VXX forecasts May 2012, 2 right, 4 wrong





(-) (+)
# Days
22

Correct
2
7.09
Wrong
4
15.53
No forecast
16

Score
33/100
 (2/6*100)
Right / Wrong
1/2
 (2/4)


%VXX Score
1 DOWN 1.12 0 May 1
2 UP 2.16 100 May 2
3 DOWN 4.17 0 May 3
4 N/F -1.74
May 4
5 N/F 1.24
May 7
6 N/F 3.56
May 8
7 N/F -3.10
May 9
8 N/F 1.63
May 10
9 N/F 5.49
May 11
10 UP 4.93 100 May 14
11 N/F 3.72
May 15
12 N/F 4.63
May 16
13 DOWN 6.67 0 May 17
14 N/F -11.16
May 18
15 DOWN 3.57 0 May 21
16 N/F 0.79
May 22
17 N/F -1.70
May 23
18 N/F -0.98
May 24
19 N/F -4.95
May 25
20 N/F 6.92
May 29
21 N/F 1.31
May 30
22 N/F 8.50
May 31




%VXX Score qPath %VXX
Days

Avg
StDevP
22 N/F 8.50
May 31 (-) (+) (-) (+) (-) (+) (-) (+)




1.1 -78.77 90.57 26 21 -3.03 4.31 2.65 3.22




113 -31.77 33.26 13 8 -2.44 4.16 1.81 2.17




1134 -4.29 0.00 3 0 -1.43 — 1.30 —




11342 0.00 0.00 0 0 — — — —




M-path %VXX
Days

Avg
StDevP




May 31 (-) (+) (-) (+) (-) (+) (-) (+)




2 days -125.63 185.34 40 35 -3.14 5.30 2.50 4.83




3 days -69.81 84.37 25 15 -2.79 5.62 1.89 6.11




4 days -29.35 41.83 13 8 -2.26 5.23 1.96 5.80




5 days -10.51 22.49 3 3 -3.50 7.50 2.75 8.82




6 days -10.51 1.36 3 1 -3.5 1.36 2.75 0.00




qPath %VXX
Days

Avg
StDevP
21 N/F 1.31
May 30 (-) (+) (-) (+) (-) (+) (-) (+)




1.3 -68.50 98.75 27 29 -2.54 3.41 1.92 3.20




134 -4.05 2.84 2 3 -2.02 0.95 1.69 0.69




1342 0.00 0.00 0 0 — — — —




13423 0.00 0.00 0 0 — — — —




M-path %VXX
Days

Avg
StDevP




May 30 (-) (+) (-) (+) (-) (+) (-) (+)




2 days -103.93 125.97 39 40 -2.66 3.15 1.94 3.12




3 days -57.32 42.76 23 21 -2.49 2.04 2.12 3.05




4 days -17.10 7.81 7 6 -2.44 1.30 1.83 1.53




5 days -7.36 6.10 2 4 -3.68 1.53 2.58 1.81




6 days 0.00 0 0 0 — — — —




qPath %VXX
Days

Avg
StDevP
20 N/F 6.92
May 29 (-) (+) (-) (+) (-) (+) (-) (+)




3.4 -33.97 17.29 14 6 -2.43 2.88 1.74 3.57




342 0.00 0.00 0 0 — — — —




3423 0.00 0.00 0 0 — — — —




34232 0.00 0.00 0 0 — — — —




M-path %VXX
Days

Avg
StDevP




May 29 (-) (+) (-) (+) (-) (+) (-) (+)




2 days -210.74 152.69 76 44 -2.77 3.47 1.98 3.74




3 days -96.82 67.23 30 13 -3.23 5.17 2.22 4.74




4 days -41.53 36.59 15 6 -2.77 6.10 1.92 6.42




5 days -22.26 0.00 8 0 -2.78 — 1.17 —




6 days -11.16 0 5 0 -2.23 — 0.70 —




qPath %VXX
Days

Avg
StDevP
19 N/F -4.95
May 25 (-) (+) (-) (+) (-) (+) (-) (+)




4.2 0.00 0.00 0 0 — — — —




423 0.00 0.00 0 0 — — — —




4232 0.00 0.00 0 0 — — — —




42323 0.00 0.00 0 0 — — — —




M-path %VXX
Days

Avg
StDevP




May 25 (-) (+) (-) (+) (-) (+) (-) (+)




2 days -152.36 103.35 43 34 -3.54 3.04 2.59 2.72




3 days -75.63 51.35 21 16 -3.60 3.21 3.23 2.44




4 days -19.88 13.21 8 6 -2.48 2.20 1.76 1.46




5 days -10.82 2.14 5 1 -2.16 2.14 1.31 0.00




6 days -2.32 2.14 2 1 -1.16 2.14 0.80 0.00




qPath %VXX
Days

Avg
StDevP
18 N/F -0.98
May 24 (-) (+) (-) (+) (-) (+) (-) (+)




2.3 -9.02 11.37 3 5 -3.01 2.27 1.92 1.60




232 0.00 0.00 0 0 — — — —




2323 0.00 0.00 0 0 — — — —




23231 0.00 0.00 0 0 — — — —




M-path %VXX
Days

Avg
StDevP




May 24 (-) (+) (-) (+) (-) (+) (-) (+)




2 days -102.95 125.97 38 40 -2.71 3.15 1.95 3.12




3 days -45.63 83.21 15 19 -3.04 4.38 1.59 2.70




4 days -22.77 33.42 6 10 -3.80 3.34 1.78 2.81




5 days -14.95 4.90 3 3 -4.98 1.63 0.72 0.32




6 days -14.95 2.9 3 2 -4.98 1.45 0.72 0.21




qPath %VXX
Days

Avg
StDevP
17 N/F -1.70
May 23 (-) (+) (-) (+) (-) (+) (-) (+)




3.2 -21.04 21.24 8 6 -2.63 3.54 1.62 2.38




323 0.00 4.85 0 2 — 2.43 — 0.28




3231 0.00 2.14 0 1 — 2.14 — 0.00




32311 0.00 0.00 0 0 — — — —




M-path %VXX
Days

Avg
StDevP




May 23 (-) (+) (-) (+) (-) (+) (-) (+)




2 days -152.36 103.35 43 34 -3.54 3.04 2.59 2.72




3 days -75.63 51.35 21 16 -3.60 3.21 3.23 2.44




4 days -19.88 13.21 8 6 -2.48 2.20 1.76 1.46




5 days -9.06 11.07 3 5 -3.02 2.21 2.23 1.60




6 days -2.13 1.04 1 1 -2.13 1.04 0.00 0.00




qPath %VXX
Days

Avg
StDevP
16 N/F 0.79
May 22 (-) (+) (-) (+) (-) (+) (-) (+)




2.3 -7.32 11.37 2 5 -3.66 2.27 2.05 1.60




231 -5.71 0.00 1 0 -5.71 — 0.00 —




2311 0.00 0.00 0 0 — — — —




23111 0.00 0.00 0 0 — — — —




M-path %VXX
Days

Avg
StDevP




May 22 (-) (+) (-) (+) (-) (+) (-) (+)




2 days -101.25 125.97 37 40 -2.74 3.15 1.97 3.12




3 days -43.93 83.21 14 19 -3.14 4.38 1.60 2.70




4 days -21.16 49.79 8 9 -2.65 5.53 1.24 2.03




5 days -8.69 18.70 2 3 -4.34 6.23 0.39 2.45




6 days -8.69 15.14 2 2 -4.34 7.57 0.39 1.91




qPath %VXX
Days

Avg
StDevP
15 DOWN 3.57 0 May 21 (-) (+) (-) (+) (-) (+) (-) (+)




3.1 -104.09 55.22 28 18 -3.72 3.07 2.96 2.95




311 -35.06 22.68 9 7 -3.90 3.24 1.96 3.85




3111 -18.94 15.38 4 3 -4.74 5.13 2.14 5.22




31111 -11.82 0.00 2 0 -5.91 — 2.49 —




M-path %VXX
Days

Avg
StDevP




May 21 (-) (+) (-) (+) (-) (+) (-) (+)




2 days -152.36 99.79 43 33 -3.54 3.02 2.59 2.76




3 days -76.74 48.44 22 17 -3.49 2.85 1.77 3.02




4 days -36.44 20.40 9 5 -4.05 4.08 2.00 4.25




5 days -24.62 19.16 5 4 -4.92 4.79 2.24 4.48




6 days -20.34 16.21 4 3 -5.09 5.4 2.48 5.03




qPath %VXX
Days

Avg
StDevP
14 N/F -11.16
May 18 (-) (+) (-) (+) (-) (+) (-) (+)




1.1 -78.77 90.57 26 21 -3.03 4.31 2.65 3.22




111 -37.29 34.35 9 8 -4.14 4.29 3.54 2.43




1111 -17.32 19.14 4 3 -4.33 6.38 3.95 1.33




11111 -13.50 6.67 2 1 -6.75 6.67 4.41 0.00




M-path %VXX
Days

Avg
StDevP




May 18 (-) (+) (-) (+) (-) (+) (-) (+)




2 days -125.63 185.34 40 35 -3.14 5.30 2.50 4.83




3 days -55.82 100.97 15 20 -3.72 5.05 3.20 3.55




4 days -45.23 63.00 10 10 -4.52 6.30 3.60 3.93




5 days -35.89 11.15 8 2 -4.49 5.58 3.76 1.09




6 days -12.13 0 2 0 -6.07 — 5.10 —




qPath %VXX
Days

Avg
StDevP
13 DOWN 6.67 0 May 17 (-) (+) (-) (+) (-) (+) (-) (+)




1.1 -67.61 79.27 25 19 -2.70 4.17 2.13 3.34




111 -26.13 23.04 8 6 -3.27 3.84 2.68 2.59




1111 -6.16 7.84 3 1 -2.05 7.84 0.22 0.00




11111 -2.34 0.00 1 0 -2.34 — 0.00 —




M-path %VXX
Days

Avg
StDevP




May 17 (-) (+) (-) (+) (-) (+) (-) (+)




2 days -114.47 174.04 39 33 -2.94 5.27 2.17 4.96




3 days -44.66 89.67 14 18 -3.19 4.98 2.59 3.72




4 days -34.07 51.70 9 8 -3.79 6.46 2.99 4.35




5 days -24.73 4.49 7 1 -3.53 4.49 2.97 0.00




6 days -23.76 4.49 6 1 -3.96 4.49 3.01 0.00




qPath %VXX
Days

Avg
StDevP
12 N/F 4.63
May 16 (-) (+) (-) (+) (-) (+) (-) (+)




1.1 -78.77 90.57 26 21 -3.03 4.31 2.65 3.22




111 -37.29 34.35 9 8 -4.14 4.29 3.54 2.43




1111 -17.32 19.14 4 3 -4.33 6.38 3.95 1.33




11113 -1.80 12.48 1 2 -1.80 6.24 0.00 1.60




M-path %VXX
Days

Avg
StDevP




May 16 (-) (+) (-) (+) (-) (+) (-) (+)




2 days -125.63 185.34 40 35 -3.14 5.30 2.50 4.83




3 days -55.82 100.97 15 20 -3.72 5.05 3.20 3.55




4 days -45.23 63.00 10 10 -4.52 6.30 3.60 3.93




5 days -9.34 51.85 2 8 -4.67 6.48 2.87 4.34




6 days 0.00 11.3 0 3 — 3.77 — 0.65




qPath %VXX
Days

Avg
StDevP
11 N/F 3.72
May 15 (-) (+) (-) (+) (-) (+) (-) (+)




1.1 -67.61 76.11 25 18 -2.70 4.23 2.13 3.44




111 -26.13 19.32 8 5 -3.27 3.86 2.68 2.84




1113 -6.26 8.64 3 3 -2.09 2.88 0.69 2.61




11131 -4.80 0.00 2 0 -2.40 — 0.66 —




M-path %VXX
Days

Avg
StDevP




May 15 (-) (+) (-) (+) (-) (+) (-) (+)




2 days -114.47 165.38 39 31 -2.94 5.33 2.17 5.11




3 days -44.66 85.95 14 17 -3.19 5.06 2.59 3.81




4 days -10.59 34.25 5 9 -2.12 3.81 0.98 2.70




5 days -9.12 5.14 4 2 -2.28 2.57 1.03 2.57




6 days -3.92 0 2 1 -1.96 0 1.10 0.00




qPath %VXX
Days

Avg
StDevP
10 UP 4.93 100 May 14 (-) (+) (-) (+) (-) (+) (-) (+)




1.1 -78.77 90.57 26 21 -3.03 4.31 2.65 3.22




113 -31.77 33.26 13 8 -2.44 4.16 1.81 2.17




1131 -21.84 18.34 6 4 -3.64 4.59 1.61 2.63




11311 -5.78 14.17 2 3 -2.89 4.72 0.21 3.03




M-path %VXX
Days

Avg
StDevP




May 14 (-) (+) (-) (+) (-) (+) (-) (+)




2 days -125.63 185.34 40 35 -3.14 5.30 2.50 4.83




3 days -69.81 84.37 25 15 -2.79 5.62 1.89 6.11




4 days -40.46 42.54 12 7 -3.37 6.08 1.61 6.42




5 days -13.67 16.67 5 4 -2.73 4.17 0.70 2.79




6 days -6.72 15.75 3 3 -2.24 5.25 0.32 2.39




qPath %VXX
Days

Avg
StDevP
9 N/F 5.49
May 11 (-) (+) (-) (+) (-) (+) (-) (+)




1.3 -68.50 93.26 27 28 -2.54 3.33 1.92 3.23




131 -16.79 46.35 5 11 -3.36 4.21 1.75 2.37




1311 -6.40 22.45 2 4 -3.20 5.61 0.75 2.31




13113 -2.45 9.41 1 2 -2.45 4.70 0.00 0.47




M-path %VXX
Days

Avg
StDevP




May 11 (-) (+) (-) (+) (-) (+) (-) (+)




2 days -101.25 120.48 37 39 -2.74 3.09 1.97 3.14




3 days -43.93 77.72 14 18 -3.14 4.32 1.60 2.76




4 days -21.16 44.30 8 8 -2.65 5.54 1.24 2.15




5 days -12.47 25.60 6 5 -2.08 5.12 0.85 1.82




6 days -5.51 14.77 2 3 -2.75 4.92 0.40 0.50




qPath %VXX
Days

Avg
StDevP
8 N/F 1.63
May 10 (-) (+) (-) (+) (-) (+) (-) (+)




3.1 -104.09 58.78 28 19 -3.72 3.09 2.96 2.88




311 -35.06 26.24 9 8 -3.90 3.28 1.96 3.60




3113 -11.05 7.30 3 4 -3.68 1.83 1.74 0.89




31131 -6.12 2.60 2 2 -3.06 1.30 1.84 0.33




M-path %VXX
Days

Avg
StDevP




May 10 (-) (+) (-) (+) (-) (+) (-) (+)




2 days -152.36 103.35 43 34 -3.54 3.04 2.59 2.72




3 days -76.74 52.01 22 18 -3.49 2.89 1.77 2.94




4 days -40.29 28.04 13 12 -3.10 2.34 1.48 2.12




5 days -21.25 15.41 6 6 -3.54 2.57 1.69 2.65




6 days -5.66 3.98 2 3 -2.83 1.33 1.61 0.27




qPath %VXX
Days

Avg
StDevP
7 N/F -3.10
May 9 (-) (+) (-) (+) (-) (+) (-) (+)




1.3 -68.50 90.94 27 28 -2.54 3.25 1.92 3.25




113 -28.67 28.32 12 7 -2.39 4.05 1.88 2.29




1131 -18.74 13.41 5 3 -3.75 4.47 1.75 3.03




11311 -2.68 9.24 1 2 -2.68 4.62 0.00 3.70




M-path %VXX
Days

Avg
StDevP




May 9 (-) (+) (-) (+) (-) (+) (-) (+)




2 days -101.25 116.92 37 38 -2.74 3.08 1.97 3.18




3 days -66.71 79.43 24 14 -2.78 5.67 1.92 6.33




4 days -37.36 37.61 11 6 -3.40 6.27 1.68 6.92




5 days -10.57 11.73 4 3 -2.64 3.91 — 3.18




6 days -3.85 0.92 1 1 — — — —




qPath %VXX
Days

Avg
StDevP
6 N/F 3.56
May 8 (-) (+) (-) (+) (-) (+) (-) (+)




1.3 -68.50 89.70 27 27 -2.54 3.32 1.92 3.29




131 -16.79 42.79 5 10 -3.36 4.28 1.75 2.47




1311 -6.40 18.89 2 3 -3.20 6.30 0.75 2.29




13111 -3.95 9.48 1 1 -3.95 9.48 0.00 0.00




M-path %VXX
Days

Avg
StDevP




May 8 (-) (+) (-) (+) (-) (+) (-) (+)




2 days -101.25 116.92 37 38 -2.74 3.08 1.97 3.18




3 days -43.93 74.16 14 17 -3.14 4.36 1.60 2.84




4 days -21.16 40.74 8 7 -2.65 5.82 1.24 2.16




5 days -8.69 15.14 2 2 -4.34 7.57 — 1.91




6 days 0.00 0 0 0 — — — —




qPath %VXX
Days

Avg
StDevP
5 N/F 1.24
May 7 (-) (+) (-) (+) (-) (+) (-) (+)




3.1 -104.09 58.78 28 19 -3.72 3.09 2.96 2.88




311 -35.06 26.24 9 8 -3.90 3.28 1.96 3.60




3111 -18.94 18.94 4 4 -4.74 4.74 2.14 4.57




31113 -7.12 1.24 2 1 -3.56 1.24 0.49 0.00




M-path %VXX
Days

Avg
StDevP




May 7 (-) (+) (-) (+) (-) (+) (-) (+)




2 days -152.36 103.35 43 34 -3.54 3.04 2.59 2.72




3 days -76.74 52.01 22 18 -3.49 2.89 1.77 2.94




4 days -36.44 23.97 9 6 -4.05 3.99 2.00 3.89




5 days -11.83 1.24 4 1 -2.96 1.24 0.75 0.00




6 days -7.77 1.24 3 1 -2.59 1.24 0.46 0.00




qPath %VXX
Days

Avg
StDevP
4 N/F -1.74
May 4 (-) (+) (-) (+) (-) (+) (-) (+)




1.1 -78.77 90.57 26 21 -3.03 4.31 2.65 3.22




111 -37.29 34.35 9 8 -4.14 4.29 3.54 2.43




1113 -6.26 12.36 3 4 -2.09 3.09 0.69 2.29




11131 -4.80 3.72 2 1 -2.40 3.72 0.66 0.00




M-path %VXX
Days

Avg
StDevP




May 4 (-) (+) (-) (+) (-) (+) (-) (+)




2 days -125.63 185.34 40 35 -3.14 5.30 2.50 4.83




3 days -55.82 100.97 15 20 -3.72 5.05 3.20 3.55




4 days -10.59 37.97 5 10 -2.12 3.80 0.98 2.57




5 days -9.12 8.86 4 3 -2.28 2.95 1.03 2.17




6 days -5.20 5.14 2 1 -2.6 5.14 0.86 0.00




M-path %VXX
Days

Avg
StDevP
3 DOWN 4.17 0 May 3 (-) (+) (-) (+) (-) (+) (-) (+)




1.1 -62.77 66.44 23 16 -2.73 4.15 2.21 3.63




113 -28.67 24.15 12 6 -2.39 4.03 1.88 2.48




1131 -18.74 9.24 5 2 -3.75 4.62 1.75 3.70




11313 -12.21 0.00 3 0 -4.07 — 2.14 —




M-path %VXX
Days

Avg
StDevP




May 3 (-) (+) (-) (+) (-) (+) (-) (+)




2 days -109.63 161.21 37 30 -2.96 5.37 2.22 5.19




3 days -66.71 75.26 24 13 -2.78 5.79 1.92 6.55




4 days -37.36 33.43 11 5 -3.40 6.69 1.68 7.51




5 days -26.79 21.70 7 2 -3.83 10.85 1.90 9.85




6 days -18.85 1.00 5 1 -3.77 1 2.17 0.00




qPath %VXX
Days

Avg
StDevP
2 UP 2.16 100 May 2 (-) (+) (-) (+) (-) (+) (-) (+)




1.3 -68.50 87.54 27 26 -2.54 3.37 1.92 3.34




131 -16.79 40.62 5 9 -3.36 4.51 1.75 2.50




1313 -5.24 14.41 1 4 -5.24 3.60 0.00 2.13




13133 0.00 13.43 0 3 — 4.48 — 1.73




M-path %VXX
Days

Avg
StDevP




May 2 (-) (+) (-) (+) (-) (+) (-) (+)




2 days -101.25 114.76 37 37 -2.74 3.10 1.97 3.21




3 days -43.93 72.00 14 16 -3.14 4.50 1.60 2.87




4 days -22.77 31.26 6 9 -3.80 3.47 1.78 2.94




5 days -7.83 26.35 3 6 -2.61 4.39 1.72 3.22




6 days -7.83 15.21 3 4 -2.61 3.8 1.72 3.75




qPath %VXX
Days

Avg
StDevP
1 DOWN 1.12 0 May 1 (-) (+) (-) (+) (-) (+) (-) (+)




3.1 -104.09 51.22 28 15 -3.72 3.41 2.96 3.12




313 -54.25 22.53 14 6 -3.88 3.76 3.25 2.54




3133 -40.65 13.22 10 3 -4.06 4.41 3.69 2.37




31333 -12.18 1.29 6 1 -2.03 1.29 1.87 0.00




M-path %VXX
Days

Avg
StDevP




May 1 (-) (+) (-) (+) (-) (+) (-) (+)




2 days -152.36 95.79 43 30 -3.54 3.19 2.59 2.84




3 days -75.63 50.22 21 15 -3.60 3.35 3.23 2.46




4 days -55.75 37.01 13 9 -4.29 4.11 3.71 2.69




5 days -21.91 25.07 8 7 -2.74 3.58 3.03 2.77




6 days -16.51 16.1 6 5 -2.75 3.22 3.40 2.49


Thu, May 31, 2012 2:24 PM EDST new May 31

We're unable again to forecast VXX close for Fri, Jun 1, because our qPath and m-Path Mosconi Effect algorithm's predictions are doubtful on a roller coaster ride, like today.
  1. VXX closed UP today, +1.31%, a wild ride
  2. No forecast yesterday, Wed, May 30
  3. Frog says, "When in doubt, your probably right."

qPath%VXX
Days

Avg
StDevP
May 31(-)(+)(-)(+)(-)(+)(-)(+)
1.1-78.7790.572621-3.034.312.653.22
113-31.7733.26138-2.444.161.812.17
1134-4.290.0030-1.43—1.30—
113420.000.0000————
M-path%VXX
Days

Avg
StDevP
May 31(-)(+)(-)(+)(-)(+)(-)(+)
2 days-125.63185.344035-3.145.302.504.83
3 days-69.8184.372515-2.795.621.896.11
4 days-29.3541.83138-2.265.231.965.80
5 days-10.5122.4933-3.507.502.758.82
6 days-10.511.3631-3.51.362.750.00

20120530 VXX 1424  20120531 VXX close
20120531 VIX close


Wed, May 30, 2012 3:03 PM EDST new May 30


From the WSJ:

If yesterday's rally feels familiar, it should.

Yesterday, the Dow Jones Industrial Average jumped 126 points despite a disappointing consumer confidence report. Now flashback to this time last year. The Dow industrials ran up 128 points during the post-Memorial Day trading session despite, you guessed it, a downbeat reading on consumer confidence.

The problem is last year's rally quickly ran out of steam. The Dow fell almost 280 points the next day, and kept falling for another five sessions, losing about 4% in the process.

Many investors now expect a repeat of last year to continue.

We're unable again to forecast VXX close for Thu, May 31, because our qPath algorithm again has almost no qPath history data for today's qPaths, and our m-Path Mosconi Effect algorithm's predictions are mixed.
  1. VXX closed UP today, +6.92%
  2. No forecast yesterday, Tue, May 29
  3. Note in WSJ article above, "
    Many investors now expect a repeat of last year to continue."
  4. So, as the Frog says, "Fasten your seat belts, its going to be a bumpy ride."
qPath%VXX
Days

Avg
StDevP
May 30(-)(+)(-)(+)(-)(+)(-)(+)
1.3-68.5098.752729-2.543.411.923.20
134-4.052.8423-2.020.951.690.69
13420.000.0000————
134230.000.0000————
M-path%VXX
Days

Avg
StDevP
May 30(-)(+)(-)(+)(-)(+)(-)(+)
2 days-103.93125.973940-2.663.151.943.12
3 days-57.3242.762321-2.492.042.123.05
4 days-17.107.8176-2.441.301.831.53
5 days-7.366.1024-3.681.532.581.81
6 days0.00000————

20120530 VXX 1501  20120530 VXX close




Tue, May 29, 2012 4:36 PM EDST new May 29

We're unable again to forecast VXX close for Wed, May 30, because our qPath algorithm has almost no qPath history data for today's qPaths.
  1. VXX closed DOWN today, -4.95%
  2. No forecast Fri, May 25
  3. We're reluctant to forecast based solely on our Mosconi Effect m-Path algorithm, which predicts tomorrow will close DOWN.
  4. Of our 19 wrong forecasts this year, 17 have been DOWN, meaning VXX closed UP 17 times we forecast DOWN. 
     
  5. Frog is very perceptive, "We're a bit gun shy of DOWN forecasts." 
May 29(-)(+)(-)(+)(-)(+)(-)(+)
3.4-33.9717.29146-2.432.881.743.57
3420.000.0000————
34230.000.0000————
342320.000.0000————
M-path%VXX
Days

Avg
StDevP
May 29(-)(+)(-)(+)(-)(+)(-)(+)
2 days-210.74152.697644-2.773.471.983.74
3 days-96.8267.233013-3.235.172.224.74
4 days-41.5336.59156-2.776.101.926.42
5 days-22.260.0080-2.78—1.17—
6 days-11.16050-2.23—0.70—

  
20120530 VXX close




Fri, May 25, 2012 8:00 AM EDST new May 25

From the WSJ:

It may be hard to believe, but stocks have quietly strung together a new winning streak.

Sharp intraday volatility has masked the fact that the S&P 500 has risen every day this week. The index is up 2%, with the bulk of the gains coming during Monday's surge.

This week's gains, however, are a small consolation prize compared to the protracted selloff that took place earlier this month. The S&P 500 is still down 5.5% in May, on pace for its second straight monthly decline.

Choppy, indecisive trading likely won't go away either, especially amid diverging signals on whether Greece will leave the euro zone. For instance, the Dow swung between positive and negative territory 55 times on Thursday. Investors couldn't make up their minds one way or the other. It was almost as if the market was waiting for the next headline to drive the action.

4:39 PM, Fri  new May 25

Unable again to forecast VXX close Tue, May 29, because our qPath algorithms predictions below (Tables 525-1,2) are not only another dog's breakfast but totally shy of qPath morsels.

  1. VXX closed barely DOWN today, -0.98%
  2. No forecast yesterday, Thu, May 24
  3. First time ever for qPath 4.2 since Jan 2011, 
    volatility lower than 2011 trend line
  4. If last 2 quad 2 closes had been quad 1 instead and today's quad 4 had been quad 3 instead, qPath would have predicted Tue, May 29, close DOWN like Mosconi Effect m-Path algorithm. See 
     Tables 525-3,4 below. Frog's right saying, "We're gun shy making down forecasts."
Tables 525-1,2 

qPath%VXX
Days

Avg
StDevP
May 25(-)(+)(-)(+)(-)(+)(-)(+)
4.20.000.0000————
4230.000.0000————
42320.000.0000————
423230.000.0000————
M-path%VXX
Days

Avg
StDevP
May 25(-)(+)(-)(+)(-)(+)(-)(+)
2 days-152.36103.354334-3.543.042.592.72
3 days-75.6351.352116-3.603.213.232.44
4 days-19.8813.2186-2.482.201.761.46
5 days-10.822.1451-2.162.141.310.00
6 days-2.322.1421-1.162.140.800.00

20120525 VXX close  
  

20120525 VIX close week
Tables 525-3,4

qPath%VXX
Days

Avg
StDevP
May 25(-)(+)(-)(+)(-)(+)(-)(+)
3.1-104.0958.782819-3.723.092.962.88
313-54.2523.66147-3.883.383.252.53
3131-10.181.0431-3.391.041.910.00
31313-1.960.0010-1.96—0.00—
M-path%VXX
Days

Avg
StDevP
May 25(-)(+)(-)(+)(-)(+)(-)(+)
2 days-152.36103.354334-3.543.042.592.72
3 days-75.6351.352116-3.603.213.232.44
4 days-19.8813.2186-2.482.201.761.46
5 days-10.822.1451-2.162.141.310.00
6 days-2.322.1421-1.162.140.800.00


Thu, May 24, 2012 3:00 pM EDST new May 24

Unable again to 
forecast VXX close tomorrow, Fri, May 25, because o
ur 
qPath and Mosconi Effect m-Path 
algorithms' 
predictions below are another dog's breakfast but shy the qPath morsels.
  1. VXX closed barely UP today, 0.79%
  2. No forecast yesterday, Wed, May 23
qPath%VXX
Days

Avg
StDevP
May 24(-)(+)(-)(+)(-)(+)(-)(+)
2.3-9.0211.3735-3.012.271.921.60
2320.000.0000————
23230.000.0000————
232310.000.0000————
M-path%VXX
Days

Avg
StDevP
May 24(-)(+)(-)(+)(-)(+)(-)(+)
2 days-102.95125.973840-2.713.151.953.12
3 days-45.6383.211519-3.044.381.592.70
4 days-22.7733.42610-3.803.341.782.81
5 days-14.954.9033-4.981.630.720.32
6 days-14.952.932-4.981.450.720.21

20120543 VXX close

Wed, May 23, 2012 7:00 AM EDST  new May 23

VXX will likely close UP today more than 5%.

11:15 AM, Wed new May 23

Big Bird's in our Chart at 11:15 AM today


4:00 PM, Wed new May 23

Unable again to 
forecast VXX close tomorrow, Thu, May 24, because o
ur 
qPath and Mosconi Effect m-Path 
algorithms' 
predictions below are a dog's breakfast.
  1. VXX closed DOWN today, -1.70%.
  2. No forecast yesterday, Tue, May 22.
  3. Our early morning forecast today above — Slammed.
  4. Visitors spent more than 5 hours today viewing this.
  5. We're ranked #1 and 2 today out of 135,000 on Google® Search 
     How to Predict VXX Stock Price Trends. 
  6. We're ranked #2 today out of 4,130,000.
    searching      Correlation of Non-Existent Data.
  7. Not bad for a site that's been up less than 5 months — and no paid links. 
  8. One secret how: Google
    ®
     Sites designed our site.
  9. Frog croaked, "Big Bird stabbed in the heart today."
qPath%VXX
Days

Avg
StDevP
May 23(-)(+)(-)(+)(-)(+)(-)(+)
3.2-21.0421.2486-2.633.541.622.38
3230.004.8502—2.43—0.28
32310.002.1401—2.14—0.00
323110.000.0000————
M-path%VXX
Days

Avg
StDevP
May 23(-)(+)(-)(+)(-)(+)(-)(+)
2 days-152.3699.794333-3.543.022.592.76
3 days-75.6351.352116-3.603.213.232.44
4 days-19.8813.2186-2.482.201.761.46
5 days-9.0611.0735-3.022.212.231.60
6 days-2.131.0411-2.131.040.000.00

20120523 VXX close



Tue, May 22, 2012  12:58 PM  EDSTnew May 22

Our algorithms forecast VXX DOWN again tomorrow, Wed, May 23.
  1. Investors trying to get their arms around VOLATILITY may as well be trying to — get their arms around VOLATILITY. Or, as the Frog croaked, "That's like trying to shove a marshmallow up a wild tiger's a------."  We're either crazy or game — or both :)
  2. We're getting some pretty good signals that may be reliable predicting when the VXX crash will hit bottom. Be sure to check them out here.
3:40 PM, Tue  new May 22

Looks like VXX will close UP today, not DOWN as Table 522-5,6 for our initial forecast predicts. Stay tuned for our new forecast. 

Here's what the WSJ says at 3:40 happened just now and why:

We said earlier, the market remains driven by Europe, and to prove that point, we give you, well, this afternoon. The Dow was up 50 points at 3 p.m., then these headlines hit Dow Jones Newswires:

15:28 5/22/2012 *DJ Former Greek PM Papademos: Risk Of Greece Leaving Euro Is Real

15:285/22/2012 *DJ Papademos: Preparations For Greece Euro Exit Are Being Considered

The news drove down the euro, which yoked the Dow with it. Euro’s lately at 1.2681, and the Dow’s down 25. The S&P 500′s down 3, and the Nasdaq Comp’s down 15.

4:00 PM, Tue  new May 22

We are unable to 
forecast VXX close tomorrow, Wed, May 23, because o
ur algorithms' predictions in Tables 522-5,6 are inconclusive.
  1. VXX closed UP today in quad 2, 3.57%. 
  2. Our forecast yesterday that it would close DOWN was incorrect.
  3. If VXX closes DOWN tomorrow, it will the first time since Jan 2011 for 5 consecutive negative 1-day Runs. See Chart 5.
  4. Frog croaks, "Lesson learned — Don't forecast early."

Tables 522-5,6 are for VXX closing UP in quad 2 as it did, not quad 1 in Tables 522-3,4.

qPath%VXX
Days

Avg
StDevP
May 22(-)(+)(-)(+)(-)(+)(-)(+)
2.3-7.3211.3725-3.662.272.051.60
231-5.710.0010-5.71—0.00—
23110.000.0000————
231110.000.0000————
M-path%VXX
Days

Avg
StDevP
May 22(-)(+)(-)(+)(-)(+)(-)(+)
2 days-101.25125.973740-2.743.151.973.12
3 days-43.9383.211419-3.144.381.602.70
4 days-21.1649.7989-2.655.531.242.03
5 days-8.6918.7023-4.346.230.392.45
6 days-8.6915.1422-4.347.570.391.91

Tables 522-3,4 assume VXX would close UP today in Quad 1.

qPath%VXX
Days

Avg
StDevP
May 22(-)(+)(-)(+)(-)(+)(-)(+)
1.3-68.5098.752729-2.543.411.923.20
131-16.7951.84512-3.364.321.752.29
1311-6.4027.9425-3.205.590.752.06
13111-3.9513.0412-3.956.520.002.96
M-path%VXX
Days

Avg
StDevP
May 22(-)(+)(-)(+)(-)(+)(-)(+)
2 days-101.25125.973740-2.743.151.973.12
3 days-43.9383.211419-3.144.381.602.70
4 days-21.1649.7989-2.655.531.242.03
5 days-8.6918.7023-4.346.230.392.45
6 days-8.6915.1422-4.347.570.391.91


Tables 522-1,2 assume VXX would close DOWN today.

qPath%VXX
Days

Avg
StDevP
May 22(-)(+)(-)(+)(-)(+)(-)(+)
3.3-128.61123.294733-2.743.742.013.89
331-63.2742.55197-3.336.082.545.87
3311-32.197.4072-4.603.702.851.48
33111-16.075.1831-5.365.181.710.00
M-path%VXX
Days

Avg
StDevP
May 22(-)(+)(-)(+)(-)(+)(-)(+)
2 days-210.74152.697644-2.773.471.983.74
3 days-96.8267.233013-3.235.172.224.74
4 days-55.2830.64157-3.694.382.402.24
5 days-25.2720.6654-5.055.161.401.92
6 days-7.6814.1723-3.844.720.382.04

4:00 PM, Tue VXX close

12:58 PM, Tue


Mon, May 21, 2012  12:49 PM  EDST

Our algorithms are forecasting VXX DOWN tomorrow, Tue, May 22.
  1. U.S. stocks are getting a break today from the unrelenting selling pressure of the past few weeks (the last month and a half, really), as the markets look to shake off what’s been one of the longest losing streaks in years.
  2. Don’t imagine any victory laps, though. If the Dow manages to hold these gains through to the closing bell, and that’s a big if these days, it’ll still be only the index’s third rising session this month.
  3. The closing bell, by the way, is a lifetime away in this high-frequency world. The Dow opened higher, then briefly turned negative earlier this morning before rising as much as 111 points. Recently it’s up 75 points.
  4. Frog's croak about Facebook decline, "Bears make money, bulls make money, pigs go broke."
4:00 PM, Mon

VXX closed DOWN today, -11.16%. No forecast Fri, May 18. Our algorithms Fri predicted today would close DOWN, but we were probably too cautious not forecasting today DOWN. Sadly, our gut has been more wrong than right overriding our algorithms. Frog's croak, "When you think you're smarter than your algorithms, you're dumb." Ouch.

The stock selloff came to a screeching halt today, with the Dow jumping 135 points and snapping a six-day losing skid. A lack of fresh negative headlines out of Greece, Spain or any other euro-zone nation spurred the blue-chip index's biggest rally in more than a month.

Don't bet on a new trend. After declines in 13 of the previous 15 trading sessions, the Dow was due for a bounce. But without any substantial positive catalysts, the euphoria may be short-lived.

Europe's problems are far from over. Greece's future in the euro is as uncertain as ever, Italian and Spanish bond yields remain elevated and fears of bank runs are starting to become commonplace.

qPath%VXX
Days

Avg
StDevP
May 21
(-)(+)(-)(+)(-)(+)(-)(+)
3.1-104.0955.222818-3.723.072.962.95
311-35.0622.6897-3.903.241.963.85
3111-18.9415.3843-4.745.132.145.22
31111-11.820.0020-5.91—2.49—
M-path%VXX
Days

Avg
StDevP
May 21
(-)(+)(-)(+)(-)(+)(-)(+)
2 days-152.3699.794333-3.543.022.592.76
3 days-76.7448.442217-3.492.851.773.02
4 days-36.4420.4095-4.054.082.004.25
5 days-24.6219.1654-4.924.792.244.48
6 days-20.3416.2143-5.095.42.485.03

VXX and S&P 500 12:49 PM, Mon

VXX and S&P 500 close, Mon

VXX and S&P 500 headache chart, We've never seen data like this before.
20120521 VXX and S&P 500 close



Fri, May 18, 2012  7:46 PM  EDST new May 18

We're unable to forecast VXX close, Mon, May 21.
  1. VXX closed UP today, 6th day in a row UP, forecast DOWN yesterday wrong.
  2. Only one other positive 6-day run since Jan 2011.
  3. Our algorithms obviously predict that Mon, May21, will close DOWN, but that's not a reliable prediction because of the limited data.
  4. No positive 7-day runs since Jan 2011.
  5. Frog croaks me, "Only a fool bets when the odds are against him." I've been a fool too many times :)
qPath%VXX
Days

Avg
StDevP
May 18(-)(+)(-)(+)(-)(+)(-)(+)
1.1-67.6183.912520-2.704.202.133.26
111-26.1327.6887-3.273.952.682.41
1111-6.1612.4832-2.056.240.221.60
11111-2.340.0010-2.34—0.00—
M-path%VXX
Days

Avg
StDevP
May 18(-)(+)(-)(+)(-)(+)(-)(+)
2 days-114.47178.673934-2.945.262.174.89
3 days-44.6694.301419-3.194.962.593.62
4 days-34.0756.3399-3.796.262.994.14
5 days-24.734.4971-3.534.492.970.00
6 days-0.97010-0.97—0.00—




Thu, May 17, 2012  9:13 AM  AM EDST new May 17

Good article about ETF's vs ETN's 

We're trying something different today. Below are data of our qPath and m-Path Mosconi Effect algorithms for tomorrow's, Fri, close for the 2 possible scenarios — VXX closes up today and VXX closes down today. You can make your own forecast. Any comments what your forecast is and why and/or whether this data is helpful would be appreciated and certainly helpful to other viewers, especially if you would like this early data to continue. I know some of you "heavy hitters" are far more qualified than I to make a forecast :)

And, all you viewers have a chance for Fame (from me and other viewers) or Fury (from only you — Hey, its not all bad, our forecasts have been wrong 17 times this year :) 

BTW, data below took 2 hours to compute and put together, so 2 minutes for your forecast and a few reasons in Comments, you'll still owe us 118 minutes :) 

And, its your big chance to bet the Horse, not the Jockey that's been wrong 17 times this year — and whose cards are on the table  :)

Viewer Forecasts:
  1. Chimay DOWN because Frog says 6-day Runs UP (if tomorrow UP) are as rare as hens teeth (see Chart 3, our additions)

IF VXX
qPath%VXX
Days

Avg
StDevP
closes today
May 17(-)(+)(-)(+)(-)(+)(-)(+)
up
1.1-67.6175.552518-2.704.202.133.43
down
3.1-104.0955.222818-3.723.072.962.95
up
111-26.1319.3285-3.273.862.682.84
down
311-35.0622.6897-3.903.241.963.85
up
1111-6.167.8431-2.057.840.220.00
down
3111-18.9415.3843-4.745.132.145.22
up
11111-2.340.0010-2.34—0.00—
down
31111-11.820.0020-5.91—2.49—


M-Path







up
2 days-114.47170.323932-2.945.322.175.03
down
2 days-152.3699.794333-3.543.022.592.76
up
3 days-44.6685.951417-3.195.062.593.81
down
3 days-76.7448.442217-3.492.851.773.02
up
4 days-34.0751.7098-3.796.462.994.35
down
4 days-36.4420.4095-4.054.082.004.25
up
5 days-24.734.4971-3.534.492.970.00
down
5 days-24.6219.1654-4.924.792.244.48
up
6 days-23.764.4961-3.964.493.010.00
down
6 days-4.272.9511-4.272.950.000.00


4:27 PM, Thu (posted here 10:14 PM)

We're forecasting VXX will close DOWN tomorrow, Fri, May 18.
  • Both our algorithms above predict DOWN tomorrow since VXX closed UP today, 4.63%, no forecast yesterday  
  • As Chimay points out, if VXX closes UP tomorrow, it will be a positive 6-day Run — Only one other positive 6-day Run since Jan 2011,  See Chart 3
  • Today was the 5th day of a positive 5-day Run — Only 6 other positive 5-day Runs since Jan 2011, See Chart 3
  • Again, Frog's brother from another mother, Shakespeare's broker's Frog croaked, — 'tis a rally of 5 days doth not a fortnight make
  • And, our Frog — "Don't buck the trend or try to make a trend that's not."




Wed, May 16, 2012  6:43 PM EDST new May 16

We're unable to forecast VXX close tomorrow, Thu, May 17.
VXX closed up today, 3.72%, the 4th day up, no forecast yesterday.

We need to remember what the Frog's brother from another mother, Shakespeare's broker's  Frog croaked,  — 'tis a rally of 4 days doth not a fortnight make.

qPath%VXX
Days

Avg
StDevP
May 16(-)(+)(-)(+)(-)(+)(-)(+)
1.1-67.6176.112518-2.704.232.133.44
111-26.1319.3285-3.273.862.682.84
1111-6.167.8431-2.057.840.220.00
11113-1.807.8411-1.807.840.000.00
M-path%VXX
Days

Avg
StDevP
May 16(-)(+)(-)(+)(-)(+)(-)(+)
2 days-114.47165.383931-2.945.332.175.11
3 days-44.6685.951417-3.195.062.593.81
4 days-34.0751.7098-3.796.462.994.35
5 days-9.3447.2127-4.676.742.874.58
6 days0.006.6702—3.33—0.26




Tue, May 15, 2012  4:27 PM EDST new May 15

We're unable to forecast VXX close tomorrow, Wed, May 16 — 
Rough ride today closing UP as we forecast yesterday it would.

qPath%VXX
Days

Avg
StDevP
May 15(-)(+)(-)(+)(-)(+)(-)(+)
1.1-67.6170.622517-2.704.152.133.53
111-26.1319.3285-3.273.862.682.84
1113-6.268.6433-2.092.880.692.61
11131-4.800.0020-2.40—0.66—
M-path%VXX
Days

Avg
StDevP
May 15(-)(+)(-)(+)(-)(+)(-)(+)
2 days-114.47165.383931-2.945.332.175.11
3 days-44.6685.951417-3.195.062.593.81
4 days-10.5934.2559-2.123.810.982.70
5 days-9.125.1442-2.282.571.032.57
6 days-3.92021-1.9601.100.00



Mon, May 14, 2012 4:55 PM EDST

We're forecasting, our first forecast since May 3, VXX will close UP tomorrow, Tue, May 15.

As the Frog says, "If I don't do something in a Perfect Storm, 
I'm doomed to a cold slab in frog's morgue. 
Me and the Fat Lady just batten down our Lily pads and cuddle up."

qPath%VXX
Days

Avg
StDevP
May 14(-)(+)(-)(+)(-)(+)(-)(+)
1.1-67.6170.622517-2.704.152.133.53
113-31.7728.32137-2.444.051.812.29
1131-21.8413.4163-3.644.471.613.03
11311-5.789.2422-2.894.620.213.70
M-path%VXX
Days

Avg
StDevP
May 14(-)(+)(-)(+)(-)(+)(-)(+)
2 days-114.47165.383931-2.945.332.175.11
3 days-69.8179.432514-2.795.671.896.33
4 days-40.4637.61126-3.376.271.616.92
5 days-13.6711.7353-2.733.910.703.18
6 days-6.7210.8232-2.245.410.322.91

20120514 VXX close

Chart below suggests increased VIX and VXX volatility ahead.

20120514 VIX close



Fri, May 11, 2012  4:26 PM  EDST new May 11

We're unable to forecast again VXX close for Mon, May 14.
  1. Again, No clear predictions from either algorithm
  2. VXX closed UP +1.63% today, no forecast yesterday
  3. Want a forecast, Frog says, "You know how to roll your own" :)
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

qPath%VXX
Days

Avg
StDevP
May 11(-)(+)(-)(+)(-)(+)(-)(+)
1.3-68.5093.2627