|
# 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 |
|
|
|
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sum |
-23.12 |
|
8.93 |
-14.19 |
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|
count |
6 |
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4 |
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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 | -65.24 | 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 | M-path | %VXX |
| Days |
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| 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 |
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 | -124.85 | 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 | M-path | %VXX |
| Days |
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| 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 |
Headache chart, our most important
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 | -124.85 | 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 |
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| M-path | %VXX |
| Days |
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| Avg |
| StDevP | Apr 26 | (-) | (+) | (-) | (+) | (-) | (+) | (-) | (+) | 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 | -42.93 | 30.93 | 19 | 10 | -2.26 | 3.09 | 1.53 | 3.14 | 5 days | -27.23 | 15.75 | 11 | 3 | -2.48 | 5.25 | 1.78 | 3.81 | 6 days | -18.04 | 2.11 | 6 | 1 | -3.01 | 2.11 | 1.85 | 0.00 |
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 | -124.85 | 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 |
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| M-path | %VXX |
| Days |
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| 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 | — |
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 | -98.00 | 47.90 | 27 | 14 | -3.63 | 3.42 | 2.98 | 3.23 | 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 |
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| M-path | %VXX |
| Days |
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| Avg |
| StDevP | Apr 24 | (-) | (+) | (-) | (+) | (-) | (+) | (-) | (+) | 2 days | -146.28 | 92.47 | 42 | 29 | -3.48 | 3.19 | 2.59 | 2.89 | 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 |
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 | -62.79 | 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 |
M-path | %VXX |
| Days |
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| Avg |
| StDevP | Apr 23 | (-) | (+) | (-) | (+) | (-) | (+) | (-) | (+) | 2 days | -95.54 | 114.76 | 35 | 37 | -2.73 | 3.10 | 2.02 | 3.21 | 3 days | -41.48 | 72.00 | 13 | 16 | -3.19 | 4.50 | 1.65 | 2.87 | 4 days | -18.71 | 40.74 | 7 | 7 | -2.67 | 5.82 | 1.33 | 2.16 | 5 days | -10.02 | 25.60 | 5 | 5 | -2.00 | 5.12 | 0.92 | 1.82 | 6 days | -4.51 | 10.83 | 3 | 2 | -1.5 | 5.41 | 0.82 | 2.79 |
Fri, April 20 2012 6:28 PM EDST new Apr 20
We're unable again to forecast VXX close for Mon, Apr 23: - Inconclusive predictions from qPath and M-path algorithms
- Algorithms were optimized for much higher volatility
- VXX closed down today, -3,21%, barely in quad 3 — predictions are also inconclusive assuming it would have closed in quad 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 | -98.00 | 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 |
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 |
20120420 VXX day 20120420 VXX week 20120420 VXX month 20120420 VXX ytd 20120420 VIX day Our most important chart
Thu, April 19, 2012 6:35 PM EDST new Apr 19
We're unable again to forecast VXX close for Fri, Apr 20: - Inconclusive predictions from qPath and M-path algorithms
- Algorithms were optimized for much higher volatility
- VXX closed up today, 0.60%, barely in quad 1 — predictions are also inconclusive assuming it would have closed in quad 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 | -59.55 | 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 | — |
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 |
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 | -62.79 | 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 | — | — | — | — |
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 |
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 | -62.79 | 86.94 | 25 | 25 | -2.51 | 3.48 | 1.99 | 3.36 | 133 | -41.14 | 25.88 | 17 | 10 | -2.42 | 2.59 | 2.05 | 4.09 | 1331 | -9.76 | 0.70 | 4 | 1 | -2.44 | 0.70 | 2.21 | 0.00 |
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 | -33.97 | 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 | — | — | — | — |
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 |
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 | -124.85 | 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 | * corrected 4/18, thanks Chimay
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 |
| If 4/18 | |
| closes | qPath | M-path |
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| DOWN | 59/41 | 65/35 | UP | 48/52 | 49/51
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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 | -98.00 | 47.90 | 27 | 14 | -3.63 | 3.42 | 2.98 | 3.23 | 313 | -48.17 | 22.53 | 13 | 6 | -3.71 | 3.76 | 3.31 | 2.54 | 3133 | -40.65 | 13.22 | 10 | 3 | -4.06 | 4.41 | 3.69 | 2.37 |
M-path | %VXX |
| Days |
|
| Avg |
| StDevP | Apr 16 | (-) | (+) | (-) | (+) | (-) | (+) | (-) | (+) | 2 days | -140.91 | 92.47 | 41 | 29 | -3.44 | 3.19 | 2.61 | 2.89 | 3 days | -64.18 | 50.22 | 19 | 15 | -3.38 | 3.35 | 3.32 | 2.46 | 4 days | -50.39 | 37.01 | 12 | 9 | -4.20 | 4.11 | 3.85 | 2.69 | 5 days | -28.47 | 11.93 | 4 | 2 | -7.12 | 5.97 | 3.63 | 1.07 | 6 days | -24.2 | 7.04 | 3 | 1 | -8.07 | 7.04 | 3.74 | 0.00 |
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 | -61.39 | 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 |
M-path | %VXX |
| Days |
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| 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 |
20120413 VXX week ending chart
20120413 VXX week chart
20120414 VXX month chart 20120413 VIX week chart
20120413 SP500 week chart 201204114 headache chart, Our most important Chart.
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.
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.)
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.
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."
Mon, April 9 2012 8:01 AM EDST
Looks like we'll be making our forecast for Tue close early today.
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."
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?
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.
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)
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.
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