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 Monthly | Pmd Down -10.61 | |
VXX Adaptive ADX Transform for Monthly | Down Trend | |
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 Weekly | Pmd Down -0.36 | |
VXX Adaptive ADX Transform for Weekly | No Trend | |
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 Daily | Pmd Down -0.93 | |
VXX Adaptive ADX Transform for Daily | No Trend | |
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 90 | Pmd Down -0.17 | |
VXX Adaptive ADX Transform for 90 | Down Trend | |
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 60 | Pmd Down -0.09 | |
VXX Adaptive ADX Transform for 60 | No Trend | |
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 45 | Pmd Down -0.03 | |
VXX Adaptive ADX Transform for 45 | No Trend | |
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 30 | Pmd Down -0.04 | |
VXX Adaptive ADX Transform for 30 | No Trend | |
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 15 | Pmd Up 0.06 | |
VXX Adaptive ADX Transform for 15 | No Trend | |
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 10 | Pmd Up 0.08 | |
VXX Adaptive ADX Transform for 10 | No Trend | |
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 | |