaped like a sine wave when 10wRMA is positive (+) and VXX is in an UP trend.

    • Steeper 10wRMA Slope, stronger 10wRMA move UP / DOWN.

    • 10wRMA move-strength generally proportional to sum and # of consecutive same-sign Slopes but not always.

    • Zero Slope, horizontal 10wRMA, no VXX change.

    • Good traders and savvy investors might glean more buy/sell signals from Charts 1-7 — e.g. look at Slope and Slope Change, Charts 6-7, before and after where 10wRMA crosses X-axis = zero and where 10wRMA reverses direction. See patterns?

    We accidently stumbled onto and discovered while trying different moving averages that, when 10 Run Weighted Moving Average 10wRMA — a leading indicator — crosses zero, VXX up and down price trends REVERSE.   Predictions are 100% right so far, some pretty good early signals and no false signals. Very unusual for us.   This discovery may be important and useful if it proves out in 'real time,' especially for options and futures traders and savvy investors.  Frog says, "Go for it. Finally a winner. This dog's gonna fetch." Got it Frog. You're the master of oxymora and hopefully perception.  Predicting VXX price trends is so simple and easy — all you have to do is see when the red line crosses zero. You don't have to know any math, statistics, standard deviations, etc. If LOG's are confusing, just think of the green lines as VXX spread out to better see changes.  A Run is one or more consecutive days of VXX closing price up or down. Through Aug 23, there were 188 Runs since Jan 3, 2011 —  94 up (1.9 days avg), 94 down (2.5 days avg), 7 days maximum Runs in 415 days.  Optimized 10 Run Weighted Moving Average 10wRMA in charts 1-3, 6 below eliminates 12+ 'rogue predictions' of one-day Runs up and down.    Chart 1-831 10wRMA with Standard Deviations Chart 2-831 10wRMA with VXX Runs Chart 3-831 Contributions of (+) and (-) Runs to 10wRMA  - Up/Down Trends primarily controlled by (+)/(-) Contributions   -Trend's strength inversely proportional to Standard Deviations - 10wRMA, leading indicator of Trend's change before crossing zero - Trends change when 10wRMA crosses zero - Up/Down Trends in time spans shaped like sine waves, leading indicators of Trend changes about half-way through time spans



    Charts 1-7
    Oct 19, 2012  new Charts 1-9 Oct 19, new Tables 2, 3 Oct 24,  Chart 8 new Oct 26, Table 4 new Oct 27  We accidently stumbled onto and discovered while trying different moving averages that — when 10 Run Weighted Moving Average 10wRMA crosses zero   VXX up and down price trends REVERSE   Predictions are 100% right so far, some pretty good early signals and no false signals. Very unusual for us.   We do not recall ever seeing any forecast or prediction of anything non-predictable that comes close to being 100% right.  This discovery may be important and useful if it proves out in 'real time,' especially for options and futures traders and savvy investors. This breakthrough will be announced in a major financial publication. This page may prove to be the most important page you read here.   Frog says, "Go for it. Finally a winner. This dog's gonna fetch."  Got it Frog. You're the master of metaphoric oxymora and hopefully perception.  Predicting VXX price trends is simple and easy — all you have to do is see when the red line in Charts 1-3 crosses zero. You don't have to know any math, statistics, standard deviations, calculus, etc. If LOG's are confusing, just think of the green lines as VXX spread out to better see its changes.  We define:  Run as one or more consecutive days of VXX closing price up or down. Through Aug 31, there were 191 Runs since Jan 3, 2011 — 95 up (1.9 days avg), 96 down (2.5 days avg), 7 days maximum Runs, 421 days. See Table 1 below for Runs History.  Trend when 10wRMA has same sign (+) or (-) for two or more consecutive Runs. Through Aug 31, there were 13 UP and DOWN Trends since Jan 3, 2011, longest 98 days DOWN, from Nov 28, 2011 to Apr 16, 2012, X-axis 115 to 73.  Time Span as the duration of 10wRMA having same sign (+) or (-) measured along the X-axis in Charts 1-7 below.   Optimized 10 Run Weighted Moving Average 10wRMA in charts 1-3 and 6-7 below eliminates 12+ 'rogue predictions' of one-day Runs up and down.    Chart 1-1019 10wRMA with Standard Deviations of 10wRMA  Chart 2-1019 10wRMA with VXX Runs Chart 3-1019 Contributions of (+) and (-) Runs to 10wRMA Chart 4-1019 VXX Predictions by Cumulative Runs Factor CRF Chart 5-1019 Correlation VXX Actual & Cumulative Runs Factor CRF Chart 6-1019 10wRMA Slope, calculus 1st derivative Chart 7-1019 10wRMA Slope Change, calculus 2nd derivative (Y-axis in charts is Log (y) unless shown otherwise)  Up / Down Trends are primarily controlled by (+) / (-) Contributions of Runs to 10wRMA, Chart 3: Increasing Contributions of (+) Runs are generally leading indicators of  UP Trends before and as soon as UP Trends begin. Decreasing Contributions of (+) Runs are generally leading indicators of DOWN Trends before and as soon as UP Trends end. Increasing* Contributions of (-) Runs are generally leading indicators of DOWN Trends before and as soon as DOWN Trends begin. Decreasing** Contributions of (-) Runs are generally leading indicators of UP Trends before and as soon as DOWN Trends end.  * more negative     ** less negative Trends' strength appears inversely proportional to 10wRMA Standard Deviations, e.g. high SD low strength.  Trends are strongest when both (+) / (-) Contributions of Runs to 10wRMA have same slope sign, calculus first derivative, more so at Trends' beginnings.  Trends are weakest when both (+) / (-) Contributions of Runs to 10wRMA have different slope sign, calculus first derivative, more so at Trends' ends.  10wRMA is leading indicator of Trends' reversal before crossing zero.  Trends reverse when 10wRMA crosses zero.  Most surprising — near-perfect correlation, one-to-one, R2=0.9860, of Cumulative Runs Factor CRF predicting VXX, Chart 5 — surprising because CRF is the cumulative-sum of the alternating series of only 13 Run-integers -7 to +6 below:




    Chart 1 updated thru Nov 30

    We accidently stumbled onto and discovered while trying different moving averages that — when 10 Run Weighted Moving Average 10wRMA crosses zero  VXX up and down price trends STOP or REVERSE   Predictions are 100% right so far, some pretty good early signals and no false signals. Very unusual for us.   We do not recall ever seeing any forecast or prediction of anything non-predictable that comes close to being 100% right.  This discovery may be important and useful if it proves out in 'real time,' especially for options and futures traders and savvy investors. This breakthrough will be announced in a major financial publication. This page may prove to be the most important page you read here.   Frog says, "Go for it. Finally a winner. This dog's gonna fetch."  Got it Frog. You're the master of metaphoric oxymora and hopefully perception.  Predicting VXX price trends is simple and easy — all you have to do is see when the red line in Charts 1-3 crosses zero. You don't have to know any math, statistics, standard deviations, calculus, etc. If LOG's are confusing, just think of the green lines as VXX spread out to better see its changes.  We define:  Run as one or more consecutive days of VXX closing price up or down. Through Aug 31, there were 191 Runs since Jan 3, 2011 — 95 up (1.9 days avg), 96 down (2.5 days avg), 7 days maximum Runs, 421 days. See Table 1 below for Runs History.  Trend when 10wRMA has same sign (+) or (-) for two or more consecutive Runs. Through Aug 31, there were 13 UP and DOWN Trends since Jan 3, 2011, longest 98 days DOWN, from Nov 28, 2011 to Apr 16, 2012, X-axis 115 to 73.  Time Span as the duration of 10wRMA having same sign (+) or (-) measured along the X-axis in Charts 1-7 below.   Optimized 10 Run Weighted Moving Average 10wRMA in charts 1-3 and 6-7 below eliminates 12+ 'rogue predictions' of one-day Runs up and down.    Chart 1-1019 10wRMA with Standard Deviations of 10wRMA  Chart 2-1019 10wRMA with VXX Runs Chart 3-1019 Contributions of (+) and (-) Runs to 10wRMA Chart 4-1019 VXX Predictions by Cumulative Runs Factor CRF Chart 5-1019 Correlation VXX Actual & Cumulative Runs Factor CRF Chart 6-1019 10wRMA Slope, calculus 1st derivative Chart 7-1019 10wRMA Slope Change, calculus 2nd derivative (Y-axis in charts is Log (y) unless shown otherwise)  Up / Down Trends are primarily controlled by (+) / (-) Contributions of Runs to 10wRMA, Chart 3: Increasing Contributions of (+) Runs are generally leading indicators of  UP Trends before and as soon as UP Trends begin. Decreasing Contributions of (+) Runs are generally leading indicators of DOWN Trends before and as soon as UP Trends end. Increasing* Contributions of (-) Runs are generally leading indicators of DOWN Trends before and as soon as DOWN Trends begin. Decreasing** Contributions of (-) Runs are generally leading indicators of  UP Trends before and as soon as DOWN Trends end.  * more negative     ** less negative Trends' strength appears inversely proportional to 10wRMA Standard Deviations, e.g. high SD low strength.  Trends are strongest when both (+) / (-) Contributions of Runs to 10wRMA have same slope sign, calculus first derivative, more so at Trends' beginnings.  Trends are weakest when both (+) / (-) Contributions of Runs to 10wRMA have different slope sign, calculus first derivative, more so at Trends' ends.  10wRMA is leading indicator of Trends' reversal before crossing zero.  Trends reverse when 10wRMA crosses zero.  Most surprising — near-perfect correlation, one-to-one, R2=0.9860, of Cumulative Runs Factor CRF predicting VXX, Chart 5 — surprising because CRF is the cumulative-sum of the alternating series of only 13 Run-integers -7 to +6


    Chart 2 updated thru Nov 30

    Chart 2-1130 updated thru Nov 30


    Chart 3 updated thru Nov 9





    Charts 4,5 updated thru Nov 9 shows significant improvement
    using Segmented Data Regression and Correlation — 
    R2 increased from 0.8561 to 0.9887

    Charts 4,5 updated thru Nov 9


    Chart 8-0318 VXX shows 
    Reasons Why VXX VIX Volatility Crash
    May Have Turned DOWN Again and
    BACK ON DOWN Trend Line
    Mar 18, 2013  Chart 8-0318 Reason Why VXX VIX Volatility Crash May Have Turned DOWN Again and BACK ON DOWN Trend Line  Frog's wisdom, "This DOWN trend may be so powerful  that the only thing that can stop it  is our Butterfly in Brazil passing gas."

    See also 

    Facts and Opinions  
    1. This technology correctly forecast and predicted VXX and VIX volatility trends UP / DOWN, 100% right, nothing wrong yet.

    2. We're not aware of any other way to do this.

    3. Time will tell if this technology is as powerful as it seems.

    4. This technology may have broader applicability to other stocks, ETF's and ETN's, especially those most volatile.


    Table 1-831 Runs History  

    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
    14242-132.92183.884949
    21530-104.71173.502754
    31442-116.2296.09824
    4936-110.3037.76312
    51050-150.90150.11630
    6212-28.9952.88212
    7428-56.88









    Total96240-700.92694.2195181

    We are unable to explain 

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




    Table 5-1026 Runs History Updated and Expanded Summary

     Table 2-1026 Runs History Updated and Expanded


    Table 5-1026 Data








    NOTES  
    1) Weighting Factors  f(X)=a+bXN and Moving Average Length can be easily adjusted for user preferences. There is an optimum set of constants a, b, N and Length for each user-preference and each data-set — and these constants can be changed over time X to compute Run Weighted Moving Averages with dynamic Weighting Factors.
    2) Contributions of Runs (+) plus Contributions of Runs (-) may not equal 10wRMA because of data smoothing.
    3) Cumulative Runs Factor is CRF=Sum(Runs to date from Jan 3, 2011).
    4) Segmented Data Regression and Correlation are used with Cumulative Runs Factor CRF to achieve near-perfect correlation and predictions of actual VXX
    R2=0.9860
    5) We're not aware of any other way to get this near-perfect correlation between variables that appear to have low correlation, especially since CRF is the cumulative sum of an alternating series of Runs (+) (-) calculated using only 13 Run-integers-7 to +6 — but CRF is now well correlated with 191+ VXX closes ranging from 34.84 to 213.48 from Feb 9, 2011 to Sep 28, 2012.   
    6) Theory of Segmented Data Regression and Correlation and results here suggest that recombinant correlation after all correlated segments are re-combined is always greater than the 'sum' of correlation of each segment and is always greater than before Segmented Data Regression and Correlation. If y=ax+b is the regressions trend line correlating y and x and y=VXX actual and x=CRF actual, then (VXX predicted)=a(CRF actual)+b, which essentially maps CRF domain into the VXX domain using Segmented Data Regression and Correlation.
    7) Our attorney has advised us to remove this page from our site "in order to protect our proprietary rights." There must be a better solution.
    8) As a calculations-example assuming Down Trend continues using the Trend Line equation in Chart 1, VXX would be:

    f(x)=0.0166x-0.3132     R2=0.9558
        =(Log(VXX)-1.402)*1.9
    VXX =10^((0.0166*x-0.3132)/1.9+1.402)

    where Run # x=30 on Oct 19, VXX actual=34.97


    Assuming 13 Runs by Thanksgiving 
    x=30-13+1=18, VXX would
     be down 
    29.08% by then.

    See more VXX regression formula predictions in this interactive Google Chart

    Chart 9-1019
     VXX after Oct 19 can be predicted, assuming Down Trend continues, from the Trend Line equation in Chart 1 as follows:  f(x)=0.0166x-0.3132     R2=0.9558     =(Log(VXX)-1.402)*1.9 VXX =10^((0.0166*x-0.3132)/1.9+1.402) where Run # x=30 on Oct 19, VXX actual=34.97  Assuming 13 Runs by Thanksgiving  x=30-13+1=18, VXX=24.80, (1-24.80/34.97)*100=29.08%  VXX will be down 29.08% since Oct 19

    9) Summary data of VXX actual vs. CRF-predicted with Segmented Data Regression and Correlation through Oct 8 confirms near-perfect correlation:
    R2=0.9848

    Log (VXX)

    Actual Predicted
    Sum 361.167 361.161
    Count 182 182
    Average 1.984 1.984
    StDevP 0.206 0.205
    Max 2.329 2.317
    My 1.538 1.531

    Frog says, "It just don't get no better" :)

    10) Below are VXX Runs' beginning dates (yy-mm-dd)

    Table 4-1024
    208 VXX Runs' beginning dates from Jan 3, 2011 thru Oct 24, 2012

    12-10-23 12-10-22 12-10-19 12-10-15 12-10-12 12-10-10 12-10-08 12-10-02 12-09-28 12-09-27 12-09-25 12-09-20 12-09-19 12-09-17 12-09-14 12-09-11 12-09-10 12-08-31 12-08-27 12-08-24 12-08-21 12-08-16 12-08-14 12-08-09 12-08-07 12-08-01 12-07-30 12-07-25 12-07-20 12-07-19 12-07-18 12-07-13 12-07-12 12-07-11 12-07-10 12-07-06 12-07-05 12-06-28 12-06-27 12-06-26 12-06-25 12-06-22 12-06-21 12-06-15 12-06-13 12-06-12 12-06-11 12-06-04 12-05-30 12-05-25 12-05-24 12-05-23 12-05-22 12-05-21 12-05-11 12-05-10 12-05-08 12-05-07 12-05-02 12-05-01 12-04-30 12-04-24 12-04-23 12-04-20 12-04-18 12-04-16 12-04-13 12-04-11 12-04-03 12-03-29 12-03-27 12-03-23 12-03-22 12-03-15 12-03-14 12-03-07 12-03-06 12-03-05 12-03-02 12-02-28 12-02-24 12-02-16 12-02-14 12-02-13 12-02-07 12-02-01 12-01-30 12-01-25 12-01-24 12-01-17 12-01-13 12-01-12 12-01-11 12-01-03 11-12-30 11-12-29 11-12-28 11-12-27 11-12-22 11-12-15 11-12-14 11-12-13 11-12-12 11-12-09 11-12-07 11-12-05 11-12-02 11-11-28 11-11-23 11-11-22 11-11-21 11-11-18 11-11-16 11-11-15 11-11-14 11-11-10 11-11-09 11-11-07 11-11-04 11-11-02 11-10-29 11-10-26 11-10-25 11-10-21 11-10-19 11-10-18 11-10-17 11-10-10 11-10-07 11-10-04 11-09-30 11-09-29 11-09-28 11-09-26 11-09-21 11-09-20 11-09-19 11-09-13 11-09-08 11-09-07 11-08-30 11-08-26 11-08-25 11-08-23 11-08-16 11-08-15 11-08-12 11-08-11 11-08-10 11-08-09 11-08-02 11-07-29 11-07-25 11-07-19 11-07-18 11-07-15 11-07-08 11-07-07 11-07-05 11-06-27 11-06-22 11-06-17 11-06-15 11-06-14 11-06-10 11-06-09 11-06-08 11-06-07 11-06-03 11-06-02 11-06-01 11-05-24 11-05-20 11-05-17 11-05-13 11-05-12 11-05-11 11-05-06 11-04-29 11-04-19 11-04-18 11-04-13 11-04-12 11-04-11 11-04-07 11-03-29 11-03-28 11-03-17 11-03-14 11-03-11 11-03-09 11-03-08 11-03-04 11-03-03 11-03-01 11-02-24 11-02-15 11-02-11 11-02-09 11-01-31 11-01-28 11-01-24 11-01-21 11-01-20 11-01-19 11-01-10 11-01-06 11-01-03

    11) Tables 4 and 5 calculations

    %VXX/Run/Day=(VXX close Run last day/VXX close day before Run begins - 1)*100

    %VXX            =(VXX close today/VXX close yesterday -1)*100





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