VXX forecasts Jul 2012, 6 right, 3 wrong


# Days
21

 
Correct
6

 
Wrong
3

No forecast
12

 
Score


67/100
(6/9*100)
 
Right / Wrong
2.00/1
(6/3)


Algorithm  Predictions






M-path qPath K Forecast %VXX
Score
Date









down up 21 down -0.67
100
Jul 31
up up 20 up 1.28
100
Jul 30
down up 19 N/F 2.16


Jul 27
down zero 18 down -2.77
100
Jul 26
down zero 17 N/F -7.61


Jul 25
down zero 16 N/F -1.43


Jul 24
down zero 15 N/F 4.27


Jul 23
up up 14 up 6.52
100
Jul 20
equal zero 13 N/F 5.01


Jul 19
up zero 12 N/F -2.18


Jul 18
down zero 11 N/F 1.18


Jul 17
down zero 10 down -3.57
100
Jul 16
down zero 9 N/F -1.35


Jul 13
up zero 8 N/F -5.72


Jul 12
equal zero 7 N/F 0.71


Jul 11
up zero 6 up -3.23
0
Jul 10
down zero 5 down 2.76
0
Jul 9
up up 4 up -0.77
0
Jul 6
down down 3 N/F -1.04


Jul 5
down zero 2 N/F 3.60


Jul 3
down zero 1 down -2.25
100
Jul 2









Algorithm Predictions






M-path qPath



Count










10 4 correct


6

9 2 wrong


3

2
equal






15 zero







N/F


12










21 21 Total


21










7/31 July Jan-Jun





54 6 48
Correct



25 3 22
Wrong



67 12 55
No forecast



146 21 125
Total









qPath %VXX
Days

Avg
StDevP
21 down -0.67
100 Jul 31 (-) (+) (-) (+) (-) (+) (-) (+)





1.1 -84.27 103.34 28 23 -3.07 4.50 2.57 3.20





113 -31.77 46.03 13 10 -2.44 4.64 1.81 2.33





1133 -3.55 12.42 3 3 -1.18 4.14 1.35 1.45





11334 -0.17 8.26 1 2 -0.17 4.13 0.00 1.78





M-path %VXX
Days

Avg
StDevP





Jul 31 (-) (+) (-) (+) (-) (+) (-) (+)





2 days -131.14 198.11 42 37 -3.16 5.38 2.46 4.73





3 days -69.81 97.14 25 17 -2.79 5.80 1.89 5.79





4 days -29.35 50.33 13 9 -2.26 5.59 1.96 5.56





5 days -18.84 19.33 10 5 -1.88 3.87 1.46 1.47





6 days -11.05 6.51 4 2 -2.76 3.26 1.74 0.91





qPath %VXX
Days

Avg
StDevP
20 up 1.28
100 Jul 30 (-) (+) (-) (+) (-) (+) (-) (+)





1.3 -80.56 106.58 31 31 -2.60 3.34 1.95 3.16





133 -45.45 25.88 19 10 -2.39 2.59 1.97 4.09





1334 -1.03 7.88 1 4 -1.03 1.97 0.00 1.10





13341 0.00 5.65 0 3 — 1.88 — 1.25





M-path %VXX
Days

Avg
StDevP





Jul 30 (-) (+) (-) (+) (-) (+) (-) (+)





2 days -140.62 133.80 48 42 -2.95 3.10 2.18 3.10





3 days -75.70 44.08 28 22 -2.72 2.00 2.43 2.98





4 days -55.37 34.96 20 15 -2.80 2.33 2.66 3.43





5 days -15.51 20.13 5 6 -3.33 3.36 2.56 5.13





6 days -8.49 5.65 3 4 -2.83 1.41 3.09 1.36





qPath %VXX
Days

Avg
StDevP
19 N/F 2.16

Jul 27 (-) (+) (-) (+) (-) (+) (-) (+)





3.4 -40.48 33.82 15 9 -2.70 3.76 1.96 3.64





334 -9.74 21.24 7 7 -1.39 3.03 0.60 2.44





3341 -2.89 10.22 2 3 -1.44 3.41 0.13 2.93





33411 -2.89 10.22 2 3 -1.44 3.41 0.13 2.93





M-path %VXX
Days

Avg
StDevP





Jul 27 (-) (+) (-) (+) (-) (+) (-) (+)





2 days -251.18 186.68 85 50 -2.96 3.73 2.09 3.78





3 days -128.36 109.77 50 35 -2.57 3.14 1.73 3.25





4 days -48.33 32.11 23 11 -2.10 2.92 1.48 3.04





5 days -16.66 15.18 9 7 -1.85 2.17 1.02 2.23





6 days -7.49 9.25 4 2 -1.87 4.62 1.36 2.90





qPath %VXX
Days

Avg
StDevP
18 down -2.77
100 Jul 26 (-) (+) (-) (+) (-) (+) (-) (+)





3.4 -40.48 33.82 15 9 -2.70 3.76 1.96 3.64





341 -13.05 1.45 5 1 -2.61 1.45 1.57 0.00





3411 -13.05 0.00 5 0 -2.61 — 1.57 —





34111 0.00 0.00 0 0 — — — —





M-path %VXX
Days

Avg
StDevP





Jul 26 (-) (+) (-) (+) (-) (+) (-) (+)





2 days -172.30 123.92 49 40 -3.52 3.05 2.53 2.74





3 days -122.38 76.91 34 15 -3.60 5.13 2.40 4.48





4 days -62.55 30.64 16 7 -3.91 4.38 2.48 2.24





5 days -32.54 20.66 6 4 -5.42 5.16 1.52 1.92





6 days -24.85 6.49 4 1 -6.21 6.49 1.23 0.00





qPath %VXX
Days

Avg
StDevP
17 N/F -7.61

Jul 25 (-) (+) (-) (+) (-) (+) (-) (+)





4.1 -28.01 24.04 8 10 -3.50 2.40 1.67 2.45





411 -21.88 3.89 6 3 -3.65 1.30 1.37 0.26





4111 -4.27 0.00 1 0 -4.27 — 0.00 —





41113 0.00 0.00 0 0 — — — —





M-path %VXX
Days

Avg
StDevP





Jul 25 (-) (+) (-) (+) (-) (+) (-) (+)





2 days -172.30 123.92 49 40 -3.52 3.05 2.53 2.74





3 days -78.95 52.01 23 18 -3.43 2.89 1.75 2.94





4 days -38.66 23.97 10 6 -3.87 3.99 1.97 3.89





5 days -14.04 1.24 5 1 -2.81 1.24 0.73 0.00





6 days -7.77 1.24 3 1 -2.59 1.24 0.46 0.00





qPath %VXX
Days

Avg
StDevP
16 N/F -1.43

Jul 24 (-) (+) (-) (+) (-) (+) (-) (+)





1.1 -82.84 99.07 27 22 -3.07 4.50 2.60 3.27





111 -41.36 34.35 10 8 -4.14 4.29 3.36 2.43





1113 -10.34 12.36 4 4 -2.58 3.09 1.05 2.29





11132 0.00 0.00 0 0 — — — —





M-path %VXX
Days

Avg
StDevP





Jul 24 (-) (+) (-) (+) (-) (+) (-) (+)





2 days -129.71 193.84 41 36 -3.16 5.38 2.48 4.79





3 days -59.89 100.97 16 20 -3.74 5.05 3.10 3.55





4 days -14.66 37.97 6 10 -2.44 3.80 1.15 2.57





5 days -9.12 8.86 4 3 -2.28 2.95 1.03 2.17





6 days -5.20 5.14 2 1 -2.60 5.14 0.86 0.00





qPath %VXX
Days

Avg
StDevP
15 N/F 4.27

Jul 23 (-) (+) (-) (+) (-) (+) (-) (+)





1.1 -82.84 99.07 27 22 -3.07 4.50 2.60 3.27





113 -31.77 41.76 13 9 -2.44 4.64 1.81 2.46





1132 -2.09 2.50 1 1 -2.09 2.50 0.00 0.00





11323 0.00 0.00 0 0 — — — —





M-path %VXX
Days

Avg
StDevP





Jul 23 (-) (+) (-) (+) (-) (+) (-) (+)





2 days -129.71 193.84 41 36 -3.16 5.38 2.48 4.79





3 days -69.81 92.87 25 16 -2.79 5.80 1.89 5.96





4 days -40.46 42.54 12 7 -3.37 6.08 1.61 6.42





5 days -26.79 25.87 7 3 -3.83 8.62 1.90 8.63





6 days -18.85 5.17 5 2 -3.77 2.59 2.17 1.58





qPath %VXX
Days

Avg
StDevP
14 up 6.52
100 Jul 20 (-) (+) (-) (+) (-) (+) (-) (+)





1.3 -80.56 106.58 31 31 -2.60 3.44 1.95 3.16





132 -3.26 24.71 2 5 -1.63 4.94 0.77 2.34





1323 -0.86 8.52 1 2 -0.86 4.26 0.00 2.25





13234 0.00 6.52 0 1 — 6.52 — 0.00





M-path %VXX
Days

Avg
StDevP





Jul 20 (-) (+) (-) (+) (-) (+) (-) (+)





2 days -140.62 133.80 48 42 -2.93 3.19 2.18 3.10





3 days -64.92 89.73 20 20 -3.25 4.49 1.73 2.68





4 days -42.06 39.93 11 11 -3.82 3.63 1.87 2.83





5 days -22.86 35.03 6 8 -3.81 4.38 2.02 2.99





6 days -17.14 23.88 5 6 -3.43 3.98 2.00 3.32





qPath %VXX
Days

Avg
StDevP
13 N/F 5.01

Jul 19 (-) (+) (-) (+) (-) (+) (-) (+)





3.2 -21.04 22.03 8 7 -2.63 3.15 1.62 2.41





323 0.00 5.64 0 3 — 1.88 — 0.80





3234 0.00 0.00 0 0 — — — —





32343 0.00 0.00 0 0 — — — —





M-path %VXX
Days

Avg
StDevP





Jul 19 (-) (+) (-) (+) (-) (+) (-) (+)





3.1 -172.30 118.90 49 39 -3.52 3.05 2.53 2.76





313 -93.35 66.90 26 21 -3.59 3.19 3.06 2.59





3133 -56.52 52.11 14 13 -4.04 4.01 3.69 2.81





31333 -22.69 39.47 9 10 -2.52 3.95 2.93 2.86





313331 -5.41 8.98 2 2 -2.70 4.49 1.48 3.20





qPath %VXX
Days

Avg
StDevP
12 N/F -2.18

Jul 18 (-) (+) (-) (+) (-) (+) (-) (+)





2.3 -13.27 11.37 5 5 -2.65 2.27 1.71 1.60





234 0.00 0.92 0 1 — 0.92 — 0.00





2343 0.00 0.92 0 1 — 0.92 — 0.00





23431 0.00 0.00 0 0 — — — —





M-path %VXX
Days

Avg
StDevP





Jul 18 (-) (+) (-) (+) (-) (+) (-) (+)





2 days -138.44 127.29 47 41 -2.95 3.10 2.20 3.09





3 days -73.52 44.08 27 22 -2.72 2.00 2.47 2.98





4 days -53.19 34.96 19 15 -2.80 2.33 2.72 3.43





5 days -13.33 20.13 4 6 -3.33 3.36 2.81 5.13





6 days -4.83 14.49 1 2 -4.83 7.24 0.00 7.24





qPath %VXX
Days

Avg
StDevP
11 N/F 1.18

Jul 17 (-) (+) (-) (+) (-) (+) (-) (+)





3.4 -40.48 32.64 15 8 -2.70 4.08 1.96 3.74





343 -20.48 24.27 8 6 -2.56 4.04 1.79 4.02





3431 -0.72 0.00 1 0 -0.72 — 0.00 —





34314 0.00 0.00 0 0 — — — —





M-path %VXX
Days

Avg
StDevP





Jul 17 (-) (+) (-) (+) (-) (+) (-) (+)





2 days -247.61 185.50 84 49 -2.95 3.79 2.11 3.80





3 days -128.36 108.59 50 34 -2.57 3.19 1.73 3.28





4 days -48.33 30.93 23 10 -2.10 3.09 1.48 3.14





5 days -31.67 15.75 14 3 -2.26 5.25 1.69 3.81





6 days -22.48 2.11 9 1 -2.50 2.11 1.75 0.00





qPath %VXX
Days

Avg
StDevP
10 down -3.57
100 Jul 16 (-) (+) (-) (+) (-) (+) (-) (+)





4.3 -53.61 12.08 16 3 -3.35 4.03 2.04 5.02





431 -7.40 0.00 2 0 -3.70 — 1.56 —





4314 0.00 0.00 0 0 — — — —





43141 0.00 0.00 0 0 — — — —





M-path %VXX
Days

Avg
StDevP





Jul 16 (-) (+) (-) (+) (-) (+) (-) (+)





2 days -247.61 185.50 84 49 -2.95 3.79 2.11 3.80





3 days -118.82 76.91 33 15 -3.60 5.13 2.43 4.48





4 days -56.26 46.27 17 8 -3.31 5.78 2.35 5.68





5 days -36.99 6.92 10 1 -3.70 6.92 2.15 0.00





6 days -25.89 6.92 7 1 -3.70 6.92 2.44 0.00





qPath %VXX
Days

Avg
StDevP
9 N/F -1.35

Jul 13 (-) (+) (-) (+) (-) (+) (-) (+)





3.1 -110.50 72.83 30 22 -3.68 3.31 2.88 2.95





314 -14.78 11.51 5 2 -2.96 5.76 3.46 2.36





3141 -5.04 3.39 3 1 -1.68 3.39 1.54 0.00





31414 0.00 0.00 0 0 — — — —





M-path %VXX
Days

Avg
StDevP





Jul 13 (-) (+) (-) (+) (-) (+) (-) (+)





2 days -170.95 118.90 48 39 -3.56 3.05 2.54 2.76





3 days -92.00 66.90 25 21 -3.68 3.19 3.08 2.59





4 days -35.48 14.78 11 8 -3.23 1.85 1.99 1.41





5 days -26.42 2.92 8 2 -3.30 1.46 1.89 0.68





6 days -12.70 0.78 4 1 -3.17 0.78 1.15 0.00





qPath %VXX
Days

Avg
StDevP
8 N/F -5.72

Jul 12 (-) (+) (-) (+) (-) (+) (-) (+)





1.4 -36.88 13.63 9 5 -4.10 2.73 2.81 3.80





141 -16.15 13.17 5 3 -3.23 4.39 1.16 4.14





1414 0.00 1.23 0 1 — 1.23 — 0.00





14144 0.00 0.00 0 0 — — — —





M-path %VXX
Days

Avg
StDevP





Jul 12 (-) (+) (-) (+) (-) (+) (-) (+)





2 days -132.72 127.29 46 41 -2.89 3.10 2.19 3.09





3 days -59.20 83.21 19 19 -3.12 4.38 1.67 2.70





4 days -36.34 33.42 10 10 -3.63 3.34 1.86 2.81





5 days -17.14 28.51 5 7 -3.43 4.07 2.00 3.08





6 days 0.00 11.15 0 2 — 5.57 — 0.93





qPath %VXX
Days

Avg
StDevP
7 N/F 0.71

Jul 11 (-) (+) (-) (+) (-) (+) (-) (+)





4.1 -28.01 23.33 8 9 -3.50 2.59 1.67 2.52





414 0.00 4.70 0 1 — 4.70 — 0.00





4144 0.00 0.00 0 0 — — — —





41441 0.00 0.00 0 0 — — — —





M-path %VXX
Days

Avg
StDevP





Jul 11 (-) (+) (-) (+) (-) (+) (-) (+)





2 days -170.95 118.19 48 38 -3.56 3.11 2.54 2.77





3 days -92.00 66.18 25 20 -3.68 3.31 3.08 2.60





4 days -56.52 51.40 14 12 -4.04 4.28 3.69 2.75





5 days -33.84 11.93 5 2 -6.77 5.97 3.32 1.07





6 days -4.27 4.89 1 1 -4.27 4.89 0.00 0.00





qPath %VXX
Days

Avg
StDevP
6 up -3.23
0 Jul 10 (-) (+) (-) (+) (-) (+) (-) (+)





1.4 -33.64 13.63 8 5 -4.21 2.73 2.96 3.80





144 -6.94 0.46 1 2 -6.94 0.23 0.00 0.23





1441 0.00 0.46 0 1 — 0.46 — 0.00





14413 0.00 0.00 0 0 — — — —





M-path %VXX
Days

Avg
StDevP





Jul 10 (-) (+) (-) (+) (-) (+) (-) (+)





2 days -129.48 127.29 45 41 -2.88 3.10 2.21 3.09





3 days -70.29 44.08 26 22 -2.70 2.00 2.52 2.98





4 days -17.10 9.12 7 7 -2.44 1.30 1.83 1.42





5 days -7.36 7.42 2 5 -3.68 1.48 2.58 1.63





6 days -7.36 6.1 2 4 -3.68 1.53 2.58 1.81





qPath %VXX
Days

Avg
StDevP
5 down 2.76
0 Jul 9 (-) (+) (-) (+) (-) (+) (-) (+)





4.4 0.00 11.13 0 3 — 3.71 — 2.42





441 0.00 6.96 0 1 — 6.96 — 0.00





4413 0.00 0.00 0 0 — — — —





44133 0.00 0.00 0 0 — — — —





M-path %VXX
Days

Avg
StDevP





Jul 9 (-) (+) (-) (+) (-) (+) (-) (+)





2 days -247.61 182.74 84 48 -2.95 3.81 2.11 3.83





3 days -118.82 74.15 33 14 -3.60 5.30 2.43 4.59





4 days -56.26 43.51 17 7 -3.31 6.22 2.35 5.95





5 days -19.27 36.59 7 6 -2.75 6.10 2.51 6.42





6 days -18.75 12.76 6 2 -3.13 6.38 2.53 3.45





qPath %VXX
Days

Avg
StDevP
4 up -0.77
0 Jul 6 (-) (+) (-) (+) (-) (+) (-) (+)





4.1 -27.24 23.33 7 9 -3.89 2.59 1.40 2.52





413 -5.37 14.75 1 5 -5.37 2.95 0.00 3.06





4133 -5.37 6.72 1 3 -5.37 2.24 0.00 2.30





41333 0.00 5.52 0 2 — 2.76 — 2.67





M-path %VXX
Days

Avg
StDevP





Jul 6 (-) (+) (-) (+) (-) (+) (-) (+)





2 days -170.18 118.19 47 38 -3.62 3.11 2.53 2.77





3 days -91.23 66.18 24 20 -3.80 3.31 3.09 2.60





4 days -55.75 51.40 13 12 -4.29 4.28 3.71 2.75





5 days -21.91 39.47 8 10 -2.74 3.95 3.03 2.86





6 days -16.51 30.49 6 8 -2.75 3.81 3.40 2.75





qPath %VXX
Days

Avg
StDevP
3 N/F -1.04

Jul 5 (-) (+) (-) (+) (-) (+) (-) (+)





1.3 -79.52 100.07 30 30 -2.65 3.34 1.96 3.17





133 -44.40 25.88 18 10 -2.47 2.59 2.00 4.09





1333 -26.28 16.06 10 4 -2.63 4.01 2.15 6.08





13334 -2.53 0.00 1 0 -2.53 — 0.00 —





M-path %VXX
Days

Avg
StDevP





Jul 5 (-) (+) (-) (+) (-) (+) (-) (+)





2 days -128.44 127.29 44 41 -2.92 3.10 2.22 3.09





3 days -69.25 44.08 25 22 -2.77 2.00 2.54 2.98





4 days -52.15 34.96 18 15 -2.90 2.33 2.76 3.43





5 days -38.82 14.82 14 9 -2.77 1.65 2.74 0.98





6 days -3.94 4.44 4 2 -0.98 2.22 1.32 0.01





qPath %VXX
Days

Avg
StDevP
2 N/F 3.60

Jul 3 (-) (+) (-) (+) (-) (+) (-) (+)





3.3 -151.27 123.29 52 33 -2.91 3.74 2.17 3.89





333 -53.68 43.23 22 15 -2.44 2.88 1.40 3.05





3334 -4.18 1.36 2 2 -2.09 0.68 0.87 0.64





33342 0.00 0.00 0 0 — — — —





M-path %VXX
Days

Avg
StDevP





Jul 3 (-) (+) (-) (+) (-) (+) (-) (+)





2 days -245.36 179.15 83 47 -2.96 3.81 2.12 3.87





3 days -126.11 105.00 49 33 -2.57 3.18 1.75 3.33





4 days -78.65 74.07 26 23 -3.02 3.22 1.83 3.41





5 days -62.94 18.76 16 6 -3.93 3.13 1.68 2.70





6 days -35.88 14.44 10 3 -3.59 4.81 1.84 2.62





qPath %VXX
Days

Avg
StDevP
1 down -2.25
100 Jul 2 (-) (+) (-) (+) (-) (+) (-) (+)





3.3 -151.27 123.29 52 33 -2.91 3.74 2.17 3.89





334 -7.49 21.24 6 7 -1.25 3.03 0.53 2.44





3342 0.00 0.00 0 0 — — — —





33423 0.00 0.00 0 0 — — — —





M-path %VXX
Days

Avg
StDevP





Jul 2 (-) (+) (-) (+) (-) (+) (-) (+)





2 days -238.85 179.15 82 47 -2.91 3.81 2.09 3.87





3 days -126.11 105.00 49 33 -2.57 3.18 1.75 3.33





4 days -46.08 30.93 22 10 -2.09 3.09 1.51 3.14





5 days -29.42 15.75 13 3 -2.26 5.25 1.75 3.81





6 days -20.23 2.11 8 1 -2.53 2.11 1.86 0.00



Tue, July 31, 2012 3:20 PM EDST new July 31

Our qPath and Mosconi Effect M-path algorithms' predictions for Wed Aug 1 VXX close, assuming VXX closes UP today in quad 1.

qPath%VXX
Days

Avg
StDevP
Jul 31(-)(+)(-)(+)(-)(+)(-)(+)
1.1-84.27103.342823-3.074.502.573.20
113-31.7746.031310-2.444.641.812.33
1133-3.5512.4233-1.184.141.351.45
11334-0.178.2612-0.174.130.001.78
M-path%VXX
Days

Avg
StDevP
Jul 31(-)(+)(-)(+)(-)(+)(-)(+)
2 days-131.14198.114237-3.165.382.464.73
3 days-69.8197.142517-2.795.801.895.79
4 days-29.3550.33139-2.265.591.965.56
5 days-18.8419.33105-1.883.871.461.47
6 days-11.056.5142-2.763.261.740.91


Tue, July 31, 2012 9:00 AM EDST new July 31

Based on our qPath and Mosconi Effect algorithms predictions, we're forecasting VXX will close UP today, Tue, 7/31.


Mon, July 30, 2012 12:15 PM EDST new July 30

Our qPath and Mosconi Effect M-path algorithms' predictions for Tue July 31 VXX close, assuming VXX closes UP today in quad 1.

qPath%VXX
Days

Avg
StDevP
Jul 30(-)(+)(-)(+)(-)(+)(-)(+)
1.3-80.56106.583131-2.603.341.953.16
133-45.4525.881910-2.392.591.974.09
1334-1.037.8814-1.031.970.001.10
133410.005.6503—1.88—1.25
M-path%VXX
Days

Avg
StDevP
Jul 30(-)(+)(-)(+)(-)(+)(-)(+)
2 days-140.62133.804842-2.953.102.183.10
3 days-75.7044.082822-2.722.002.432.98
4 days-55.3734.962015-2.802.332.663.43
5 days-15.5120.1356-3.333.362.565.13
6 days-8.495.6534-2.831.413.091.36




Sun, July 29, 2012 10:40 PM EDST new July 29

We're unable to forecast VXX close for Mon because of no qPath and Mosconi Effect algorithm clear predictions:
  1. VXX closed DOWN Fri in quad 3 -2.77%, down 3 days in a row
  2. We forecast correctly Thu that VXX would close DOWN Fri Jul 27

Fri, July 27, 2012 11:20 AM EDST new July 27

Our qPath and Mosconi Effect M-path algorithms' predictions for Mon July 30 VXX close, assuming VXX closes DOWN today in quad 3. 

First 2 tables are actual qPath and M-path predictions. 
Second 2 tables are predictions assuming dreaded quad 4 = quad 3.

qPath%VXX
Days

Avg
StDevP
Jul 27(-)(+)(-)(+)(-)(+)(-)(+)
3.4-40.4833.82159-2.703.761.963.64
334-9.7421.2477-1.393.030.602.44
3341-2.8910.2223-1.443.410.132.93
33411-2.8910.2223-1.443.410.132.93
M-path%VXX
Days

Avg
StDevP
Jul 27(-)(+)(-)(+)(-)(+)(-)(+)
2 days-251.18186.688550-2.963.732.093.78
3 days-128.36109.775035-2.573.141.733.25
4 days-48.3332.112311-2.102.921.483.04
5 days-16.6615.1897-1.852.171.022.23
6 days-7.499.2542-1.874.621.362.90

Assuming dreaded quad 4 = quad 3

qPath%VXX
Days

Avg
StDevP
Jul 27(-)(+)(-)(+)(-)(+)(-)(+)
3.3-153.52126.895334-2.903.732.153.83
333-53.6846.832216-2.442.931.402.96
3331-30.0516.15144-2.154.041.443.80
33311-11.823.4362-1.971.711.220.01
M-path%VXX
Days

Avg
StDevP
Jul 27(-)(+)(-)(+)(-)(+)(-)(+)
2 days-251.18186.688550-2.963.732.093.78
3 days-128.36109.775035-2.573.141.733.25
4 days-48.3332.112311-2.102.921.483.04
5 days-16.6615.1897-1.852.171.022.23
6 days-7.499.2542-1.874.621.362.90



Thu, July 26, 2012 5:30 PM EDST new July 26

Based solely on our Mosconi Effect M-path algorithm predictions, we're forecasting VXX will close DOWN again tomorrow, Fri, as it did today.
  1. VXX closed DOWN today in quad 3, a whopping -7.61%
  2. No forecast yesterday for today's close
Frog reminded us that yesterday's quad 4 close was within a 'gnat's eye' of quad 3. So here are our algorithm's predictions for VXX close tomorrow assuming yesterday closed in quad 3 instead of quad 4 — fairly strong predictions VXX will close DOWN tomorrow:

qPath%VXX
Days

Avg
StDevP
Jul 26(-)(+)(-)(+)(-)(+)(-)(+)
3.3-153.52126.895334-2.903.732.153.83
331-78.7642.55217-3.756.082.755.87
3311-39.467.4082-4.933.702.811.48
33111-23.345.1841-5.835.181.700.00
M-path%VXX
Days

Avg
StDevP
Jul 26(-)(+)(-)(+)(-)(+)(-)(+)
2 days-172.30123.924940-3.523.052.532.74
3 days-122.3876.913415-3.605.132.404.48
4 days-62.5530.64167-3.914.382.482.24
5 days-32.5420.6664-5.425.161.521.92
6 days-24.856.4941-6.216.491.230.00



Thu, July 26, 2012 10:30 AM EDST new July 26

Our qPath and Mosconi Effect M-path algorithms' predictions for Fri July 27 VXX close, assuming VXX closes DOWN today in quad 3:

qPath%VXX
Days

Avg
StDevP
Jul 26(-)(+)(-)(+)(-)(+)(-)(+)
3.4-40.4833.82159-2.703.761.963.64
341-13.051.4551-2.611.451.570.00
3411-13.050.0050-2.61—1.57—
341110.000.0000————
M-path%VXX
Days

Avg
StDevP
Jul 26(-)(+)(-)(+)(-)(+)(-)(+)
2 days-172.30123.924940-3.523.052.532.74
3 days-122.3876.913415-3.605.132.404.48
4 days-62.5530.64167-3.914.382.482.24
5 days-32.5420.6664-5.425.161.521.92
6 days-24.856.4941-6.216.491.230.00


Wed, July 25, 2012 4:20 PM EDST new July 25

We're unable to forecast VXX close for Thur because of no qPath and Mosconi Effect algorithm clear predictions in 2 tables below, and the lack of qPath historical data due to VXX closing in dreaded quad 4 today. 
  1. VXX closed DOWN today, Wed, -1.43% in quad 4
  2. No forecast yesterday for today's close

Wed, July 25, 2012 3:29 PM EDST new July 25

Our qPath and Mosconi Effect M-path algorithms' predictions for Thu July 25 VXX close, assuming VXX closes DOWN today in dreaded quad 4:

qPath%VXX
Days

Avg
StDevP
Jul 25(-)(+)(-)(+)(-)(+)(-)(+)
4.1-28.0124.04810-3.502.401.672.45
411-21.883.8963-3.651.301.370.26
4111-4.270.0010-4.27—0.00—
411130.000.0000————
M-path%VXX
Days

Avg
StDevP
Jul 25(-)(+)(-)(+)(-)(+)(-)(+)
2 days-172.30123.924940-3.523.052.532.74
3 days-78.9552.012318-3.432.891.752.94
4 days-38.6623.97106-3.873.991.973.89
5 days-14.041.2451-2.811.240.730.00
6 days-7.771.2431-2.591.240.460.00

Tue, July 24, 2012 4:00 PM EDST new July 24

The Dow careened toward its third straight triple-digit point decline after poor corporate-earnings reports, weak manufacturing data and concerns Greece won't be able to pay its debts — And, the S&P 500 lost nearly 2% of its value in these 3 days. Neither of our algorithms could have predicted these unexpected market declines and VXX increases.

So again, we're not forecasting VXX close Wed because of these unexpected extreme market conditions, no qPath and Mosconi Effect algorithm clear predictions in 2 tables below, and the lack of qPath historical data. 
  1. VXX closed UP today, Tue +4.27% in quad 1
  2. No forecast yesterday for today's close
  3. Today was day #3 of a 3-day Run. The last 3-day Run (May 30 - June 1) was followed by nine 1-day Runs ending with the current 3-day Run, suggesting that the current 3-day Run may be short-lived.
Frog says, "Last 3 days were like a deep, wild dive and not hitting my pond bottom. But remember, 3 days doth not a fortnight make."


Tue, July 24, 2012 11:15 AM EDST new July 24

Our qPath and Mosconi Effect M-path algorithms' predictions for Wed July 24 VXX close, assuming VXX closes UP today in quad 1:

qPath%VXX
Days

Avg
StDevP
Jul 24(-)(+)(-)(+)(-)(+)(-)(+)
1.1-82.8499.072722-3.074.502.603.27
111-41.3634.35108-4.144.293.362.43
1113-10.3412.3644-2.583.091.052.29
111320.000.0001—0.00—0.00
M-path%VXX
Days

Avg
StDevP
Jul 24(-)(+)(-)(+)(-)(+)(-)(+)
2 days-129.71193.844136-3.165.382.484.79
3 days-59.89100.971620-3.745.053.103.55
4 days-14.6637.97610-2.443.801.152.57
5 days-9.128.8643-2.282.951.032.17
6 days-5.205.1421-2.605.140.860.00

quads 1,2,3,4


Frog says, "The rain in Spain is a market drain and a bum pain."




Mon, July 23, 2012 6:45 PM EDST new July 23

No forecast again for VXX close Tue — no qPath and Mosconi Effect algorithm clear predictions in 2 tables below due to lack of qPath historical data. 
  1. VXX closed UP today, Thu +6.52% in quad 1
  2. No forecast Fri for today's close

Mon, July 23, 2012 4:00 PM EDST new July 23

Our qPath and Mosconi Effect M-path algorithms' predictions for Tue July 24 VXX close. VXX closed UP +6.52% today in quad 1: 

qPath%VXX
Days

Avg
StDevP
Jul 23(-)(+)(-)(+)(-)(+)(-)(+)
1.1-82.8499.072722-3.074.502.603.27
113-31.7741.76139-2.444.641.812.46
1132-2.092.5011-2.092.500.000.00
113230.000.0000————
M-path%VXX
Days

Avg
StDevP
Jul 23(-)(+)(-)(+)(-)(+)(-)(+)
2 days-129.71193.844136-3.165.382.484.79
3 days-69.8192.872516-2.795.801.895.96
4 days-40.4642.54127-3.376.081.616.42
5 days-26.7925.8773-3.838.621.908.63
6 days-18.855.1752-3.772.592.171.58




Sat, July 21, 2012 5:40 PM EDST new July 21

If you think the VXX crash is over, read these messages between Frog and Chimay in Comments today Sat July 21:

Text message from Frog: SUMMER 2012 C SAW SIR VXX UP TDY MNS VXX DOWN TMRW

Human translation: Since June 1st, every single time VXX has closed UP it has closed DOWN the next day. This has happened 9 times since June 1st.

Message from Frog for Mr. Chimay

Mr. Chimay, you 2 are a great man of wisdom and intellect. And your devotion helping me crack the VIX Volatility Code is exceeded only by my LUV for the Fat Lady. I always enjoy your insight and humor. Keep 'em com'n!

LUV, Frog

PS My translation of Frog's text: Since June 11, every single time VXX has closed UP it has closed DOWN the next day. This has happened 10 times since June 11. June 1st close was 3-day Run tail.



Fri, July 20, 2012 6:20 PM EDST new July 20

No forecast again for VXX close Mon, no qPath and Mosconi Effect algorithm clear predictions in 2 tables below. 
  1. VXX closed UP today, Thu +5.01% 
  2. No forecast yesterday for today's close
Fri, July 20, 2012 1:30 PM EDST new July 20

Our qPath and Mosconi Effect M-path algorithms' predictions for Mon July 23 VXX close assuming VXX closes UP today in quad 1. 


CORRECTION This data corrected July 25, added 1 day to all (+), Would have forecast UP

qPath%VXX
Days

Avg
StDevP
Jul 20(-)(+)(-)(+)(-)(+)(-)(+)
1.3-80.56106.583131-2.603.441.953.16
132-3.2624.7125-1.634.940.772.34
1323-0.868.5212-0.864.260.002.25
132340.006.5201—6.52—0.00
M-path%VXX
Days

Avg
StDevP
Jul 20(-)(+)(-)(+)(-)(+)(-)(+)
2 days-140.62133.804842-2.933.192.183.10
3 days-64.9289.732020-3.254.491.732.68
4 days-42.0639.931111-3.823.631.872.83
5 days-22.8635.0368-3.814.382.022.99
6 days-17.1423.8856-3.433.982.003.32


Fri, July 20, 2012 6:23 AM EDST new July 20

From the WSJ 6:23 AM

Investor sentiment has fallen off a cliff. And that could mean a stock rally is around the corner.

Bullish sentiment among individual investors is down to 22.19%, the lowest level since Aug. 2010, according to the American Association of Individual Investors' latest weekly survey. The downbeat feelings have coincided with the beginning of earnings season, worries about slowing U.S. economic growth and continued turmoil In Europe.

Why is this a positive sign? The thinking goes like this: When the majority of investors start acting, thinking and believing one way, the market tends to move in the opposite direction. Plenty of market watchers view sentiment as a contrarian indicator, especially when it hits extreme levels. Bulls typically think rising pessimism is a good sign for stocks. The market tends to bottom when people are overly bearish, whereas tops occur when optimism surges.

There are numbers to back this up.

In a note to clients, analysts at Bespoke Investment Group pointed out there have been six other instances since November 2009 in which this bullish sentiment indicator fell below 25%. In each instance, the S&P 500 rose in the ensuing month, averaging a 5% gain in that timeframe.

A "lack of bullish sentiment has been a positive for future short-term returns in the equity market," Bespoke says.

Furthermore, the market seems to have found its footing this week after some turbulence earlier this month. The S&P 500 is riding a three-day winning streak and has posted gains in four of the last five sessions.

"What makes this week’s decline [in sentiment] even more noteworthy is the fact that the big drop in bullish sentiment came in a week where the S&P 500 was up more than 2%," Bespoke adds.

To be sure, if a large majority of investors are leaning one way, there’s generally a good reason for the move. This time is no different. Europe’s debt crisis is far from solved, U.S. GDP growth is expected to slow substantially and earnings season has gotten off to a choppy start.

The AAII survey also points out that sentiment is measured by how investors think stocks will perform throughout the next six months. Any short-term pop could be fleeting.

But for now, a rush of investor pessimism may be reason enough to get a little more cheery on stocks.

"When the masses line up all on one side, we believe it’s time to go the other way," says Mark Arbeter, chief technical strategist at S&P Capital IQ.

Thu, July 19, 2012 8:30 PM EDST new July 19

No forecast for VXX close again tomorrow, Fri, because of no qPath and Mosconi Effect algorithm predictions in 2 tables below. 
  1. VXX closed DOWN today, Thu -2.18% 
  2. No forecast yesterday for today's close

Thu, July 19, 2012 1:00 PM EDST new July 19

Frog would call these predictions another of 

"my dog's bad breakfast." 

Our qPath and Mosconi Effect M-path algorithms' predictions for Fri July 20 VXX close assuming VXX closes today quad 3. 

qPath%VXX
Days

Avg
StDevP
Jul 19(-)(+)(-)(+)(-)(+)(-)(+)
3.2-21.0422.0387-2.633.151.622.41
3230.005.6403—1.88—0.80
32340.000.0000————
323430.000.0000————
M-path%VXX
Days

Avg
StDevP
Jul 19(-)(+)(-)(+)(-)(+)(-)(+)
2 days-172.30118.904939-3.523.052.532.76
3 days-93.3566.902621-3.593.193.062.59
4 days-56.5252.111413-4.044.013.692.81
5 days-22.6939.47910-2.523.952.932.86
6 days-5.418.9822-2.704.491.483.20

quads 1,2,3,4





Thu, July 19, 2012 6:20 AM EDST new July 19

No forecast for VXX close today, Thu, because of mixed qPath and Mosconi Effect algorithm predictions. 
  1. VXX closed UP yesterday, Wed, +1.18% in dreaded quad 2
  2. No forecast Tue for Wed close
Wed, July 18, 2012 4:00 PM EDST new July 18 

Frog would call these predictions a "dog's bad breakfast." 

Our qPath and Mosconi Effect M-path algorithms' predictions for Thu July 19 VXX close. VXX closed UP today in dreaded quad 2:

qPath%VXX
Days

Avg
StDevP
Jul 18(-)(+)(-)(+)(-)(+)(-)(+)
2.3-13.2711.3755-2.652.271.711.60
2340.000.9201—0.92—0.00
23430.000.9201—0.92—0.00
234310.000.0000————
M-path%VXX
Days

Avg
StDevP
Jul 18(-)(+)(-)(+)(-)(+)(-)(+)
2 days-138.44127.294741-2.953.102.203.09
3 days-73.5244.082722-2.722.002.472.98
4 days-53.1934.961915-2.802.332.723.43
5 days-13.3320.1346-3.333.362.815.13
6 days-4.8314.4912-4.837.240.007.24


Wed, July 18, 2012 6:41 AM EDST new July 18 

No forecast for VXX close today, Wed, because of limited qPath algorithm historical data. 

  1. VXX closed DOWN yesterday -3.57% in quad 3
  2. Our forecast Mon was correct that VXX would close DOWN Tue
  3. Frog will be happy we're not trying to fiddle a stringless fiddle

Tue, July 17, 2012 1:00 PM EDST new July 17 

Our qPath and Mosconi Effect M-path algorithms' predictions for Wed July 18 VXX close, assuming VXX closes DOWN today in quad 3:

qPath%VXX
Days

Avg
StDevP
Jul 17(-)(+)(-)(+)(-)(+)(-)(+)
3.4-40.4832.64158-2.704.081.963.74
343-20.4824.2786-2.564.041.794.02
3431-0.720.0010-0.72—0.00—
343140.000.0000————
M-path%VXX
Days

Avg
StDevP
Jul 17(-)(+)(-)(+)(-)(+)(-)(+)
2 days-247.61185.508449-2.953.792.113.80
3 days-128.36108.595034-2.573.191.733.28
4 days-48.3330.932310-2.103.091.483.14
5 days-31.6715.75143-2.265.251.693.81
6 days-22.482.1191-2.502.111.750.00

Tue, July 17, 2012 6:00 AM EDST new July 17 

We're forecasting VXX will close DOWN today Tue July 17 based solely on our Mosconi Effect M-path algorithm strong predictions in 2nd table below.
  1. VXX closed DOWN yesterday -1.35%  in dreaded quad 4
  2. Dreaded quad 4 will interfere with qPath predictions for next 4 days 
  3. No forecast yesterday for VXX close today
  4. Clinker in the woodpile is Bernanke's speech today
  5. Frog says, "Fiddles are for fiddling, not our algorithms." Ouch.
  6. Our retort to Frog — A fiddle with no strings cannot be fiddled
Mon, July 16, 2012 2:30 PM EDST new July 16 

Our qPath and Mosconi Effect M-path algorithms' predictions for Tue July 17 VXX close, assuming VXX closes DOWN today in dreaded quad 4:

qPath%VXX
Days

Avg
StDevP
Jul 16(-)(+)(-)(+)(-)(+)(-)(+)
4.3-53.6112.08163-3.354.032.045.02
431-7.400.0020-3.70—1.56—
43140.000.0000————
431410.000.0000————
M-path%VXX
Days

Avg
StDevP
Jul 16(-)(+)(-)(+)(-)(+)(-)(+)
2 days-247.61185.508449-2.953.792.113.80
3 days-118.8276.913315-3.605.132.434.48
4 days-56.2646.27178-3.315.782.355.68
5 days-36.996.92101-3.706.922.150.00
6 days-25.896.9271-3.706.922.440.00

quads 1,2,3,4

About wringing a forecast from these algorithms predictions, Frog says, 

You can't make a silk purse from a sow's ear, and 
You can't squeeze blood from a turnip.

Thanks Frog. You're always a lot of help :)

Mon, July 16, 2012 6:00 AM EDST new July 16 

No forecast for VXX close today, Mon, because no qPath algorithm historical data.
  1. VXX closed DOWN Fri -5.73%
  2. We did not forecast Fri close Thu

Fri, July 13, 2012 12:15 PM EDST new July 13 

Our qPath and Mosconi Effect M-path algorithms' predictions for Mon July 16 VXX close, assuming VXX closes DOWN today in quad 3:

qPath%VXX
Days

Avg
StDevP
Jul 13(-)(+)(-)(+)(-)(+)(-)(+)
3.1-110.5072.833022-3.683.312.882.95
314-14.7811.5152-2.965.763.462.36
3141-5.043.3931-1.683.391.540.00
314140.000.0000————
M-path%VXX
Days

Avg
StDevP
Jul 13(-)(+)(-)(+)(-)(+)(-)(+)
2 days-170.95118.194838-3.563.112.542.77
3 days-92.0066.182520-3.683.313.082.60
4 days-35.4814.78118-3.231.851.991.41
5 days-26.422.9282-3.301.461.890.68
6 days-12.700.7841-3.170.781.150.00


Any advice for us and Frog about forecast for Mon? 
Some good humor would cheer Frog up (hint)


Thu, July 12, 2012 11:00 PM EDST new July 12 

We are unable to forecast VXX close tomorrow, Fri, because our algorithms below do not predict a clear, consistent direction again.
  1. VXX closed UP today +0.71%
  2. We did not forecast today's close yesterday
  3. Two of our last 3 wrong forecasts ignored non-existent qPath data — this time we're not
  4. Ten of our last 11 positive Runs since June 22 were 1-day Runs, suggesting a low probability that Fri will close UP like Thu and as predicted by our Mosconi Effect M-path algorithm below

qPath%VXX
Days

Avg
StDevP
Jul 12(-)(+)(-)(+)(-)(+)(-)(+)
1.4-36.8813.6395-4.102.732.813.80
141-16.1513.1753-3.234.391.164.14
14140.001.2301—1.23—0.00
141440.000.0000————
M-path%VXX
Days

Avg
StDevP
Jul 12(-)(+)(-)(+)(-)(+)(-)(+)
2 days-132.72127.294641-2.893.102.193.09
3 days-59.2083.211919-3.124.381.672.70
4 days-36.3433.421010-3.633.341.862.81
5 days-17.1428.5157-3.434.072.003.08
6 days0.0011.1502—5.57—0.93

Thu, July 12, 2012 6:00 AM EDST new July 12 

Something different today — our Mosconi Effect M-path algorithm predictions for VXX close Fri if VXX closes Up or Down today Thu are in 2 tables below. 

Both Up and Down cases predict VXX will close UP Fri, Jul 13. But Frog says, "'VXX UP Fri ain't a slam dunk." Frog knows all so well :)

If VXX clos es UP  to day:

M-path%VXX
Days

Avg
StDevP
Jul 12(-)(+)(-)(+)(-)(+)(-)(+)
2 days-129.48127.294541-2.883.102.213.09
3 days-59.2083.211919-3.124.381.672.70
4 days-36.3433.421010-3.633.341.862.81
5 days-17.1428.5157-3.434.072.003.08
6 days0.0011.1502—5.57—0.93

If VXX closes DOWN today:

M-path%VXX
Days

Avg
StDevP
Jul 12(-)(+)(-)(+)(-)(+)(-)(+)
2 days-247.61185.508449-2.953.792.113.80
3 days-118.8276.913315-3.605.132.434.48
4 days-56.2646.27178-3.315.782.355.68
5 days-19.2739.3577-2.755.622.516.06
6 days-0.5223.8314-0.525.960.007.47

From the WSJ 6:14 AM today:

The stock-market geeks are getting nervous.

Wall Street's technical analysts - the folks who rummage through charts and patterns searching for hints on the market’s next move - are worried.

Up until recently, major stock indexes had been steadily gaining, setting higher highs and higher lows. Many chart watchers view that pattern as a bullish development.

But the big worry now is the S&P 500′s five-day losing streak could portend more trouble ahead.

The S&P 500 has lost 2.4% throughout the skid and is approaching two key technical levels. The index is hovering right around its 50-day moving average. More importantly, perhaps, the index is within striking distance of falling through a key "uptrend line" that extends through the 1330 to 1335 range.

This line, which many chart watchers are fixated on, started at the S&P 500′s June 4 low of 1266.74, It had been trending higher as stocks were gaining grand. Now that trend is in danger of breaking.

From CNN Money 7:49 AM today:

Following the stock market's rough run in the aftermath of the debt ceiling drama last summer, Wall Street experts are warning investors to buckle up for another a roller coaster ride.

In fact, 80% of the investment strategists and money managers surveyed by CNNMoney agree that the next several months could be just as volatile for the stock market as last year, or potentially even worse, as lawmakers try to avoid falling off the fiscal cliff at the end of the year.

"In case investors are not sufficiently convinced that policy makers and politicians are up to the task of handling the fiscal cliff in a reasonably effective manner, financial markets are likely to again fall sharply, similar to the plunge around the debt ceiling debacle in 2011," said John Praveen, managing director and chief investment strategist of Prudential International Investments Advisers.

Some say the moves could be even more nauseating this year because the economy is facing bigger headwinds: Europe's unresolved debt crisis, the slowdown in China and the stalling U.S. economic recovery.

And, as Frog says,"Bad storm rising. Buckle up — it's going to be bumpy ride."


Wed, July 11, 2012 6:00 PM EDST new July 11 

We are unable to forecast VXX close tomorrow, Thu, because our algorithms below do not predict a clear, consistent direction.
  1. VXX closed today in dreaded quad 4 DOWN -3.23%
  2. Our forecast yesterday that it would close UP was wrong
  3. Frog's happy, "When in doubt stay out."
  4. S&P 500 closed zero change, on the line between quad 3 and 4. WSJ reported this zero as red negative, so we used quad 4. But, it doesn't affect qPath predictions as you can see in 3rd and 4th tables below assuming quad 4=3 today. This should answer MrAdappoor's question in Comments about this.
Actual
qPath%VXX
Days

Avg
StDevP
Jul 11(-)(+)(-)(+)(-)(+)(-)(+)
4.1-28.0123.3389-3.502.591.672.52
4140.004.7001—4.70—0.00
41440.000.0000————
414410.000.0000————
M-path%VXX
Days

Avg
StDevP
Jul 11(-)(+)(-)(+)(-)(+)(-)(+)
2 days-170.95118.194838-3.563.112.542.77
3 days-92.0066.182520-3.683.313.082.60
4 days-56.5251.401412-4.044.283.692.75
5 days-33.8411.9352-6.775.973.321.07
6 days-4.274.8911-4.274.890.000.00

Assume quad 4=3 today
qPath%VXX
Days

Avg
StDevP
Jul 11(-)(+)(-)(+)(-)(+)(-)(+)
3.1-110.5072.833022-3.683.312.882.95
314-14.7811.5152-2.965.763.462.36
3144-9.370.0010-9.37—0.00—
314410.000.0000————
M-path%VXX
Days

Avg
StDevP
Jul 11(-)(+)(-)(+)(-)(+)(-)(+)
2 days-170.95118.194838-3.563.112.542.77
3 days-92.0066.182520-3.683.313.082.60
4 days-56.5251.401412-4.044.283.692.75
5 days-33.8411.9352-6.775.973.321.07
6 days-4.274.8911-4.274.890.000.00

quads 1,2,3,4


Tue, July 10, 2012 5:00 PM EDST new July 10 

We're forecasting that VXX will close UP tomorrow, Wed, July 11 based solely on our Mosconi Effect M-path algorithm predictions in 2nd table below.
  1. VXX closed UP today +2.76%
  2. Our forecast yesterday that VXX would close DOWN was wrong
Remember Frog's advice yesterday quoting Shakespeare's Macbeth: 

"To thine own self be true, and it must follow, as the night the day, thou canst not then be false to any man."

Frog tells us he's now rewriting Shakespeare:

"To thine own self be true, for as the night pass'th unto the day, so shall no man be true unto another until he is true unto himself." (Volatility Research Frog, 2012)

Good job, Frog, keep it coming :)

qPath%VXX
Days

Avg
StDevP
Jul 10(-)(+)(-)(+)(-)(+)(-)(+)
1.4-33.6413.6385-4.212.732.963.80
144-6.940.4612-6.940.230.000.23
14410.000.4601—0.46—0.00
144130.000.0000————
M-path%VXX
Days

Avg
StDevP
Jul 10(-)(+)(-)(+)(-)(+)(-)(+)
2 days-129.48127.294541-2.883.102.213.09
3 days-70.2944.082622-2.702.002.522.98
4 days