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	-65.24	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			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			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

M-path	%VXX		Days			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

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	—

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

M-path	%VXX		Days			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			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

20120420 headache chart

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

will close DOWN

If 4/18

closes

qPath

M-path

DOWN

59/41

65/35

48/52

49/51

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	-98.00	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			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.

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 c}lose 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)

VXX forecasts Mar 2012, 9 right, 4 wrong

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