February 18, 2012, 5:30 PM Forecasts since January 31, 2012
(-) (+)
Forecast correct 6 3 3 Forecast wrong 4 3 1 No forecast N/F 3
We made 10 forecasts Jan 31 to Feb 18, 6 correct, 4 wrong. Of the 6 correct forecasts 4 were that VXX would close up the next day.
Net VXX gain buying these 4 up-forecasts on the close and selling next day on the close would have been 15.87% for 4 trades, 3 winners, 1 loser.
Fore-cast |
Close | Score |
|
qPath |
%VXX |
|
Days |
|
Avg |
|
StDevP |
|
next day |
%VXX |
|
|
Feb 16 |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
down |
-1.22 |
100 |
3.1 |
3.1 |
-78.93 |
44.95 |
23 |
13 |
-3.43 |
3.46 |
2.68 |
3.35 |
|
|
|
311 |
311 |
-22.38 |
16.49 |
6 |
4 |
-3.73 |
4.12 |
1.03 |
4.85 |
|
|
|
3113 |
3113 |
-9.82 |
2.35 |
2 |
2 |
-4.91 |
1.18 |
0.01 |
0.21 |
|
|
|
|
Feb 15 |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
down |
-3.85 |
100 |
1.1 |
1.1 |
-60.94 |
49.93 |
21 |
13 |
-2.90 |
3.84 |
2.45 |
3.81 |
|
|
|
113 |
113 |
-28.32 |
21.80 |
10 |
5 |
-2.83 |
4.36 |
2.33 |
2.59 |
|
|
|
1131 |
1131 |
-14.89 |
9.24 |
4 |
2 |
-3.72 |
4.62 |
1.95 |
3.70 |
|
|
|
|
Feb 14 |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
up |
5.66 |
100 |
1.3 |
1.3 |
-51.32 |
83.13 |
19 |
23 |
-2.70 |
3.61 |
2.05 |
3.42 |
|
|
|
131 |
131 |
-8.69 |
34.97 |
2 |
8 |
-4.34 |
4.37 |
0.39 |
2.61 |
|
|
|
1312 |
1312 |
-4.74 |
0.00 |
1 |
0 |
-4.74 |
- |
0.00 |
- |
|
|
|
|
Feb 13 |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
down |
2.95 |
0 |
3.1 |
3.1 |
-70.39 |
44.48 |
18 |
12 |
-3.91 |
3.71 |
2.77 |
3.37 |
|
|
|
312 |
312 |
0.00 |
2.07 |
0 |
1 |
- |
2.07 |
- |
0.00 |
|
|
|
3122 |
3122 |
0.00 |
0.00 |
0 |
0 |
- |
- |
- |
- |
|
|
|
|
Feb 10 |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
up |
-7.54 |
0 |
1.2 |
1.2 |
-0.94 |
21.63 |
1 |
5 |
-0.94 |
4.33 |
0.00 |
1.16 |
|
|
|
122 |
122 |
0.00 |
9.52 |
0 |
2 |
- |
4.76 |
- |
0.28 |
|
|
|
1222 |
1222 |
0.00 |
4.49 |
0 |
1 |
- |
4.49 |
- |
0.00 |
|
|
|
|
Feb 9 |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
up |
8.53 |
100 |
2.2 |
2.2 |
-0.86 |
19.18 |
1 |
4 |
-0.86 |
4.80 |
0.00 |
4.51 |
|
|
|
222 |
222 |
0.00 |
12.13 |
0 |
1 |
- |
12.13 |
- |
0.00 |
|
|
|
2224 |
2224 |
0.00 |
0.00 |
0 |
0 |
- |
- |
- |
- |
|
|
|
|
Feb 8 |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
up |
4.86 |
100 |
2.2 |
2.2 |
-0.86 |
14.32 |
1 |
3 |
-0.86 |
4.77 |
0.00 |
5.20 |
|
|
|
224 |
224 |
0.00 |
0.00 |
0 |
0 |
- |
- |
- |
- |
|
|
|
2243 |
2243 |
0.00 |
0.00 |
0 |
0 |
- |
- |
- |
- |
|
|
|
|
Feb 7 |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
down |
2.21 |
0 |
2.4 |
2.4 |
-2.02 |
0.00 |
1 |
0 |
-2.02 |
- |
0.00 |
- |
|
|
|
243 |
243 |
0.00 |
0.00 |
0 |
0 |
- |
- |
- |
- |
|
|
|
2433 |
2433 |
0.00 |
0.00 |
0 |
0 |
- |
- |
- |
- |
|
|
|
|
Feb 6 |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
down |
0.97 |
0 |
4.3 |
4.3 |
-34.74 |
0.00 |
12 |
1 |
-2.89 |
0.00 |
1.94 |
0.00 |
|
|
|
433 |
433 |
-26.07 |
0.00 |
9 |
1 |
-2.90 |
0.00 |
2.01 |
0.00 |
|
|
|
4333 |
4333 |
-12.99 |
0.00 |
4 |
1 |
-3.25 |
0.00 |
1.64 |
0.00 |
|
|
|
|
Feb 3 |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
N/F |
-1.12 |
|
3.3 |
3.3 |
-104.68 |
100.90 |
38 |
29 |
-2.75 |
3.48 |
2.05 |
4.00 |
|
|
|
333 |
333 |
-28.67 |
37.57 |
13 |
13 |
-2.21 |
2.89 |
1.12 |
3.27 |
|
|
|
3331 |
3331 |
-13.96 |
16.15 |
7 |
4 |
-1.99 |
4.04 |
1.26 |
3.80 |
|
|
|
|
Feb 2 |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
N/F |
-5.29 |
|
3.3 |
3.3 |
-93.63 |
100.90 |
36 |
28 |
-2.60 |
3.60 |
1.99 |
4.02 |
|
|
|
331 |
331 |
-46.14 |
27.54 |
14 |
5 |
-3.30 |
5.51 |
2.66 |
6.71 |
|
|
|
3311 |
3311 |
-31.05 |
2.22 |
6 |
1 |
-5.18 |
2.22 |
2.42 |
0.00 |
|
|
|
|
Feb 1 |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
down |
-3.06 |
100 |
1.1 |
1.1 |
-53.74 |
49.93 |
19 |
13 |
-2.83 |
3.84 |
2.35 |
3.81 |
|
|
|
114 |
114 |
-6.02 |
1.00 |
2 |
1 |
-3.01 |
1.00 |
0.00 |
0.00 |
|
|
|
1144 |
1144 |
-3.39 |
- |
1 |
- |
-3.39 |
- |
0.00 |
- |
|
|
|
|
Jan 31 |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
(-) |
(+) |
N/F
|
-2.72
|
|
1.4 |
1.4 |
-11.52 |
13.63 |
5 |
4 |
-2.30 |
3.41 |
1.26 |
3.97 |
|
|
|
144 |
144 |
- |
0.46 |
- |
1 |
- |
0.46 |
- |
0.00 |
|
|
|
1443 |
1443 |
- |
- |
- |
- |
- |
- |
- |
- |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
sum |
|
count |
|
|
|
|
|
|
|
|
|
|
(-) |
(+) |
(-) |
(+) |
|
|
|
|
|
|
sum |
0.38 |
600 |
|
|
|
|
|
|
|
|
|
|
count |
13 |
10 |
|
|
|
|
|
|
|
|
|
|
avg |
0.03 |
60 |
|
|
|
|
|
|
|
|
|
|
correct |
|
6 |
-8.14 |
19.05 |
3
|
3
|
|
|
|
|
|
|
wrong |
|
4 |
-4.59 |
3.18 |
3 |
1 |
|
|
|
|
|
|
N/F |
|
3 |
-9.13 |
|
3 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
See charts with data above thru Feb 10th.
Gainers next day Mostly gainers next day Mostly losers next day Losers next day
Notes:
1) Grey 2-digit qPaths are all VXX qPaths except green and red qPaths.
|
|