VXX Daily Trend Model
The most recent signal was a BUY on April 27 @ 20.50. VXX is now about 8 points or 40% higher. Looking at initial quotes, that kind of percentage move is worth 5X in options, or about 200%.
VXX 60 minute
Shorter-term the VXX 60 minute model does a nice job of capturing smaller moves. It appears that as small as a one point move in VXX is worth 20-25% in the near-term options. Now that calls and puts are available on VXX, I'll be keeping a close eye on how well VXX trades both shorter and intermediate term.
