VXX forecasts Jan 31 - Feb 17, 2012

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 CloseScore
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.

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