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Saturday, 16 July 2022
PROFIT TARGET: 1%
Show contango,backwardation of vix future curves and last 3 days closing prices.
--------------------------------------------------- | F1-F2 : F4-F7 % | SPOT-F1 | F1-F2 | F4-F7 | --------------------------------------------------- | C:4.68 C :0.97 | -2.329 | -1.244 | -0.279 | -------------------------------------------------------------- |. DATUM .| SPOT | F1 | F2 | F4 | F7 | -------------------------------------------------------------- |2022-07-15| 24.23 | 26.559 | 27.803 | 28.746 | 29.025 | -------------------------------------------------------------- |2022-07-14| 26.40 | 27.945 | 28.859 | 29.347 | 29.450 | -------------------------------------------------------------- |2022-07-13| 0.00 | 26.864 | 27.878 | 29.217 | 29.650 | --------------------------------------------------------------
VXX Quote summary of last 3 days
----------------------------------------------------------------------------------------------------------------------------------------------------------------- | . DATUM . | OPEN | HIGH | LOW | CLOSE |CANDLE SIZE VS PREV| UP-DW CLO->CLO | UP-DW OPE->CLO | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2022-07-15 | 21.98 | 22.12 | 21.37 | 21.54 | 3.51% : 0.10% | -3 | -1 | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2022-07-14 | 22.99 | 23.06 | 22.30 | 22.32 | 3.41% : -0.52% | -2 | 0 | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2022-07-13 | 22.86 | 23.03 | 22.16 | 22.41 | 3.93% : 0.47% | -1 | 0 | -----------------------------------------------------------------------------------------------------------------------------------------------------------------
Show how many times target is reached in a row based on last day, and view how much occurances there is if serie continues.
----------------------------------------- | SHORTYESDAYS | LONGNODAYS | ----------------------------------------- | 12 | 3 | ------------------------------------------------------------- | POPULATION | SHORTYESDAYS > | LONGNODAYS > | ------------------------------------------------------------- | # 3383 | # 36 : 1.06% | # 88 : 2.60% | ------------------------------------------------------------- | SHORTYESDAYS= 12 | SHORTYESDAYS= 13 | Percent | ------------------------------------------------------------- | 19 | 12 | 63.1579 | ------------------------------------------------------------- | LONGNODAYS= 3 | LONGNODAYS= 4 | Percent | ------------------------------------------------------------- | 111 | 51 | 45.9459 | -------------------------------------------------------------
Compares the last day candlesize within a range and retrieves the next day occurences, to see how many times the strategies have reach their target the next day.
--------------------------------------------------------------------------------- | SIZE : L-U RANGE | POPULATION | LONGYESDAYS | SHORTYESDAYS | --------------------------------------------------------------------------------- | 3.51% : 3 : 5 | 1253 | 771 : 61.53% | 878 : 70.07% | ---------------------------------------------------------------------------------
How many days in a row the candlesize is growing,shrinking, viewed alongside how many times in a row our targets where hit.
------------------------------------------------------------------------------------------------------------------------- | DATUM | GROW-SHRINKDAYS | SHORT Y : N DAYS | LONG Y : N DAYS | ------------------------------------------------------------------------------------------------------------------------- | 2022-07-15 | 1 : 0 | 12 : 0 | 0 : 3 | ------------------------------------------------------------------------------------------------------------------------- | 2022-07-14 | 0 : 1 | 11 : 0 | 0 : 2 | ------------------------------------------------------------------------------------------------------------------------- | 2022-07-13 | 3 : 0 | 10 : 0 | 0 : 1 | ------------------------------------------------------------------------------------------------------------------------- | POPULATION GROWDAYS = 1 | SHORTYESDAYS | LONGYESDAYS | - | ------------------------------------------------------------------------------------------------------------------------- | 1074 | 743 | 735 | - | ------------------------------------------------------------------------------------------------------------------------- | POP. GROWDAYS NEXT DAY | SHORTYESDAYS | LONGYESDAYS | - | ------------------------------------------------------------------------------------------------------------------------- | 1073 | 747 | 720 | - | -------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------ | MONTH |AVG DAY SIZE| YEAR |AVG DAY SIZE| AVG 30 DAY | ------------------------------------------------------------------ | January | 8.85 | 2009 | 4.15 % | 4.21 % | ------------------------------------------------------------------ | February | 8.00 | 2010 | 4.71 % | - | ------------------------------------------------------------------ | March | 9.86 | 2011 | 5.02 % | - | ------------------------------------------------------------------ | April | 5.87 | 2012 | 5.00 % | - | ------------------------------------------------------------------ | May | 6.08 | 2013 | 3.86 % | - | ------------------------------------------------------------------ | June | 4.63 | 2014 | 4.05 % | - | ------------------------------------------------------------------ | July | 3.49 | 2015 | 5.25 % | - | ------------------------------------------------------------------ | - | - | 2016 | 4.72 % | - | ------------------------------------------------------------------ | - | - | 2017 | 3.35 % | - | ------------------------------------------------------------------ | - | - | 2018 | 5.62 % | - | ------------------------------------------------------------------ | - | - | 2019 | 4.06 % | - | ------------------------------------------------------------------ | - | - | 2020 | 6.29 % | - | ------------------------------------------------------------------ | - | - | 2021 | 5.30 % | - | ------------------------------------------------------------------ | - | - | 2022 | 6.97 % | - | ------------------------------------------------------------------ | - | - | GLOBAL | 4.81 % | - | ------------------------------------------------------------------
Shows how many times in a row a strategie reached target,how many times this occured. So you could detect outlier moves
---------------------------------------------------------------------------- | # | SHORT YES | LONG YES | SHORT NODAYS | LONG NODAYS | ---------------------------------------------------------------------------- | 1 | 692 - 29.31% | 696 - 31.38% | 692 - 67.71% | 696 - 59.74% | ---------------------------------------------------------------------------- | 2 | 475 - 20.12% | 451 - 20.33% | 204 - 19.96% | 270 - 23.18% | ---------------------------------------------------------------------------- | 3 | 337 - 14.27% | 305 - 13.75% | 79 - 7.73% | 111 - 9.53% | ---------------------------------------------------------------------------- | 4 | 258 - 10.93% | 207 - 9.33% | 29 - 2.84% | 51 - 4.38% | ---------------------------------------------------------------------------- | 5 | 169 - 7.16% | 144 - 6.49% | 11 - 1.08% | 22 - 1.89% | ---------------------------------------------------------------------------- | 6 | 117 - 4.96% | 102 - 4.60% | 6 - 0.59% | 13 - 1.12% | ---------------------------------------------------------------------------- | 7 | 86 - 3.64% | 67 - 3.02% | 1 - 0.10% | 2 - 0.17% | ---------------------------------------------------------------------------- | 8 | 62 - 2.63% | 49 - 2.21% | - | - | ---------------------------------------------------------------------------- | 9 | 48 - 2.03% | 36 - 1.62% | - | - | ---------------------------------------------------------------------------- | 10 | 36 - 1.52% | 30 - 1.35% | - | - | ---------------------------------------------------------------------------- | 11 | 26 - 1.10% | 23 - 1.04% | - | - | ---------------------------------------------------------------------------- | 12 | 19 - 0.80% | 20 - 0.90% | - | - | ---------------------------------------------------------------------------- | 13 | 12 - 0.51% | 17 - 0.77% | - | - | ---------------------------------------------------------------------------- | 14 | 6 - 0.25% | 16 - 0.72% | - | - | ---------------------------------------------------------------------------- | 15 | 6 - 0.25% | 13 - 0.59% | - | - | ---------------------------------------------------------------------------- | 16 | 4 - 0.17% | 10 - 0.45% | - | - | ---------------------------------------------------------------------------- | 17 | 2 - 0.08% | 7 - 0.32% | - | - | ---------------------------------------------------------------------------- | 18 | 1 - 0.04% | 6 - 0.27% | - | - | ---------------------------------------------------------------------------- | 19 | 1 - 0.04% | 5 - 0.23% | - | - | ---------------------------------------------------------------------------- | 20 | 1 - 0.04% | 3 - 0.14% | - | - | ---------------------------------------------------------------------------- | 21 | 1 - 0.04% | 3 - 0.14% | - | - | ---------------------------------------------------------------------------- | 22 | 1 - 0.04% | 1 - 0.05% | - | - | ---------------------------------------------------------------------------- | 23 | 1 - 0.04% | 1 - 0.05% | - | - | ------------------------------------------------------------------------------------------- | MAX. SY | MAX. SN | MAX. LY | MAX. LN | MAX HH | MAX LL | ------------------------------------------------------------------------------------------- | 23 | 7 | 29 | 7 | 9 | -12 | ------------------------------------------------------------------------------------------- | TOT. SY | TOT. SN | TOT. LY | TOT. LN | - | - | ------------------------------------------------------------------------------------------- |2361 : 69.79% |1022 : 30.21% |2218 : 65.56% |1165 : 34.44% | - | - | -------------------------------------------------------------------------------------------
Shows hom many times in a row the close price is lower(negative numbers) or higher (positive numbers) than the previous day close price.
---------------------------------------------- | U-D | FREQ. | % | ---------------------------------------------- | -12 | 1 | 0.03 | ---------------------------------------------- | -11 | 3 | 0.09 | ---------------------------------------------- | -10 | 3 | 0.09 | ---------------------------------------------- | -9 | 7 | 0.21 | ---------------------------------------------- | -8 | 15 | 0.44 | ---------------------------------------------- | -7 | 31 | 0.92 | ---------------------------------------------- | -6 | 58 | 1.71 | ---------------------------------------------- | -5 | 114 | 3.37 | ---------------------------------------------- | -4 | 177 | 5.23 | ---------------------------------------------- | -3 | 295 | 8.72 | ---------------------------------------------- | -2 | 474 | 14.01 | ---------------------------------------------- | -1 | 803 | 23.74 | ---------------------------------------------- | 0 | 33 | 0.98 | ---------------------------------------------- | 1 | 798 | 23.59 | ---------------------------------------------- | 2 | 337 | 9.96 | ---------------------------------------------- | 3 | 139 | 4.11 | ---------------------------------------------- | 4 | 50 | 1.48 | ---------------------------------------------- | 5 | 27 | 0.80 | ---------------------------------------------- | 6 | 12 | 0.35 | ---------------------------------------------- | 7 | 3 | 0.09 | ---------------------------------------------- | 8 | 2 | 0.06 | ---------------------------------------------- | 9 | 1 | 0.03 | ----------------------------------------------
Shows hom many times in a row the open price is lower(negative numbers) or higher (positive numbers) than the previous days close price.
---------------------------------------------- | U-D | FREQ. | % | ---------------------------------------------- | -13 | 1 | 0.03 | ---------------------------------------------- | -12 | 3 | 0.09 | ---------------------------------------------- | -11 | 3 | 0.09 | ---------------------------------------------- | -10 | 6 | 0.18 | ---------------------------------------------- | -9 | 8 | 0.24 | ---------------------------------------------- | -8 | 14 | 0.41 | ---------------------------------------------- | -7 | 22 | 0.65 | ---------------------------------------------- | -6 | 41 | 1.21 | ---------------------------------------------- | -5 | 77 | 2.28 | ---------------------------------------------- | -4 | 141 | 4.17 | ---------------------------------------------- | -3 | 246 | 7.27 | ---------------------------------------------- | -2 | 464 | 13.72 | ---------------------------------------------- | -1 | 867 | 25.63 | ---------------------------------------------- | 0 | 576 | 17.03 | ---------------------------------------------- | 1 | 671 | 19.83 | ---------------------------------------------- | 2 | 183 | 5.41 | ---------------------------------------------- | 3 | 44 | 1.30 | ---------------------------------------------- | 4 | 11 | 0.33 | ---------------------------------------------- | 5 | 4 | 0.12 | ---------------------------------------------- | 6 | 1 | 0.03 | ----------------------------------------------
Shows percentage of chance if the next day will open lower and we are in contango for F1-F2
------------------------------------------------------------- | POPULATION | LOWEROPEN | PERCENTAGE | ------------------------------------------------------------- | 2826 | 1626 | 58.00 | -------------------------------------------------------------
Shows the lowest close quote of the last 20 days of VIX
------------------------------------------------------------------------------------------------------------------------- | DATE | OPEN | CLOSE | LOW | HIGH | MIN20 | ------------------------------------------------------------------------------------------------------------------------- | 2022-07-15 | 26.72 | 24.23 | 24.13 | 26.72 | 24.23 | ------------------------------------------------------------------------------------------------------------------------- | 2022-07-14 | 27.47 | 26.40 | 26.20 | 28.45 | 24.64 | ------------------------------------------------------------------------------------------------------------------------- | 2022-07-13 | 27.35 | 26.82 | 26.23 | 29.06 | 24.64 | ------------------------------------------------------------------------------------------------------------------------- | 2022-07-12 | 27.14 | 27.29 | 25.82 | 27.75 | 24.64 | ------------------------------------------------------------------------------------------------------------------------- | 2022-07-11 | 26.42 | 26.17 | 25.79 | 26.74 | 24.64 | ------------------------------------------------------------------------------------------------------------------------- | 2022-07-08 | 26.41 | 24.64 | 24.43 | 26.61 | 24.64 | ------------------------------------------------------------------------------------------------------------------------- | 2022-07-07 | 26.73 | 26.08 | 25.66 | 26.79 | 26.08 | ------------------------------------------------------------------------------------------------------------------------- | 2022-07-06 | 27.84 | 26.73 | 26.43 | 28.07 | 26.09 | ------------------------------------------------------------------------------------------------------------------------- | 2022-07-05 | 27.37 | 27.54 | 27.30 | 29.82 | 23.96 | ------------------------------------------------------------------------------------------------------------------------- | 2022-07-04 | 29.53 | 26.70 | 26.69 | 29.59 | 23.96 | ------------------------------------------------------------------------------------------------------------------------- | 2022-07-01 | 29.53 | 26.70 | 26.69 | 29.59 | 23.96 | ------------------------------------------------------------------------------------------------------------------------- | 2022-06-30 | 29.42 | 28.71 | 28.28 | 30.22 | 23.96 | ------------------------------------------------------------------------------------------------------------------------- | 2022-06-29 | 28.80 | 28.16 | 27.85 | 29.36 | 23.96 | ------------------------------------------------------------------------------------------------------------------------- | 2022-06-28 | 26.90 | 28.36 | 26.47 | 28.68 | 23.96 | ------------------------------------------------------------------------------------------------------------------------- | 2022-06-27 | 28.30 | 26.95 | 26.93 | 28.66 | 23.96 | ------------------------------------------------------------------------------------------------------------------------- | 2022-06-24 | 29.07 | 27.23 | 26.83 | 29.72 | 23.96 | ------------------------------------------------------------------------------------------------------------------------- | 2022-06-23 | 29.29 | 29.05 | 28.74 | 29.77 | 23.96 | ------------------------------------------------------------------------------------------------------------------------- | 2022-06-22 | 31.45 | 28.95 | 28.78 | 31.57 | 23.96 | ------------------------------------------------------------------------------------------------------------------------- | 2022-06-21 | 30.63 | 30.19 | 29.33 | 30.65 | 23.96 | ------------------------------------------------------------------------------------------------------------------------- | 2022-06-20 | 32.84 | 31.13 | 30.47 | 33.31 | 23.96 | -------------------------------------------------------------------------------------------------------------------------
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Since 2018-11-18
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Last Updated 2021-03-03