💾 Archived View for yasendfile.org › fin_news › uvxynews.gmi captured on 2023-03-20 at 17:52:03. 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 | --------------------------------------------------------------
UVXY Quote summary of last 3 days
----------------------------------------------------------------------------------------------------------------------------------------------------------------- | . DATUM . | OPEN | HIGH | LOW | CLOSE |CANDLE SIZE VS PREV| UP-DW CLO->CLO | UP-DW OPE->CLO | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2023-03-17 | 5.86 | 6.62 | 5.70 | 6.42 | 16.14% : -6.34% | 1 | 1 | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2023-03-16 | 6.75 | 6.81 | 5.56 | 5.59 | 22.48% : 5.84% | -1 | 0 | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2023-03-15 | 6.53 | 7.29 | 6.25 | 6.43 | 16.64% : 1.11% | 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 | LONGYESDAYS | ----------------------------------------- | 10 | 1 | ------------------------------------------------------------- | POPULATION | SHORTYESDAYS > | LONGYESDAYS > | ------------------------------------------------------------- | # 2059 | # 249 : 12.09% | # 1291 : 62.70% | ------------------------------------------------------------- | SHORTYESDAYS= 10 | SHORTYESDAYS= 11 | Percent | ------------------------------------------------------------- | 50 | 44 | 88.0000 | ------------------------------------------------------------- | LONGYESDAYS= 1 | LONGYESDAYS= 2 | Percent | ------------------------------------------------------------- | 327 | 243 | 74.3119 | -------------------------------------------------------------
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 | --------------------------------------------------------------------------------- | 16.14% : 15 : 17 | 64 | 60 : 93.75% | 55 : 85.94% | ---------------------------------------------------------------------------------
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 : 1 | 10 : 0 | 1 : 0 | ------------------------------------------------------------------------------------------------------------------------- | 2023-03-16 | 2 : 0 | 9 : 0 | 0 : 1 | ------------------------------------------------------------------------------------------------------------------------- | 2023-03-15 | 1 : 0 | 8 : 0 | 3 : 0 | ------------------------------------------------------------------------------------------------------------------------- | POPULATION SHRINKDAYS = 1 | SHORTYESDAYS | LONGYESDAYS | - | ------------------------------------------------------------------------------------------------------------------------- | 665 | 571 | 512 | - | ------------------------------------------------------------------------------------------------------------------------- | POP. SHRINKDAYS NEXT DAY | SHORTYESDAYS | LONGYESDAYS | - | ------------------------------------------------------------------------------------------------------------------------- | 653 | 545 | 514 | - | -------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------ | MONTH |AVG DAY SIZE| YEAR |AVG DAY SIZE| AVG 30 DAY | ------------------------------------------------------------------ | January | 5.88 | 2015 | 10.86 % | 8.60 % | ------------------------------------------------------------------ | February | 7.02 | 2016 | 9.60 % | - | ------------------------------------------------------------------ | March | 13.57 | 2017 | 6.76 % | - | ------------------------------------------------------------------ | - | - | 2018 | 9.38 % | - | ------------------------------------------------------------------ | - | - | 2019 | 6.11 % | - | ------------------------------------------------------------------ | - | - | 2020 | 9.58 % | - | ------------------------------------------------------------------ | - | - | 2021 | 8.06 % | - | ------------------------------------------------------------------ | - | - | 2022 | 8.49 % | - | ------------------------------------------------------------------ | - | - | 2023 | 7.65 % | - | ------------------------------------------------------------------ | - | - | 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 | 310 - 18.45% | 327 - 20.21% | 309 - 81.53% | 326 - 73.92% | ---------------------------------------------------------------------------- | 2 | 244 - 14.52% | 243 - 15.02% | 56 - 14.78% | 81 - 18.37% | ---------------------------------------------------------------------------- | 3 | 198 - 11.79% | 197 - 12.18% | 12 - 3.17% | 21 - 4.76% | ---------------------------------------------------------------------------- | 4 | 163 - 9.70% | 157 - 9.70% | 2 - 0.53% | 11 - 2.49% | ---------------------------------------------------------------------------- | 5 | 133 - 7.92% | 125 - 7.73% | - | 2 - 0.45% | ---------------------------------------------------------------------------- | 6 | 108 - 6.43% | 94 - 5.81% | - | - | ---------------------------------------------------------------------------- | 7 | 88 - 5.24% | 75 - 4.64% | - | - | ---------------------------------------------------------------------------- | 8 | 75 - 4.46% | 59 - 3.65% | - | - | ---------------------------------------------------------------------------- | 9 | 62 - 3.69% | 52 - 3.21% | - | - | ---------------------------------------------------------------------------- | 10 | 50 - 2.98% | 42 - 2.60% | - | - | ---------------------------------------------------------------------------- | 11 | 44 - 2.62% | 35 - 2.16% | - | - | ---------------------------------------------------------------------------- | 12 | 34 - 2.02% | 29 - 1.79% | - | - | ---------------------------------------------------------------------------- | 13 | 28 - 1.67% | 26 - 1.61% | - | - | ---------------------------------------------------------------------------- | 14 | 21 - 1.25% | 23 - 1.42% | - | - | ---------------------------------------------------------------------------- | 15 | 17 - 1.01% | 20 - 1.24% | - | - | ---------------------------------------------------------------------------- | 16 | 14 - 0.83% | 18 - 1.11% | - | - | ---------------------------------------------------------------------------- | 17 | 11 - 0.65% | 16 - 0.99% | - | - | ---------------------------------------------------------------------------- | 18 | 11 - 0.65% | 13 - 0.80% | - | - | ---------------------------------------------------------------------------- | 19 | 10 - 0.60% | 10 - 0.62% | - | - | ---------------------------------------------------------------------------- | 20 | 9 - 0.54% | 9 - 0.56% | - | - | ---------------------------------------------------------------------------- | 21 | 6 - 0.36% | 9 - 0.56% | - | - | ---------------------------------------------------------------------------- | 22 | 5 - 0.30% | 7 - 0.43% | - | - | ---------------------------------------------------------------------------- | 23 | 4 - 0.24% | 5 - 0.31% | - | - | ---------------------------------------------------------------------------- | 24 | 4 - 0.24% | 5 - 0.31% | - | - | ---------------------------------------------------------------------------- | 25 | 4 - 0.24% | 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 - 0.12% | - | - | ---------------------------------------------------------------------------- | 30 | 2 - 0.12% | 2 - 0.12% | - | - | ---------------------------------------------------------------------------- | 31 | 2 - 0.12% | 2 - 0.12% | - | - | ---------------------------------------------------------------------------- | 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 | - | - | ------------------------------------------------------------------------------------------- |1680 : 81.59% | 379 : 18.41% |1618 : 78.58% | 441 : 21.42% | - | - | -------------------------------------------------------------------------------------------
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 | 0.58 | ---------------------------------------------- | -7 | 22 | 1.07 | ---------------------------------------------- | -6 | 37 | 1.80 | ---------------------------------------------- | -5 | 65 | 3.16 | ---------------------------------------------- | -4 | 107 | 5.20 | ---------------------------------------------- | -3 | 189 | 9.18 | ---------------------------------------------- | -2 | 297 | 14.42 | ---------------------------------------------- | -1 | 486 | 23.60 | ---------------------------------------------- | 0 | 9 | 0.44 | ---------------------------------------------- | 1 | 483 | 23.46 | ---------------------------------------------- | 2 | 194 | 9.42 | ---------------------------------------------- | 3 | 83 | 4.03 | ---------------------------------------------- | 4 | 30 | 1.46 | ---------------------------------------------- | 5 | 18 | 0.87 | ---------------------------------------------- | 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 | 0.24 | ---------------------------------------------- | -8 | 10 | 0.49 | ---------------------------------------------- | -7 | 17 | 0.83 | ---------------------------------------------- | -6 | 32 | 1.55 | ---------------------------------------------- | -5 | 45 | 2.19 | ---------------------------------------------- | -4 | 81 | 3.93 | ---------------------------------------------- | -3 | 153 | 7.43 | ---------------------------------------------- | -2 | 295 | 14.33 | ---------------------------------------------- | -1 | 534 | 25.93 | ---------------------------------------------- | 0 | 348 | 16.90 | ---------------------------------------------- | 1 | 400 | 19.43 | ---------------------------------------------- | 2 | 99 | 4.81 | ---------------------------------------------- | 3 | 24 | 1.17 | ---------------------------------------------- | 4 | 8 | 0.39 | ---------------------------------------------- | 5 | 4 | 0.19 | ---------------------------------------------- | 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 | ------------------------------------------------------------- | 1667 | 971 | 58.00 | -------------------------------------------------------------
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
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Last Updated 2021-03-03