💾 Archived View for yasendfile.org › fin_news › uvxynews.gmi captured on 2023-05-24 at 17:46:29. Gemini links have been rewritten to link to archived content
⬅️ Previous capture (2023-04-26)
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Wednesday, 24 May 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:9.03 C :2.93 | -2.461 | -1.776 | -0.682 | -------------------------------------------------------------- |. DATUM .| SPOT | F1 | F2 | F4 | F7 | -------------------------------------------------------------- |2023-05-22| 17.21 | 19.671 | 21.447 | 23.249 | 23.931 | -------------------------------------------------------------- |2023-05-19| 16.81 | 19.649 | 21.500 | 23.314 | 24.110 | -------------------------------------------------------------- |2023-05-18| 16.05 | 19.147 | 20.956 | 22.948 | 23.800 | --------------------------------------------------------------
UVXY Quote summary of last 3 days
----------------------------------------------------------------------------------------------------------------------------------------------------------------- | . DATUM . | OPEN | HIGH | LOW | CLOSE |CANDLE SIZE VS PREV| UP-DW CLO->CLO | UP-DW OPE->CLO | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2023-05-23 | 3.31 | 3.40 | 3.18 | 3.32 | 6.92% : 0.57% | 3 | 2 | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2023-05-22 | 3.24 | 3.35 | 3.15 | 3.24 | 6.35% : -3.16% | 2 | 1 | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2023-05-19 | 3.08 | 3.34 | 3.05 | 3.23 | 9.51% : 2.76% | 1 | -3 | -----------------------------------------------------------------------------------------------------------------------------------------------------------------
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 | ----------------------------------------- | 2 | 3 | ------------------------------------------------------------- | POPULATION | SHORTYESDAYS > | LONGYESDAYS > | ------------------------------------------------------------- | # 2105 | # 1157 : 54.96% | # 863 : 41.00% | ------------------------------------------------------------- | SHORTYESDAYS= 2 | SHORTYESDAYS= 3 | Percent | ------------------------------------------------------------- | 249 | 201 | 80.7229 | ------------------------------------------------------------- | LONGYESDAYS= 3 | LONGYESDAYS= 4 | Percent | ------------------------------------------------------------- | 203 | 161 | 79.3103 | -------------------------------------------------------------
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 | --------------------------------------------------------------------------------- | 6.92% : 6 : 8 | 401 | 306 : 76.31% | 338 : 84.29% | ---------------------------------------------------------------------------------
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 | ------------------------------------------------------------------------------------------------------------------------- | 2023-05-23 | 1 : 0 | 2 : 0 | 3 : 0 | ------------------------------------------------------------------------------------------------------------------------- | 2023-05-22 | 0 : 1 | 1 : 0 | 2 : 0 | ------------------------------------------------------------------------------------------------------------------------- | 2023-05-19 | 2 : 0 | 0 : 1 | 1 : 0 | ------------------------------------------------------------------------------------------------------------------------- | POPULATION GROWDAYS = 1 | SHORTYESDAYS | LONGYESDAYS | - | ------------------------------------------------------------------------------------------------------------------------- | 677 | 531 | 538 | - | ------------------------------------------------------------------------------------------------------------------------- | POP. GROWDAYS NEXT DAY | SHORTYESDAYS | LONGYESDAYS | - | ------------------------------------------------------------------------------------------------------------------------- | 671 | 546 | 523 | - | -------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------ | MONTH |AVG DAY SIZE| YEAR |AVG DAY SIZE| AVG 30 DAY | ------------------------------------------------------------------ | January | 5.88 | 2015 | 10.86 % | 6.28 % | ------------------------------------------------------------------ | February | 7.02 | 2016 | 9.60 % | - | ------------------------------------------------------------------ | March | 11.09 | 2017 | 6.76 % | - | ------------------------------------------------------------------ | April | 5.49 | 2018 | 9.38 % | - | ------------------------------------------------------------------ | May | 6.94 | 2019 | 6.11 % | - | ------------------------------------------------------------------ | - | - | 2020 | 9.58 % | - | ------------------------------------------------------------------ | - | - | 2021 | 8.06 % | - | ------------------------------------------------------------------ | - | - | 2022 | 8.49 % | - | ------------------------------------------------------------------ | - | - | 2023 | 7.24 % | - | ------------------------------------------------------------------ | - | - | GLOBAL | 8.55 % | - | ------------------------------------------------------------------
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 | 315 - 18.30% | 335 - 20.28% | 314 - 81.77% | 334 - 73.73% | ---------------------------------------------------------------------------- | 2 | 249 - 14.47% | 251 - 15.19% | 56 - 14.58% | 83 - 18.32% | ---------------------------------------------------------------------------- | 3 | 201 - 11.68% | 203 - 12.29% | 12 - 3.13% | 23 - 5.08% | ---------------------------------------------------------------------------- | 4 | 166 - 9.65% | 161 - 9.75% | 2 - 0.52% | 11 - 2.43% | ---------------------------------------------------------------------------- | 5 | 135 - 7.84% | 128 - 7.75% | - | 2 - 0.44% | ---------------------------------------------------------------------------- | 6 | 110 - 6.39% | 96 - 5.81% | - | - | ---------------------------------------------------------------------------- | 7 | 90 - 5.23% | 77 - 4.66% | - | - | ---------------------------------------------------------------------------- | 8 | 77 - 4.47% | 60 - 3.63% | - | - | ---------------------------------------------------------------------------- | 9 | 64 - 3.72% | 52 - 3.15% | - | - | ---------------------------------------------------------------------------- | 10 | 52 - 3.02% | 42 - 2.54% | - | - | ---------------------------------------------------------------------------- | 11 | 47 - 2.73% | 35 - 2.12% | - | - | ---------------------------------------------------------------------------- | 12 | 37 - 2.15% | 29 - 1.76% | - | - | ---------------------------------------------------------------------------- | 13 | 30 - 1.74% | 26 - 1.57% | - | - | ---------------------------------------------------------------------------- | 14 | 22 - 1.28% | 23 - 1.39% | - | - | ---------------------------------------------------------------------------- | 15 | 18 - 1.05% | 20 - 1.21% | - | - | ---------------------------------------------------------------------------- | 16 | 15 - 0.87% | 18 - 1.09% | - | - | ---------------------------------------------------------------------------- | 17 | 12 - 0.70% | 16 - 0.97% | - | - | ---------------------------------------------------------------------------- | 18 | 12 - 0.70% | 13 - 0.79% | - | - | ---------------------------------------------------------------------------- | 19 | 10 - 0.58% | 10 - 0.61% | - | - | ---------------------------------------------------------------------------- | 20 | 9 - 0.52% | 9 - 0.54% | - | - | ---------------------------------------------------------------------------- | 21 | 6 - 0.35% | 9 - 0.54% | - | - | ---------------------------------------------------------------------------- | 22 | 5 - 0.29% | 7 - 0.42% | - | - | ---------------------------------------------------------------------------- | 23 | 4 - 0.23% | 5 - 0.30% | - | - | ---------------------------------------------------------------------------- | 24 | 4 - 0.23% | 5 - 0.30% | - | - | ---------------------------------------------------------------------------- | 25 | 4 - 0.23% | 5 - 0.30% | - | - | ---------------------------------------------------------------------------- | 26 | 3 - 0.17% | 5 - 0.30% | - | - | ---------------------------------------------------------------------------- | 27 | 3 - 0.17% | 3 - 0.18% | - | - | ---------------------------------------------------------------------------- | 28 | 3 - 0.17% | 3 - 0.18% | - | - | ---------------------------------------------------------------------------- | 29 | 3 - 0.17% | 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 | - | - | ------------------------------------------------------------------------------------------- |1721 : 81.76% | 384 : 18.24% |1652 : 78.48% | 453 : 21.52% | - | - | -------------------------------------------------------------------------------------------
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 | 0.33 | ---------------------------------------------- | -8 | 12 | 0.57 | ---------------------------------------------- | -7 | 22 | 1.05 | ---------------------------------------------- | -6 | 37 | 1.76 | ---------------------------------------------- | -5 | 67 | 3.18 | ---------------------------------------------- | -4 | 111 | 5.27 | ---------------------------------------------- | -3 | 193 | 9.17 | ---------------------------------------------- | -2 | 306 | 14.54 | ---------------------------------------------- | -1 | 497 | 23.61 | ---------------------------------------------- | 0 | 10 | 0.48 | ---------------------------------------------- | 1 | 493 | 23.42 | ---------------------------------------------- | 2 | 197 | 9.36 | ---------------------------------------------- | 3 | 85 | 4.04 | ---------------------------------------------- | 4 | 30 | 1.43 | ---------------------------------------------- | 5 | 18 | 0.86 | ---------------------------------------------- | 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 | 0.81 | ---------------------------------------------- | -6 | 32 | 1.52 | ---------------------------------------------- | -5 | 45 | 2.14 | ---------------------------------------------- | -4 | 82 | 3.90 | ---------------------------------------------- | -3 | 158 | 7.51 | ---------------------------------------------- | -2 | 303 | 14.39 | ---------------------------------------------- | -1 | 545 | 25.89 | ---------------------------------------------- | 0 | 359 | 17.05 | ---------------------------------------------- | 1 | 407 | 19.33 | ---------------------------------------------- | 2 | 101 | 4.80 | ---------------------------------------------- | 3 | 25 | 1.19 | ---------------------------------------------- | 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 | ------------------------------------------------------------- | 1712 | 996 | 58.00 | -------------------------------------------------------------
Shows the lowest close quote of the last 20 days of VIX
------------------------------------------------------------------------------------------------------------------------- | DATE | OPEN | CLOSE | LOW | HIGH | MIN20 | ------------------------------------------------------------------------------------------------------------------------- | 2023-05-23 | 17.35 | 18.53 | 17.30 | 19.31 | 15.78 | ------------------------------------------------------------------------------------------------------------------------- | 2023-05-22 | 17.45 | 17.21 | 16.82 | 18.13 | 15.78 | ------------------------------------------------------------------------------------------------------------------------- | 2023-05-19 | 16.13 | 16.81 | 15.85 | 17.36 | 15.78 | ------------------------------------------------------------------------------------------------------------------------- | 2023-05-18 | 16.92 | 16.05 | 16.05 | 17.15 | 15.78 | ------------------------------------------------------------------------------------------------------------------------- | 2023-05-17 | 17.96 | 16.87 | 16.68 | 18.26 | 15.78 | ------------------------------------------------------------------------------------------------------------------------- | 2023-05-16 | 17.54 | 17.99 | 17.26 | 18.30 | 15.78 | ------------------------------------------------------------------------------------------------------------------------- | 2023-05-15 | 17.44 | 17.12 | 17.08 | 18.16 | 15.78 | ------------------------------------------------------------------------------------------------------------------------- | 2023-05-12 | 16.83 | 17.03 | 16.38 | 17.92 | 15.78 | ------------------------------------------------------------------------------------------------------------------------- | 2023-05-11 | 16.80 | 16.93 | 16.63 | 18.19 | 15.78 | ------------------------------------------------------------------------------------------------------------------------- | 2023-05-10 | 17.58 | 16.94 | 16.36 | 18.31 | 15.78 | ------------------------------------------------------------------------------------------------------------------------- | 2023-05-09 | 17.29 | 17.71 | 17.22 | 17.86 | 15.78 | ------------------------------------------------------------------------------------------------------------------------- | 2023-05-08 | 17.73 | 16.98 | 16.83 | 17.88 | 15.78 | ------------------------------------------------------------------------------------------------------------------------- | 2023-05-05 | 19.50 | 17.19 | 16.69 | 19.63 | 15.78 | ------------------------------------------------------------------------------------------------------------------------- | 2023-05-04 | 19.17 | 20.09 | 18.67 | 21.33 | 15.78 | ------------------------------------------------------------------------------------------------------------------------- | 2023-05-03 | 17.82 | 18.34 | 17.19 | 18.83 | 15.78 | ------------------------------------------------------------------------------------------------------------------------- | 2023-05-02 | 16.27 | 17.78 | 16.26 | 19.81 | 15.78 | ------------------------------------------------------------------------------------------------------------------------- | 2023-05-01 | 16.41 | 16.08 | 15.53 | 16.62 | 15.78 | ------------------------------------------------------------------------------------------------------------------------- | 2023-04-28 | 17.21 | 15.78 | 15.72 | 17.65 | 15.78 | ------------------------------------------------------------------------------------------------------------------------- | 2023-04-27 | 18.43 | 17.03 | 16.72 | 18.43 | 16.46 | ------------------------------------------------------------------------------------------------------------------------- | 2023-04-26 | 18.66 | 18.84 | 17.87 | 19.61 | 16.46 | -------------------------------------------------------------------------------------------------------------------------
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