July 27, 2012
Before we show you how to predict VXX stock price trends using VXX 20 Day Volatility Moving Average 20VMA, we want to show you how VXX 20 Day Volatility Moving Average 20VMA is calculated.
VXX In-Day Volatility = (High - Low) / Low * 100
20VMA = Average of 20 days VXX In-Day Volatility
grey - one sigma error bars
Calculating 20-Day Volatility Moving Average for each day and plotting 20VMA over time with actual VXX closing price, we get this:
Notice the similarities of 20-Day Volatility Moving Average 20VMA and 10 Run Moving Average 10RMA predicting VXX price trends up and down when they both cross zero.
CORRECTION VXX in legends below should be VXX / 8, not VXX
And we see more similarities adding 20VMA Standard Deviation
Data for Charts 1-5 above
We selected 20VMA as having the best balance of variables.
Showing 10VMA, 20VMA, 30VMA
Summary data of 10VMA, 20VMA, 30VMA
Please also see our other predictions
July 22, 2012
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