VXX qPaths color codes 2011

Thursday, February 9, 2012, 6:47 AM

On every close, %VXX has 2, 3, and 4 digit Quad Path values (qPath), where the first digit is the quadrant it just closed in — see VXX Quad path charts (qPath). Each subsequent qPath digit represents the preceding day's Quad VXX closed in — 1, 2, 3, or 4 in charts.  

qPath data below was compiled from extensive computer analysis of NYSE VXX stock and S&P 500 Index in 2011. Color codes are at bottom.

Days in 2011 with the same qPath as our most recent days in 2012, are shown in blue at the bottom of these charts to compare this year's Quad Paths with last year's, and to forecast next-day VXX close.

This qPath data has accurately forecast next-day %VXX close so far in 2012. We are not aware of any other practical way to do these next-day-close forecasts, but there may be.

Our qPath data below should help to profitably trade or invest in the VXX derivative of CBOE volatility index VIX (fear index):


2 *
digit qPath


3 digit qPath



4 digit qPath

From Quads 1,2











1.2
122 112 111 143
1121 1122 1112 1111

2.1
144 113 114 231
1123 1132 1113 1134

2.2
214 121 123 241
1213 1133 1131 1211

1.1
221 131 133

1214 1311 1141 1312

1.3
222 132 134

1222 1313 1233 1322

1.4
233 141 211

1223 1334 1332 1331

2.3

213


1314 1413 1333 1411

2.4


223


1321 2132 1343 1433








1323 2233 2133 2112








1414 2334
2113








1441

2114








2111

2131








2144

2313








2213

2413








2221










2331










2333


From Quads 3,4











3.2
312 314 311 324
3121 3111 3113 3114

3.3
322 332 313 341
3123 3141 3131 3143

4.1
323 333 321 344
3132 3213 3133 3211

4.2
413 334 331 431
3134 3313 3311 3241

4.4
414
343 434
3223 3321 3314 3324

3.1

441
411

3231 3331 3332 3411

3.4


433

3434 3333 3334 3431

4.3





4114 3341 3433 4111







4131 3343 4113 4112








4133
4333 4313








4141

4331








4411

4334











4344












Count 16
12 12 13 8
29 19 19 27
Total 16
45



94


No qPath 0
19



162


Max 64
64



256


Net%max 100%
70%



37%



Gainers next day
Mostly gainers next day *
Mostly losers next day
Losers next day

Notes: 

1) To accurately predict next day VXX close requires also knowing %VXX and # of days in 2011 for each qPath, as shown in these charts.

*2) Grey 2-digit qPaths are all VXX qPaths except green and red qPaths.

to be continued
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