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

Oct 26, 2012


Sum -72 22357.45

Count 209 209

Average -0.34 106.97

StDevP 2.65 47.11

Max 6 213.48

Min -7 32.88





X-axis Date Runs VXX





27 2012-10-25 -2 36.30 Oct 26 close
28 2012-10-23 2 37.50
29 2012-10-22 -1 34.55
30 2012-10-19 1 32.88
31 2012-10-15 -4 34.22
32 2012-10-12 1 35.41
33 2012-10-10 -2 35.55
34 2012-10-08 2 34.52
35 2012-10-02 -4 35.52
36 2012-09-28 2 36.04
37 2012-09-27 -1 34.84
38 2012-09-25 2 38.28
39 2012-09-20 -3 35.08
40 2012-09-19 1 35.40
41 2012-09-17 -2 36.28
42 2012-09-14 1 36.72
43 2012-09-11 -3 39.44
44 2012-09-10 1 39.72
45 2012-08-31 -5 46.04
46 2012-08-27 4 45.76
47 2012-08-24 -1 45.28
48 2012-08-21 3 46.00
49 2012-08-16 -3 46.04
50 2012-08-14 2 46.96
51 2012-08-09 -4 46.84
52 2012-08-07 1 48.88
53 2012-08-01 -4 53.36
54 2012-07-30 2 53.04
55 2012-07-25 -3 57.80
56 2012-07-20 3 52.80
57 2012-07-19 -1 50.28
58 2012-07-18 1 51.40
59 2012-07-13 -3 53.40
60 2012-07-12 1 56.64
61 2012-07-11 -1 56.24
62 2012-07-10 1 58.12
63 2012-07-06 -2 57.00
64 2012-07-05 1 57.60
65 2012-06-28 -4 65.04
66 2012-06-27 1 67.24
67 2012-06-26 -1 66.72
68 2012-06-25 1 68.72
69 2012-06-22 -1 63.56
70 2012-06-21 1 70.80
71 2012-06-15 -5 73.96
72 2012-06-13 1 82.44
73 2012-06-12 -1 78.44
74 2012-06-11 1 79.80
75 2012-06-04 -5 86.68
76 2012-05-30 3 82.20
77 2012-05-25 -2 80.88
78 2012-05-24 1 81.68
79 2012-05-23 -1 81.04
80 2012-05-22 1 82.44
81 2012-05-21 -1 79.60
82 2012-05-11 6 69.92
83 2012-05-10 -1 68.84
84 2012-05-08 2 68.56
85 2012-05-07 -1 67.72
86 2012-05-02 3 64.76
87 2012-05-01 -1 64.04
88 2012-04-30 1 66.20
89 2012-04-24 -4 71.64
90 2012-04-23 1 73.44
91 2012-04-20 -1 71.08
92 2012-04-18 2 73.00
93 2012-04-16 -2 76.04
94 2012-04-13 1 77.12
95 2012-04-11 -2 80.04
96 2012-04-03 5 68.40
97 2012-03-29 -3 69.12
98 2012-03-27 2 68.84
99 2012-03-23 -2 69.16
100 2012-03-22 1 74.32
101 2012-03-15 -5 86.36
102 2012-03-14 1 87.84
103 2012-03-07 -5 99.04
104 2012-03-06 1 104.20
105 2012-03-05 -1 96.76
106 2012-03-02 1 97.08
107 2012-02-28 -3 99.84
108 2012-02-24 2 100.32
109 2012-02-16 -5 107.76
110 2012-02-14 2 106.08
111 2012-02-13 -1 103.04
112 2012-02-07 4 95.80
113 2012-02-01 -4 104.64
114 2012-01-30 2 107.44
115 2012-01-25 -3 106.68
116 2012-01-24 1 111.28
117 2012-01-17 -5 125.08
118 2012-01-13 1 126.00
119 2012-01-12 -1 122.76
120 2012-01-11 1 124.64
121 2012-01-03 -6 134.64
122 2011-12-30 1 142.12
123 2011-12-29 -1 139.88
124 2011-12-28 1 143.32
125 2011-12-27 -1 137.56
126 2011-12-22 2 135.32
127 2011-12-15 -5 156.56
128 2011-12-14 1 163.08
129 2011-12-13 -1 162.52
130 2011-12-12 1 163.20
131 2011-12-09 -1 162.44
132 2011-12-07 2 166.92
133 2011-12-05 -2 162.76
134 2011-12-02 1 163.28
135 2011-11-28 -4 187.28
136 2011-11-23 2 194.40
137 2011-11-22 -1 185.68
138 2011-11-21 1 190.16
139 2011-11-18 -1 187.56
140 2011-11-16 2 185.16
141 2011-11-15 -1 176.52
142 2011-11-14 1 178.48
143 2011-11-10 -2 181.84
144 2011-11-09 1 193.72
145 2011-11-07 -2 171.28
146 2011-11-04 1 173.16
147 2011-11-02 -2 178.00
148 2011-10-29 2 160.40
149 2011-10-26 -3 167.92
150 2011-10-25 1 175.24
151 2011-10-21 -2 175.12
152 2011-10-19 2 183.64
153 2011-10-18 -1 172.00
154 2011-10-17 1 178.68
155 2011-10-10 -5 186.40
156 2011-10-07 1 201.00
157 2011-10-04 -3 211.92
158 2011-09-30 2 213.48
159 2011-09-29 -1 199.44
160 2011-09-28 1 202.84
161 2011-09-26 -2 194.40
162 2011-09-21 3 180.84
163 2011-09-20 -1 171.52
164 2011-09-19 1 171.80
165 2011-09-13 -4 183.28
166 2011-09-08 3 167.40
167 2011-09-07 -1 164.76
168 2011-08-30 5 155.72
169 2011-08-26 -2 164.28
170 2011-08-25 1 166.76
171 2011-08-23 -2 167.24
172 2011-08-16 5 131.40
173 2011-08-15 -1 128.72
174 2011-08-12 1 136.36
175 2011-08-11 -1 135.40
176 2011-08-10 1 140.92
177 2011-08-09 -1 125.24
178 2011-08-02 5 95.96
179 2011-07-29 -2 93.64
180 2011-07-25 4 86.04
181 2011-07-19 -4 89.96
182 2011-07-18 1 94.56
183 2011-07-15 -1 92.64
184 2011-07-08 5 81.40
185 2011-07-07 -1 80.44
186 2011-07-05 2 81.48
187 2011-06-27 -5 96.68
188 2011-06-22 3 94.28
189 2011-06-17 -3 100.92
190 2011-06-15 2 97.72
191 2011-06-14 -1 90.20
192 2011-06-10 2 91.48
193 2011-06-09 -1 88.44
194 2011-06-08 1 91.28
195 2011-06-07 -1 89.92
196 2011-06-03 2 89.44
197 2011-06-02 -1 89.32
198 2011-06-01 1 90.44
199 2011-05-24 -5 93.96
200 2011-05-20 2 90.96
201 2011-05-17 -3 94.80
202 2011-05-13 2 94.52
203 2011-05-12 -1 93.32
204 2011-05-11 1 94.24
205 2011-05-06 -3 99.20
206 2011-04-29 5 92.56
207 2011-04-19 -7 107.08
208 2011-04-18 1 112.68
209 2011-04-13 -3 113.72
210 2011-04-12 1 115.68
211 2011-04-11 -1 114.56
212 2011-04-07 2 113.52
213 2011-03-29 -7 119.96
214 2011-03-28 1 123.00
215 2011-03-17 -7 145.92
216 2011-03-14 3 133.28
217 2011-03-11 -1 132.04
218 2011-03-09 2 129.00
219 2011-03-08 -1 127.36
220 2011-03-04 2 126.64
221 2011-03-03 -1 123.72
222 2011-03-01 2 129.92
223 2011-02-24 -3 134.72
224 2011-02-15 6 112.40
225 2011-02-11 -2 112.08
226 2011-02-09 2 114.00
227 2011-01-31 -7 128.12
228 2011-01-28 1 128.40
229 2011-01-24 -4 126.32
230 2011-01-21 1 128.92
231 2011-01-20 -1 127.40
232 2011-01-19 1 128.72
233 2011-01-10 -6 144.00
234 2011-01-06 2 143.72
235 2011-01-03 -3 145.96










Sum
-72 22357.45
Count
209 209
Average
-0.34 106.97
StDevP
2.65 47.11
Max
6 213.48
Min
-7 32.88