💾 Archived View for yasendfile.org › fin_news › vxxnews.gmi captured on 2023-01-29 at 15:53:05. 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 | --------------------------------------------------------------
VXX 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 | 11.50 | 11.50 | 11.06 | 11.30 | 3.98% : 1.08% | -2 | 0 | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2023-01-26 | 11.49 | 11.73 | 11.40 | 11.45 | 2.89% : -3.85% | -1 | -1 | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2023-01-25 | 11.99 | 12.35 | 11.57 | 11.63 | 6.74% : 1.46% | 1 | 1 | -----------------------------------------------------------------------------------------------------------------------------------------------------------------
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 | ----------------------------------------- | 1 | 1 | ------------------------------------------------------------- | POPULATION | SHORTYESDAYS > | LONGNODAYS > | ------------------------------------------------------------- | # 3516 | # 1723 : 49.00% | # 494 : 14.05% | ------------------------------------------------------------- | SHORTYESDAYS= 1 | SHORTYESDAYS= 2 | Percent | ------------------------------------------------------------- | 728 | 495 | 67.9945 | ------------------------------------------------------------- | LONGNODAYS= 1 | LONGNODAYS= 2 | Percent | ------------------------------------------------------------- | 725 | 283 | 39.0345 | -------------------------------------------------------------
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 | --------------------------------------------------------------------------------- | 3.98% : 3 : 5 | 1313 | 804 : 61.23% | 917 : 69.84% | ---------------------------------------------------------------------------------
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 | 1 : 0 | 0 : 1 | ------------------------------------------------------------------------------------------------------------------------- | 2023-01-26 | 0 : 1 | 0 : 1 | 2 : 0 | ------------------------------------------------------------------------------------------------------------------------- | 2023-01-25 | 2 : 0 | 5 : 0 | 1 : 0 | ------------------------------------------------------------------------------------------------------------------------- | POPULATION GROWDAYS = 1 | SHORTYESDAYS | LONGYESDAYS | - | ------------------------------------------------------------------------------------------------------------------------- | 1122 | 777 | 767 | - | ------------------------------------------------------------------------------------------------------------------------- | POP. GROWDAYS NEXT DAY | SHORTYESDAYS | LONGYESDAYS | - | ------------------------------------------------------------------------------------------------------------------------- | 1121 | 776 | 752 | - | -------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------ | MONTH |AVG DAY SIZE| YEAR |AVG DAY SIZE| AVG 30 DAY | ------------------------------------------------------------------ | January | 3.94 | 2009 | 4.15 % | 4.08 % | ------------------------------------------------------------------ | - | - | 2010 | 4.71 % | - | ------------------------------------------------------------------ | - | - | 2011 | 5.02 % | - | ------------------------------------------------------------------ | - | - | 2012 | 5.00 % | - | ------------------------------------------------------------------ | - | - | 2013 | 3.86 % | - | ------------------------------------------------------------------ | - | - | 2014 | 4.05 % | - | ------------------------------------------------------------------ | - | - | 2015 | 5.25 % | - | ------------------------------------------------------------------ | - | - | 2016 | 4.72 % | - | ------------------------------------------------------------------ | - | - | 2017 | 3.35 % | - | ------------------------------------------------------------------ | - | - | 2018 | 5.62 % | - | ------------------------------------------------------------------ | - | - | 2019 | 4.06 % | - | ------------------------------------------------------------------ | - | - | 2020 | 6.29 % | - | ------------------------------------------------------------------ | - | - | 2021 | 5.30 % | - | ------------------------------------------------------------------ | - | - | 2022 | 5.54 % | - | ------------------------------------------------------------------ | - | - | 2023 | 3.94 % | - | ------------------------------------------------------------------ | - | - | GLOBAL | 4.78 % | - | ------------------------------------------------------------------
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 | 728 - 29.70% | 725 - 31.56% | 728 - 68.36% | 725 - 59.47% | ---------------------------------------------------------------------------- | 2 | 495 - 20.20% | 470 - 20.46% | 210 - 19.72% | 283 - 23.22% | ---------------------------------------------------------------------------- | 3 | 354 - 14.44% | 317 - 13.80% | 80 - 7.51% | 115 - 9.43% | ---------------------------------------------------------------------------- | 4 | 265 - 10.81% | 215 - 9.36% | 29 - 2.72% | 54 - 4.43% | ---------------------------------------------------------------------------- | 5 | 173 - 7.06% | 148 - 6.44% | 11 - 1.03% | 24 - 1.97% | ---------------------------------------------------------------------------- | 6 | 119 - 4.86% | 105 - 4.57% | 6 - 0.56% | 14 - 1.15% | ---------------------------------------------------------------------------- | 7 | 88 - 3.59% | 69 - 3.00% | 1 - 0.09% | 3 - 0.25% | ---------------------------------------------------------------------------- | 8 | 63 - 2.57% | 50 - 2.18% | - | 1 - 0.08% | ---------------------------------------------------------------------------- | 9 | 49 - 2.00% | 37 - 1.61% | - | - | ---------------------------------------------------------------------------- | 10 | 36 - 1.47% | 30 - 1.31% | - | - | ---------------------------------------------------------------------------- | 11 | 26 - 1.06% | 23 - 1.00% | - | - | ---------------------------------------------------------------------------- | 12 | 19 - 0.78% | 20 - 0.87% | - | - | ---------------------------------------------------------------------------- | 13 | 12 - 0.49% | 17 - 0.74% | - | - | ---------------------------------------------------------------------------- | 14 | 6 - 0.24% | 16 - 0.70% | - | - | ---------------------------------------------------------------------------- | 15 | 6 - 0.24% | 13 - 0.57% | - | - | ---------------------------------------------------------------------------- | 16 | 4 - 0.16% | 10 - 0.44% | - | - | ---------------------------------------------------------------------------- | 17 | 2 - 0.08% | 7 - 0.30% | - | - | ---------------------------------------------------------------------------- | 18 | 1 - 0.04% | 6 - 0.26% | - | - | ---------------------------------------------------------------------------- | 19 | 1 - 0.04% | 5 - 0.22% | - | - | ---------------------------------------------------------------------------- | 20 | 1 - 0.04% | 3 - 0.13% | - | - | ---------------------------------------------------------------------------- | 21 | 1 - 0.04% | 3 - 0.13% | - | - | ---------------------------------------------------------------------------- | 22 | 1 - 0.04% | 1 - 0.04% | - | - | ---------------------------------------------------------------------------- | 23 | 1 - 0.04% | 1 - 0.04% | - | - | ------------------------------------------------------------------------------------------- | MAX. SY | MAX. SN | MAX. LY | MAX. LN | MAX HH | MAX LL | ------------------------------------------------------------------------------------------- | 23 | 7 | 29 | 8 | 9 | -12 | ------------------------------------------------------------------------------------------- | TOT. SY | TOT. SN | TOT. LY | TOT. LN | - | - | ------------------------------------------------------------------------------------------- |2451 : 69.71% |1065 : 30.29% |2297 : 65.33% |1219 : 34.67% | - | - | -------------------------------------------------------------------------------------------
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 | 8 | 0.23 | ---------------------------------------------- | -8 | 16 | 0.46 | ---------------------------------------------- | -7 | 33 | 0.94 | ---------------------------------------------- | -6 | 61 | 1.73 | ---------------------------------------------- | -5 | 117 | 3.33 | ---------------------------------------------- | -4 | 181 | 5.15 | ---------------------------------------------- | -3 | 307 | 8.73 | ---------------------------------------------- | -2 | 495 | 14.08 | ---------------------------------------------- | -1 | 833 | 23.69 | ---------------------------------------------- | 0 | 34 | 0.97 | ---------------------------------------------- | 1 | 828 | 23.55 | ---------------------------------------------- | 2 | 350 | 9.95 | ---------------------------------------------- | 3 | 145 | 4.12 | ---------------------------------------------- | 4 | 53 | 1.51 | ---------------------------------------------- | 5 | 29 | 0.82 | ---------------------------------------------- | 6 | 13 | 0.37 | ---------------------------------------------- | 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 | 0.17 | ---------------------------------------------- | -9 | 8 | 0.23 | ---------------------------------------------- | -8 | 14 | 0.40 | ---------------------------------------------- | -7 | 22 | 0.63 | ---------------------------------------------- | -6 | 41 | 1.17 | ---------------------------------------------- | -5 | 78 | 2.22 | ---------------------------------------------- | -4 | 143 | 4.07 | ---------------------------------------------- | -3 | 252 | 7.17 | ---------------------------------------------- | -2 | 482 | 13.71 | ---------------------------------------------- | -1 | 908 | 25.82 | ---------------------------------------------- | 0 | 607 | 17.26 | ---------------------------------------------- | 1 | 696 | 19.80 | ---------------------------------------------- | 2 | 190 | 5.40 | ---------------------------------------------- | 3 | 46 | 1.31 | ---------------------------------------------- | 4 | 11 | 0.31 | ---------------------------------------------- | 5 | 4 | 0.11 | ---------------------------------------------- | 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 | ------------------------------------------------------------- | 2936 | 1680 | 57.00 | -------------------------------------------------------------
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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Since 2018-11-18
VERSION 1.04
Last Updated 2021-03-03