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2012 09 13 spy crash soon

Chart update 2013 Feb 28 : see flic.kr/p/dYuoLU


Chart update 2013 Jan 06: see flic.kr/p/dJ82Fn

Math update 2013 Jan 03: VXX vs SPY charts in scatter-plot form

zoomed in: flic.kr/p/dHpavN

zoomed out: flic.kr/p/dHiJzF


MATH UPDATE 2012 Nov 26: correlations are moving very far out of whack.

On a window of 4 months + 10 trading days I calculated a correlation slope of -12x meaning VXX traded down much quicker than normal as SPY rose on average. HOWEVER, I also found something on the 2 month + 10 trading day time window: a POSITIVE Correlation of 4.6 - VXX & SPY dropping together. To see everything clearly a scatterplot will be needed log-scale for each axis. Sorry I have no time yet for this, but do try it yourself.

Scatter-plot features are in OpenOffice & LibreOffice, data can be obtained from freestockcharts.com using the disk-platter icon once you specify several chart ticker symbols for 1 output chart & save as CSV for import. (end 2012 nov update text)


edit 2012 10 05 : 4:1 reverse stock split in effect, reading around 34 (not same on all sites) on vxx therefore old figure 23.68/share would now read as 94.72 maximum


Very soon SPY (DIA, dow, s&p500, qqq, nasdaq) will crash

see also: stocktwits.com/message/9521252 , flic.kr/p/bnbsG5


See also flic.kr/p/cXAU7y


Related concept: (picture) from (article)


ALSO related & nearly a copy of this picture (not a copy: it's using Bezier and NOT powers/logs to find inflection points) : article & picture


original math from 2009 calculations:


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Uploaded on September 14, 2012