💾 Archived View for yasendfile.org › fin_news › svxynews.gmi captured on 2023-03-20 at 17:52:36. Gemini links have been rewritten to link to archived content
⬅️ Previous capture (2023-01-29)
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Saturday, 18 March 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:2.00 B :-0.40 | -0.124 | -0.512 | 0.104 | -------------------------------------------------------------- |. DATUM .| SPOT | F1 | F2 | F4 | F7 | -------------------------------------------------------------- |2023-03-17| 25.51 | 25.634 | 26.146 | 25.891 | 25.787 | -------------------------------------------------------------- |2023-03-16| 22.99 | 23.016 | 23.551 | 24.099 | 24.436 | -------------------------------------------------------------- |2023-03-15| 26.14 | 25.813 | 25.873 | 25.506 | 25.585 | --------------------------------------------------------------
SVXY Quote summary of last 3 days
----------------------------------------------------------------------------------------------------------------------------------------------------------------- | . DATUM . | OPEN | HIGH | LOW | CLOSE |CANDLE SIZE VS PREV| UP-DW CLO->CLO | UP-DW OPE->CLO | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2023-03-17 | 59.74 | 60.26 | 56.89 | 57.38 | 5.92% : -0.64% | -1 | -3 | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2023-03-16 | 57.24 | 60.76 | 57.02 | 60.69 | 6.56% : -0.06% | 1 | -2 | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2023-03-15 | 57.84 | 58.81 | 55.16 | 58.19 | 6.62% : 2.36% | -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 > | ------------------------------------------------------------- | # 2875 | # 1001 : 34.82% | # 575 : 20.00% | ------------------------------------------------------------- | SHORTYESDAYS= 1 | SHORTYESDAYS= 2 | Percent | ------------------------------------------------------------- | 623 | 350 | 56.1798 | ------------------------------------------------------------- | LONGNODAYS= 1 | LONGNODAYS= 2 | Percent | ------------------------------------------------------------- | 686 | 291 | 42.4198 | -------------------------------------------------------------
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 | --------------------------------------------------------------------------------- | 5.92% : 5 : 7 | 321 | 235 : 73.21% | 228 : 71.03% | ---------------------------------------------------------------------------------
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 | ------------------------------------------------------------------------------------------------------------------------- | 2023-03-17 | 0 : 2 | 1 : 0 | 0 : 1 | ------------------------------------------------------------------------------------------------------------------------- | 2023-03-16 | 0 : 1 | 0 : 1 | 6 : 0 | ------------------------------------------------------------------------------------------------------------------------- | 2023-03-15 | 1 : 0 | 3 : 0 | 5 : 0 | ------------------------------------------------------------------------------------------------------------------------- | POPULATION SHRINKDAYS = 2 | SHORTYESDAYS | LONGYESDAYS | - | ------------------------------------------------------------------------------------------------------------------------- | 385 | 167 | 197 | - | ------------------------------------------------------------------------------------------------------------------------- | POP. SHRINKDAYS NEXT DAY | SHORTYESDAYS | LONGYESDAYS | - | ------------------------------------------------------------------------------------------------------------------------- | 381 | 215 | 218 | - | -------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------ | MONTH |AVG DAY SIZE| YEAR |AVG DAY SIZE| AVG 30 DAY | ------------------------------------------------------------------ | January | 1.90 | 2011 | 4.73 % | 2.82 % | ------------------------------------------------------------------ | February | 2.28 | 2012 | 4.86 % | - | ------------------------------------------------------------------ | March | 4.52 | 2013 | 3.85 % | - | ------------------------------------------------------------------ | - | - | 2014 | 4.03 % | - | ------------------------------------------------------------------ | - | - | 2015 | 5.32 % | - | ------------------------------------------------------------------ | - | - | 2016 | 4.78 % | - | ------------------------------------------------------------------ | - | - | 2017 | 3.37 % | - | ------------------------------------------------------------------ | - | - | 2018 | 3.45 % | - | ------------------------------------------------------------------ | - | - | 2019 | 2.02 % | - | ------------------------------------------------------------------ | - | - | 2020 | 3.16 % | - | ------------------------------------------------------------------ | - | - | 2021 | 2.66 % | - | ------------------------------------------------------------------ | - | - | 2022 | 2.78 % | - | ------------------------------------------------------------------ | - | - | 2023 | 2.50 % | - | ------------------------------------------------------------------ | - | - | GLOBAL | 3.67 % | - | ------------------------------------------------------------------
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 | 623 - 38.36% | 686 - 42.50% | 623 - 49.80% | 686 - 54.40% | ---------------------------------------------------------------------------- | 2 | 350 - 21.55% | 367 - 22.74% | 289 - 23.10% | 291 - 23.08% | ---------------------------------------------------------------------------- | 3 | 206 - 12.68% | 205 - 12.70% | 153 - 12.23% | 138 - 10.94% | ---------------------------------------------------------------------------- | 4 | 127 - 7.82% | 137 - 8.49% | 85 - 6.79% | 61 - 4.84% | ---------------------------------------------------------------------------- | 5 | 81 - 4.99% | 82 - 5.08% | 48 - 3.84% | 34 - 2.70% | ---------------------------------------------------------------------------- | 6 | 53 - 3.26% | 50 - 3.10% | 28 - 2.24% | 18 - 1.43% | ---------------------------------------------------------------------------- | 7 | 41 - 2.52% | 34 - 2.11% | 13 - 1.04% | 10 - 0.79% | ---------------------------------------------------------------------------- | 8 | 32 - 1.97% | 17 - 1.05% | 7 - 0.56% | 6 - 0.48% | ---------------------------------------------------------------------------- | 9 | 27 - 1.66% | 13 - 0.81% | 3 - 0.24% | 5 - 0.40% | ---------------------------------------------------------------------------- | 10 | 20 - 1.23% | 7 - 0.43% | 2 - 0.16% | 4 - 0.32% | ---------------------------------------------------------------------------- | 11 | 16 - 0.99% | 6 - 0.37% | - | 1 - 0.08% | ---------------------------------------------------------------------------- | 12 | 11 - 0.68% | 5 - 0.31% | - | 1 - 0.08% | ---------------------------------------------------------------------------- | 13 | 9 - 0.55% | 3 - 0.19% | - | 1 - 0.08% | ---------------------------------------------------------------------------- | 14 | 8 - 0.49% | 1 - 0.06% | - | 1 - 0.08% | ---------------------------------------------------------------------------- | 15 | 8 - 0.49% | 1 - 0.06% | - | 1 - 0.08% | ---------------------------------------------------------------------------- | 16 | 5 - 0.31% | - | - | 1 - 0.08% | ---------------------------------------------------------------------------- | 17 | 2 - 0.12% | - | - | 1 - 0.08% | ---------------------------------------------------------------------------- | 18 | 2 - 0.12% | - | - | 1 - 0.08% | ---------------------------------------------------------------------------- | 19 | 1 - 0.06% | - | - | - | ---------------------------------------------------------------------------- | 20 | 1 - 0.06% | - | - | - | ---------------------------------------------------------------------------- | 21 | 1 - 0.06% | - | - | - | ------------------------------------------------------------------------------------------- | MAX. SY | MAX. SN | MAX. LY | MAX. LN | MAX HH | MAX LL | ------------------------------------------------------------------------------------------- | 21 | 10 | 15 | 18 | 12 | -9 | ------------------------------------------------------------------------------------------- | TOT. SY | TOT. SN | TOT. LY | TOT. LN | - | - | ------------------------------------------------------------------------------------------- |1624 : 56.49% |1251 : 43.51% |1614 : 56.14% |1261 : 43.86% | - | - | -------------------------------------------------------------------------------------------
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. | % | ---------------------------------------------- | -9 | 1 | 0.03 | ---------------------------------------------- | -8 | 2 | 0.07 | ---------------------------------------------- | -7 | 3 | 0.10 | ---------------------------------------------- | -6 | 10 | 0.35 | ---------------------------------------------- | -5 | 21 | 0.73 | ---------------------------------------------- | -4 | 38 | 1.32 | ---------------------------------------------- | -3 | 113 | 3.93 | ---------------------------------------------- | -2 | 301 | 10.47 | ---------------------------------------------- | -1 | 693 | 24.10 | ---------------------------------------------- | 0 | 8 | 0.28 | ---------------------------------------------- | 1 | 694 | 24.14 | ---------------------------------------------- | 2 | 404 | 14.05 | ---------------------------------------------- | 3 | 248 | 8.63 | ---------------------------------------------- | 4 | 142 | 4.94 | ---------------------------------------------- | 5 | 87 | 3.03 | ---------------------------------------------- | 6 | 47 | 1.63 | ---------------------------------------------- | 7 | 26 | 0.90 | ---------------------------------------------- | 8 | 17 | 0.59 | ---------------------------------------------- | 9 | 10 | 0.35 | ---------------------------------------------- | 10 | 5 | 0.17 | ---------------------------------------------- | 11 | 4 | 0.14 | ---------------------------------------------- | 12 | 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. | % | ---------------------------------------------- | -8 | 1 | 0.03 | ---------------------------------------------- | -7 | 2 | 0.07 | ---------------------------------------------- | -6 | 5 | 0.17 | ---------------------------------------------- | -5 | 16 | 0.56 | ---------------------------------------------- | -4 | 42 | 1.46 | ---------------------------------------------- | -3 | 115 | 4.00 | ---------------------------------------------- | -2 | 281 | 9.77 | ---------------------------------------------- | -1 | 730 | 25.39 | ---------------------------------------------- | 0 | 442 | 15.37 | ---------------------------------------------- | 1 | 707 | 24.59 | ---------------------------------------------- | 2 | 302 | 10.50 | ---------------------------------------------- | 3 | 129 | 4.49 | ---------------------------------------------- | 4 | 61 | 2.12 | ---------------------------------------------- | 5 | 22 | 0.77 | ---------------------------------------------- | 6 | 9 | 0.31 | ---------------------------------------------- | 7 | 7 | 0.24 | ---------------------------------------------- | 8 | 2 | 0.07 | ---------------------------------------------- | 9 | 1 | 0.03 | ---------------------------------------------- | 10 | 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 | ------------------------------------------------------------- | 2413 | 970 | 40.00 | -------------------------------------------------------------
Shows the lowest close quote of the last 20 days of VIX
------------------------------------------------------------------------------------------------------------------------- | DATE | OPEN | CLOSE | LOW | HIGH | MIN20 | ------------------------------------------------------------------------------------------------------------------------- | 2023-03-17 | 22.92 | 25.51 | 22.58 | 26.14 | 18.23 | ------------------------------------------------------------------------------------------------------------------------- | 2023-03-16 | 26.19 | 22.99 | 22.97 | 27.49 | 18.23 | ------------------------------------------------------------------------------------------------------------------------- | 2023-03-15 | 23.21 | 26.14 | 23.19 | 29.91 | 18.23 | ------------------------------------------------------------------------------------------------------------------------- | 2023-03-14 | 26.85 | 23.73 | 22.27 | 27.24 | 18.23 | ------------------------------------------------------------------------------------------------------------------------- | 2023-03-13 | 24.05 | 26.52 | 23.85 | 30.81 | 18.23 | ------------------------------------------------------------------------------------------------------------------------- | 2023-03-03 | 19.76 | 18.49 | 18.16 | 19.76 | 18.23 | ------------------------------------------------------------------------------------------------------------------------- | 2023-03-02 | 21.41 | 19.59 | 19.55 | 21.42 | 18.23 | ------------------------------------------------------------------------------------------------------------------------- | 2023-03-01 | 20.39 | 20.58 | 20.22 | 21.32 | 17.87 | ------------------------------------------------------------------------------------------------------------------------- | 2023-02-28 | 21.30 | 20.70 | 20.10 | 21.37 | 17.87 | ------------------------------------------------------------------------------------------------------------------------- | 2023-02-27 | 21.99 | 20.95 | 20.68 | 22.02 | 17.87 | ------------------------------------------------------------------------------------------------------------------------- | 2023-02-24 | 21.35 | 21.67 | 21.32 | 22.90 | 17.87 | ------------------------------------------------------------------------------------------------------------------------- | 2023-02-23 | 21.96 | 21.14 | 20.89 | 22.43 | 17.87 | ------------------------------------------------------------------------------------------------------------------------- | 2023-02-22 | 23.03 | 22.29 | 22.02 | 23.63 | 17.87 | ------------------------------------------------------------------------------------------------------------------------- | 2023-02-21 | 21.80 | 22.87 | 21.80 | 23.34 | 17.87 | ------------------------------------------------------------------------------------------------------------------------- | 2023-02-17 | 20.94 | 20.02 | 19.82 | 21.30 | 17.87 | ------------------------------------------------------------------------------------------------------------------------- | 2023-02-16 | 18.26 | 20.17 | 18.23 | 20.27 | 17.87 | ------------------------------------------------------------------------------------------------------------------------- | 2023-02-15 | 19.37 | 18.23 | 18.11 | 19.41 | 17.87 | ------------------------------------------------------------------------------------------------------------------------- | 2023-02-14 | 20.72 | 18.91 | 18.48 | 20.75 | 17.87 | ------------------------------------------------------------------------------------------------------------------------- | 2023-02-13 | 21.66 | 20.34 | 20.33 | 21.69 | 17.87 | ------------------------------------------------------------------------------------------------------------------------- | 2023-02-10 | 20.74 | 20.53 | 20.44 | 21.94 | 17.87 | -------------------------------------------------------------------------------------------------------------------------
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Since 2018-11-18
VERSION 1.04
Last Updated 2021-03-03