VXX forecasts Apr 2012, 6 right, 4 wrong


# Days
(-) (+)
Correct 6
-23.12 0
Wrong 4
0 8.93
No forecast 10


Score 60 /  100
(6 / 10 * 100)
Right / Wrong 1.5 /  1
(6 / 4)








%VXX Score qPath %VXX
Days

Avg
StDevP
20 down -3.26 100 Apr 30 (-) (+) (-) (+) (-) (+) (-) (+)




1.3 -65.24 87.54 26 26 -2.51 3.37 1.95 3.34




133 -41.14 25.88 17 10 -2.42 2.59 2.05 4.09




1333 -23.02 16.06 9 4 -2.56 4.01 2.25 6.08




13333 -7.49 1.57 5 2 -1.50 0.79 1.48 0.79




M-path %VXX
Days

Avg
StDevP




Apr 30 (-) (+) (-) (+) (-) (+) (-) (+)




2 days -97.99 114.76 36 37 -2.72 3.10 1.99 3.21




3 days -54.05 42.76 22 21 -2.46 2.04 2.16 3.05




4 days -36.96 34.96 15 15 -2.46 2.33 2.30 3.43




5 days -23.63 14.82 11 9 -2.15 1.65 1.99 0.98




6 days -0.68 4.44 3 2 -0.23 2.22 0.07 0.01




qPath %VXX
Days

Avg
StDevP
19 N/F 2.22
Apr 27 (-) (+) (-) (+) (-) (+) (-) (+)




3.3 -124.85 121.07 45 32 -2.77 3.78 2.01 3.94




333 -46.32 41.01 18 14 -2.57 2.93 1.34 3.15




3333 -11.20 22.51 3 7 -3.73 3.22 0.94 2.96




33331 -11.20 0.00 3 0 -3.73 0.94




M-path %VXX
Days

Avg
StDevP




Apr 27 (-) (+) (-) (+) (-) (+) (-) (+)




2 days -206.98 150.47 74 43 -2.80 3.50 1.98 3.78




3 days -113.30 83.24 44 30 -2.57 2.77 1.72 3.00




4 days -68.99 52.31 24 20 -2.87 2.62 1.82 2.92




5 days -53.29 16.54 14 5 -3.81 3.31 1.74 2.92




6 days -31.67 12.22 9 2 -3.52 6.11 1.93 2.30




qPath %VXX
Days

Avg
StDevP
18 down -0.18 100 Apr 26 (-) (+) (-) (+) (-) (+) (-) (+)




3.3 -124.85 121.07 45 32 -2.77 3.78 2.01 3.94




333 -46.32 41.01 18 14 -2.57 2.93 1.34 3.15




3331 -26.90 16.15 11 4 -2.45 4.04 1.44 3.80




33313 -11.51 10.62 5 1 -2.30 10.62 1.42 0.00




M-path
Days

Avg

StDevP




Apr 26 (+) (-) (+) (-) (+) (-) (+) (+)




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




3 days -113.48 85.46 45 31 -2.52 2.76 1.74 2.95




4 days -43.11 30.93 20 10 -2.16 3.09 1.56 3.14



5 days -27.41 15.75 12 3 -2.28 5.25 1.82 3.81




6 days -18.23 2.11 7 1 -2.6 2.11 1.98 0.00




qPath %VXX
Days

Avg
StDevP
17 down -3.57 100 Apr 25 (-) (+) (-) (+) (-) (+) (-) (+)




3.3 -124.85 121.07 45 32 -2.77 3.78 2.01 3.94




331 -59.71 42.55 18 7 -3.32 6.08 2.61 5.87




3313 -22.22 22.38 8 3 -2.78 7.46 2.34 8.08




33131 -2.30 0.00 1 0 -2.30 0.00




M-path %VXX
Days

Avg
StDevP




Apr 25 (-) (+) (-) (+) (-) (+) (-) (+)




2 days -206.98 150.47 74 43 -2.80 3.50 1.98 3.78




3 days -93.25 67.23 29 13 -3.22 5.17 2.26 4.74




4 days -37.97 36.59 14 6 -2.71 6.10 1.97 6.42




5 days -18.69 0.00 7 0 -2.67 1.21




6 days -7.53 0 2 0 -3.77 1.5




qPath %VXX
Days

Avg
StDevP
16 N/F -6.09
Apr 24 (-) (+) (-) (+) (-) (+) (-) (+)




3.1 -98.00 51.22 27 15 -3.63 3.41 2.98 3.12




313 -48.17 22.53 13 6 -3.71 3.76 3.31 2.54




3131 -4.09 1.04 2 1 -2.05 1.04 0.09 0.00




31311 0.00 1.04 0 1 1.04 0.00




M-path %VXX
Days

Avg
StDevP




Apr 24 (-) (+) (-) (+) (-) (+) (-) (+)




2 days -146.28 95.79 42 30 -3.48 3.19 2.59 2.84




3 days -69.54 50.22 20 15 -3.48 3.35 3.27 2.46




4 days -13.79 13.21 7 6 -1.97 2.20 1.20 1.46




5 days -2.98 11.07 2 5 -1.49 2.21 0.64 1.60




6 days -0.84 10.03 1 4 -0.84 2.51 0 1.66




M-path %VXX
Days

Avg
StDevP
15 N/F -2.45
Apr 23 (-) (+) (-) (+) (-) (+) (-) (+)




1.3 -62.79 87.54 25 26 -2.51 3.37 1.99 3.34




131 -14.34 40.62 4 9 -3.59 4.51 1.89 2.50




1311 -3.95 18.89 1 3 -3.95 6.30 0.00 2.29




13113 0.00 9.41 0 2
4.70
0.47




M-path %VXX
Days

Avg
StDevP




Apr 23 (-) (+) (-) (+) (-) (+) (-) (+)




2 days -97.99 114.76 36 37 -2.72 3.10 1.99 3.21




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




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




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




6 days -6.96 10.83 4 2 -1.74 5.41 0.82 2.79




qPath %VXX
Days

Avg
StDevP
14 N/F 3.32
Apr 20 (-) (+) (-) (+) (-) (+) (-) (+)




3.1 -98.00 47.90 27 14 -3.63 3.42 2.98 3.23




311 -35.06 16.49 9 4 -3.90 4.12 1.96 4.85




3113 -11.05 2.35 3 2 -3.68 1.18 1.74 0.21




31134 0.00 0.00 0 0




M-path %VXX
Days

Avg
StDevP




Apr 20 (-) (+) (-) (+) (-) (+) (-) (+)




2 days -146.28 92.47 42 29 -3.48 3.19 2.59 2.89




3 days -76.74 42.25 22 14 -3.49 3.02 1.77 3.28




4 days -40.29 23.09 13 10 -3.10 2.31 1.48 2.29




5 days -19.04 9.32 7 5 -2.72 1.86 1.15 1.35




6 days -2.66 0.47 1 1 -2.66 0.47 0 0.00




qPath %VXX
Days

Avg
StDevP
13 N/F -3.21
Apr 19 (-) (+) (-) (+) (-) (+) (-) (+)




1.1 -59.55 66.44 22 16 -2.71 4.15 2.26 3.63




113 -25.46 24.15 11 6 -2.31 4.03 1.94 2.48




1134 -1.07 0.00 2 0 -0.54 0.40




11341 0.00 0.00 0 0




M-path %VXX
Days

Avg
StDevP




Apr 19 (-) (+) (-) (+) (-) (+) (-) (+)




2 days -106.42 161.21 36 30 -2.96 5.37 2.25 5.19




3 days -63.50 75.26 23 13 -2.76 5.79 1.96 6.55




4 days -26.14 41.83 12 8 -2.18 5.23 2.02 5.80




5 days -7.30 22.49 2 3 -3.65 7.50 3.36 8.82




6 days -7.30 1.36 2 1 -3.65 1.36 3.36 0.00




qPath %VXX
Days

Avg
StDevP
12 N/F 0.60
Apr 18 (-) (+) (-) (+) (-) (+) (-) (+)




1.3 -62.79 86.94 25 25 -2.51 3.48 1.99 3.36




134 -4.05 2.24 2 2 -2.02 1.12 1.69 0.78




1341 0.00 0.00 0 0




13413 0.00 0.00 0 0




M-path %VXX
Days

Avg
StDevP




Apr 18 (-) (+) (-) (+) (-) (+) (-) (+)




2 days -95.54 114.16 35 36 -2.73 3.17 2.02 3.23




3 days -54.05 42.16 22 20 -2.46 2.11 2.16 3.11




4 days -17.10 7.20 7 5 -2.44 1.44 1.83 1.64




5 days -7.36 5.50 2 3 -3.68 1.83 2.58 2.00




6 days -7.36 5.5 2 3 -3.68 1.83 2.58 2.00




qPath %VXX
Days

Avg
StDevP
11 down 1.45 0 Apr 17 (-) (+) (-) (+) (-) (+) (-) (+)




3.4 -33.97 15.85 14 5 -2.43 3.17 1.74 3.84




341 -13.05 0.00 5 0 -2.61 1.57




3413 0.00 0.00 0 0




34131 0.00 0.00 0 0




M-path %VXX
Days

Avg
StDevP




Apr 17 (-) (+) (-) (+) (-) (+) (-) (+)




2 days -206.98 149.02 74 42 -2.80 3.55 1.98 3.81




3 days -93.25 65.79 29 12 -3.22 5.48 2.26 4.80




4 days -37.97 35.15 14 5 -2.71 7.03 1.97 6.65




5 days -19.27 35.15 7 5 -2.75 7.03 2.51 6.65




6 days -0.52 22.38 1 3 -0.52 7.46 0 8.08




qPath %VXX
Days

Avg
StDevP
10 down -5.37 100 Apr 16 (-) (+) (-) (+) (-) (+) (-) (+)




4.1 -21.88 23.33 6 9 -3.65 2.59 1.37 2.52




413 0.00 14.75 0 5 2.95 3.06




4133 0.00 6.72 0 3 2.24 2.30




41331 0.00 0.00 0 0




M-path %VXX
Days

Avg
StDevP




Apr 16 (-) (+) (-) (+) (-) (+) (-) (+)




3.1 -140.91 92.47 41 29 -3.44 3.19 2.61 2.89




313 -64.18 50.22 19 15 -3.38 3.35 3.32 2.46




3133 -50.39 37.01 12 9 -4.20 4.11 3.85 2.69




31331 -28.47 11.93 4 2 -7.12 5.97 3.63 1.07




313311 -24.2 7.04 3 1 -8.07 7.04 3.74 0.00




qPath %VXX
Days

Avg
StDevP
9 N/F -1.40
Apr 13 (-) (+) (-) (+) (-) (+) (-) (+)




1.3 -61.39 86.94 24 25 -2.56 3.48 2.02 3.36




133 -39.74 25.88 16 10 -2.48 2.59 2.09 4.09




1331 -8.36 0.70 3 1 -2.79 0.70 2.46 0.00




13311 -0.99 0.00 1 0 -0.99 0.00




M-path %VXX
Days

Avg
StDevP




Apr 13 (-) (+) (-) (+) (-) (+) (-) (+)




2 days -94.14 114.16 34 36 -2.77 3.17 2.03 3.23




3 days -52.65 42.16 21 20 -2.51 2.11 2.20 3.11




4 days -15.70 7.20 6 5 -2.62 1.44 1.92 1.64




5 days -8.33 1.70 4 2 -2.08 0.85 1.16 0.39




6 days -3.3 0.46 2 1 -1.65 0.46 0.07 0.00




qPath %VXX
Days

Avg
StDevP
8 down 5.18 0 Apr 12 (-) (+) (-) (+) (-) (+) (-) (+)




3.3 -124.85 115.89 45 31 -2.77 3.74 2.01 3.99




331 -59.71 37.37 18 6 -3.32 6.23 2.61 6.33




3311 -32.19 2.22 7 1 -4.60 2.22 2.85 0.00




33111 -16.07 0.00 3 0 -5.36 1.71




M-path %VXX
Days

Avg
StDevP




Apr 12 (-) (+) (-) (+) (-) (+) (-) (+)




2 days -206.98 143.84 74 41 -2.80 3.51 1.98 3.85




3 days -93.25 60.60 29 11 -3.22 5.51 2.26 5.01




4 days -55.28 25.46 15 6 -3.69 4.24 2.40 2.39




5 days -25.27 15.48 5 3 -5.05 5.16 1.4 2.22




6 days -7.68 8.99 2 2 -3.84 4.5 0.38 2.47




qPath %VXX
Days

Avg
StDevP
7 down -8.40 100 Apr 11 (-) (+) (-) (+) (-) (+) (-) (+)




3.1 -89.60 47.90 26 14 -3.45 3.42 2.89 3.23




311 -26.66 16.49 8 4 -3.33 4.12 1.22 4.85




3111 -10.55 14.13 3 2 -3.52 7.07 0.41 5.44




31111 -3.42 0.00 1 0 -3.42 0.00




M-path %VXX
Days

Avg
StDevP




Apr 11 (-) (+) (-) (+) (-) (+) (-) (+)




2 days -132.52 92.47 40 29 -3.31 3.19 2.52 2.89




3 days -68.34 42.25 21 14 -3.25 3.02 1.45 3.28




4 days -28.05 19.16 8 4 -3.51 4.79 1.35 4.48




5 days -16.22 19.16 4 4 -4.05 4.79 1.58 4.48




6 days -11.95 16.21 3 3 -3.98 5.4 1.82 5.03




qPath %VXX
Days

Avg
StDevP
6 down -2.34 100 Apr 10 (-) (+) (-) (+) (-) (+) (-) (+)




1.1 -57.21 58.60 21 15 -2.72 3.91 2.31 3.62




111 -22.04 11.48 6 4 -3.67 2.87 2.97 2.26




1111 -3.82 0.00 2 0 -1.91 0.10




11111 0.00 0.00 0 0




M-path %VXX
Days

Avg
StDevP




Apr 10 (-) (+) (-) (+) (-) (+) (-) (+)




2 days -104.08 153.37 35 29 -2.97 5.29 2.28 5.26




3 days -40.58 78.11 12 16 -3.38 4.88 2.75 3.86




4 days -31.73 43.86 8 7 -3.97 6.27 3.12 4.62




5 days -22.39 4.49 6 1 -3.73 4.49 0.00




6 days 0 0 0 0





%VXX
Days

Avg
StDevP
5 N/F 7.84
Apr 9 (-) (+) (-) (+) (-) (+) (-) (+)




1.1 -62.77 66.44 23 16 -2.73 4.15 2.21 3.63




111 -24.38 19.32 7 5 -3.48 3.86 2.79 2.84




1111 -6.16 7.84 3 1 -2.05 7.84 0.22 0.00




11113 -1.80 7.84 1 1 -1.80 7.84 0.00 0.00




M-path %VXX
Days

Avg
StDevP




Apr 9 (-) (+) (-) (+) (-) (+) (-) (+)




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




3 days -42.92 85.95 13 17 -3.30 5.06 2.66 3.81




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




5 days -9.34 47.21 2 7 -4.67 6.74 2.87 4.58




6 days -9.34 40.54 2 5 -4.67 8.11 2.87 4.78




qPath %VXX
Days

Avg
StDevP
4 N/F 6.32
Apr 5 (-) (+) (-) (+) (-) (+) (-) (+)




1.1 -57.21 49.93 21 13 -2.72 3.84 2.31 3.81




111 -22.04 5.16 6 3 -3.67 1.72 2.97 1.23




1113 -4.52 2.32 2 2 -2.26 1.16 0.79 1.16




11133 -1.47 2.32 1 1 -1.47 2.32 0.00 0.00




M-path %VXX
Days

Avg
StDevP




Apr 5 (-) (+) (-) (+) (-) (+) (-) (+)




2 days -104.08 144.70 35 27 -2.97 5.36 2.28 5.42




3 days -40.58 71.78 12 15 -3.38 4.79 2.75 3.97




4 days -8.85 27.93 4 8 -2.21 3.49 1.08 2.71




5 days -1.47 22.79 1 6 -1.47 3.80 2.68




6 days 0 0 0 0




qPath %VXX
Days

Avg
StDevP
3 N/F 2.35
Apr 4 (-) (+) (-) (+) (-) (+) (-) (+)




1.1 -57.21 49.93 21 13 -2.72 3.84 2.31 3.81




113 -25.46 21.80 11 5 -2.31 4.36 1.94 2.59




1133 -3.55 10.07 3 2 -1.18 5.04 1.35 0.87




11334 -0.17 5.91 1 1 -0.17 5.91 0.00 0.00




M-path %VXX
Days

Avg
StDevP




Apr 4 (-) (+) (-) (+) (-) (+) (-) (+)




2 days -104.08 144.70 35 27 -2.97 5.36 2.28 5.42




3 days -63.50 72.91 23 12 -2.76 6.08 1.96 6.74




4 days -26.14 39.48 12 7 -2.18 5.64 2.02 6.09




5 days -18.84 16.99 10 4 -1.88 4.25 1.46 1.41




6 days -18.84 16.99 10 4 -1.88 4.25 1.46 1.41




qPath %VXX
Days

Avg
StDevP
2 down 2.11 0 Apr 3 (-) (+) (-) (+) (-) (+) (-) (+)




1.3 -61.39 84.83 24 24 -2.56 3.53 2.02 3.42




133 -39.74 23.77 16 9 -2.48 2.64 2.09 4.31




1333 -23.02 16.06 9 4 -2.56 4.01 2.25 6.08




13331 -13.00 14.49 3 1 -4.33 14.49 2.56 0.00




M-path %VXX
Days

Avg
StDevP




Apr 3 (-) (+) (-) (+) (-) (+) (-) (+)




2 days -94.14 112.05 34 35 -2.77 3.20 2.03 3.27




3 days -52.65 40.06 21 19 -2.51 2.11 2.20 3.19




4 days -36.96 32.85 15 14 -2.46 2.35 2.30 3.55




5 days -13.33 18.03 4 5 -3.33 3.61 2.81 5.58




6 days -13.33 18.03 4 5 -3.33 3.61 2.81 5.58




qPath %VXX
Days

Avg
StDevP
1 down 1.73 0 Apr 2 (-) (+) (-) (+) (-) (+) (-) (+)




3.3 -124.85 114.16 45 30 -2.77 3.81 2.01 4.04




331 -59.71 37.37 18 6 -3.32 6.23 2.61 6.33




3311 -32.19 2.22 7 1 -4.60 2.22 2.85 0.00




M-path %VXX
Days

Avg
StDevP




Apr 2 (-) (+) (-) (+) (-) (+) (-) (+)




2 days -206.93 142.12 73 40 -2.83 3.55 1.97 3.88




3 days -93.19 60.60 28 11 -3.33 5.51 2.22 5.01




4 days -55.22 25.46 14 6 -3.94 4.24 2.27 2.39




5 days -25.27 15.48 5 3 -5.05 5.16 1.4 2.22




6 days -25.27 15.48 5 3 -5.05 5.16 1.4 2.22







correct
wrong





(-)


1 down 1.73 0 Apr 2

1.73
2 down 2.11 0 Apr 3

2.11
3 N/F 2.35
Apr 4



4 N/F 6.32
Apr 5



5 N/F 7.84
Apr 9



6 down -2.34 100 Apr 10 -2.34


7 down -8.40 100 Apr 11 -8.40


8 down 3.66 0 Apr 12

3.66
9 N/F -1.40
Apr 13



10 down -5.37 100 Apr 16 -5.37


11 down 1.45 0 Apr 17

1.45
12 N/F 0.60
Apr 18



13 N/F -3.21
Apr 19



14 N/F 3.32
Apr 20



15 N/F -2.45
Apr 23



16 N/F -6.09
Apr 24



17 down -3.57 100 Apr 25 -3.57


18 down -0.18 100 Apr 26 -0.18


19 N/F 2.22
Apr 27



20 down -3.26 100 Apr 30 -3.26










return




sum -23.12
8.93 -14.19




count 6
4



Mon, April 30, 2012 1:21 PM EDST new Apr 30

We're forecasting that VXX will close DOWN tomorrow, Tue, May 1, assuming it closes UP today as it appears it will. This is a weak DOWN prediction based on our M-path algorithm weak DOWN prediction, the fact that all our 4 wrong forecasts this month have been DOWN forecasts, and VXX looks like it will close UP today.

qPath%VXX
Days

Avg
StDevP
Apr 30(-)(+)(-)(+)(-)(+)(-)(+)
1.3-65.2487.542626-2.513.371.953.34
133-41.1425.881710-2.422.592.054.09
1333-23.0216.0694-2.564.012.256.08
M-path%VXX
Days

Avg
StDevP
Apr 30(-)(+)(-)(+)(-)(+)(-)(+)
2 days-97.99114.763637-2.723.101.993.21
3 days-54.0542.762221-2.462.042.163.05
4 days-36.9634.961515-2.462.332.303.43
5 days-23.6314.82119-2.151.651.990.98
6 days-0.684.4432-0.232.220.070.01



Fri, April 27, 2012  3:55 PM  EDST new Apr 27

We're unable to forecast VXX close for Mon, Apr 30 because our algorithms give mixed signals, and its a weekend. Our forecast yesterday that today would close down was correct, barely — 0.18%.

qPath%VXX
Days

Avg
StDevP
Apr 27(-)(+)(-)(+)(-)(+)(-)(+)
3.3-124.85121.074532-2.773.782.013.94
333-46.3241.011814-2.572.931.343.15
3333-11.2022.5137-3.733.220.942.96
M-path%VXX
Days

Avg
StDevP
Apr 27(-)(+)(-)(+)(-)(+)(-)(+)
2 days-206.98150.477443-2.803.501.983.78
3 days-113.3083.244430-2.572.771.723.00
4 days-68.9952.312420-2.872.621.822.92
5 days-53.2916.54145-3.813.311.742.92
6 days-31.6712.2292-3.526.111.932.30

   


Headache chart, our most important

20120428 VXX vs S&P 500 headache chart



Thu, April 26, 2012 1:55 PM EDST new Apr 26

We're forecasting that VXX will close DOWN again tomorrow, Fri, Apr 27, assuming it closes down today as we forecast yesterday.
Down signals from our algorithms for tomorrow's close are stronger than yesterday's down signals for today's close.

4:25 PM

This is our final forecast for tomorrow's close — As we forecast yesterday, VXX closed down today -3.57%.


qPath%VXX
Days

Avg
StDevP
Apr 26(-)(+)(-)(+)(-)(+)(-)(+)
3.3-124.85121.074532-2.773.782.013.94
333-46.3241.011814-2.572.931.343.15
3331-26.9016.15114-2.454.041.443.80









M-path%VXX
Days

Avg
StDevP
Apr 26(-)(+)(-)(+)(-)(+)(-)(+)
2 days-206.98150.477443-2.803.501.983.78
3 days-113.3083.244430-2.572.771.723.00
4 days-42.9330.931910-2.263.091.533.14
5 days-27.2315.75113-2.485.251.783.81
6 days-18.042.1161-3.012.111.850.00


20120426 VXX 1355



Wed, April 25, 2012  3:06 PM  EDST new Apr 25

We're forecasting that VXX will close DOWN tomorrow, Thu, Apr 26.

qPath%VXX
Days

Avg
StDevP
Apr 25(-)(+)(-)(+)(-)(+)(-)(+)
3.3-124.85121.074532-2.773.782.013.94
331-59.7142.55187-3.326.082.615.87
3313-22.2222.3883-2.787.462.348.08









M-path%VXX
Days

Avg
StDevP
Apr 25(-)(+)(-)(+)(-)(+)(-)(+)
2 days-206.98150.477443-2.803.501.983.78
3 days-93.2567.232913-3.225.172.264.74
4 days-37.9736.59146-2.716.101.976.42
5 days-18.690.0070-2.671.21
6 days-7.53020-3.771.5

20120425 VXX 1505



Tue, April 24, 2012 12:18 PM EDST new Apr 24


If there's enough interest, we may be able to give you a Do It Yourself DIY Run Predictor Kit — So you can predict runs without ANY information from this site. Interested?


4:00 PM

We're unable again to forecast VXX close for Wed, Apr 25 because of inconclusive predictions from qPath and M-path algorithms:

qPath%VXX
Days

Avg
StDevP
Apr 24(-)(+)(-)(+)(-)(+)(-)(+)
3.1-98.0047.902714-3.633.422.983.23
313-48.1722.53136-3.713.763.312.54
3131-4.091.0421-2.051.040.090.00









M-path%VXX
Days

Avg
StDevP
Apr 24(-)(+)(-)(+)(-)(+)(-)(+)
2 days-146.2892.474229-3.483.192.592.89
3 days-69.5450.222015-3.483.353.272.46
4 days-13.7913.2176-1.972.201.201.46
5 days-2.9811.0725-1.492.210.641.60
6 days-0.8410.0314-0.842.5101.66

20120424 VXX close





Mon, April 23, 2012 3:05 PM EDST new Apr 23

We're disappointed again to be unable to predict VXX close for 
Tue, Apr 24—No clear predictions from qPath and M-path algorithms.

qPath%VXX
Days

Avg
StDevP
Apr 23(-)(+)(-)(+)(-)(+)(-)(+)
1.3-62.7987.542526-2.513.371.993.34
131-14.3440.6249-3.594.511.892.50
1311-3.9518.8913-3.956.300.002.29

M-path%VXX
Days

Avg
StDevP
Apr 23(-)(+)(-)(+)(-)(+)(-)(+)
2 days-95.54114.763537-2.733.102.023.21
3 days-41.4872.001316-3.194.501.652.87
4 days-18.7140.7477-2.675.821.332.16
5 days-10.0225.6055-2.005.120.921.82
6 days-4.5110.8332-1.55.410.822.79

20120423 VXX 1505




Fri, April 20 2012 6:28 PM  EDST new Apr 20

We're unable again to forecast VXX close for Mon, Apr 23:
  1. Inconclusive predictions from qPath and M-path algorithms
  2. Algorithms were optimized for much higher volatility
  3. VXX closed down today, -3,21%, barely in quad 3 —  predictions are also inconclusive assuming it would have closed in quad 4
  4. BEWARE Our local Game Warden called to say Big Bird has been spotted trying to disguise himself wearing the Fat Lady's clothes he stole at Frog's skinny dipp'n party. If he doesn't crash your party, he could crash the VXX party this weekend
qPath%VXX
Days

Avg
StDevP
Apr 20(-)(+)(-)(+)(-)(+)(-)(+)
3.1-98.0047.902714-3.633.422.983.23
311-35.0616.4994-3.904.121.964.85
3113-11.052.3532-3.681.181.740.21

M-path%VXX
Days

Avg
StDevP
Apr 20(-)(+)(-)(+)(-)(+)(-)(+)
2 days-146.2892.474229-3.483.192.592.89
3 days-76.7442.252214-3.493.021.773.28
4 days-40.2923.091310-3.102.311.482.29
5 days-19.049.3275-2.721.861.151.35
6 days-2.660.4711-2.660.4700.00

20120420 VXX day                     20120420 VXX week         
201201420 VXX close chart crop
201201420 VXX close chart day
20120420 VXX month                 20120420 VXX ytd
201201420 VXX close month
201201420 VXX close ytd

20120420 VIX day
201201420 VIX day
20120420 headache chart
Our most important chart
20120420a VXX FINAL crop HEADACHE CHART






Thu, April 19, 2012 6:35 PM EDST new Apr 19

We're unable again to forecast VXX close for Fri, Apr 20:
  1. Inconclusive predictions from qPath and M-path algorithms
  2. Algorithms were optimized for much higher volatility
  3. VXX closed up today, 0.60%, barely in quad 1 —  predictions are also inconclusive assuming it would have closed in quad 4
  4. Even the Butterfly in Brazil passing gas can drastically alter small closes like today and possibly tomorrow — low volatility
qPath%VXX
Days

Avg
StDevP
Apr 19(-)(+)(-)(+)(-)(+)(-)(+)
1.1-59.5566.442216-2.714.152.263.63
113-25.4624.15116-2.314.031.942.48
1134-1.070.0020-0.540.40

M-path%VXX
Days

Avg
StDevP
Apr 19(-)(+)(-)(+)(-)(+)(-)(+)
2 days-106.42161.213630-2.965.372.255.19
3 days-63.5075.262313-2.765.791.966.55
4 days-26.1441.83128-2.185.232.025.80
5 days-7.3022.4923-3.657.503.368.82
6 days-7.301.3621-3.651.363.360.00

201201419 VXX close chart crop

201201419 VIX close chart crop






Wed, April 18, 2012 3:36 PM EDST new Apr 18

We're unable to forecast VXX close for Thu, Apr 19, because neither of our algorithms or their variables predicts a clear direction. 

qPath%VXX
Days

Avg
StDevP
Apr 18(-)(+)(-)(+)(-)(+)(-)(+)
1.3-62.7986.942525-2.513.481.993.36
134-4.052.2422-2.021.121.690.78
13410.000.0000

M-path%VXX
Days

Avg
StDevP
Apr 18(-)(+)(-)(+)(-)(+)(-)(+)
2 days-95.54114.163536-2.733.172.023.23
3 days-54.0542.162220-2.462.112.163.11
4 days-17.107.2075-2.441.441.831.64
5 days-7.365.5023-3.681.832.582.00
6 days-7.365.523-3.681.832.582.00

20120418 VXX chart

The only signal we get would be using qPath 1331 instead of 1341 as if VXX would have closed in quad 3 Mon, Apr 16 rather than quad 4 — it would suggest VXX will close down tomorrow.

qPath%VXX
Days

Avg
StDevP
Apr 18(-)(+)(-)(+)(-)(+)(-)(+)
1.3-62.7986.942525-2.513.481.993.36
133-41.1425.881710-2.422.592.054.09
1331-9.760.7041-2.440.702.210.00


4:21 PM  Our forecast yesterday was wrong that VXX would close down today — it closed up 1.45%. In hindsight, we should not have underestimated the importance of Mosconi Effect 6 days M-path yesterday. Our data errors, pointed out by Chimay, also contributed to our incorrect prediction yesterday. 

As Frog says, "Live, learn or sink." 




Tue, April 17, 2012 5:36 PM EDST new Apr 17 

Both our algorithms predict VXX will close down again Wed, Apr 18.  Our forecast yesterday was correct that VXX would close down today, which it did,-down 5.37%.
    
qPath%VXX
Days

Avg
StDevP
Apr 17(-)(+)(-)(+)(-)(+)(-)(+)
3.4-33.9715.85145-2.433.171.743.84
341-13.050.0050-2.611.57
3413*0.000.0000

M-path%VXX
Days

Avg
StDevP
Apr 17(-)(+)(-)(+)(-)(+)(-)(+)
2 days-206.98149.027442-2.803.551.983.81
3 days-93.2565.792912-3.225.482.264.80
4 days-37.9735.15145-2.717.031.976.65
5 days-19.2735.1575-2.757.032.516.65
6 days-0.5222.3813-0.527.4608.08

Since %VXX closed so close to quad 3 yesterday, assuming yesterday's close was quad 3, not quad 4, also predicts VXX will close down tomorrow:

qPath%VXX
Days

Avg
StDevP
Apr 17(-)(+)(-)(+)(-)(+)(-)(+)
3.3-124.85121.074532-2.773.782.013.94
331-59.7142.55187-3.326.082.615.87
3313*-22.2222.3883-2.787.462.348.08
corrected 4/18, thanks Chimay

20120417 VXX chart


8:23 pm   new Apr 17 

Our algorithms are used for first time to predict VXX close 2 days ahead
  • If VXX closes DOWN tomorrow, Apr 18 as predicted chances are 59/41 and 65/35 it will close DOWN the next day, Apr 19, too.

  • If VXX closes UP tomorrow, Apr 18, chances are about 50/50 it will close either UP or DOWN Apr 19.

Chances 4/19
will close DOWN

If 4/18
closesqPathM-path



DOWN59/4165/35
UP48/5249/51



Mon, April 16, 2012 3:31 PM EDST new Apr 16 

Both our algorithms predict VXX will close down Tue, Apr 17. 

4:30 PM  Looking back to Friday, 4/13, our qPath and Mosconi Effect M-path algorithms then were correct — VXX closed down today as they predicted — and we were wrong not making a forecast then. Hey,  Big Bird and the Black Bear have crashed our weekend parties too many times :)

4:52 PM  Stay tuned for an announcement here — so huge it may close this website and prevent you from knowing our secrets. We hope to be able to keep our website up for several hours after the announcement.

qPath%VXX
Days

Avg
StDevP
Apr 16(-)(+)(-)(+)(-)(+)(-)(+)
3.1-98.0047.902714-3.633.422.983.23
313-48.1722.53136-3.713.763.312.54
3133-40.6513.22103-4.064.413.692.37

M-path%VXX
Days

Avg
StDevP
Apr 16(-)(+)(-)(+)(-)(+)(-)(+)
2 days-140.9192.474129-3.443.192.612.89
3 days-64.1850.221915-3.383.353.322.46
4 days-50.3937.01129-4.204.113.852.69
5 days-28.4711.9342-7.125.973.631.07
6 days-24.27.0431-8.077.043.740.00


20120416 VXX 1531 chart




Fri, April 13, 2012 4:25 PM EDST new Apr 13

We're unable to forecast VXX close for Mon, Apr 16, because of no consistent signals from our algorithms and their variables.

qPath%VXX
Days

Avg
StDevP
Apr 13(-)(+)(-)(+)(-)(+)(-)(+)
1.3-61.3986.942425-2.563.482.023.36
133-39.7425.881610-2.482.592.094.09
1331-8.360.7031-2.790.702.460.00

M-path%VXX
Days

Avg
StDevP
Apr 13(-)(+)(-)(+)(-)(+)(-)(+)
2 days-94.14114.163436-2.773.172.033.23
3 days-52.6542.162120-2.512.112.203.11
4 days-15.707.2065-2.621.441.921.64
5 days-8.331.7042-2.080.851.160.39
6 days-3.30.4621-1.650.460.070.00

20120413 VXX week ending chart

20120413 VXX week chart
20120413 VXX week ending chart

20120414 VXX month chart
20120414 VXX month chart


20120413 VIX week chart
20120413 VIX week ending chart

20120413 SP500 week chart
20120413 SP500 week ending chart

201204114 headache chart, Our most important Chart.
201204113b VXX FINAL crop


Fri, April 13, 2012 6:23 AM EDST new Apr 13


VXX Runs will surprise you and challenge your mind.



Thu, April 12, 2012 1:21 PM EDST 

Both our algorithms predict VXX will close down 
again tomorrow, Fri, Apr 13. 

Data moved to algorithms 


Wed, April 11 2012 3:11 PM EDST

We forecast VXX will close down again tomorrow, Thu, Apr 12. 
qPath algorithm #1 prediction is more decisive than Mosconi Effect algorithm #2, Day 6 tweaked today ongoing (blue.)

Data moved to algorithms


Tue, April 10 2012 4:56 PM EDST

Both our algorithms forecast VXX will close down tomorrow, Wed, Apr 11. Probability of closing up is less than 2 chances in 100, and there was only one 6-day run last year. 

Data moved to algorithms


Mon, April 9 2012 1:13 PM EDST

We're unable again to forecast VXX close for Tue, Apr 10, because both our algorithms are giving different signals about how VXX will close tomorrow, even though our gut and qPath algorithm #1 say "down." Frog's been right, "When in doubt, stay out."

Data moved to algorithms


Mon, April 9 2012 8:01 AM EDST

Looks like we'll be making our forecast for Tue close early today.

Data moved to algorithms



Sat, April 7, 2012 5:01 AM EDST

Big Bird's hurt'n — Lost a tooth. Put'n under his pillow tonight to see what the Tooth Fairy and Easter Bunny leaves. Any guesses what?

Update 4/8: The Easter Bunny brought Big Bird an Easter Bonnet made of bird feed and fishing worms, and the Tooth Fairy brought a box of fowl diapers to keep the next punch bowl from getting fowled.


Fri, April 6, 2012 8:13 PM EDST 

Want to know how VXX and VIX will do Monday, we just left a comment in a good article. You can vote how there too. 

Frog says, "I'm div'n down. Gonna hang out under my favorite Lily Pad hide'n from terrible VIX virus on the loose."

We finally made it on Google Search, and we're top #1-5 searching "VolatilityResearch" in quotes. Frog says, "About time." 

Thanks everyone for visiting — We strive to keep you coming back.


Thu, April 5, 2012 2:11 PM EDST

We're unable again to forecast VXX close for the next business day, Mon, Apr 9, because both our algorithms are giving different signals about how VXX will close. As Frog says, "When in doubt, stay out."

Data moved to algorithms

3:00 PM

We just received a request from a "major publication" that wants to publish an article about our research, "Frog Cracks VIX Volatility Code." Frog objects loudly, strong body language better not seen, "Will ruin my reputation."

Any ideas what we should do?


Thu, April 5, 2012 12:11 PM EDST

We have consulted with Frog what we should do about "Séance" request — His shocking advice to follow :)

Any ideas what Frog said?

Check viewers' answers* in Comments:
 
Click "View comments." Scroll to end of page. Click "Load more." Scroll to end of page. Read / Leave your ideas what Frog said.

Viewer coming closest to what Frog said will be WINNER — Will get advance notice of next Tip #2. Frog to judge. See March 7 for Tip #1. Multiple submissions OK.

* Frog LOL, says comments, "hilarious — don't miss 'em."


Thu, April 5, 2012 12:00 noon EDST

Shakespeare's stock broker, Lord Iambroke, is sending us subliminal messages that he wants a "Séance" with us — We will consult with our Frog for advice :)


Wed, April 4, 2012 6:28 PM EDST

We're unable to forecast VXX close tomorrow, Thu, Apr 5, even though both our algorithms predict VXX will close down. 

Why?
"Against the trend, Sir, bet not doeth." 
(Shakespeare's stock broker, Lord Iambroke)

Data moved to algorithms 


Wed, April 4, 2012 10:20 AM EDST

We need to remember, "Two good days doth not a fortnight make."
(Shakespeare's stock broker, Lord Iambroke)


Tue, April 3, 2012 3:45 PM EDST

We forecast Wed, Apr 4, 2012 — VXX will close DOWN even though our Mosconi Effect M-path algorithm data is inconsistent.

4:10 PM VXX closed up today, so our forecast yesterday for today's close was wrong.

Data moved to algorithms 


Mon, April 2, 2012 8:08 PM EDST

VXX closed down today, Mon — barely — as we forecast Fri. 

Our  
algorithms' 
 
VXX forecast Scorecard this year is better than we expected because our algorithm was optimized in a much higher volatility period than this year — late last year: 

Correct         36
Wrong           11
No forecast     15
Score           77 / 100     (36 / 47)


Data moved to algorithms 


Mon, April 2, 2012 11:18 AM EDST

Our forecast for Tue Apr 3, 2012, assuming VXX closes down today like it is now as we forecast Fri it would — VXX will close DOWN. Final forecast later today if VXX looks like it will close up.

Data moved to algorithms