Dear divergence


Divergence 1
VXX divergence curve 2011
Click to enlarge


Divergence = (%VXX actual) - (%VXX 2011 Trend Line)


Divergence 2
%VXX divergence from 2011 trend line vs %VXX, thru Feb 15, 2012
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VXX (-)
VXX (+)
VXX (+) VXX (-)
VXX VXX

diV diV diV diV
diV diV

(+) (+) (-) (-)
(-) (+)
Quad 1 2 3 4
3,4 1,2








Sum 62.11 175.71 -49.71 -194.44
-244.15 237.82
Count 45 81 42 115
157 126
Average 1.38 2.17 -1.18 -1.69
-1.56 1.89
StDevP 1.64 1.93 1.08 1.26
1.24 1.87


Divergence 3
VXX vs Divergence year 2011
Click to enlarge


To be continued
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