💾 Archived View for yasendfile.org › fin_news › uvxynews.gmi captured on 2023-04-19 at 22:29:31. Gemini links have been rewritten to link to archived content
⬅️ Previous capture (2023-03-20)
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Wednesday, 19 April 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:12.41 C :6.52 | -0.466 | -2.161 | -1.448 | -------------------------------------------------------------- |. DATUM .| SPOT | F1 | F2 | F4 | F7 | -------------------------------------------------------------- |2023-04-17| 16.95 | 17.416 | 19.577 | 22.202 | 23.650 | -------------------------------------------------------------- |2023-04-14| 17.07 | 18.352 | 20.090 | 22.699 | 23.922 | -------------------------------------------------------------- |2023-04-13| 17.80 | 18.734 | 20.436 | 22.700 | 23.675 | --------------------------------------------------------------
UVXY Quote summary of last 3 days
----------------------------------------------------------------------------------------------------------------------------------------------------------------- | . DATUM . | OPEN | HIGH | LOW | CLOSE |CANDLE SIZE VS PREV| UP-DW CLO->CLO | UP-DW OPE->CLO | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2023-04-18 | 3.78 | 3.86 | 3.71 | 3.77 | 4.04% : -0.72% | -4 | -2 | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2023-04-17 | 3.95 | 3.96 | 3.78 | 3.81 | 4.76% : -0.02% | -3 | -1 | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2023-04-14 | 4.12 | 4.16 | 3.97 | 3.98 | 4.79% : 1.08% | -2 | 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 | LONGYESDAYS | ----------------------------------------- | 4 | 1 | ------------------------------------------------------------- | POPULATION | SHORTYESDAYS > | LONGYESDAYS > | ------------------------------------------------------------- | # 2080 | # 773 : 37.16% | # 1302 : 62.60% | ------------------------------------------------------------- | SHORTYESDAYS= 4 | SHORTYESDAYS= 5 | Percent | ------------------------------------------------------------- | 165 | 133 | 80.6061 | ------------------------------------------------------------- | LONGYESDAYS= 1 | LONGYESDAYS= 2 | Percent | ------------------------------------------------------------- | 331 | 247 | 74.6224 | -------------------------------------------------------------
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 | --------------------------------------------------------------------------------- | 4.04% : 3 : 5 | 478 | 344 : 71.97% | 354 : 74.06% | ---------------------------------------------------------------------------------
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 | ------------------------------------------------------------------------------------------------------------------------- | 2023-04-18 | 0 : 2 | 4 : 0 | 1 : 0 | ------------------------------------------------------------------------------------------------------------------------- | 2023-04-17 | 0 : 1 | 3 : 0 | 0 : 3 | ------------------------------------------------------------------------------------------------------------------------- | 2023-04-14 | 1 : 0 | 2 : 0 | 0 : 2 | ------------------------------------------------------------------------------------------------------------------------- | POPULATION SHRINKDAYS = 2 | SHORTYESDAYS | LONGYESDAYS | - | ------------------------------------------------------------------------------------------------------------------------- | 270 | 224 | 209 | - | ------------------------------------------------------------------------------------------------------------------------- | POP. SHRINKDAYS NEXT DAY | SHORTYESDAYS | LONGYESDAYS | - | ------------------------------------------------------------------------------------------------------------------------- | 277 | 227 | 219 | - | -------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------ | MONTH |AVG DAY SIZE| YEAR |AVG DAY SIZE| AVG 30 DAY | ------------------------------------------------------------------ | January | 5.88 | 2015 | 10.86 % | 8.72 % | ------------------------------------------------------------------ | February | 7.02 | 2016 | 9.60 % | - | ------------------------------------------------------------------ | March | 11.09 | 2017 | 6.76 % | - | ------------------------------------------------------------------ | April | 5.20 | 2018 | 9.38 % | - | ------------------------------------------------------------------ | - | - | 2019 | 6.11 % | - | ------------------------------------------------------------------ | - | - | 2020 | 9.58 % | - | ------------------------------------------------------------------ | - | - | 2021 | 8.06 % | - | ------------------------------------------------------------------ | - | - | 2022 | 8.49 % | - | ------------------------------------------------------------------ | - | - | 2023 | 7.47 % | - | ------------------------------------------------------------------ | - | - | GLOBAL | 8.57 % | - | ------------------------------------------------------------------
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 | 313 - 18.43% | 331 - 20.27% | 312 - 81.68% | 330 - 73.83% | ---------------------------------------------------------------------------- | 2 | 247 - 14.55% | 247 - 15.13% | 56 - 14.66% | 82 - 18.34% | ---------------------------------------------------------------------------- | 3 | 200 - 11.78% | 199 - 12.19% | 12 - 3.14% | 22 - 4.92% | ---------------------------------------------------------------------------- | 4 | 165 - 9.72% | 159 - 9.74% | 2 - 0.52% | 11 - 2.46% | ---------------------------------------------------------------------------- | 5 | 133 - 7.83% | 126 - 7.72% | - | 2 - 0.45% | ---------------------------------------------------------------------------- | 6 | 108 - 6.36% | 95 - 5.82% | - | - | ---------------------------------------------------------------------------- | 7 | 88 - 5.18% | 76 - 4.65% | - | - | ---------------------------------------------------------------------------- | 8 | 75 - 4.42% | 59 - 3.61% | - | - | ---------------------------------------------------------------------------- | 9 | 62 - 3.65% | 52 - 3.18% | - | - | ---------------------------------------------------------------------------- | 10 | 50 - 2.94% | 42 - 2.57% | - | - | ---------------------------------------------------------------------------- | 11 | 45 - 2.65% | 35 - 2.14% | - | - | ---------------------------------------------------------------------------- | 12 | 35 - 2.06% | 29 - 1.78% | - | - | ---------------------------------------------------------------------------- | 13 | 29 - 1.71% | 26 - 1.59% | - | - | ---------------------------------------------------------------------------- | 14 | 22 - 1.30% | 23 - 1.41% | - | - | ---------------------------------------------------------------------------- | 15 | 18 - 1.06% | 20 - 1.22% | - | - | ---------------------------------------------------------------------------- | 16 | 15 - 0.88% | 18 - 1.10% | - | - | ---------------------------------------------------------------------------- | 17 | 12 - 0.71% | 16 - 0.98% | - | - | ---------------------------------------------------------------------------- | 18 | 12 - 0.71% | 13 - 0.80% | - | - | ---------------------------------------------------------------------------- | 19 | 10 - 0.59% | 10 - 0.61% | - | - | ---------------------------------------------------------------------------- | 20 | 9 - 0.53% | 9 - 0.55% | - | - | ---------------------------------------------------------------------------- | 21 | 6 - 0.35% | 9 - 0.55% | - | - | ---------------------------------------------------------------------------- | 22 | 5 - 0.29% | 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 - 0.18% | - | - | ---------------------------------------------------------------------------- | 28 | 3 - 0.18% | 3 - 0.18% | - | - | ---------------------------------------------------------------------------- | 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 | - | - | ------------------------------------------------------------------------------------------- |1698 : 81.63% | 382 : 18.37% |1633 : 78.51% | 447 : 21.49% | - | - | -------------------------------------------------------------------------------------------
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 | 0.14 | ---------------------------------------------- | -9 | 7 | 0.34 | ---------------------------------------------- | -8 | 12 | 0.58 | ---------------------------------------------- | -7 | 22 | 1.06 | ---------------------------------------------- | -6 | 37 | 1.78 | ---------------------------------------------- | -5 | 66 | 3.17 | ---------------------------------------------- | -4 | 110 | 5.29 | ---------------------------------------------- | -3 | 192 | 9.23 | ---------------------------------------------- | -2 | 301 | 14.47 | ---------------------------------------------- | -1 | 491 | 23.61 | ---------------------------------------------- | 0 | 9 | 0.43 | ---------------------------------------------- | 1 | 487 | 23.41 | ---------------------------------------------- | 2 | 195 | 9.38 | ---------------------------------------------- | 3 | 83 | 3.99 | ---------------------------------------------- | 4 | 30 | 1.44 | ---------------------------------------------- | 5 | 18 | 0.87 | ---------------------------------------------- | 6 | 8 | 0.38 | ---------------------------------------------- | 7 | 3 | 0.14 | ---------------------------------------------- | 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 | 0.48 | ---------------------------------------------- | -7 | 17 | 0.82 | ---------------------------------------------- | -6 | 32 | 1.54 | ---------------------------------------------- | -5 | 45 | 2.16 | ---------------------------------------------- | -4 | 81 | 3.89 | ---------------------------------------------- | -3 | 156 | 7.50 | ---------------------------------------------- | -2 | 299 | 14.38 | ---------------------------------------------- | -1 | 539 | 25.91 | ---------------------------------------------- | 0 | 356 | 17.12 | ---------------------------------------------- | 1 | 401 | 19.28 | ---------------------------------------------- | 2 | 99 | 4.76 | ---------------------------------------------- | 3 | 24 | 1.15 | ---------------------------------------------- | 4 | 8 | 0.38 | ---------------------------------------------- | 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 | ------------------------------------------------------------- | 1687 | 982 | 58.00 | -------------------------------------------------------------
Shows the lowest close quote of the last 20 days of VIX
------------------------------------------------------------------------------------------------------------------------- | DATE | OPEN | CLOSE | LOW | HIGH | MIN20 | ------------------------------------------------------------------------------------------------------------------------- | 2023-04-18 | 16.94 | 16.83 | 16.58 | 17.34 | 16.83 | ------------------------------------------------------------------------------------------------------------------------- | 2023-04-17 | 17.58 | 16.95 | 16.90 | 17.79 | 16.95 | ------------------------------------------------------------------------------------------------------------------------- | 2023-04-14 | 17.94 | 17.07 | 17.07 | 18.12 | 17.07 | ------------------------------------------------------------------------------------------------------------------------- | 2023-04-13 | 18.83 | 17.80 | 17.77 | 19.06 | 17.80 | ------------------------------------------------------------------------------------------------------------------------- | 2023-04-12 | 19.38 | 19.09 | 18.25 | 19.98 | 18.40 | ------------------------------------------------------------------------------------------------------------------------- | 2023-04-11 | 19.08 | 19.10 | 18.56 | 19.28 | 18.40 | ------------------------------------------------------------------------------------------------------------------------- | 2023-04-10 | 19.39 | 18.97 | 18.93 | 20.05 | 18.40 | ------------------------------------------------------------------------------------------------------------------------- | 2023-04-06 | 19.30 | 18.40 | 18.35 | 19.88 | 18.40 | ------------------------------------------------------------------------------------------------------------------------- | 2023-04-05 | 19.42 | 19.08 | 19.00 | 20.08 | 18.49 | ------------------------------------------------------------------------------------------------------------------------- | 2023-04-04 | 18.79 | 19.00 | 18.58 | 20.03 | 18.49 | ------------------------------------------------------------------------------------------------------------------------- | 2023-04-03 | 19.79 | 18.55 | 18.54 | 19.83 | 18.49 | ------------------------------------------------------------------------------------------------------------------------- | 2023-03-31 | 19.21 | 18.70 | 18.52 | 19.43 | 18.49 | ------------------------------------------------------------------------------------------------------------------------- | 2023-03-30 | 19.12 | 19.02 | 18.85 | 20.08 | 18.49 | ------------------------------------------------------------------------------------------------------------------------- | 2023-03-29 | 19.39 | 19.12 | 19.09 | 19.45 | 18.49 | ------------------------------------------------------------------------------------------------------------------------- | 2023-03-28 | 20.53 | 19.97 | 19.91 | 21.40 | 18.49 | ------------------------------------------------------------------------------------------------------------------------- | 2023-03-27 | 22.05 | 20.60 | 20.57 | 22.93 | 18.49 | ------------------------------------------------------------------------------------------------------------------------- | 2023-03-24 | 22.11 | 21.74 | 21.60 | 25.21 | 18.49 | ------------------------------------------------------------------------------------------------------------------------- | 2023-03-23 | 21.54 | 22.61 | 20.16 | 24.91 | 18.49 | ------------------------------------------------------------------------------------------------------------------------- | 2023-03-22 | 21.80 | 22.26 | 19.94 | 22.38 | 18.23 | ------------------------------------------------------------------------------------------------------------------------- | 2023-03-21 | 24.16 | 21.38 | 21.29 | 24.16 | 18.23 | -------------------------------------------------------------------------------------------------------------------------
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