Analysis for iPath Series B S&P 500 VIX Short-Term Futures
Summary
SHORTSELL: Best moves 24 which gains 851.25, return on capital invested 14.17%
Details
Systematic Stock Control...Version 3.1.2.18650: x64 MS Windows
Copyright© Graham Armstrong, 1997, 2003, 2021-2026
Report file for: iPath Series B S&P 500 VIX Short-Term Futures
Published on: 18 May 2026 20:00:45 -06:00
Raw Data Range
Hi-Low First Last Lowest Highest
252 51.8300 27.2000 25.7500 58.7900
Hi-Low Time taken: 00:00.0000044
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Maximum Reduction
Polynomials 2, Moves 8, Sigma 1.4982, Reduction 97
Buy or Sell Summary
Move Alpha Sigma Investment Return Mean Percent Periods
1 100.00 0.00 0 0 0.00 0.00 0
2 66.67 0.03 4142.74 -23.82 -0.20 -0.57 119
3 50.00 0.01 3740.51 -78.88 -0.74 -2.11 106
4 40.00 0.00 3568.35 -30.34 -0.30 -0.85 101
5 33.33 0.00 4117.14 -35.14 -0.31 -0.85 114
6 28.57 0.00 4285.23 -42.52 -0.35 -0.99 121
7 25.00 0.00 4921.65 -42.74 -0.31 -0.87 138
8 22.22 0.00 4628.73 -114.97 -0.90 -2.48 128
9 20.00 0.00 4624.24 -14.77 -0.12 -0.32 125
10 18.18 0.00 4561.42 -28.63 -0.23 -0.63 124
11 16.67 0.00 4775.01 6.44 0.05 0.13 131
12 15.38 0.00 5140.73 47.85 0.34 0.93 141
13 14.29 0.00 5415.08 123.57 0.82 2.28 151
14 13.33 0.00 5855.22 127.4 0.77 2.18 165
15 12.50 0.00 5599.14 116.1 0.74 2.07 157
16 11.76 0.01 6034.61 77.65 0.45 1.29 171
17 11.11 0.01 5906.54 112.03 0.66 1.90 169
18 10.53 0.01 5880.76 152.98 0.91 2.60 169
19 10.00 0.01 6042.74 175.1 1.01 2.90 174
20 9.52 0.01 5638.78 94.97 0.59 1.68 162
21 9.09 0.01 5017.59 349.68 2.53 6.97 138
22 8.70 0.01 5092.61 357.01 2.55 7.01 140
23 8.33 0.01 5905.7 730.4 4.51 12.37 162
24 8.00 0.01 6009.46 851.25 5.16 14.17 165
25 7.69 0.01 5968.18 722.03 4.43 12.10 163
SHORTSELL: Best moves 24 which gains 851.25, return on capital invested 14.17%
Guidance is to SHORTSELL, Last Effect 27.2, minimum underlying current price 10
Guidance is to SHORTSELL, Average Return 5.16%, minimum average return 5%
Guidance is to SHORTSELL, Invested Percentage 65.48%, minimum invested periods percentage 30%
Overall Time taken: 00:00.0239044
/...End of report
Casting Forward Corporation, trading as Scientific Decisions Consultants
Address: 1322 18 Avenue Northwest, Calgary, Alberta T2M 0W4, Canada
Telephone: +1 (587) 885 3191
Email: shares@scidec.net
Website: https://ssc.castfwd.com/
