Mon, April 2, 2012 10:10 PM EDST
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.
VXX actually closed in Quad 4 very close to Quad 1 Thu, Mar 29. Since Quad 4 data is very limited, we've used Quad 1 rather than Quad 4 in data above.  Sat, March 31, 2012 11:21 PM EDST %VXX vs %S&P 500, Mar 5-30, 2012  Fri, March 30, 2012 9:43 PM EDST  Fri, March 30, 2012 10:37 AM EDST Our forecast, assuming VXX closes down today like it is now, for Mon, Apr 2, 2012, VXX will close DOWN. Final forecast later today if VXX looks like its closing up.
 4:39 PM today, Fri, Mar 30, VXX closed down as we forecast yesterday. Here's the chart for VXX and S&P 500 for this week:  Thu, March 29, 2012 3:30 PM EDST Our FINAL forecast for tomorrow, assuming VXX closes down today like it is now, Fri, Mar 30, 2012, VXX will close DOWN
 What a day — Damn the torpedoes, full speed ahead. The crash ain't over 'till the fat lady sings! Thu, March 29, 2012 12:22 PM EDST Our initial forecast for tomorrow's, Fri, Mar 30, close, like yesterday we are unable to forecast because of limited historical data and inconsistent signals from our qPath and M-path Mosconi Effect algorithms.
 " (Shakespeare's stock broker, Lord Iambroke) Thu, March 29, 2012 12:09 PM EDST If you're thinking of buying VXX because of the 3-day run up, be sure to read Bill Luby's good article first — more than a word of caution:
We enlarged Bill's chart Wed, March 28, 2012 2:02 PM EDST We are unable to forecast tomorrow's, Thu, Mar 29, close because of limited historical data and inconsistent signals from our qPath and M-path Mosconi Effect algorithms.
 Looks like today will definitely close up, which yesterday's qPath algorithm — alone without Mosconi Effect algorithm data — would have predicted. And, today was not a Boomerang Day but more like a Slingshot Day* "2 good days doth not a crash extinguish." (Shakespeare's stock broker, Lord Iambroke) 4:25 PM: Below is today's VXX closing chart. Wouldn't most of us, my gut included, predict VXX will close down tomorrow? BUT VIX volatility has been proven to out-fox us all, especially me:) Probability of VXX closing down the day after it closes up was 50/50 in 2011 — see #3. * - Slingshot Day with a dead wad:)  Tue, March 27, 2012 10:09 PM EDST Will tomorrow be a Boomerang Day too?  Tue, March 27, 2012 2:57 PM EDST We are unable to forecast tomorrow's, Wed, Mar 28, close because of no consistent signals from our qPath and M-path Mosconi Effect algorithms.
 Tue, March 27, 2012 2:57 PM EDST Very strong signals from our algorithm variables that VXX will close up today, not down we forecast yesterday.  Tomorrow's forecast later today. Mon, March 26, 2012 12:39 PM EDST Our forecast for tomorrow, Tue, Mar 27, 2012, VXX will close DOWN
These 2 Tables above have been checked and corrected where necessary. Thanks to chimay in today's Comments for pointing out our errors. "Knowledge rests not upon truth alone, but upon error also." (Carl Jung)  Sun, March 25, 2012 5:30 AM EDST VRI-VIX Index #2 has been modified to give buy/sell signals for current day only @ ± 50, down from ± 100 here. Chart of VRI-VIX Index #2 vs %VXX  Sat, March 24, 2012 4:22 PM EDST HEADACHE CHART This is our most important chart, %VXX vs %S&P 500, Mar 5-23, 2012. Note the boomerang-like effect of the 3 positive days, and the red trend line below and steeper than the blue 2011 trend line — More days than our Live Chart.  Fri, March 23, 2012 2:41 PM EDST We're afraid to forecast Mon, Mar 26, VXX close because our local Game Warden just called to say, "Beware, the Black Swan, Big Bird, and the Black Bear have jumped the fence and flown the coop looking for a volatile, March-Madness party to crash this weekend." And, there are no clear signals from our qPath and M-path Mosconi Effect algorithms.
(These 2 Tables above have been checked and corrected where necessary on Mar 27, 2012 with data through Mar 26) Our gut tells us that VXX will close down Mon, Mar 26, but our gut has been wrong much more than right — and the Black Swan, Big Bird, and the Black Bear are deadly competitors no one can beat. Enjoy the party this weekend, but be careful drinking the punch, especially if you see feathers in it and/or if the Butterfly in Brazil passes gas :)    Here's a screenshot*, about an hour and a half before our forecast, of our VRI-VIX Index, Run Predictor variables, and Price Directional Momentum variable, all suggesting a strong "down" today. Fri, March 23, 2012 11:24 AM EDST Sorry, we're having difficulty forecasting Mon, Mar 26, VXX close because it looks like today is a Mugwump Day, and there's a clinker in the woodpile. Final forecast and data to follow.   In case you were wondering what the "clinker in the woodpile" was, its the fact that %VXX is so far below the 2011 trend line — andMugwump Day is that our qPath and M-path Mosconi Effect algorithms didn't tell us which way Monday close would go :) Thu, March 22, 2012 4:23 PM EDST We were almost "saved by the bell" today, but "close don't count" :) VXX closed up 1.14% today, not down we forecast yesterday. "Took a lick'n", so let's check our scorecard this year: Right 34 Wrong 10 No forecast 11 Score 77 / 100 (34 / 44) "No amount of experimentation can ever prove me right; a single experiment can prove me wrong." (Albert Einstein)   Thu, March 22, 2012 11:34 AM EDST Looks like we will be unable to forecast VXX close tomorrow, Mar 23, because of unclear signals and limited historical information from our qPath and Mosconi Effect algorithms:
(These 2 Tables above have been checked and corrected where necessary on Mar 27, 2012 with data through Mar 26)  Thu, March 22, 2012 10:54 AM EDST We just closed out our Tip #1 this year published in the WSJ: Bought VXX Mar 22 10:54 AM 19.06 Sold VXX Mar 7 11:54 AM 25.15
Our Goal — 9 more Tips this year @ +25% each  Wed, March 21, 2012 12:39 PM EDST Our initial forecast, tomorrow, Thu, Mar 22, 2012, VXX close DOWN
There was more statistically significant data for current day quad 3 than quad 4 even though %VXX was in quad 4 but close to quad 3 at time of this forecast. Our 2nd test of our new "Mosconi Effect" algorithm is unable to predict VXX close tomorrow, Mar 22, because of mixed signals and insufficient historical data:
(These 2 Tables above have been checked and corrected where necessary on Mar 27, 2012 with data through Mar 26)  Tue, March 20, 2012 11:32 AM EDST We forecast, tomorrow, Wed, Mar 21, 2012, VXX close DOWN
Here's our first test of our new "Mosconi Effect" algorithm, also predicting VXX will close DOWN tomorrow, Mar 21:
Previous 6 days before today have the same Mosconi-path (M-path) as occurred 18 times since Jan 3, 2011, of which VXX next-day closed down 13 times and up 5 times. Our new "Mosconi Effect" algorithm is derived using Newton's Laws of Motion, Game and Chaos Theory, and Vector Analysis.  Hope the early worm doesn't get eaten by the Black Swan bird :) Mon, March 19, 2012 9:58 AM EDST We know its early in the day to be forecasting tomorrow's VXX. Our initial forecast for tomorrow, Tue, Mar 20, VXX will close DOWN
Our algorithm says, "Bet the farm if the Black Swan doesn't poop in the punch bowl." Fri, March 16, 2012 3:30 PM EDST We are unable to forecast, Mon, Mar 19, VXX because VXX is only agnats eye from all Quads, and Black Bears and angry Black Swansprowl on weekends — When in doubt, stay out. Thu, March 15, 2012 4:00 PM EDST We forecast tomorrow, Fri, Mar 16, VXX will close DOWN.
Wed, March 14, 2012 1:08 PM EDST Volatility Research sole purpose has been to "crack the VIX volatility code." We are pleasantly surprised that our VXX daily forecasts of VXX next-day close have done so well this year. Our forecast was correct we made Mon, Mar 12 (below), that Tue, Mar 13, VXX would close down, which it did. Tuesday's forecast that today, Wed, Mar 14 would close down looks like we may have been wrong — And, our algorithm is unable to forecast tomorrow's close, Thu, Mar 15, because of mixed signals and insufficient historical data. Our scorecard so far this year is better than we expected, even though our algorithm was optimized to predict VXX gains, not losses, late last year (Sep-Dec) in a period of much higher volatility (see charts 4,5,6) than now: THEORY* We are unable to explain why our forecasts this year are far more right than wrong. We know we should be in murky waters using historical data to forecast this year's VXX price. Our only possible explanation now is this:
Its one theory we can't prove, other than "it seems to be working." We are not aware of any other forecasts that have done this well. We hope that everyone interested in VIX volatility can benefit from our forecasts — and they're FREE! Just bookmark this page for our latest. ARE YOU GAME FOR A WAGER? If so, we will wager $10,000.00 (ten thousand US Dollars) on 10 consecutive days of Volatility Research forecasts — VXX up or down the next day. Most number of days correct wins. We reserve the right to decline any wager without explanation. OR WOULD YOU LIKE A FINDERS FEE? Okay — Then, if you can just point us to any "person, place or thing" that can, with our agreement, outperform our forecasts, we will gladly pay you $100.00 (one hundred US Dollars) finder's fee.
Although historical data might suggest that tomorrow, Thu, Mar 15th, will close down,
the data is inconclusive if VXX would have closed in Quad 4 Mon, which it almost did
Other data after qPath is for next day's close previously Using that same logic, we would have forecast tomorrow's close down, rather than no forecast. But, our algorithm, VRI-VIX Index and Run Predictor Variables now (Wed, 3:34 PM) suggest we should have forecast tomorrow UP, rather than no forecast:  You can see why we were unable to forecast tomorrow's, Thu, close — conflicting signals and insufficient historical data. * CORRECTION: A previous version of our Theory implied we were using only historical data from last year. We are using historical data from every previous day through last year. Tue, March 13, 2012 2:26 PM EDST In less than 2 months that our website has been up, Google Analytics reports more than 3,000 visits, more than 11,000 page views, and more than 18,000 minutes time on site — That's more than 300 hours site time! And, returning visitors were more than 47% of visits. Since our site is not yet even a "blip" on the search engines, traffic here is probably due to our site content and word of mouth.
  To see pages in Page Views, search site at top on page name. Tue, March 13, 2012 12:55 PM EDST Volatility Research sole purpose has been to "crack the VIX volatility code." We are pleasantly surprised that our VXX daily forecasts of VXX next-day close have done so well this year. Our forecast was correct we made Fri, Mar 9 (below), that Mon, Mar 12, VXX would close down, which it did. Monday's forecast that today, Tue, Mar 13 would close down today looks like it will — Today's forecast for tomorrow, Wed, Mar 14, is that VXX will close DOWN. Our scorecard so far this year is better than we expected, even though our algorithm was optimized late last year, which was a much higher volatility period (see charts 4,5) than now:
We are not aware of any other forecasts that have done this well. We hope that good traders and investors can benefit from our forecasts — and they're FREE! Just bookmark this page for our latest.
This forecast is based on our algorithm and historical data:
and the next closest historical data because %VXX closed yesterday so close to Quad 4:
Other data above is for next day's close last year Mon, March 12, 2012 3:38 PM EDST Volatility Research sole purpose has been to "crack the VIX volatility code." We are pleasantly surprised that our VXX daily forecasts of VXX next-day close have done so well this year. Our forecast was correct we made Thu, Mar 8 (below), that Fri, Mar 9, VXX would close down, which it did. Friday's forecast that today, Mon, Mar 12 would close down is almost certainly correct — And, today's forecast for tomorrow, Tue, Mar 13, is that VXX will close DOWN. Our scorecard so far this year is better than we expected, even though our algorithm was optimized late last year, which was a much higher volatility period (see charts 4,5) than now:
We are not aware of any other forecasts that have done this well. We hope that good traders and investors can benefit from our forecasts — and they're FREE! Just bookmark this page for our latest.
This forecast is based on our algorithm and historical data at 3:38 PM today:
As we finish writing this now, historical data based at today's close suggests our forecast for tomorrow, Tue, might have been better UP — VXX closed in quad 3 but was in quad 4 at 3:38 PM because S&P 500 Index was slightly down at 3:38 PM but slightly up (0.02%) at the close.
But, we're sticking with our 3:38 PM forecast because a "card laid is a card played." Fri, March 9, 2012 10:25 AM EST Volatility Research sole purpose has been to "crack the VIX volatility code." We are pleasantly surprised that our VXX daily forecasts of VXX next-day close have done so well this year. Our forecast was correct we made Wed, Mar 7 (below), that yesterday, Thu, Mar 8, VXX would close down, which it did — Today's forecast for Mon, Mar 12, is that VXX will close DOWN. Our scorecard so far this year is better than we expected because our algorithm was optimized late last year, which was a much higher volatility period (see charts 4,5) than now:
We are not aware of any other forecasts that have done this well. We hope that good traders and investors can benefit from our forecasts — and they're FREE! Just bookmark this page for our latest.
This forecast is based on our algorithm and historical data:
 Fri, March 9, 2012 4:15 AM EST At this time, we forecast that VXX will open down and close down both today, Fri, Mar 9 and Mon, Mar12. Stay tuned for our final forecast later today. Thu, March 8, 2012 10:40 AM EST Volatility Research, whose sole purpose has been to crack the VIX volatility code, is pleasantly surprised that our VXX daily forecasts of VXX next-day close have done so well this year — today's forecast for tomorrow, Fri, Mar 9, is that VXX will close DOWN. Our forecast was correct we made Tue, Mar 6 (below), that yesterday, Wed, Mar 7, would close down, which it did. O ur scorecard so far this year is better than we expected:
Trading our 36 forecasts above would have produced gains of more than 65%. We are not aware of any other forecasts that have done this well. We hope that good traders and investors can capitalize on our forecasts — and they're FREE! Just bookmark this page for our latest.
This forecast is based on our algorithm and historical data:
Wed, March 7, 2012 4:09 PM EST Volatility Research algorithm Index VRI-VIX and Predictor Variables at the close today are the strongest "VXX sell, XIV buy" signals this year: Wed, March 7, 2012 2:34 PM EST We just posted in the public media our tip below in the WSJ — a " strong sell VXX, buy XIV" today at 11:54 AM (25.15 / 8.63).Volatility Research, whose sole purpose has been to crack the VIX volatility code, is pleasantly surprised that our VXX daily forecasts of VXX next-day close have done so well this year — today's forecast for tomorrow, Thu Mar 8, is that VXX will closeDOWN. O ur scorecard so far this year is better than we expected:
We are not aware of any other forecasts that have done this well. We hope that good traders and investors can capitalize on our forecasts — and they're FREE! Just bookmark this page for our latest.
This forecast is based on our algorithm and historical data below:
1167,6939 Wed, March 7, 2012 11:58 AM EST We just posted our first "strong" tip this year: Below are VXX and XIV charts showing prices at 11:54 am today (25.15 / 8.63)   Tue, March 6, 2012 3:15 PM EST Volatility Research is pleasantly surprised that our VXX daily forecasts of VXX next-day close have done so well this year — we are unable to make a forecast for tomorrow, Wed Mar 7, because of insufficient and mixed historical data. O ur scorecard so far this year is better than we expected:
We are not aware of any other forecasts that have done this well. We hope that good traders and investors can capitalize on our forecasts — and they're FREE! Just bookmark this page for our latest.
Actual 2011 qPaths
Closest 2011 qPaths below
Mon, March 5, 2012 3:11 PM EST Volatility Research is pleasantly surprised that our VXX daily forecasts of VXX next-day close have done so well this year — we are unable to make a forecast for tomorrow, Tue, because of insufficient historical data. Our forecast Friday for today's close up looks wrong as of now, but our scorecard so far this year is better than we expected:
We are not aware of any other forecasts that have done this well. We hope that good traders and investors can capitalize on our forecasts — and they're FREE! Just bookmark this page for our latest.
Fri, March 2, 2012 1:18 PM EST Volatility Research is pleasantly surprised that our VXX daily forecasts of VXX next-day close have done so well this year — today's forecast for Monday's VXX close isUP. Our forecast yesterday for today's close was wrong, but our scorecard so far this year is better than we expected:
We are not aware of any other forecasts that have done this well. We hope that good traders and investors can capitalize on our forecasts — and they're FREE! Just bookmark this page for our latest.
 Thu, March 1, 2012 1:56 PM EST
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