Charts for VXX Date: 11-19-11:39


VXX is: Shrt Trm Vix Fut



VXX APC Summary for Monthly, Weekly
Monthly TsrVal -3.77 Weekly TsrVal -0.49
VXX APC Summary for Weekly, Daily
Weekly TsrVal -0.49 Daily TsrVal -2.26
VXX APC Summary for Daily, 90, 60
Daily TsrVal -2.26 90 TsrVal -1.00 60 TsrVal -0.40
VXX APC Summary for Daily, 45, 30
Daily TsrVal -2.26 45 TsrVal -0.49 30 TsrVal -0.78
VXX APC Summary for 90, 15, 10
90 TsrVal -1.00 15 TsrVal 0.81 10 TsrVal 1.23



VXX -- Shrt Trm Vix Fut (Monthly)
VXX Banana 15 Chart for Monthly (15 Tick Horizon) dn_cycle
Alpha: 5.14 Gamma: -0.98 Beta: 24.90
McGuffin Signal: VXX LSQ Banana Chart for Monthly
VXX Prevailing Market Direction for MonthlyPmd Down -10.61
-21.87 -18.29 -15.27 -12.64 -10.61
TsrVal -3.77
VXX Adaptive ADX Transform for Monthly Down Trend
-21.87 -18.29 -15.27 -12.64 -10.61
VXX Adaptive ADX Signals for Monthly Eff Slope: 0.00
Should be: long NPmd Down -0.74
VXX Adaptive Price Channel for Monthly
VXX Unscaled McGuffin Chart for Monthly 28.10 28.83
VXX Divergence Chart for Monthly
VXX Support and Resistance Levels for Monthly 1 1
McGuffin Signal: McGuffin Scaling: off TsrVal -3.77
(Predictive: ) Should be: long(Lagging: ) 0




VXX -- Shrt Trm Vix Fut (Weekly)
VXX Banana 15 Chart for Weekly (15 Tick Horizon) dn_cycle
Alpha: 2.91 Gamma: -1.98 Beta: 29.41
McGuffin Signal: VXX LSQ Banana Chart for Weekly
VXX Prevailing Market Direction for WeeklyPmd Down -0.36
0.32 0.26 0.05 -0.19 -0.36
TsrVal -0.49
VXX Adaptive ADX Transform for Weekly No Trend
0.32 0.26 0.05 -0.19 -0.36
VXX Adaptive ADX Signals for Weekly Eff Slope: -0.26
Should be: in_cash NPmd Down -0.13
VXX Adaptive Price Channel for Weekly
VXX Unscaled McGuffin Chart for Weekly 28.91 28.28
VXX Divergence Chart for Weekly
VXX Support and Resistance Levels for Weekly 1 2
McGuffin Signal: McGuffin Scaling: off TsrVal -0.49
(Predictive: ) Should be: in_cash(Lagging: ) 20




VXX -- Shrt Trm Vix Fut (Daily)
VXX Banana 15 Chart for Daily (15 Tick Horizon) dn_cycle
Alpha: 0.24 Gamma: 0.18 Beta: 28.05
McGuffin Signal: VXX LSQ Banana Chart for Daily
VXX Prevailing Market Direction for DailyPmd Down -0.93
-0.96 -0.98 -0.99 -1.02 -0.93
TsrVal -2.26
VXX Adaptive ADX Transform for Daily No Trend
-1.78 -1.61 -1.44 -1.33 -0.81
VXX Adaptive ADX Signals for Daily Eff Slope: -0.50
Should be: in_cash NPmd Down -0.53
VXX Adaptive Price Channel for Daily
VXX Unscaled McGuffin Chart for Daily 28.91 28.64
VXX Divergence Chart for Daily
VXX Support and Resistance Levels for Daily 2 2
McGuffin Signal: McGuffin Scaling: off TsrVal -2.26
(Predictive: ) Should be: in_cash(Lagging: ) 44




VXX -- Shrt Trm Vix Fut (90)
VXX Banana 15 Chart for 90 (15 Tick Horizon) dn_cycle
Alpha: 2.51 Gamma: -0.00 Beta: 26.99
McGuffin Signal: VXX LSQ Banana Chart for 90
VXX Prevailing Market Direction for 90Pmd Down -0.17
-0.22 -0.21 -0.19 -0.16 -0.17
TsrVal -1.00
VXX Adaptive ADX Transform for 90 Down Trend
-0.21 -0.21 -0.19 -0.09 -0.16
VXX Adaptive ADX Signals for 90 Eff Slope: -0.59
Should be: in_cash NPmd Down -0.25
VXX Adaptive Price Channel for 90
VXX Unscaled McGuffin Chart for 90 28.79 28.93
VXX Divergence Chart for 90
VXX Support and Resistance Levels for 90 1 5
McGuffin Signal: McGuffin Scaling: off TsrVal -1.00
(Predictive: ) Should be: in_cash(Lagging: ) -3




VXX -- Shrt Trm Vix Fut (60)
VXX Banana 15 Chart for 60 (15 Tick Horizon) dn_cycle
Alpha: 2.16 Gamma: -0.13 Beta: 27.51
McGuffin Signal: VXX LSQ Banana Chart for 60
VXX Prevailing Market Direction for 60Pmd Down -0.09
-0.09 -0.10 -0.09 -0.08 -0.09
TsrVal -0.40
VXX Adaptive ADX Transform for 60 No Trend
-0.41 -0.38 -0.28 -0.16 -0.16
VXX Adaptive ADX Signals for 60 Eff Slope: 0.25
Should be: short NPmd Down -0.14
VXX Adaptive Price Channel for 60
VXX Unscaled McGuffin Chart for 60 28.79 29.00
VXX Divergence Chart for 60
VXX Support and Resistance Levels for 60 3 2
McGuffin Signal: McGuffin Scaling: off TsrVal -0.40
(Predictive: ) Should be: short(Lagging: ) -34




VXX -- Shrt Trm Vix Fut (45)
VXX Banana 15 Chart for 45 (15 Tick Horizon) dn_cycle
Alpha: 4.65 Gamma: -5.33 Beta: 28.40
McGuffin Signal: VXX LSQ Banana Chart for 45
VXX Prevailing Market Direction for 45Pmd Down -0.03
-0.05 -0.05 -0.04 -0.04 -0.03
TsrVal -0.49
VXX Adaptive ADX Transform for 45 No Trend
-0.13 -0.11 -0.07 -0.03 0.00
VXX Adaptive ADX Signals for 45 Eff Slope: -0.13
Should be: short NPmd Down -0.23
VXX Adaptive Price Channel for 45
VXX Unscaled McGuffin Chart for 45 28.79 28.95
VXX Divergence Chart for 45
VXX Support and Resistance Levels for 45 3 2
McGuffin Signal: McGuffin Scaling: off TsrVal -0.49
(Predictive: ) Should be: short(Lagging: ) 19




VXX -- Shrt Trm Vix Fut (30)
VXX Banana 15 Chart for 30 (15 Tick Horizon) dn_cycle
Alpha: 6.58 Gamma: -1.41 Beta: 27.67
McGuffin Signal: VXX LSQ Banana Chart for 30
VXX Prevailing Market Direction for 30Pmd Down -0.04
-0.06 -0.06 -0.05 -0.04 -0.04
TsrVal -0.78
VXX Adaptive ADX Transform for 30 No Trend
-0.05 -0.02 0.01 0.05 0.06
VXX Adaptive ADX Signals for 30 Eff Slope: -0.95
Should be: long NPmd Down -0.38
VXX Adaptive Price Channel for 30
VXX Unscaled McGuffin Chart for 30 28.79 28.95
VXX Divergence Chart for 30
VXX Support and Resistance Levels for 30 1 3
McGuffin Signal: McGuffin Scaling: off TsrVal -0.78
(Predictive: ) Should be: long(Lagging: ) -20




VXX -- Shrt Trm Vix Fut (15)
VXX Banana 15 Chart for 15 (15 Tick Horizon) dn_cycle
Alpha: 1.86 Gamma: -2.12 Beta: 28.50
McGuffin Signal: VXX LSQ Banana Chart for 15
VXX Prevailing Market Direction for 15Pmd Up 0.06
0.02 0.03 0.04 0.05 0.06
TsrVal 0.81
VXX Adaptive ADX Transform for 15 No Trend
0.10 0.12 0.14 0.17 0.17
VXX Adaptive ADX Signals for 15 Eff Slope: 0.56
Should be: long NPmd Up 0.23
VXX Adaptive Price Channel for 15
VXX Unscaled McGuffin Chart for 15 28.79 28.88
VXX Divergence Chart for 15
VXX Support and Resistance Levels for 15 1 7
McGuffin Signal: McGuffin Scaling: off TsrVal 0.81
(Predictive: ) Should be: long(Lagging: ) 15




VXX -- Shrt Trm Vix Fut (10)
VXX Banana 15 Chart for 10 (15 Tick Horizon) dn_cycle
Alpha: 0.75 Gamma: -1.13 Beta: 28.79
McGuffin Signal: VXX LSQ Banana Chart for 10
VXX Prevailing Market Direction for 10Pmd Up 0.08
0.04 0.05 0.06 0.07 0.08
TsrVal 1.23
VXX Adaptive ADX Transform for 10 No Trend
0.13 0.12 0.16 0.18 0.17
VXX Adaptive ADX Signals for 10 Eff Slope: 2.21
Should be: in_cash NPmd Up 0.26
VXX Adaptive Price Channel for 10
VXX Unscaled McGuffin Chart for 10 28.79 28.85
VXX Divergence Chart for 10
VXX Support and Resistance Levels for 10 4 5
McGuffin Signal: McGuffin Scaling: off TsrVal 1.23
(Predictive: ) Should be: in_cash(Lagging: ) -7




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