Trading Signals: VXX Stock Price Prediction and Forecast

^ VXX: Intraday Hourly Forecast Similar Waves GapOpen Research Timing Gains Losses Strategies Practice

Thu. Mar. 5, 2020

Trading Signals: VXX Stock Price Prediction and Forecast (Thu. Jan. 18, 2018 - Fri. Apr. 26, 2024)

(iPath Series B S&P 500 VIX Short-Term Futures ETN)
VXX latest price $106.7200 (16%) ($98.5600 - $110.7200) on Thu. Mar. 5, 2020.

Trend Analysis and Forecast

Average Daily Percentage Swing   5.38% (three month average)
RSI   86
Latest Price   $106.7200(16%)
Stocks Behave Similarly   Similar Stock List
Top Holdings   Top Holding List
Daily Trend   VXX advances 4.1% a day on average for past five trading days.
Weekly Trend   VXX advances 31.1% a week on average for past two weeks.
Market Behavior   Broad based sell-off for large cap. Broad based sell-off for small cap.
Correlated ETFs   Broad market will support VXX advance at 0% a week (0% probability)
VIXM(38%)    UUP(12%)    TLT(7%)    IGOV(0%)    SHY(-1%)
Factors Impacting VXX price   VXX will decline at least -2.69% in a week (0% probabilities).
VT(-35%)    VFMO(-33%)    VYM(-32%)    VUG(-32%)    XLY(-31%)
Explanation The rally is not sustainable and not supported by the broad market.

Relative Volatility (options are extremely cheap)

Market Trend Strength   -2.69% (StdDev 5.38%)
Hourly BBV 2 ()
Intraday Trend 6%

Inflection Point   Yes
5 Day Moving Average   $95.18(12.12%)
10 Day Moving Average   $85.51(24.8%)
20 Day Moving Average   $71.09(50.12%)
To recent high   0%
To recent low   100.8%
Market Cap   $N/A

$. VXX price fluctuates within 24.43% (three month std-dev: 5.38%) daily (68% of days).

Sample size 10 Average positive next day return: 7.43%(40%) Average negative next day return: -6%(60%) Sample size 10 Average positive next three day return: 12.79%(40%) Average negative next three day return: -14.73%(60%) Sample size 10 Average positive next weekly return: 11.63%(40%) Average negative next weekly return: -13.45%(60%)

Analysis News Options Weekly Chart Daily Chart 2 Month Daily Chart

> 20200405

i	Date	ema100	ema20	ema10	ema5	Slow Hourly Trend	Fast Hourly Trend	Close	Pattern	Trade	P	SMA5 BBV	WTF	lsma10 Trend	ema5 Trend	ema10 Trend	Volume millions	Quarterly Strength	100 Daily Trend	Daily Trend Force	Daily StdDev	Hourly BBV	BBV	RSI	VIXCD
1	Mar_5_2020	67.39	71.09	85.51	95.18	94.98	98.81	106.72(16%)	UT	HoldLong	65	0.7	156	280	82	379	30.42	68%	0.33	62.4	5.38%	2	2.1	86	-2.1
2	Mar_4_2020	67.17	68.45	80.47	91.43	92.74	93	92(-5.93%)	UD	OpenLong	75	0	131	60	46	384	21.86	63%	0.07	61.6	5.02%	0.1	1.5	84	-1.6
3	Mar_3_2020	67.12	66.72	76.8	88.18	90.57	91.16	97.8(10.99%)	UT	HoldLong	65	0.7	114	130	32	361	31.36	66%	0.13	58.7	4.99%	1.3	2.2	83	-2.3
4	Mar_2_2020	67.03	64.78	72.46	84.09	86.27	92.47	88.12(-3.42%)	UD	OpenLong	75	0.3	141	580	69	355	28.02	65%	-0.06	57.3	4.86%	-0.1	1.9	81	-1.9
5	Feb_28_2020	67.07	63.47	69.03	80.6	82.13	89.98	91.24(3.68%)	UT	HoldLong	65	1	226	730	179	366	36.55	65%	-0.09	57.8	4.83%	1.4	2.5	82	-2.8

6	Feb_27_2020	67.13	61.69	65.24	74.27	75.56	80.06	88(16.22%)	UT	HoldLong	65	1.5	172	470	138	274	42.26	65%	-0.21	51.3	4.85%	1.7	2.9	82	-3.1
7	Feb_26_2020	67.27	60.12	61.63	67.9	69.12	74.27	75.72(-2.12%)	UD	OpenLong	75	1.2	123	580	100	191	33.54	61%	-0.46	44.1	4.42%	1.2	2.3	76	-2.4
8	Feb_25_2020	67.58	59.21	59.57	63.61	64.19	71.06	77.36(9.45%)	UT	OpenLong	75	2.4	147	780	147	147	44.98	60%	-0.3	34.7	4.41%	1.7	3.2	71	-3.2
9	Feb_24_2020	67.78	58.36	57.28	59.14	59.44	63.98	70.68(18.59%)	UT	OpenLong	75	2.8	114	550	129	68	36.22	57%	-0.4	28.4	4.29%	1.5	3	59	-3.1
10	Feb_21_2020	68.05	57.61	55.8	55.82	55.99	57.33	59.6(6.13%)	N/A	N/A	0	1.3	33	180	54	-32	21.63	50%	-0.64	13.6	3.58%	1.6	0.7	36	-0.8

11	Feb_20_2020	68.49	57.33	55.42	54.86	54.82	54.9	56.16(3.54%)	DP	OpenShort	-65	0.4	-11	10	10	-74	20.69	48%	-0.75	3.6	3.49%	1.3	-0.4	47	0.4
12	Feb_19_2020	69.01	57.26	55.47	54.34	54.67	54.65	54.24(-1.45%)	DT	OpenShort	-75	-0	-30	20	-7	-98	9.04	46%	-0.68	-1.7	3.46%	-0.7	-1	41	1
13	Feb_18_2020	69.48	57.27	55.95	54.79	54.78	54.75	55.04(1.78%)	DP	OpenShort	-75	0.1	-26	-0	-4	-91	10.24	46%	-1	0.5	3.46%	0.9	-0.7	43	0.8
14	Feb_14_2020	70.18	57.22	56.63	55.06	54.99	54.7	54.08(-1.24%)	DT	OpenShort	-75	-0.3	-35	-40	-15	-93	8.39	44%	-0.59	-1.6	3.46%	-0.7	-1	35	0.9
15	Feb_13_2020	70.6	57.21	57.65	55.75	55.68	54.8	54.76(2.16%)	DP	OpenShort	-75	-0.3	-28	-110	-16	-63	8.44	44%	-0.58	-0.5	3.46%	-0.4	-0.7	49	0.6

16	Feb_12_2020	71.01	57.22	58.05	56.07	56.35	55.28	53.6(-5.1%)	DT	OpenShort	-75	-0.8	-36	-120	-30	-54	9.98	44%	-0.63	-4.2	3.45%	-2.2	-1.1	54	1
17	Feb_11_2020	71.46	57.31	58.67	56.71	56.85	56.57	56.48(0.14%)	DP	OpenShort	-75	-0.1	-23	-30	-22	-27	9.23	46%	-0.52	-6.2	3.4%	-0.3	-0.3	57	0.1
18	Feb_10_2020	71.83	57.25	58.98	57.28	57.21	57.43	56.4(-1.95%)	CR	SmallShort	-20	-0.3	-9	20	-12	1	8.92	46%	-0.53	-8.6	3.4%	-0.4	-0.3	58	0.2
19	Feb_7_2020	72.21	57.26	58.98	58.46	57.76	57.13	57.52(2.06%)	N/A	N/A	0	-0.3	-6	-110	-23	44	11.65	46%	-0.44	-4.9	3.4%	0.4	0.1	61	-0.1
20	Feb_6_2020	72.53	57.22	59.62	59.92	58.99	56.99	56.36(-0.77%)	N/A	N/A	0	-1.1	-9	-280	-38	77	9.67	46%	-0.48	5.6	3.38%	-1.2	-0.3	60	0.2

21	Feb_5_2020	72.88	57.36	59.47	60.33	60.53	58.39	56.8(-4.25%)	N/A	N/A	0	-1.1	-18	-240	-50	80	11.85	46%	-0.51	7.3	3.38%	-1.2	-0.2	57	0.1
22	Feb_4_2020	73.25	57.51	59.29	60.33	61.27	60.99	59.32(-4.81%)	UD	OpenLong	65	-0.5	8	-10	-24	103	11.83	48%	-0.49	7.5	3.36%	-1.4	0.5	61	-0.7
23	Feb_3_2020	73.61	57.53	58.78	60.85	61.16	62.67	62.32(-3.83%)	UD	OpenLong	75	0.4	46	190	21	122	13.04	50%	-0.42	6.6	3.31%	0.2	1.4	66	-1.4
24	Jan_31_2020	73.92	57.43	57.89	60.95	60.6	61.55	64.8(10.96%)	UT	OpenLong	75	1.2	67	90	46	128	26.89	52%	-0.39	9.7	3.33%	1.9	2.2	66	-2.4
25	Jan_30_2020	74.21	57.04	56.68	59.38	60.43	59.65	58.4(-1.68%)	UD	OpenLong	75	-0.3	40	-40	23	89	16.8	46%		-6.8	3.01%	-0.4	0.5	55	-0.4
i	Date	ema100	ema20	ema10	ema5	Slow Hourly Trend	Fast Hourly Trend	Close	Pattern	Trade	P	SMA5 BBV	WTF	lsma10 Trend	ema5 Trend	ema10 Trend	Volume millions	Quarterly Strength	100 Daily Trend	Daily Trend Force	Daily StdDev	Hourly BBV	BBV	RSI	VIXCD

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