How to Predict w/ VXX Runs Flush Factor

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July 27, 2012 
new Chart 2-727a

Volatility Research Theory of Moving Averages of VXX Runs Series Containing  Consecutive Alternating Values Plus and Minus is applied to moving averages of 10 VXX consecutive runs  we denote as 10RMA.

A Run is one or more consecutive days of VXX closing price the same direction as the previous day — up or down. Positive Runs varied from 1 to 6 days and negative Runs from 1 to 7 days since Jan 3, 2011. As of May 31, 2012 close, there have been 151 VXX runs —  76 positive and 75 negative — in the 357-day period. 


What is Moving Averages VXX "Runs Flush Factor"?

VXX Runs inherently have consecutive alternating positive and negative values as can be seen in Table 2 below. This alternating positive and negative characteristic enables a more accurate projection of VXX price trends than do typical moving averages of all positive or all negative values because of what we denote as the VXX Runs Moving Average "Runs Flush Factor" and 10RMA.

Run Chart July 19, note 9 consecutive positive 1-Day Runs 
showing no positive VXX strength new July 19
Volatility Research Theory of Moving Averages of VXX Runs Series Containing Consecutive Alternating Values Plus and Minus is applied to moving averages of 10 VXX consecutive runs we denote as 10RMA. A run is one or more consecutive days of VXX closing price the same direction as the previous day — up or down. Positive runs varied from 1 to 6 days and negative runs from 1 to 7 days since Jan 3, 2011. As of May 31, 2012 close, there have been 151 VXX runs — 76 positive and 75 negative — in the 357-day period. What is Moving Averages VXX "Runs Flush Factor"? VXX Runs inherently have consecutive alternating positive and negative values as can be seen in Table 2 below. This alternating positive and negative characteristic enables a more accurate projection of VXX price trends than do typical moving averages of all positive or all negative values because of what we denote as the VXX Runs Moving Average "Runs Flush Factor" and 10RMA.



Chart 2-727a RRF = 4  new July 27
Chart 2-726a RRF = 4  new July 26
Chart 2-725a RRF = 3  new July 25
Chart 2-724a RRF = 4  new July 24
Chart 2-723a RRF = 5  new July 23
Chart 2-720a RRF = 6  new July 20
Chart 2-719a RRF = 8  new July 19
Chart 2-718a RRF = 9  new July 18
Chart 2-717a RRF = 8  new July 17
Chart 2-716a RRF = 7  new July 16 
Chart 2-713a RRF = 6  new July 13  Also
Chart 2-712a RRF = 6  new July 12





new July 11
Chart 2-711a shows effects of Runs Flush Factor (RFF), Runs Reversion Factor (RRF), 10-Day Runs Moving Average (10RMA) and 10RMA Standard Deviation. Actual VXX data thru July 11:
  • Scroll down to see how actual and projected 10RMA have changed since June 4

  • Runs Reversion Factor RRF = +6 days, meaning next positive Run would have to increase to 6 days positive for 10RMA to revert from negative to positive on that Run.

  • The VXX crash that began late last year may not be over yet.

    Our research — studying VXX since Jan 2011 — indicates that the VXX crash will NOT be over before the sum of the positive Runs starting Thu exceeds the sum of the negative Runs starting Thu by at least +6 days, the Runs Reversion Factor RFF. 

    This condition alone, however, will not be sufficient to determine that the VXX crash would be over then. 10RMA would have to be positive for some time after to be sure it's really over.

    Examples with VXX closing DOWN today Wed Jul 11:

    If VXX closes DOWN tomorrow Thu Jul 12, count is  (-1), 7 to go

    If VXX closes DOWN Fri, count is (-2), 8 to go

    or

    If VXX closes UP tomorrow Thu, count is zero, 6 to go

    If VXX closes UP Fri, count is (+1), 5 to go   

    Remember count only changes when Runs change from ±1. 

    If you are starting the count after today Wed Jul 11, please use latest RRF in newest Chart 2 above and start your count = 0.


    Write this number 6 down and count the Run days starting Thu. "Couldn't be simpler," Frog says.

    CORRECTION:   All RRF below should be increased by +1, e.g. RRF=6, not 5,
     June 11

  • Notice how well 10RMA predicted this VXX down turn ahead when it crossed zero June 13 (X-axis = 32)

  • 10RMA seems to be doing a pretty good job predicting — as a leading indicator — VXX price change trends. 

  • Also notice how 10RMA Standard Deviation starts to decline before VXX price trend changes from positive to negative. See also Chart 2-629b1. 10RMA Standard Deviation may prove to be a pretty good leading indicator too of VXX price change trends. 
Chart 2-711a new July 11
Chart 2-711a shows effects of Run Flush Factor (RFF), Runs Reversion Factor (RRF), 10-Day Runs Moving Average (10RMA) and 10RMA Standard Deviation with actual VXX data thru July 9: Runs Reversion Factor RRF = +5 days, meaning next positive Run would have to increase to 5 days positive for 10RMA to revert from negative to positive on that Run Scroll down to see how actual and projected 10RMA have changed since June 4 The VXX crash that began late last year may not be over yet Notice how well 10RMA predicted this VXX down turn ahead when it crossed zero June 13 (X-axis = 32) 10RMA seems to be doing a pretty good job predicting — as a leading indicator — VXX price change trends. Also notice how 10RMA Standard Deviation starts to decline before VXX price trend changes from positive to negative. See also Chart 2-629b1. 10RMA Standard Deviation may prove to be a pretty good leading indicator too of VXX price change trends. Chart 2-711a new July 11
Chart 2-710a new July 10
Chart 2-710a shows effects of Run Flush Factor (RFF), Runs Reversion Factor (RRF), 10-Day Runs Moving Average (10RMA) and 10RMA Standard Deviation with actual VXX data thru July 9: Runs Reversion Factor RRF = +5 days, meaning next positive Run would have to increase to 5 days positive for 10RMA to revert from negative to positive on that Run Scroll down to see how actual and projected 10RMA have changed since June 4 The VXX crash that began late last year may not be over yet Notice how well 10RMA predicted this VXX down turn ahead when it crossed zero June 13 (X-axis = 32) 10RMA seems to be doing a pretty good job predicting — as a leading indicator — VXX price change trends. Also notice how 10RMA Standard Deviation starts to decline before VXX price trend changes from positive to negative. See also Chart 2-629b1. 10RMA Standard Deviation may prove to be a pretty good leading indicator too of VXX price change trends.
Chart 2-709a new July 9 
Chart 2-709a shows effects of Run Flush Factor (RFF), Runs Reversion Factor (RRF), 10-Day Runs Moving Average (10RMA) and 10RMA Standard Deviation with actual VXX data thru July 9: Next 2 Runs are critical — Three possible scenarios: a) (+1) (-1) — On 2nd Run after today, 10RMA = -4 b) Sum of next negative Run + 4 is > Sum of next negative Run. On the 2nd Run after today, 10RMA then crosses zero and becomes positive, meaning the current DOWN trend reverses to a positive UP trend. c) Sum of next negative Run + 4 is < Sum of next negative Run. On the 2nd Run after today, 10RMA then does not cross zero but continues negative, meaning the current DOWN trend continues. Runs Reversion Factor RRF = +9 days, meaning next positive Run would have to increase to 9 days positive for 10RMA to revert from negative to positive on that Run Scroll down to see how actual and projected 10RMA have changed since June 4 The VXX crash that began late last year may not be over yet Notice how well 10RMA predicted this VXX down turn ahead when it crossed zero June 13 (X-axis = 32) 10RMA seems to be doing a pretty good job predicting — as a leading indicator — VXX price change trends. Also notice how 10RMA Standard Deviation starts to decline before VXX price trend changes from positive to negative. See also Chart 2-629b1. 10RMA Standard Deviation may prove to be a pretty good leading indicator too of VXX price change trends. Chart 2-709a new July 9
Chart 2-706a new July 6 (CORRECTION July 8 should be July 6)
Chart 2-706a shows effects of Run Flush Factor (RFF), Runs Reversion Factor (RRF), 10-Day Runs Moving Average (10RMA) and 10RMA Standard Deviation with actual VXX data thru July 3: Next 2 Runs are critical — Three possible scenarios: a) (+1) (-1) — On 2nd Run after today, 10RMA = -3 b) Sum of next positive Run + 3 is > Sum of next negative Run. On the 4th Run after today, 10RMA crosses zero and becomes positive, meaning the current DOWN trend reverses to a positive UP trend. c) Sum of next positive Run + 3 is < Sum of next negative Run. On the 4th Run after today, 10RMA does not cross zero but continues negative, meaning the current DOWN trend continues. Runs Reversion Factor RRF = +8 days, meaning next positive Run would have to increase to 8 days positive for 10RMA to revert from negative to positive on that Run Scroll down to see how actual and projected 10RMA have changed since June 4 The VXX crash that began late last year may not be over yet Notice how well 10RMA predicted this VXX down turn ahead when it crossed zero June 13 (X-axis = 32) 10RMA seems to be doing a pretty good job predicting — as a leading indicator — VXX price change trends. Also notice how 10RMA Standard Deviation starts to decline before VXX price trend changes from positive to negative. See also Chart 2-629b1. 10RMA Standard Deviation may prove to be a pretty good leading indicator too of VXX price change trends. Chart 2-706a new July 6
Chart 2-705a new July 5
new July 5 Chart 2-705a shows effects of Run Flush Factor (RFF), Runs Reversion Factor (RRF), 10-Day Runs Moving Average (10RMA) and 10RMA Standard Deviation with actual VXX data thru July 3: Next 3 Runs are critical — Three possible scenarios: a) (-1) (+1) — On 3rd Run after today, 10RMA = -3 b) Sum of next positive Run + 3 is > Sum of next negative Run. On the 4th Run after today, 10RMA crosses zero and becomes positive, meaning the current DOWN trend reverses to a positive UP trend. c) Sum of next positive Run + 3 is < Sum of next negative Run. On the 4th Run after today, 10RMA does not cross zero but continues negative, meaning the current DOWN trend continues. Runs Reversion Factor RRF = +8 days, meaning next positive Run would have to increase to 8 days positive for 10RMA to revert from negative to positive on that Run Scroll down to see how actual and projected 10RMA have changed since June 4 The VXX crash that began late last year may not be over yet Notice how well 10RMA predicted this VXX down turn ahead when it crossed zero June 13 (X-axis = 32) 10RMA seems to be doing a pretty good job predicting — as a leading indicator — VXX price change trends. Also notice how 10RMA Standard Deviation starts to decline before VXX price trend changes from positive to negative. See also Chart 2-629b1. 10RMA Standard Deviation may prove to be a pretty good leading indicator too of VXX price change trends. Chart 2-705a new July 5
Chart 2-703a new July 3
Chart 2-703a shows effects of Run Flush Factor (RFF), Runs Reversion Factor (RRF), 10-Day Runs Moving Average (10RMA) and 10RMA Standard Deviation with actual VXX data thru July 3: Next 3 Runs are critical — Three possible scenarios: a) (+1) (-1) (+1) — On 4th Run after today, 10RMA = -3 b) Sum of next 2 positive Runs + 3 is > Sum of next negative Run. On the 4th Run after today, 10RMA crosses zero and becomes positive, meaning the current DOWN trend reverses to a positive UP trend. c) Sum of next 2 positive Runs + 3 is < Sum of next negative Run. On the 4th Run after today, 10RMA does not cross zero but continues negative, meaning the current DOWN trend continues. Runs Reversion Factor RRF = +8 days, meaning next positive Run would have to increase to 8 days positive for 10RMA to revert from negative to positive on that Run Scroll down to see how actual and projected 10RMA have changed since June 4 The VXX crash that began late last year may not be over yet Notice how well 10RMA predicted this VXX down turn ahead when it crossed zero June 13 (X-axis = 32) 10RMA seems to be doing a pretty good job predicting — as a leading indicator — VXX price change trends. Also notice how 10RMA Standard Deviation starts to decline before VXX price trend changes from positive to negative. See also Chart 2-629b1. 10RMA Standard Deviation may prove to be a pretty good leading indicator too of VXX price change trends. Chart 2-703a new July 3
Chart 2-702a new July 2
Chart 2-702a shows effects of Run Flush Factor (RFF), Runs Reversion Factor (RRF), 10-Day Runs Moving Average (10RMA) and 10RMA Standard Deviation with actual VXX data thru July 2: Next 3 Runs are critical — Three possible scenarios: a) (+1) (-1) (+1) — On 4th Run after today, 10RMA = -2 b) Sum of next 2 positive Runs + 2 is > Sum of next negative Run. On the 4th Run after today, 10RMA crosses zero and becomes positive, meaning the current DOWN trend reverses to a positive UP trend. c) Sum of next 2 positive Runs + 2 is < Sum of next negative Run. On the 4th Run after today, 10RMA does not cross zero but continues negative, meaning the current DOWN trend continues. Runs Reversion Factor RRF = +7 days, meaning next positive Run would have to increase to 7 days positive for 10RMA to revert from negative to positive on that Run Scroll down to see how actual and projected 10RMA have changed since June 4 The VXX crash that began late last year may not be over yet Notice how well 10RMA predicted this VXX down turn ahead when it crossed zero June 13 (X-axis = 32) 10RMA seems to be doing a pretty good job predicting — as a leading indicator — VXX price change trends. Also notice how 10RMA Standard Deviation starts to decline before VXX price trend changes from positive to negative. See also Chart 2-629b1. 10RMA Standard Deviation may prove to be a pretty good leading indicator too of VXX price change trends.
Chart 2-629a new June 29
Chart 2-629a shows effect of Run Flush Factor RFF and 10-Day Runs Moving Average 10RMA with actual VXX data thru June 29: Next 3 Runs are critical — Three possible scenarios: a) (+1) (-1) (+1) — On 4th Run after today, 10RMA = -1 b) Sum of next 2 positive Runs + 1 is > Sum of next negative Run. On the 4th Run after today, 10RMA crosses zero and becomes positive, meaning the current DOWN trend reverses to a positive UP trend. c) Sum of next 2 positive Runs + 1 is < Sum of next negative Run. On the 4th Run after today, 10RMA does not cross zero but continues negative, meaning the current DOWN trend continues. Runs Reversion Factor RRF = +6 days, meaning next positive Run would have to increase to 6 days positive for 10RMA to revert from negative to positive ON THAT rUN Scroll down to see how actual and projected 10RMA have changed since June 4 The VXX crash that began late last year may not be over yet Notice how well 10RMA predicted this VXX down turn ahead when it crossed zero June 13 (X-axis = 32) 10RMA seems to be doing a pretty good job predicting — as a leading indicator — VXX price change trends. Chart 2-629a new June 29
Chart 2-628a new June 28
Chart 2-628a shows effect of Run Flush Factor RFF and 10-Day Runs Moving Average 10RMA with actual VXX data thru June 28: The next 3 Runs are critical — Three possible scenarios: a) (+1) (-1) (+1) — On 4th Run after today, 10RMA = 0 b) Sum of next 2 positive Runs is > Sum of next negative Run. On the 4th Run after today, 10RMA crosses zero and becomes positive, meaning the current DOWN trend reverses to a positive UP trend. c) Sum of next 2 positive Runs is < Sum of next negative Run. On the 4th Run after today, 10RMA does not cross zero but continues negative, meaning the current DOWN trend continues. Runs Reversion Factor RRF = +4 days, meaning next positive Run would have to increase to 4 days positive for 10RMA to revert from negative to positive Scroll down to see how actual and projected 10RMA have changed since June 4 The VXX crash that began late last year may not be over yet Notice how well 10RMA predicted this VXX down turn ahead when it crossed zero June 13 (X-axis = 32) 10RMA seems to be doing a pretty good job predicting — as a leading indicator — VXX price change trends.
Chart 2-627a new June 27
Chart 2-627a shows effect of Run Flush Factor RFF and 10-Day Runs Moving Average 10RMA with actual VXX data thru June 26: 10RMA continues to be negative as we wrote below on June 26 it would The positive rally that began X-axis = 43 on May 11 is almost certainly over Notice how well 10RMA predicted this VXX down turn ahead when it crossed zero June 13 (X-axis = 32) We got the first signal on June 7, 3-weeks ago, that VXX would be dropping (now X-axis = 35, then X-axis = 15) The VXX crash that began late last year may not be over yet Scroll down to see how actual and projected 10RMA have changed since June 4 Runs Reversion Factor RRF = +5, meaning today's Run would have to increase to 5 days positive for 10RMA to revert from negative to positive before the next 4 runs, very unlikely. The next 4 Runs are critical. Three possible scenarios: 1) (-1) (+1) (-1) (+1) — on the 5th Run after today, 10RMA = 0 2) Sum of next 2 positive Runs is > Sum of next 2 negative Runs. On the 5th Run after today, 10RMA crosses zero and becomes positive, meaning the current DOWN trend reverses to a positiive UP trend 3) Sum of next 2 positive Runs is < Sum of next 2 negative Runs. On the 5th Run after today, 10RMA does not cross zero but continues negative, meaning the current DOWN trend continues. 10RMA seems to be doing a pretty good job predicting — as a leading indicator — VXX price change trends
Chart 2-626a new June 26
Chart 2-626a shows effect of Run Flush Factor RFF with actual data thru June 26: 10RMA continues to be negative as we wrote below on June 25 it would The positive rally that began X-axis = 43 on May 11 is almost certainly over Notice how well 10RMA predicted this VXX down turn ahead when it crossed zero June 13 (X-axis = 32) We got the first signal on June 7, 3-weeks ago, that VXX would be dropping (now X-axis = 35, then X-axis = 15) The VXX crash that began late last year may not be over yet Scroll down to see how actual and projected 10RMA have changed since June 4 Runs Reversion Factor RRF = +7, meaning today's Run would have to increase to 7 days positive for 10RMA to revert from negative to positive, very unlikely. 10RMA seems to be doing a pretty good job predicting — as a leading indicator — VXX price change trends. Chart 2-626a new June 26
Chart 2-625a new June 25
Chart 2-625a shows effect of Run Flush Factor RFF with actual data thru June 25, assuming VXX closes UP today as looks like it will: 10RMA continues to be negative as we wrote below on June 21 it would The positive rally that began X-axis = 43 on May 11 is almost certainly over Notice how well 10RMA predicted this VXX down turn ahead when it crossed zero June 13 (X-axis = 32) We got the first signal on June 7, 3-weeks ago, that VXX would be dropping (now X-axis = 35, then X-axis = 15) The VXX crash that began late last year may not be over yet Scroll down to see how actual and projected 10RMA have changed since June 4 Runs Reversion Factor RRF = +7, meaning today's Run would have to increase to 7 days positive for 10RMA to revert from negative to positive, very unlikely. 10RMA seems to doing a pretty good job predicting — as a leading indicator — VXX price change trends. Chart 2-625a new June 25
Chart 2-622a new June 22
Chart 2-622a shows effect of Run Flush Factor RFF with actual data thru June 22, assuming VXX closes UP today as looks like it will: 10RMA continues to be negative as we wrote below on June 21 it would The positive rally that began X-axis = 43 on May 11 is almost certainly over Notice how well 10RMA predicted this VXX down turn ahead when it crossed zero June 13 (X-axis = 32) We got the first signal on June 7, 3-weeks ago, that VXX would be dropping (now X-axis = 35, then X-axis = 15) The VXX crash that began late last year may not be over yet Scroll down to see how actual and projected 10RMA have changed since June 4 10RMA seems to doing a pretty good job predicting, as a leading indicator, VXX price change trend. Chart 622a new June 21
Chart 2-621a new June 21
Chart 2-621a shows effect of Run Flush Factor RFF with actual data thru June 21, assuming VXX closes UP today as looks like it will: 10RMA continues to be negative as we wrote below on June 20 it would The positive rally that began X-axis = 43 on May 11 is almost certainly over Notice how well 10RMA predicted this VXX down turn ahead when it crossed zero June 13 (X-axis = 32) We got the first signal on June 7, 3-weeks ago, that VXX would be dropping (now X-axis = 35, then X-axis = 15) The VXX crash that began late last year may not be over yet Scroll down to see how actual and projected 10RMA have changed since June 4 10RMA seems to doing a pretty good job predicting, as a leading indicator, VXX price change trend.
Chart 2-620a new June 20
Chart 2-620a shows effect of Run Flush Factor RFF with actual data thru June 20: 10RMA continues to be negative as we wrote below on June 19 it would The positive rally that began X-axis=43 on May 11 is almost certainly over The VXX crash that began late last year may not be over yet Notice how well 10RMA predicted this VXX this down turn ahead when it crossed zero June 13 Scroll down to see how actual and projected 10RMA have changed since June 4 and how 10RMA predicts VXX change as a leading indicator Chart 620a new June 20
Chart 2-619a new June 19
Chart 2-619a shows effect of Run Flush Factor RFF with actual data thru June 19: 10RMA continues to be negative as we wrote below on June 19 it would The positive rally that began X-axis=43 on May 11 is almost certainly over The VXX crash that began late last year may not be over yet Scroll down to see how actual and projected 10RMA have changed since June 4 and how 10RMA predicts VXX change as a leading indicator
Chart 2-6185a new J
une 18
Chart 2-618a shows effect of Run Flush Factor RFF with actual data thru June 18: 10RMA continues to be negative as we wrote below on June 15 it would The positive rally that began X-axis=43 on May 11 is almost certainly over The VXX crash that began late last year may not be over yet Scroll down to see how actual and projected 10RMA have changed since June 4 and how 10RMA predicts VXX change as a leading indicator
Chart 2-615a new June 15
Chart 2-615a shows effect of Run Flush Factor RFF with actual data thru June 15: 10RMA continues to be negative as we wrote below on June 13 it would The positive rally that began X-axis=43 on May 11 is almost certainly over The VXX crash that began late last year may not be over yet Scroll down to see how actual and projected 10RMA have changed since June 4 and how 10RMA predicts VXX change as a leading indicator
Chart 2-613b new June 13
Chart 2-613 with actual data thru June 13, shows that: It's happened — 10RMA changed from positive to negative today as we wrote yesterday it could today. The positive rally that began X-axis=23 on May 11 is pretty much over. A few more days and Runs will tell for sure.
Chart 2-612 new June 12
Chart 2-612 with actual data thru June 12, shows that: As Frog says the, "VXX puppy is all outa puff." Its now inevitable that 10RMA will go negative, either tomorrow if VXX closes down or even if tomorrow closes up, it will go negative on the Next positive Run Whichever, we're getting mor and more signals that the current VXX rally may be over but the VXX crash may not be.
Chart 2-611 new June 11
Chart 2-611 with actual data thru June 11, shows that: Unless the current positive Run that began today can get to 4 positive Runs before the next negative (-) Run, 10RMA will change from positive to negative on the first day of the next negative (-) Run. If and when 10RMA becomes negative, the current rally may be over but the VXX crash may not be over
Chart 2-608 new June 8
Chart 2-608 with actual data thru June 8, shows that: If Runs continue (+1) (-1) after today, 10RMA will become negative in just 2 Runs (X-axis =12) and the current VXX rally may be over If Runs negative (-) exceed Runs positive (+) before then, 10RMA will become negative sooner, and the current rally may be over sooner If Runs positive (+) exceed Runs negative (-) by >= 4 Runs before then, 10RMA will not become negative until later, and the current rally may not be over yet Whichever, the VXX crash may NOT be over yet — and will not be over until we have more than a fleeting VXX rally
Chart 2-607 new June 7
Chart 2-607 with actual data thru June 6, shows that: If Runs continue (+1) (-1) after today, 10RMA will become negative in just 2 Runs (X-axis =12) and the current VXX rally may be over If Runs negative (-) exceed Runs positive (+) before then, 10RMA will become negative sooner, and the current rally may be over sooner If Runs positive (+) exceed Runs negative (-) by >= 2 Runs before then, 10RMA will not become negative until later, and the current rally may not be over yet Whichever case, the VXX crash may NOT be over yet — and will not be over until we have more than a fleeting VXX rally
Chart 2-606 new June 6
Chart 2-606 with actual data thru June 5, shows that: If Runs continue (+1) (-1), 10RMA will become negative in 9 Runs (X-axis =6) and the current rally may be over If Runs negative (-) exceed Runs positive (+) before then, 10RMA will become negative sooner, and the current rally may be over sooner In either case, the VXX crash may NOT be over yet — and will not be over until we have more than a fleeting rally
Chart 2-604 new June 4
Chart 2 shows effect of Runs Flush Factors, RFF, on 10RMA Assumed 10 Runs (-1) (+1) after June 1 Note 10RMA drop for RFF = -5, X-axis = 12


new July 10
Chart 2-710a shows effects of Run Flush Factor (RFF), Runs Reversion Factor (RRF), 10-Day Runs Moving Average (10RMA) and 10RMA Standard Deviation with actual VXX data thru July 9:
  • Runs Reversion Factor RRF = +5 days, meaning next positive Run would have to increase to 5 days positive for 10RMA to revert from negative to positive on that Run

  • Scroll down to see how actual and projected 10RMA have changed since June 4

  • The VXX crash that began late last year may not be over yet

  • Notice how well 10RMA predicted this VXX down turn ahead when it crossed zero June 13 (X-axis = 32)

  • 10RMA seems to be doing a pretty good job predicting — as a leading indicator — VXX price change trends. 

  • Also notice how 10RMA Standard Deviation starts to decline before VXX price trend changes from positive to negative. See also Chart 2-629b1. 10RMA Standard Deviation may prove to be a pretty good leading indicator too of VXX price change trends. 
Chart 2-710a new July 10
Chart 2-710a shows effects of Run Flush Factor (RFF), Runs Reversion Factor (RRF), 10-Day Runs Moving Average (10RMA) and 10RMA Standard Deviation with actual VXX data thru July 9: Runs Reversion Factor RRF = +5 days, meaning next positive Run would have to increase to 5 days positive for 10RMA to revert from negative to positive on that Run Scroll down to see how actual and projected 10RMA have changed since June 4 The VXX crash that began late last year may not be over yet Notice how well 10RMA predicted this VXX down turn ahead when it crossed zero June 13 (X-axis = 32) 10RMA seems to be doing a pretty good job predicting — as a leading indicator — VXX price change trends. Also notice how 10RMA Standard Deviation starts to decline before VXX price trend changes from positive to negative. See also Chart 2-629b1. 10RMA Standard Deviation may prove to be a pretty good leading indicator too of VXX price change trends.




new July 6
Chart 2-706a shows effects of Run Flush Factor (RFF), Runs Reversion Factor (RRF), 10-Day Runs Moving Average (10RMA) and 10RMA Standard Deviation with actual VXX data thru July 6:
  • Next 2 Runs are critical — Three possible scenarios:
a) (+1) (-1)  — On 2nd Run after today, 10RMA = -3

b) Sum of next negative Run + 3 is > Sum of next negative Run. On the 4th Run after today, 10RMA crosses zero and becomes positive, meaning the current DOWN trend reverses to a positive UP trend.

c) Sum of next negative  Run + 3 is < Sum of next negative Run. On the 4th Run after today, 10RMA does not cross zero but continues negative, meaning the current DOWN trend continues. 
  • Runs Reversion Factor RRF = +8 days, meaning next positive Run would have to increase to 8 days positive for 10RMA to revert from negative to positive on that Run

  • Scroll down to see how actual and projected 10RMA have changed since June 4

  • The VXX crash that began late last year may not be over yet

  • Notice how well 10RMA predicted this VXX down turn ahead when it crossed zero June 13 (X-axis = 32)

  • 10RMA seems to be doing a pretty good job predicting — as a leading indicator — VXX price change trends. 

  • Also notice how 10RMA Standard Deviation starts to decline before VXX price trend changes from positive to negative. See also Chart 2-629b1. 10RMA Standard Deviation may prove to be a pretty good leading indicator too of VXX price change trends. 
Chart 2-706a new July 6 (CORRECTION July 8 should be July 6)
Chart 2-706a shows effects of Run Flush Factor (RFF), Runs Reversion Factor (RRF), 10-Day Runs Moving Average (10RMA) and 10RMA Standard Deviation with actual VXX data thru July 3: Next 2 Runs are critical — Three possible scenarios: a) (+1) (-1) — On 2nd Run after today, 10RMA = -3 b) Sum of next positive Run + 3 is &gt; Sum of next negative Run. On the 4th Run after today, 10RMA crosses zero and becomes positive, meaning the current DOWN trend reverses to a positive UP trend. c) Sum of next positive Run + 3 is &lt; Sum of next negative Run. On the 4th Run after today, 10RMA does not cross zero but continues negative, meaning the current DOWN trend continues. Runs Reversion Factor RRF = +8 days, meaning next positive Run would have to increase to 8 days positive for 10RMA to revert from negative to positive on that Run Scroll down to see how actual and projected 10RMA have changed since June 4 The VXX crash that began late last year may not be over yet Notice how well 10RMA predicted this VXX down turn ahead when it crossed zero June 13 (X-axis = 32) 10RMA seems to be doing a pretty good job predicting — as a leading indicator — VXX price change trends. Also notice how 10RMA Standard Deviation starts to decline before VXX price trend changes from positive to negative. See also Chart 2-629b1. 10RMA Standard Deviation may prove to be a pretty good leading indicator too of VXX price change trends. Chart 2-706a new July 6


new July 6
Chart 2-706b1,2,3 and 706c — like Charts 629b,c —with actual VXX data thru July 6, may be available on request

new July 5
Chart 2-705a shows effects of Run Flush Factor (RFF), Runs Reversion Factor (RRF), 10-Day Runs Moving Average (10RMA) and 10RMA Standard Deviation with actual VXX data thru July 4:
  • Next 2 Runs are critical — Three possible scenarios:
a) (-1) (+1) — On 3rd Run after today, 10RMA = -3

b) Sum of next positive Run + 3 is > Sum of next negative Run. On the 4th Run after today, 10RMA crosses zero and becomes positive, meaning the current DOWN trend reverses to a positive UP trend.

c) Sum of next positive Run + 3 is < Sum of next negative Run. On the 4th Run after today, 10RMA does not cross zero but continues negative, meaning the current DOWN trend continues. 
  • Runs Reversion Factor RRF = +8 days, meaning next positive Run would have to increase to 8 days positive for 10RMA to revert from negative to positive on that Run

  • Scroll down to see how actual and projected 10RMA have changed since June 4

  • The VXX crash that began late last year may not be over yet

  • Notice how well 10RMA predicted this VXX down turn ahead when it crossed zero June 13 (X-axis = 32)

  • 10RMA seems to be doing a pretty good job predicting — as a leading indicator — VXX price change trends. 

  • Also notice how 10RMA Standard Deviation starts to decline before VXX price trend changes from positive to negative. See also Chart 2-629b1. 10RMA Standard Deviation may prove to be a pretty good leading indicator too of VXX price change trends. 
Chart 2-705a new July 5
new July 5 Chart 2-705a shows effects of Run Flush Factor (RFF), Runs Reversion Factor (RRF), 10-Day Runs Moving Average (10RMA) and 10RMA Standard Deviation with actual VXX data thru July 3: Next 3 Runs are critical — Three possible scenarios: a) (-1) (+1) — On 3rd Run after today, 10RMA = -3 b) Sum of next positive Run + 3 is &gt; Sum of next negative Run. On the 4th Run after today, 10RMA crosses zero and becomes positive, meaning the current DOWN trend reverses to a positive UP trend. c) Sum of next positive Run + 3 is &lt; Sum of next negative Run. On the 4th Run after today, 10RMA does not cross zero but continues negative, meaning the current DOWN trend continues. Runs Reversion Factor RRF = +8 days, meaning next positive Run would have to increase to 8 days positive for 10RMA to revert from negative to positive on that Run Scroll down to see how actual and projected 10RMA have changed since June 4 The VXX crash that began late last year may not be over yet Notice how well 10RMA predicted this VXX down turn ahead when it crossed zero June 13 (X-axis = 32) 10RMA seems to be doing a pretty good job predicting — as a leading indicator — VXX price change trends. Also notice how 10RMA Standard Deviation starts to decline before VXX price trend changes from positive to negative. See also Chart 2-629b1. 10RMA Standard Deviation may prove to be a pretty good leading indicator too of VXX price change trends. Chart 2-705a new July 5

new July 3
Chart 2-703a shows effects of Run Flush Factor (RFF), Runs Reversion Factor (RRF), 10-Day Runs Moving Average (10RMA) and 10RMA Standard Deviation with actual VXX data thru July 3:
  • Next 3 Runs are critical — Three possible scenarios:
a) (+1) (-1) (+1) — On 4th Run after today, 10RMA = -3

b) Sum of next 2 positive Runs + 3 is > Sum of next negative Run. On the 4th Run after today, 10RMA crosses zero and becomes positive, meaning the current DOWN trend reverses to a positive UP trend.

c) Sum of next 2 positive Runs + 3 is < Sum of next negative Run. On the 4th Run after today, 10RMA does not cross zero but continues negative, meaning the current DOWN trend continues. 
  • Runs Reversion Factor RRF = +8 days, meaning next positive Run would have to increase to 8 days positive for 10RMA to revert from negative to positive on that Run

  • Scroll down to see how actual and projected 10RMA have changed since June 4

  • The VXX crash that began late last year may not be over yet

  • Notice how well 10RMA predicted this VXX down turn ahead when it crossed zero June 13 (X-axis = 32)

  • 10RMA seems to be doing a pretty good job predicting — as a leading indicator — VXX price change trends. 

  • Also notice how 10RMA Standard Deviation starts to decline before VXX price trend changes from positive to negative. See also Chart 2-629b1. 10RMA Standard Deviation may prove to be a pretty good leading indicator too of VXX price change trends. 
Chart 2-703a new July 3
Chart 2-703a shows effects of Run Flush Factor (RFF), Runs Reversion Factor (RRF), 10-Day Runs Moving Average (10RMA) and 10RMA Standard Deviation with actual VXX data thru July 3: Next 3 Runs are critical — Three possible scenarios: a) (+1) (-1) (+1) — On 4th Run after today, 10RMA = -3 b) Sum of next 2 positive Runs + 3 is &gt; Sum of next negative Run. On the 4th Run after today, 10RMA crosses zero and becomes positive, meaning the current DOWN trend reverses to a positive UP trend. c) Sum of next 2 positive Runs + 3 is &lt; Sum of next negative Run. On the 4th Run after today, 10RMA does not cross zero but continues negative, meaning the current DOWN trend continues. Runs Reversion Factor RRF = +8 days, meaning next positive Run would have to increase to 8 days positive for 10RMA to revert from negative to positive on that Run Scroll down to see how actual and projected 10RMA have changed since June 4 The VXX crash that began late last year may not be over yet Notice how well 10RMA predicted this VXX down turn ahead when it crossed zero June 13 (X-axis = 32) 10RMA seems to be doing a pretty good job predicting — as a leading indicator — VXX price change trends. Also notice how 10RMA Standard Deviation starts to decline before VXX price trend changes from positive to negative. See also Chart 2-629b1. 10RMA Standard Deviation may prove to be a pretty good leading indicator too of VXX price change trends. Chart 2-703a new July 3


new July 2
Chart 2-702a shows effects of Run Flush Factor (RFF), Runs Reversion Factor (RRF), 10-Day Runs Moving Average (10RMA) and 10RMA Standard Deviation with actual VXX data thru July 2:

  • Next 3 Runs are critical — Three possible scenarios:
a) (+1) (-1) (+1) — On 4th Run after today, 10RMA = -2

b) Sum of next 2 positive Runs + 2 is > Sum of next negative Run. On the 4th Run after today, 10RMA crosses zero and becomes positive, meaning the current DOWN trend reverses to a positive UP trend.

c) Sum of next 2 positive Runs + 2 is < Sum of next negative Run. On the 4th Run after today, 10RMA does not cross zero but continues negative, meaning the current DOWN trend continues. 
  • Runs Reversion Factor RRF = +7 days, meaning next positive Run would have to increase to 7 days positive for 10RMA to revert from negative to positive on that Run

  • Scroll down to see how actual and projected 10RMA have changed since June 4

  • The VXX crash that began late last year may not be over yet

  • Notice how well 10RMA predicted this VXX down turn ahead when it crossed zero June 13 (X-axis = 32)

  • 10RMA seems to be doing a pretty good job predicting — as a leading indicator — VXX price change trends. 

  • Also notice how 10RMA Standard Deviation starts to decline before VXX price trend changes from positive to negative. See also Chart 2-629b1. 10RMA Standard Deviation may prove to be a pretty good leading indicator too of VXX price change trends. 
Chart 2-702a new July 2
Chart 2-702a shows effects of Run Flush Factor (RFF), Runs Reversion Factor (RRF), 10-Day Runs Moving Average (10RMA) and 10RMA Standard Deviation with actual VXX data thru July 2: Next 3 Runs are critical — Three possible scenarios: a) (+1) (-1) (+1) — On 4th Run after today, 10RMA = -2 b) Sum of next 2 positive Runs + 2 is &gt; Sum of next negative Run. On the 4th Run after today, 10RMA crosses zero and becomes positive, meaning the current DOWN trend reverses to a positive UP trend. c) Sum of next 2 positive Runs + 2 is &lt; Sum of next negative Run. On the 4th Run after today, 10RMA does not cross zero but continues negative, meaning the current DOWN trend continues. Runs Reversion Factor RRF = +7 days, meaning next positive Run would have to increase to 7 days positive for 10RMA to revert from negative to positive on that Run Scroll down to see how actual and projected 10RMA have changed since June 4 The VXX crash that began late last year may not be over yet Notice how well 10RMA predicted this VXX down turn ahead when it crossed zero June 13 (X-axis = 32) 10RMA seems to be doing a pretty good job predicting — as a leading indicator — VXX price change trends. Also notice how 10RMA Standard Deviation starts to decline before VXX price trend changes from positive to negative. See also Chart 2-629b1. 10RMA Standard Deviation may prove to be a pretty good leading indicator too of VXX price change trends.


new June 30
Chart 2-629a shows effects of Run Flush Factor (RFF), Runs Reversion Factor (RRF), 10-Day Runs Moving Average (10RMA) and 10RMA Standard Deviation with actual VXX data thru June 29:
  • Next 3 Runs are critical — Three possible scenarios:
a) (+1) (-1) (+1) — On 4th Run after today, 10RMA = -1

b) Sum of next 2 positive Runs + 1 is > Sum of next negative Run. On the 4th Run after today, 10RMA crosses zero and becomes positive, meaning the current DOWN trend reverses to a positive UP trend.

c) Sum of next 2 positive Runs + 1 is < Sum of next negative Run. On the 4th Run after today, 10RMA does not cross zero but continues negative, meaning the current DOWN trend continues. 
  • Runs Reversion Factor RRF = +6 days, meaning next positive Run would have to increase to 6 days positive for 10RMA to revert from negative to positive on that Run

  • Scroll down to see how actual and projected 10RMA have changed since June 4

  • The VXX crash that began late last year may not be over yet

  • Notice how well 10RMA predicted this VXX down turn ahead when it crossed zero June 13 (X-axis = 32)

  • 10RMA seems to be doing a pretty good job predicting — as a leading indicator — VXX price change trends. 

  • Also notice how 10RMA Standard Deviation starts to decline before VXX price trend changes from positive to negative. See also Chart 2-629b1.  10RMA Standard Deviation may prove to be a pretty good leading indicator too of VXX price change trends.  
Chart 2-629a new June 29
Chart 2-629a shows effect of Run Flush Factor RFF and 10-Day Runs Moving Average 10RMA with actual VXX data thru June 29: Next 3 Runs are critical — Three possible scenarios: a) (+1) (-1) (+1) — On 4th Run after today, 10RMA = -1 b) Sum of next 2 positive Runs + 1 is &gt; Sum of next negative Run. On the 4th Run after today, 10RMA crosses zero and becomes positive, meaning the current DOWN trend reverses to a positive UP trend. c) Sum of next 2 positive Runs + 1 is &lt; Sum of next negative Run. On the 4th Run after today, 10RMA does not cross zero but continues negative, meaning the current DOWN trend continues. Runs Reversion Factor RRF = +6 days, meaning next positive Run would have to increase to 6 days positive for 10RMA to revert from negative to positive ON THAT rUN Scroll down to see how actual and projected 10RMA have changed since June 4 The VXX crash that began late last year may not be over yet Notice how well 10RMA predicted this VXX down turn ahead when it crossed zero June 13 (X-axis = 32) 10RMA seems to be doing a pretty good job predicting — as a leading indicator — VXX price change trends. Chart 2-629a new June 29



new June 30
Chart 2-629b1,2,3 with actual VXX data thru June 29:
 
Charts 2-629b1,2,3 new June 29
new June 29 Chart 2-629b with actual VXX data thru June 29:

new June 30
Chart 2-629c, Chart 2-629b with actual VXX data thru June 29:
See this Chart updated updated
Chart 2-629c, Chart 2-629b with data 
new June 29
Chart 2-629c, Charts 2-629a,b with actual VXX data thru June 29:


new June 28
Chart 2-628a shows effect of Run Flush Factor RFF and 10-Day Runs Moving Average 10RMA with actual VXX data thru June 28:
  • The next 3 Runs are critical — Three possible scenarios:
a) (+1) (-1) (+1) — On 4th Run after today, 10RMA = 0

b) Sum of next 2 positive Runs is > Sum of next negative Run. On the 4th Run after today, 10RMA crosses zero and becomes positive, meaning the current DOWN trend reverses to a positive UP trend.

c) Sum of next 2 positive Runs is < Sum of next negative Run. On the 4th Run after today, 10RMA does not cross zero but continues negative, meaning the current DOWN trend continues. 
  • Runs Reversion Factor RRF = +5 days, meaning next positive Run would have to increase to 5 days positive for 10RMA to revert from negative to positive
  • Scroll down to see how actual and projected 10RMA have changed since June 4

  • The VXX crash that began late last year may not be over yet

  • Notice how well 10RMA predicted this VXX down turn ahead when it crossed zero June 13 (X-axis = 32)

  • 10RMA seems to be doing a pretty good job predicting — as a leading indicator — VXX price change trends.
Chart 2-628a new June 28
Chart 2-628a shows effect of Run Flush Factor RFF and 10-Day Runs Moving Average 10RMA with actual VXX data thru June 28: The next 3 Runs are critical — Three possible scenarios: a) (+1) (-1) (+1) — On 4th Run after today, 10RMA = 0 b) Sum of next 2 positive Runs is &gt; Sum of next negative Run. On the 4th Run after today, 10RMA crosses zero and becomes positive, meaning the current DOWN trend reverses to a positive UP trend. c) Sum of next 2 positive Runs is &lt; Sum of next negative Run. On the 4th Run after today, 10RMA does not cross zero but continues negative, meaning the current DOWN trend continues. Runs Reversion Factor RRF = +4 days, meaning next positive Run would have to increase to 4 days positive for 10RMA to revert from negative to positive Scroll down to see how actual and projected 10RMA have changed since June 4 The VXX crash that began late last year may not be over yet Notice how well 10RMA predicted this VXX down turn ahead when it crossed zero June 13 (X-axis = 32) 10RMA seems to be doing a pretty good job predicting — as a leading indicator — VXX price change trends.



Chart 2-627a shows effect of Run Flush Factor RFF and 10-Day Runs Moving Average 10RMA with actual VXX data thru June 26:
  • 10RMA continues to be negative as we wrote below on June 26 it would
  • The positive rally that began X-axis = 43 on May 11 is almost certainly over
  • Notice how well 10RMA predicted this VXX down turn ahead when it crossed zero June 13 (X-axis = 32)
  • We got the first signal on June 7, 3-weeks ago, that VXX would be dropping (now X-axis = 35, then X-axis = 15) 
  • The VXX crash that began late last year may not be over yet
  • Scroll down to see how actual and projected 10RMA have changed since June 4
  • Runs Reversion Factor RRF = +5, meaning today's Run would have to increase to 5 days positive for 10RMA to revert from negative to positive before the next 4 runs, very unlikely.
  • The next 4 Runs are critical.
    Three possible scenarios:
      a)  (-1) (+1) (-1) (+1) — on the 5th Run after today,
    10RMA = 0
      b)  Sum of next 2 positive Runs is > Sum of next 2 negative Runs. On the 5th Run after today, 10RMA crosses zero and becomes positive, meaning the current DOWN trend reverses to a positiive UP trend
      c)  Sum of next 2 positive Runs is < Sum of next 2 negative Runs. On the 5th Run after today, 10RMA does not cross zero     but continues negative, meaning the current DOWN trend continues.
  • 10RMA seems to be doing a pretty good job predicting — as a leading indicator — VXX price change trends.
Chart 2-627a new June 27
Chart 2-627a shows effect of Run Flush Factor RFF and 10-Day Runs Moving Average 10RMA with actual VXX data thru June 26: 10RMA continues to be negative as we wrote below on June 26 it would The positive rally that began X-axis = 43 on May 11 is almost certainly over Notice how well 10RMA predicted this VXX down turn ahead when it crossed zero June 13 (X-axis = 32) We got the first signal on June 7, 3-weeks ago, that VXX would be dropping (now X-axis = 35, then X-axis = 15) The VXX crash that began late last year may not be over yet Scroll down to see how actual and projected 10RMA have changed since June 4 Runs Reversion Factor RRF = +5, meaning today's Run would have to increase to 5 days positive for 10RMA to revert from negative to positive before the next 4 runs, very unlikely. The next 4 Runs are critical. Three possible scenarios: 1) (-1) (+1) (-1) (+1) — on the 5th Run after today, 10RMA = 0 2) Sum of next 2 positive Runs is &gt; Sum of next 2 negative Runs. On the 5th Run after today, 10RMA crosses zero and becomes positive, meaning the current DOWN trend reverses to a positiive UP trend 3) Sum of next 2 positive Runs is &lt; Sum of next 2 negative Runs. On the 5th Run after today, 10RMA does not cross zero but continues negative, meaning the current DOWN trend continues. 10RMA seems to be doing a pretty good job predicting — as a leading indicator — VXX price change trends


Chart 2-626a shows effect of Run Flush Factor RFF and 10-Day Runs Moving Average 10RMA with actual VXX data thru June 26:
  • 10RMA continues to be negative as we wrote below on June 25 it would
  • The positive rally that began X-axis = 43 on May 11 is almost certainly over
  • Notice how well 10RMA predicted this VXX down turn ahead when it crossed zero June 13 (X-axis = 32)
  • We got the first signal on June 7, 3-weeks ago, that VXX would be dropping (now X-axis = 35, then X-axis = 15) 
  • The VXX crash that began late last year may not be over yet
  • Scroll down to see how actual and projected 10RMA have changed since June 4
  • Runs Reversion Factor RRF = +7, meaning today's Run would have to increase to 7 days positive for 10RMA to revert from negative to positive, very unlikely.
  • 10RMA seems to be doing a pretty good job predicting — as a leading indicator — VXX price change trends.
Chart 2-626a new June 26
Chart 2-626a shows effect of Run Flush Factor RFF with actual data thru June 26: 10RMA continues to be negative as we wrote below on June 25 it would The positive rally that began X-axis = 43 on May 11 is almost certainly over Notice how well 10RMA predicted this VXX down turn ahead when it crossed zero June 13 (X-axis = 32) We got the first signal on June 7, 3-weeks ago, that VXX would be dropping (now X-axis = 35, then X-axis = 15) The VXX crash that began late last year may not be over yet Scroll down to see how actual and projected 10RMA have changed since June 4 Runs Reversion Factor RRF = +7, meaning today's Run would have to increase to 7 days positive for 10RMA to revert from negative to positive, very unlikely. 10RMA seems to be doing a pretty good job predicting — as a leading indicator — VXX price change trends. Chart 2-626a new June 26


Chart 2-626b with actual VXX data thru June 26:

Chart 2-626b new June 26
Chart 2-626b with actual VXX data thru June 26: Chart 2-626b new June 26


Chart 2-626c, Chart 2-626b with data thru June 26:

Chart 2-626c new June 26
Chart 2-626c, Chart 2-626b with data thru June 26: Chart 2-626c new June 26



Chart 2-625a shows effect of Run Flush Factor RFF with actual data thru June 25:
  • 10RMA continues to be negative as we wrote below on June 22 it would
  • The positive rally that began X-axis = 43 on May 11 is almost certainly over
  • Notice how well 10RMA predicted this VXX down turn ahead when it crossed zero June 13 (X-axis = 32)
  • We got the first signal on June 7, 3-weeks ago, that VXX would be dropping (now X-axis = 35, then X-axis = 15) 
  • The VXX crash that began late last year may not be over yet
  • Scroll down to see how actual and projected 10RMA have changed since June 4
  • Runs Reversion Factor RRF = +8, meaning today's Run would have to increase to 7 days positive for 10RMA to revert from negative to positive, very unlikely. Correction: Chart 625a RFF should be + 8 days, not 7 days.
  • 10RMA seems to be doing a pretty good job predicting — as a leading indicator — VXX price change trends.
Chart 2-625a new June 25
Chart 2-625a shows effect of Run Flush Factor RFF with actual data thru June 25, assuming VXX closes UP today as looks like it will: 10RMA continues to be negative as we wrote below on June 21 it would The positive rally that began X-axis = 43 on May 11 is almost certainly over Notice how well 10RMA predicted this VXX down turn ahead when it crossed zero June 13 (X-axis = 32) We got the first signal on June 7, 3-weeks ago, that VXX would be dropping (now X-axis = 35, then X-axis = 15) The VXX crash that began late last year may not be over yet Scroll down to see how actual and projected 10RMA have changed since June 4 Runs Reversion Factor RRF = +7, meaning today's Run would have to increase to 7 days positive for 10RMA to revert from negative to positive, very unlikely. 10RMA seems to doing a pretty good job predicting — as a leading indicator — VXX price change trends. Chart 2-625a new June 25


Chart 2-622a shows effect of Run Flush Factor RFF with actual data thru June 22
  • 10RMA continues to be negative as we wrote below on June 21 it would
  • The positive rally that began X-axis = 43 on May 11 is almost certainly over
  • Notice how well 10RMA predicted this VXX down turn ahead when it crossed zero June 13 (X-axis = 32)
  • We got the first signal on June 7, 3-weeks ago, that VXX would be dropping (now X-axis = 35, then X-axis = 15) 
  • The VXX crash that began late last year may not be over yet
  • Scroll down to see how actual and projected 10RMA have changed since June 4
  • Runs Reversion Factor RRF = +8, meaning next Run after today would have to be 8 days positive for 10RMA to revert from negative to positive, very unlikely.
  • 10RMA seems to doing a pretty good job predicting — as a leading indicator — VXX price change trends.
Chart 2-622a new June 22
Chart 2-622a shows effect of Run Flush Factor RFF with actual data thru June 22, assuming VXX closes UP today as looks like it will: 10RMA continues to be negative as we wrote below on June 21 it would The positive rally that began X-axis = 43 on May 11 is almost certainly over Notice how well 10RMA predicted this VXX down turn ahead when it crossed zero June 13 (X-axis = 32) We got the first signal on June 7, 3-weeks ago, that VXX would be dropping (now X-axis = 35, then X-axis = 15) The VXX crash that began late last year may not be over yet Scroll down to see how actual and projected 10RMA have changed since June 4 10RMA seems to doing a pretty good job predicting, as a leading indicator, VXX price change trend. Chart 622a new June 21




Chart 2-621a shows effect of Run Flush Factor RFF with actual data thru June 21
  • 10RMA continues to be negative as we wrote below on June 20 it would
  • The positive rally that began X-axis = 43 on May 11 is almost certainly over
  • Notice how well 10RMA predicted this VXX down turn ahead when it crossed zero June 13 (X-axis = 32)
  • We got the first signal on June 7, 3-weeks ago, that VXX would be dropping (now X-axis = 35, then X-axis = 15) 
  • The VXX crash that began late last year may not be over yet
  • Scroll down to see how actual and projected 10RMA have changed since June 4
  • 10RMA seems to doing a pretty good job predicting, as a leading indicator, VXX price change trend.
Chart 2-621a new June 21
Chart 2-621a shows effect of Run Flush Factor RFF with actual data thru June 21, assuming VXX closes UP today as looks like it will: 10RMA continues to be negative as we wrote below on June 20 it would The positive rally that began X-axis = 43 on May 11 is almost certainly over Notice how well 10RMA predicted this VXX down turn ahead when it crossed zero June 13 (X-axis = 32) We got the first signal on June 7, 3-weeks ago, that VXX would be dropping (now X-axis = 35, then X-axis = 15) The VXX crash that began late last year may not be over yet Scroll down to see how actual and projected 10RMA have changed since June 4 10RMA seems to doing a pretty good job predicting, as a leading indicator, VXX price change trend.




Chart 2-620a shows effect of Run Flush Factor RFF with actual data thru June 20:
  • 10RMA continues to be negative as we wrote below on June 19 it would
  • The positive rally that began X-axis = 43 on May 11 is almost certainly over
    • Notice how well 10RMA predicted this VXX down turn ahead when it crossed zero June 13 (X-axis = 32)
  • The VXX crash that began late last year may not be over yet
  • Scroll down to see how actual and projected 10RMA have changed since June 4 and how 10RMA predicts VXX change as a leading indicator
Chart 2-620a new June 20
Chart 2-620a shows effect of Run Flush Factor RFF with actual data thru June 20: 10RMA continues to be negative as we wrote below on June 19 it would The positive rally that began X-axis=43 on May 11 is almost certainly over The VXX crash that began late last year may not be over yet Notice how well 10RMA predicted this VXX this down turn ahead when it crossed zero June 13 Scroll down to see how actual and projected 10RMA have changed since June 4 and how 10RMA predicts VXX change as a leading indicator Chart 620a new June 20




Chart 2-619a shows effect of Run Flush Factor RFF with data thru June 19:
  • 10RMA continues to be negative as we wrote below on June 18 it would
  • The positive rally that began X-axis=43 on May 11 is almost certainly over
  • The VXX crash that began late last year may not be over yet
  • Scroll down to see how actual and projected 10RMA have changed since June 4 and how 10RMA predicts VXX change as a leading indicator
Chart 2-619a new June 19
Chart 2-619a shows effect of Run Flush Factor RFF with actual data thru June 19: 10RMA continues to be negative as we wrote below on June 19 it would The positive rally that began X-axis=43 on May 11 is almost certainly over The VXX crash that began late last year may not be over yet Scroll down to see how actual and projected 10RMA have changed since June 4 and how 10RMA predicts VXX change as a leading indicator





Chart 2-618a shows effect of Run Flush Factor RFF with actual data thru June 18:
  • 10RMA continues to be negative as we wrote below on June 15 it would
  • The positive rally that began X-axis=43 on May 11 is almost certainly over
  • The VXX crash that began late last year may not be over yet
  • Scroll down to see how actual and projected 10RMA have changed since June 4 and how 10RMA predicts VXX change as a leading indicator
Chart 2-618a new June 18
Chart 2-618a shows effect of Run Flush Factor RFF with actual data thru June 18: 10RMA continues to be negative as we wrote below on June 15 it would The positive rally that began X-axis=43 on May 11 is almost certainly over The VXX crash that began late last year may not be over yet Scroll down to see how actual and projected 10RMA have changed since June 4 and how 10RMA predicts VXX change as a leading indicator




Chart 2-615a shows effect of Run Flush Factor RFF with actual data thru June 15:
  • 10RMA continues to be negative as we wrote below on June 13 it would
  • The positive rally that began X-axis=43 on May 11 is almost certainly over
  • The VXX crash that began late last year may not be over yet
new June 15
Chart 2-615a shows effect of Run Flush Factor RFF with actual data thru June 15: 10RMA continues to be negative as we wrote below on June 13 it would The positive rally that began X-axis=43 on May 11 is almost certainly over The VXX crash that began late last year may not be over yet Scroll down to see how actual and projected 10RMA have changed since June 4 and how 10RMA predicts VXX change as a leading indicator

Chart 2-613b with actual data thru June 13, shows that:
  • It's happened — 10RMA changed from positive to negative today as we wrote yesterday it could today.
  • The positive rally that began X-axis=23 on May 11 is pretty much over. A few more days and Runs will tell for sure. You may think we're crazy saying that because VXX closed UP today +5.15%. It just may be possible to be crazy and right :)
new June 13
Chart 2-613 with actual data thru June 13, shows that: It's happened — 10RMA changed from positive to negative today as we wrote yesterday it could today. The positive rally that began X-axis=23 on May 11 is pretty much over. A few more days and Runs will tell for sure.

Table 4-613b data for Chart 2-613b with actual data thru June 13
  • It's happened — 10RMA changed from positive to negative today as we wrote yesterday it could today.
  • The positive rally that began X-axis=23 on May 11 is pretty much over. A few more days and Runs will tell for sure.
new June 13
It's happened — 10RMA changed from positive to negative today as we wrote yesterday it could today. The positive rally that began X-axis=23 on May 11 is pretty much over. A few more days and Runs will tell for sure. You may think we're crazy saying that because VXX closed UP today +5.15%. It just may be possible to be crazy and right :)


Chart 2-612 with actual data thru June 12, shows that:
  • As Frog says the, "VXX puppy is outa puff."
  • Its now inevitable that 10RMA will go negative, either if VXX closes down for 3 days in a row — or it will go negative on the next positive Run which could come as early as tomorrow, Wed, June 13.
  • We're getting more and more signals that the VXX crash may not be over.
Chart 612 new June 12
Chart 2-612 with actual data thru June 12, shows that: As Frog says the, &quot;VXX puppy is all outa puff.&quot; Its now inevitable that 10RMA will go negative, either tomorrow if VXX closes down or even if tomorrow closes up, it will go negative on the Next positive Run Whichever, we're getting mor and more signals that the current VXX rally may be over but the VXX crash may not be.


Chart 2-613a with actual data thru June 12, shows that:
  • Its now inevitable that 10RMA will go negative, either if VXX closes down for 3 days in a row — or it will go negative on the next positive Run which could come as early as tomorrow, Wed, June 13.
  • We're getting more and more signals that the VXX crash may not be over, as you can see comparing these 3 charts:
new June 13
Chart 2-613a with actual data thru June 12, shows that: Its now inevitable that 10RMA will go negative, either if VXX closes down for 3 days in a row — or it will go negative on the next positive Run which could come as early as tomorrow, Wed, June 13. We're getting more and more signals that the VXX crash may not be over, as you can see comparing the 3 charts here.



Table 4-613a data for Chart 2-613a with actual data thru June 12
  • Its now inevitable that 10RMA will go negative, either if VXX closes down for 3 days in a row — or it will go negative on the next positive Run which could come as early as today, Wed, June 13.
  • We're getting more and more signals that the VXX crash may not be over.
new June 13
Table 4-613a data for Chart 2-613a with actual data thru June 12 Its now inevitable that 10RMA will go negative, either if VXX closes down for 3 days in a row — or it will go negative on the next positive Run which could come as early as today, Wed, June 13. We're getting more and more signals that the VXX crash may not be over.



Chart 2-611 with actual data thru June 11, shows that:
  • Unless the current positive VXX Run that began today, Mon, June 11, can get to a 4-day positive Run before the next negative (-) Run because RFF will equal negative -5 due to the large 6-day May 18 Run flushing out then, 10RMA will change from positive to negative (-) on the first day of the next negative (-) Run.
  • If and when 10RMA changes to negative (-), the current VXX rally may be over but the VXX crash may not be.
Chart 611 new June 11
Chart 2-611 with actual data thru June 11, shows that: Unless the current positive Run that began today can get to 4 positive Runs before the next negative (-) Run, 10RMA will change from positive to negative on the first day of the next negative (-) Run. If and when 10RMA becomes negative, the current rally may be over but the VXX crash may not be over

Table 4-611 recent data of Chart 2-611 with actual data thru June 11
  • Unless the current positive VXX Run that began today, Mon, June 11, can get to a 4-day positive Run before the next negative (-) Run because RFF will equal negative -5 due to the large 6-day May 18 Run flushing out then, 10RMA will change from positive to negative (-) on the first day of the next negative (-) Run.
  • If and when 10RMA changes to negative (-), the current VXX rally may be over but the VXX crash may not be
new June 12
Table 5 recent data of Chart 2-611 with actual data thru June 11 Unless the current positive VXX Run that began today, Mon, June 11, can get to a 4-day positive Run before the next negative (-) Run because RFF will equal negative -5 due to the large 6-day May 18 Run flushing out then, 10RMA will change from positive to negative (-) on the first day of the next negative (-) Run. If and when 10RMA changes to negative (-), the current VXX rally may be over but the VXX crash may not be




Chart 2-608 with actual data thru June 8, shows that:
  • If Runs continue  (+1) (-1) after today, 10RMA will become negative in just 2 Runs (X-axis =12) and the current VXX rally may be over
  • If Runs negative (-) exceed Runs positive (+) before then, 10RMA will become negative sooner, and the current rally may be over sooner
  • If Runs positive (+) exceed Runs negative (-) by >= 3 Runs before then, 10RMA will not become negative until later, and the current rally may not be over yet
  • Whichever, the VXX crash may NOT be over yet — and will not be over until we have more than a fleeting VXX rally
Chart 608 new June 8
Chart 2-608 with actual data thru June 8, shows that: If Runs continue (+1) (-1) after today, 10RMA will become negative in just 2 Runs (X-axis =12) and the current VXX rally may be over If Runs negative (-) exceed Runs positive (+) before then, 10RMA will become negative sooner, and the current rally may be over sooner If Runs positive (+) exceed Runs negative (-) by &gt;= 4 Runs before then, 10RMA will not become negative until later, and the current rally may not be over yet Whichever, the VXX crash may NOT be over yet — and will not be over until we have more than a fleeting VXX rally


Chart 2-607 with actual data thru June 7, shows that:
  • If Runs continue  (+1) (-1) after today, 10RMA will become negative in just 2 Runs (X-axis =12) and the current VXX rally may be over
  • If Runs negative (-) exceed Runs positive (+) before then, 10RMA will become negative sooner, and the current rally may be over sooner
  • If Runs positive (+) exceed Runs negative (-) by >= 3 Runs before then, 10RMA will not become negative until later, and the current rally may not be over yet
  • Whichever, the VXX crash may NOT be over yet — and will not be over until we have more than a fleeting VXX rally
Chart 607 new June 7
Chart 2-607 with actual data thru June 6, shows that: If Runs continue (+1) (-1) after today, 10RMA will become negative in just 2 Runs (X-axis =12) and the current VXX rally may be over If Runs negative (-) exceed Runs positive (+) before then, 10RMA will become negative sooner, and the current rally may be over sooner If Runs positive (+) exceed Runs negative (-) by &gt;= 2 Runs before then, 10RMA will not become negative until later, and the current rally may not be over yet Whichever case, the VXX crash may NOT be over yet — and will not be over until we have more than a fleeting VXX rally

Chart 2-606 with actual data thru June 6, shows that:
  • If Runs continue  (+1) (-1) after today, 10RMA will become negative in just 3 Runs (X-axis =12) and the current VXX rally may be over
  • If Runs negative (-) exceed Runs positive (+) before then, 10RMA will become negative sooner, and the current rally may be over sooner
  • If Runs positive (+) exceed Runs negative (-) by >= 2 Runs before then, 10RMA will not become negative until later, and the current rally may not be over yet
  • Whichever case, the VXX crash may NOT be over yet — and will not be over until we have more than a fleeting VXX rally
Chart 606 new June 6
Chart 2-606 with actual data thru June 5, shows that: If Runs continue (+1) (-1), 10RMA will become negative in 9 Runs (X-axis =6) and the current rally may be over If Runs negative (-) exceed Runs positive (+) before then, 10RMA will become negative sooner, and the current rally may be over sooner In either case, the VXX crash may NOT be over yet — and will not be over until we have more than a fleeting rally


Chart 2-604 shows effect of Runs Flush Factors, RFF, on 10RMA Assumed 10 Runs (-1) (+1) after June 1 
Note 10RMA drop for RFF = -5, X-axis = 12

Chart 604 new June 4
Chart 2 shows effect of Runs Flush Factors, RFF, on 10RMA Assumed 10 Runs (-1) (+1) after June 1 Note 10RMA drop for RFF = -5, X-axis = 12


These 3 paragraphs show what happens to Runs Flush Factor RFF after June 1 to help understand RFF. June 1 Charts and Tables near end of this page:

When Runs inevitably change after June 1, the 1st Run after will be negative -1, and will replace the May 7 negative -1 Run for a "Runs Flush Factor" of zero. 10RMA will therefore be unchanged before and after the next Run after whatever the June 1 Run ends.

A more extreme "Runs Flush Factor" effect will be caused by the 4th Run after June 1 Run because May 18 Run of positive 6 will be replaced by positive +1 Run for a "Runs Flush Factor" of -6 + 1 = -5, meaning 10RMA will then decrease by 0.5 from whatever it's value is before the 4th Run.

Assuming June 1 Run ends at+3 Runs and 4 alternating -1
then +1 Runs after June 1, "Runs Flush Factors," RFF are calculated in Table 3. Projected 10RMA, highlighted in blue, would then decrease from 0.70 June 1 to 0.10 on the 4th Run after June 1 unless there are more positive than negative Runs before then — The period after May 8 would probably then be deemed just a fleeting VXX rally, not an UP trend.

Table 4-605 data for Chart 2-605 shows effect of Runs Flush Factors, RFF, on 10RMA, assumed 10 Runs (-1) (+1) after June 5

new June 6
Table 4-605 data for Chart 2-605 shows effect of Runs Flush Factors, RFF, on 10RMA, assumed 10 Runs (-1) (+1) after June 5


Table 4 data for Chart 2 shows effect of Runs Flush Factors, RFF, on 10RMA, assumed 10 Runs (-1) (+1) after June 1, Note 10RMA drop for RFF = -5, X-axis = 12

new June 4
Table 4 data for Chart 2 shows effect of Runs Flush Factors, RFF, on 10RMA Assumed 10 Runs (-1) (+1) after June 1 Note 10RMA drop for RFF = -5, X-axis = 12



Table 3 shows 10-Run Moving Average (10RMA), 4 hypothetical -1 then +1 Runs after June 1 and projected 10RMA (col F) using "Runs Flush Factors" RFF (col E/F)

ABC
D
E


F
GH

DateRuns
(+)
(-)
RFF
10RMA
(+)


1
1


-5
0.10
0.10


-1


-1
0
0.60
0.60


1
1


-1
0.60
0.60


-1


-1
0
0.70
0.70
12012-06-013
3




0.70
0.70
22012-05-25-2


-2


0.70
0.70
32012-05-241
1




0.80
0.80
42012-05-23-1


-1


0.80
0.80
52012-05-221
1




0.50
0.50
62012-05-21-1


-1


0.50
0.50
72012-05-186
6




0.50
0.50
82012-05-11-1


-1


0.10
0.10
92012-05-082
2




0.00
0.00
102012-05-07-1


-1


-0.10

-0.10
11
Sum
13
-6






12
Sum/10
1.3+-0.6=

0.70
=D12+E12



Table 2 shows how 10-Run Moving Average (10RMA)
is calculated as of VXX close June 1, 2012

ABC
D
E
F
GH

DateRuns
(+)
(-)
10RMA
(+)
12012-06-013
3


0.70
0.70
22012-05-25-2


-2
0.70
0.70
32012-05-241
1


0.80
0.80
42012-05-23-1


-1
0.80
0.80
52012-05-221
1


0.50
0.50
62012-05-21-1


-1
0.50
0.50
72012-05-186
6


0.50
0.50
82012-05-11-1


-1
0.10
0.10
92012-05-082
2


0.00
0.00
102012-05-07-1


-1
-0.10

-0.10
11
Sum
13
-6




12
Sum/10
1.3+-0.6=0.70
=D12+E12


Table 1 of VXX Runs from Jan 3, 2011 to Apr 10, 2012, 320 days, shows the unusually, high occurrences of 5-day runs we are unable to explain:

Table 1 Summary of VXX Runs Jan 3, 2011 to Apr 10, 2012, 320 days



Run

Run
Runs# RunsDays
%VXX
# RunsDays%VXX 
12929-80.913434123.92
21122-81.602346152.59
31133-92.3241247.37
4520-62.032830.85
5840-132.24630135.73
6212-30.801621.22
7428-60.79









70184-540.6970136511.69


Chart 3 Cumulative VXX Runs Flush Factors RFF for Runs after June 1, 2012, Note that 10RMA will decrease by -0.7 (-7/10) in 10 Runs after June 1 if cumulative positive (+) Runs = cumulative negative (-) Runs after June 1, e.g., If positive Runs 1,2,3,4,5 days = negative Runs -1,-4,-3,-2,-5 days after June 1 10RMA will have decreased by -0.7 (-7/10) by Run 10 after June 1, irrespective of Run order

new June 4
Chart 3 Cumulative VXX Runs Flush Factors RFF for Runs after June 1, 2012 Note that 10RMA will decrease by -0.7 (-7/10) in 10 Runs after June 1 if cumulative positive (+) Runs = cumulative negative (-) Runs after June 1 e.g. If positive Runs 1,2,3,4,5 days = negative Runs -5,-4,-3,-2,-1 days after June 1 10RMA will decrease by -0.7 (-7/10) on Run 10 after June 1 irrespective of Run order


Chart 1 shows how well VXX 10-Run Moving Averages (10RMA) predict VXX price trends UP, DOWN, TOP, BOTTOM, and some peaks and valleys. When 10RMA crosses zero, VXX price trend changes from + to (-) and vice versa. Data plotted from Feb 9, 2011 thru VXX close Jun 1, 2012. 
new Jun 2
Chart 1 shows how well VXX 10-Run Moving Averages (10RMA) predict VXX price trends UP, DOWN, TOP, BOTTOM, and some peaks and valleys. When 10RMA crosses zero, VXX price trend changes from + to (-) and vice versa. Data plotted from Feb 9, 2011 thru VXX close Jun 1, 2012.


July 23, 2012

This page is ranked #1 of 39 million pages on Google® Search searching Predict Runs Flush Factor*  followed by 5 of our other pages.

July 23, 2012 This page is ranked #1 of 39 million pages on Google® Search searching Predict Runs Flush Factor* followed by 5 of our other pages.

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