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Forecast For VXX:
Forecast For ZIV:
Bias™: The current bias of VXX and ZIV as determined by the current shape of the VIX futures term structure and short-term trend indicators. A more negative reading means a stronger negative bias ("headwind") for that security. A more positive reading means a stronger positive bias ("tailwind"). Values from -10 to +10 represent +/- 4 standard deviations of values since March 2004.
WRY MACD: The value of the VXX Weekly Roll Yield (WRY) MACD. A negative MACD value indicates that VXX has a negative pull. A positive MACD value indicates that VXX has a positive pull. See this post for more information.
Spike Risk™: The probability of a rise of 7% or more in VXX over the next two days. Values below 25% indicate a low risk of a spike in VXX. Values between 25% and 60% are moderate risk. Values above 60% are high risk. See historical values below.
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To help put these numbers in context, see the charts below which plot forecasted values using the current algorithms against performance of VXX and ZIV. (Forecast values use the left axis; Price and % change use the right axis).