One weird secret that's cracking VIX volatility code

Saturday, February 11, 2012, 5:14 PM EST

We like to use this definition of volatility* for our objective to crack the VIX volatility code:
  • Our volatility is the unexpected price change of NYSE stock VXX caused by unexpected events.
To crack this volatility code requires that we be able to predict, with reasonable certainty, both when VXX prices will change and how much these changes will be —— irrespective of what events cause these price changes.

At the beginning of our project, it seemed that the more we worked, the more impossible it would be to crack the volatility code.

But recently we discovered one weird secret that is helping us crack the VXX volatility code. 

We are now able to predict, with reasonable certainty, when and approximately how much VXX prices will change — irrespective of what causes these changes. We believe and are finding that this discovery has huge profit potential.

Most everybody reading this knows this secret, but nobody we're aware of has done anything with it —— Nobody, that is, but us.

We think you'll agree that we've "nailed it" and that you will benefit too when we make this discovery available here.

So stay tuned, please.

* We think our definition of volatility above is "within the bounds" of a more classic volatility definition.