The results are in this morning and the prediction was wrong this time! Last Friday’s historical volatility close was 0.1444, DOWN from 0.214090 the Friday before that. For the last two predictions the model made, I had one correct and one wrong.
For this week’s prediction, you have to read my S&P500 Option Volatility tweet (you can follow me on Twitter here), I will continue to keep score on Monday mornings to see if this model truly is 60% accurate for predicting the direction of volatility.
