💾 Archived View for yasendfile.org › fin_news › vixynews.gmi captured on 2022-07-16 at 14:20:41. Gemini links have been rewritten to link to archived content
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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 | --------------------------------------------------------------
VIXY 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 | 16.96 | 17.09 | 16.43 | 16.46 | 4.02% : -0.84% | -1 | -1 | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2022-07-14 | 17.85 | 18.13 | 17.29 | 17.34 | 4.86% : -0.63% | 1 | 1 | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2022-07-13 | 18.02 | 18.08 | 17.14 | 17.31 | 5.48% : 1.32% | -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 | ----------------------------------------- | 4 | 1 | ------------------------------------------------------------- | POPULATION | SHORTYESDAYS > | LONGNODAYS > | ------------------------------------------------------------- | # 2902 | # 437 : 15.06% | # 394 : 13.58% | ------------------------------------------------------------- | SHORTYESDAYS= 4 | SHORTYESDAYS= 5 | Percent | ------------------------------------------------------------- | 212 | 144 | 67.9245 | ------------------------------------------------------------- | LONGNODAYS= 1 | LONGNODAYS= 2 | Percent | ------------------------------------------------------------- | 600 | 223 | 37.1667 | -------------------------------------------------------------
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 | --------------------------------------------------------------------------------- | 4.02% : 3 : 5 | 1019 | 624 : 61.24% | 706 : 69.28% | ---------------------------------------------------------------------------------
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 | 0 : 2 | 4 : 0 | 0 : 1 | ------------------------------------------------------------------------------------------------------------------------- | 2022-07-14 | 0 : 1 | 3 : 0 | 1 : 0 | ------------------------------------------------------------------------------------------------------------------------- | 2022-07-13 | 2 : 0 | 2 : 0 | 0 : 1 | ------------------------------------------------------------------------------------------------------------------------- | POPULATION SHRINKDAYS = 2 | SHORTYESDAYS | LONGYESDAYS | - | ------------------------------------------------------------------------------------------------------------------------- | 381 | 250 | 218 | - | ------------------------------------------------------------------------------------------------------------------------- | POP. SHRINKDAYS NEXT DAY | SHORTYESDAYS | LONGYESDAYS | - | ------------------------------------------------------------------------------------------------------------------------- | 384 | 262 | 243 | - | -------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------ | MONTH |AVG DAY SIZE| YEAR |AVG DAY SIZE| AVG 30 DAY | ------------------------------------------------------------------ | January | 8.83 | 2011 | 4.84 % | 4.58 % | ------------------------------------------------------------------ | February | 7.96 | 2012 | 4.92 % | - | ------------------------------------------------------------------ | March | 6.22 | 2013 | 3.80 % | - | ------------------------------------------------------------------ | April | 7.19 | 2014 | 3.98 % | - | ------------------------------------------------------------------ | May | 7.20 | 2015 | 5.15 % | - | ------------------------------------------------------------------ | June | 4.84 | 2016 | 4.65 % | - | ------------------------------------------------------------------ | July | 4.26 | 2017 | 3.28 % | - | ------------------------------------------------------------------ | - | - | 2018 | 5.65 % | - | ------------------------------------------------------------------ | - | - | 2019 | 4.01 % | - | ------------------------------------------------------------------ | - | - | 2020 | 6.23 % | - | ------------------------------------------------------------------ | - | - | 2021 | 5.29 % | - | ------------------------------------------------------------------ | - | - | 2022 | 6.79 % | - | ------------------------------------------------------------------ | - | - | GLOBAL | 4.80 % | - | ------------------------------------------------------------------
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 | 625 - 31.84% | 600 - 31.45% | 625 - 66.56% | 600 - 60.36% | ---------------------------------------------------------------------------- | 2 | 411 - 20.94% | 383 - 20.07% | 192 - 20.45% | 223 - 22.43% | ---------------------------------------------------------------------------- | 3 | 278 - 14.16% | 266 - 13.94% | 78 - 8.31% | 91 - 9.15% | ---------------------------------------------------------------------------- | 4 | 212 - 10.80% | 182 - 9.54% | 26 - 2.77% | 43 - 4.33% | ---------------------------------------------------------------------------- | 5 | 144 - 7.34% | 116 - 6.08% | 12 - 1.28% | 20 - 2.01% | ---------------------------------------------------------------------------- | 6 | 100 - 5.09% | 78 - 4.09% | 5 - 0.53% | 12 - 1.21% | ---------------------------------------------------------------------------- | 7 | 70 - 3.57% | 56 - 2.94% | 1 - 0.11% | 5 - 0.50% | ---------------------------------------------------------------------------- | 8 | 44 - 2.24% | 41 - 2.15% | - | - | ---------------------------------------------------------------------------- | 9 | 27 - 1.38% | 34 - 1.78% | - | - | ---------------------------------------------------------------------------- | 10 | 20 - 1.02% | 31 - 1.62% | - | - | ---------------------------------------------------------------------------- | 11 | 13 - 0.66% | 25 - 1.31% | - | - | ---------------------------------------------------------------------------- | 12 | 9 - 0.46% | 23 - 1.21% | - | - | ---------------------------------------------------------------------------- | 13 | 5 - 0.25% | 18 - 0.94% | - | - | ---------------------------------------------------------------------------- | 14 | 2 - 0.10% | 16 - 0.84% | - | - | ---------------------------------------------------------------------------- | 15 | 2 - 0.10% | 14 - 0.73% | - | - | ---------------------------------------------------------------------------- | 16 | 1 - 0.05% | 9 - 0.47% | - | - | ------------------------------------------------------------------------------------------- | MAX. SY | MAX. SN | MAX. LY | MAX. LN | MAX HH | MAX LL | ------------------------------------------------------------------------------------------- | 16 | 7 | 21 | 7 | 9 | -12 | ------------------------------------------------------------------------------------------- | TOT. SY | TOT. SN | TOT. LY | TOT. LN | - | - | ------------------------------------------------------------------------------------------- |1963 : 67.64% | 939 : 32.36% |1908 : 65.75% | 994 : 34.25% | - | - | -------------------------------------------------------------------------------------------
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 | 0.10 | ---------------------------------------------- | -10 | 4 | 0.14 | ---------------------------------------------- | -9 | 7 | 0.24 | ---------------------------------------------- | -8 | 13 | 0.45 | ---------------------------------------------- | -7 | 26 | 0.90 | ---------------------------------------------- | -6 | 46 | 1.59 | ---------------------------------------------- | -5 | 94 | 3.24 | ---------------------------------------------- | -4 | 148 | 5.10 | ---------------------------------------------- | -3 | 258 | 8.89 | ---------------------------------------------- | -2 | 401 | 13.82 | ---------------------------------------------- | -1 | 694 | 23.91 | ---------------------------------------------- | 0 | 21 | 0.72 | ---------------------------------------------- | 1 | 692 | 23.85 | ---------------------------------------------- | 2 | 294 | 10.13 | ---------------------------------------------- | 3 | 114 | 3.93 | ---------------------------------------------- | 4 | 44 | 1.52 | ---------------------------------------------- | 5 | 25 | 0.86 | ---------------------------------------------- | 6 | 11 | 0.38 | ---------------------------------------------- | 7 | 3 | 0.10 | ---------------------------------------------- | 8 | 2 | 0.07 | ---------------------------------------------- | 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. | % | ---------------------------------------------- | -12 | 2 | 0.07 | ---------------------------------------------- | -11 | 2 | 0.07 | ---------------------------------------------- | -10 | 3 | 0.10 | ---------------------------------------------- | -9 | 5 | 0.17 | ---------------------------------------------- | -8 | 10 | 0.34 | ---------------------------------------------- | -7 | 18 | 0.62 | ---------------------------------------------- | -6 | 37 | 1.27 | ---------------------------------------------- | -5 | 65 | 2.24 | ---------------------------------------------- | -4 | 130 | 4.48 | ---------------------------------------------- | -3 | 225 | 7.75 | ---------------------------------------------- | -2 | 413 | 14.23 | ---------------------------------------------- | -1 | 746 | 25.71 | ---------------------------------------------- | 0 | 469 | 16.16 | ---------------------------------------------- | 1 | 571 | 19.68 | ---------------------------------------------- | 2 | 153 | 5.27 | ---------------------------------------------- | 3 | 39 | 1.34 | ---------------------------------------------- | 4 | 9 | 0.31 | ---------------------------------------------- | 5 | 4 | 0.14 | ---------------------------------------------- | 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 | ------------------------------------------------------------- | 2414 | 1413 | 59.00 | -------------------------------------------------------------
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