💾 Archived View for yasendfile.org › fin_news › uvxynews.gmi captured on 2023-01-29 at 15:53:54. Gemini links have been rewritten to link to archived content
⬅️ Previous capture (2023-01-29)
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Saturday, 28 January 2023
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:5.92 C :5.24 | -0.808 | -1.144 | -1.129 | -------------------------------------------------------------- |. DATUM .| SPOT | F1 | F2 | F4 | F7 | -------------------------------------------------------------- |2023-01-27| 18.51 | 19.318 | 20.462 | 21.551 | 22.680 | -------------------------------------------------------------- |2023-01-26| 18.73 | 19.670 | 20.831 | 21.858 | 22.903 | -------------------------------------------------------------- |2023-01-25| 19.08 | 19.958 | 21.053 | 22.101 | 23.172 | --------------------------------------------------------------
UVXY Quote summary of last 3 days
----------------------------------------------------------------------------------------------------------------------------------------------------------------- | . DATUM . | OPEN | HIGH | LOW | CLOSE |CANDLE SIZE VS PREV| UP-DW CLO->CLO | UP-DW OPE->CLO | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2023-01-27 | 5.02 | 5.02 | 4.73 | 4.86 | 6.13% : 1.69% | -2 | 0 | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2023-01-26 | 5.00 | 5.17 | 4.95 | 5.00 | 4.44% : -5.42% | -1 | -1 | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2023-01-25 | 5.33 | 5.57 | 5.07 | 5.10 | 9.86% : 1.76% | 0 | 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 | ----------------------------------------- | 7 | 1 | ------------------------------------------------------------- | POPULATION | SHORTYESDAYS > | LONGNODAYS > | ------------------------------------------------------------- | # 2030 | # 415 : 20.44% | # 113 : 5.57% | ------------------------------------------------------------- | SHORTYESDAYS= 7 | SHORTYESDAYS= 8 | Percent | ------------------------------------------------------------- | 87 | 73 | 83.9080 | ------------------------------------------------------------- | LONGNODAYS= 1 | LONGNODAYS= 2 | Percent | ------------------------------------------------------------- | 319 | 79 | 24.7649 | -------------------------------------------------------------
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 | --------------------------------------------------------------------------------- | 6.13% : 5 : 7 | 471 | 341 : 72.40% | 385 : 81.74% | ---------------------------------------------------------------------------------
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 | ------------------------------------------------------------------------------------------------------------------------- | 2023-01-27 | 1 : 0 | 7 : 0 | 0 : 1 | ------------------------------------------------------------------------------------------------------------------------- | 2023-01-26 | 0 : 1 | 6 : 0 | 2 : 0 | ------------------------------------------------------------------------------------------------------------------------- | 2023-01-25 | 2 : 0 | 5 : 0 | 1 : 0 | ------------------------------------------------------------------------------------------------------------------------- | POPULATION GROWDAYS = 1 | SHORTYESDAYS | LONGYESDAYS | - | ------------------------------------------------------------------------------------------------------------------------- | 655 | 512 | 522 | - | ------------------------------------------------------------------------------------------------------------------------- | POP. GROWDAYS NEXT DAY | SHORTYESDAYS | LONGYESDAYS | - | ------------------------------------------------------------------------------------------------------------------------- | 648 | 524 | 506 | - | -------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------ | MONTH |AVG DAY SIZE| YEAR |AVG DAY SIZE| AVG 30 DAY | ------------------------------------------------------------------ | January | 5.98 | 2015 | 10.86 % | 6.18 % | ------------------------------------------------------------------ | - | - | 2016 | 9.60 % | - | ------------------------------------------------------------------ | - | - | 2017 | 6.76 % | - | ------------------------------------------------------------------ | - | - | 2018 | 9.38 % | - | ------------------------------------------------------------------ | - | - | 2019 | 6.11 % | - | ------------------------------------------------------------------ | - | - | 2020 | 9.58 % | - | ------------------------------------------------------------------ | - | - | 2021 | 8.06 % | - | ------------------------------------------------------------------ | - | - | 2022 | 8.49 % | - | ------------------------------------------------------------------ | - | - | 2023 | 5.98 % | - | ------------------------------------------------------------------ | - | - | GLOBAL | 8.58 % | - | ------------------------------------------------------------------
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 | 309 - 18.70% | 319 - 19.96% | 308 - 81.48% | 319 - 73.84% | ---------------------------------------------------------------------------- | 2 | 243 - 14.71% | 239 - 14.96% | 56 - 14.81% | 79 - 18.29% | ---------------------------------------------------------------------------- | 3 | 197 - 11.92% | 193 - 12.08% | 12 - 3.17% | 21 - 4.86% | ---------------------------------------------------------------------------- | 4 | 162 - 9.81% | 155 - 9.70% | 2 - 0.53% | 11 - 2.55% | ---------------------------------------------------------------------------- | 5 | 132 - 7.99% | 124 - 7.76% | - | 2 - 0.46% | ---------------------------------------------------------------------------- | 6 | 107 - 6.48% | 93 - 5.82% | - | - | ---------------------------------------------------------------------------- | 7 | 87 - 5.27% | 75 - 4.69% | - | - | ---------------------------------------------------------------------------- | 8 | 73 - 4.42% | 59 - 3.69% | - | - | ---------------------------------------------------------------------------- | 9 | 60 - 3.63% | 52 - 3.25% | - | - | ---------------------------------------------------------------------------- | 10 | 48 - 2.91% | 42 - 2.63% | - | - | ---------------------------------------------------------------------------- | 11 | 43 - 2.60% | 35 - 2.19% | - | - | ---------------------------------------------------------------------------- | 12 | 33 - 2.00% | 29 - 1.81% | - | - | ---------------------------------------------------------------------------- | 13 | 27 - 1.63% | 26 - 1.63% | - | - | ---------------------------------------------------------------------------- | 14 | 20 - 1.21% | 23 - 1.44% | - | - | ---------------------------------------------------------------------------- | 15 | 16 - 0.97% | 20 - 1.25% | - | - | ---------------------------------------------------------------------------- | 16 | 13 - 0.79% | 18 - 1.13% | - | - | ---------------------------------------------------------------------------- | 17 | 10 - 0.61% | 16 - 1.00% | - | - | ---------------------------------------------------------------------------- | 18 | 10 - 0.61% | 13 - 0.81% | - | - | ---------------------------------------------------------------------------- | 19 | 9 - 0.54% | 10 - 0.63% | - | - | ---------------------------------------------------------------------------- | 20 | 8 - 0.48% | 9 - 0.56% | - | - | ---------------------------------------------------------------------------- | 21 | 5 - 0.30% | 9 - 0.56% | - | - | ---------------------------------------------------------------------------- | 22 | 4 - 0.24% | 7 - 0.44% | - | - | ---------------------------------------------------------------------------- | 23 | 3 - 0.18% | 5 - 0.31% | - | - | ---------------------------------------------------------------------------- | 24 | 3 - 0.18% | 5 - 0.31% | - | - | ---------------------------------------------------------------------------- | 25 | 3 - 0.18% | 5 - 0.31% | - | - | ---------------------------------------------------------------------------- | 26 | 3 - 0.18% | 5 - 0.31% | - | - | ---------------------------------------------------------------------------- | 27 | 3 - 0.18% | 3 - 0.19% | - | - | ---------------------------------------------------------------------------- | 28 | 3 - 0.18% | 3 - 0.19% | - | - | ---------------------------------------------------------------------------- | 29 | 3 - 0.18% | 2 - 0.13% | - | - | ---------------------------------------------------------------------------- | 30 | 2 - 0.12% | 2 - 0.13% | - | - | ---------------------------------------------------------------------------- | 31 | 2 - 0.12% | 2 - 0.13% | - | - | ---------------------------------------------------------------------------- | 32 | 1 - 0.06% | - | - | - | ---------------------------------------------------------------------------- | 33 | 1 - 0.06% | - | - | - | ---------------------------------------------------------------------------- | 34 | 1 - 0.06% | - | - | - | ---------------------------------------------------------------------------- | 35 | 1 - 0.06% | - | - | - | ---------------------------------------------------------------------------- | 36 | 1 - 0.06% | - | - | - | ---------------------------------------------------------------------------- | 37 | 1 - 0.06% | - | - | - | ---------------------------------------------------------------------------- | 38 | 1 - 0.06% | - | - | - | ---------------------------------------------------------------------------- | 39 | 1 - 0.06% | - | - | - | ---------------------------------------------------------------------------- | 40 | 1 - 0.06% | - | - | - | ---------------------------------------------------------------------------- | 41 | 1 - 0.06% | - | - | - | ---------------------------------------------------------------------------- | 42 | 1 - 0.06% | - | - | - | ------------------------------------------------------------------------------------------- | MAX. SY | MAX. SN | MAX. LY | MAX. LN | MAX HH | MAX LL | ------------------------------------------------------------------------------------------- | 42 | 4 | 31 | 5 | 9 | -12 | ------------------------------------------------------------------------------------------- | TOT. SY | TOT. SN | TOT. LY | TOT. LN | - | - | ------------------------------------------------------------------------------------------- |1652 : 81.38% | 378 : 18.62% |1598 : 78.72% | 432 : 21.28% | - | - | -------------------------------------------------------------------------------------------
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 | 0.05 | ---------------------------------------------- | -11 | 2 | 0.10 | ---------------------------------------------- | -10 | 3 | 0.15 | ---------------------------------------------- | -9 | 7 | 0.34 | ---------------------------------------------- | -8 | 12 | 0.59 | ---------------------------------------------- | -7 | 22 | 1.08 | ---------------------------------------------- | -6 | 37 | 1.82 | ---------------------------------------------- | -5 | 65 | 3.20 | ---------------------------------------------- | -4 | 107 | 5.27 | ---------------------------------------------- | -3 | 188 | 9.26 | ---------------------------------------------- | -2 | 292 | 14.38 | ---------------------------------------------- | -1 | 478 | 23.55 | ---------------------------------------------- | 0 | 9 | 0.44 | ---------------------------------------------- | 1 | 474 | 23.35 | ---------------------------------------------- | 2 | 191 | 9.41 | ---------------------------------------------- | 3 | 80 | 3.94 | ---------------------------------------------- | 4 | 30 | 1.48 | ---------------------------------------------- | 5 | 18 | 0.89 | ---------------------------------------------- | 6 | 8 | 0.39 | ---------------------------------------------- | 7 | 3 | 0.15 | ---------------------------------------------- | 8 | 2 | 0.10 | ---------------------------------------------- | 9 | 1 | 0.05 | ----------------------------------------------
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. | % | ---------------------------------------------- | -11 | 1 | 0.05 | ---------------------------------------------- | -10 | 2 | 0.10 | ---------------------------------------------- | -9 | 5 | 0.25 | ---------------------------------------------- | -8 | 10 | 0.49 | ---------------------------------------------- | -7 | 17 | 0.84 | ---------------------------------------------- | -6 | 32 | 1.58 | ---------------------------------------------- | -5 | 45 | 2.22 | ---------------------------------------------- | -4 | 81 | 3.99 | ---------------------------------------------- | -3 | 153 | 7.54 | ---------------------------------------------- | -2 | 292 | 14.38 | ---------------------------------------------- | -1 | 527 | 25.96 | ---------------------------------------------- | 0 | 342 | 16.85 | ---------------------------------------------- | 1 | 390 | 19.21 | ---------------------------------------------- | 2 | 97 | 4.78 | ---------------------------------------------- | 3 | 23 | 1.13 | ---------------------------------------------- | 4 | 8 | 0.39 | ---------------------------------------------- | 5 | 4 | 0.20 | ---------------------------------------------- | 6 | 1 | 0.05 | ----------------------------------------------
Shows percentage of chance if the next day will open lower and we are in contango for F1-F2
------------------------------------------------------------- | POPULATION | LOWEROPEN | PERCENTAGE | ------------------------------------------------------------- | 1638 | 961 | 59.00 | -------------------------------------------------------------
Shows the lowest close quote of the last 20 days of VIX
------------------------------------------------------------------------------------------------------------------------- | DATE | OPEN | CLOSE | LOW | HIGH | MIN20 | ------------------------------------------------------------------------------------------------------------------------- | 2023-01-27 | 18.90 | 18.51 | 17.97 | 19.00 | 18.35 | ------------------------------------------------------------------------------------------------------------------------- | 2023-01-26 | 19.05 | 18.73 | 18.67 | 19.48 | 18.35 | ------------------------------------------------------------------------------------------------------------------------- | 2023-01-25 | 19.56 | 19.08 | 18.99 | 20.90 | 18.35 | ------------------------------------------------------------------------------------------------------------------------- | 2023-01-24 | 19.89 | 19.20 | 18.91 | 20.47 | 18.35 | ------------------------------------------------------------------------------------------------------------------------- | 2023-01-23 | 20.21 | 19.81 | 19.55 | 20.33 | 18.35 | ------------------------------------------------------------------------------------------------------------------------- | 2023-01-20 | 20.28 | 19.85 | 19.41 | 20.70 | 18.35 | ------------------------------------------------------------------------------------------------------------------------- | 2023-01-19 | 20.43 | 20.52 | 20.17 | 21.71 | 18.35 | ------------------------------------------------------------------------------------------------------------------------- | 2023-01-18 | 19.28 | 20.34 | 18.71 | 20.58 | 18.35 | ------------------------------------------------------------------------------------------------------------------------- | 2023-01-17 | 19.89 | 19.36 | 19.21 | 20.22 | 18.35 | ------------------------------------------------------------------------------------------------------------------------- | 2023-01-16 | 19.00 | 18.35 | 18.01 | 19.41 | 18.35 | ------------------------------------------------------------------------------------------------------------------------- | 2023-01-13 | 19.00 | 18.35 | 18.01 | 19.41 | 18.35 | ------------------------------------------------------------------------------------------------------------------------- | 2023-01-12 | 21.56 | 18.83 | 18.83 | 21.80 | 18.83 | ------------------------------------------------------------------------------------------------------------------------- | 2023-01-11 | 20.80 | 21.09 | 20.62 | 21.25 | 20.07 | ------------------------------------------------------------------------------------------------------------------------- | 2023-01-10 | 22.22 | 20.58 | 20.58 | 22.46 | 20.07 | ------------------------------------------------------------------------------------------------------------------------- | 2023-01-09 | 21.75 | 21.97 | 21.27 | 21.98 | 20.07 | ------------------------------------------------------------------------------------------------------------------------- | 2023-01-06 | 22.69 | 21.13 | 21.00 | 22.90 | 20.07 | ------------------------------------------------------------------------------------------------------------------------- | 2023-01-05 | 22.20 | 22.46 | 21.97 | 22.92 | 20.07 | ------------------------------------------------------------------------------------------------------------------------- | 2023-01-04 | 22.93 | 22.01 | 21.94 | 23.27 | 20.07 | ------------------------------------------------------------------------------------------------------------------------- | 2023-01-03 | 23.09 | 22.90 | 22.73 | 23.76 | 20.07 | ------------------------------------------------------------------------------------------------------------------------- | 2022-12-30 | 21.83 | 21.67 | 21.59 | 22.40 | 19.06 | -------------------------------------------------------------------------------------------------------------------------
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