💾 Archived View for yasendfile.org › fin_news › uvxynews.gmi captured on 2023-07-22 at 16:13:41. Gemini links have been rewritten to link to archived content
⬅️ Previous capture (2023-05-24)
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Saturday, 22 July 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:9.02 C :9.10 | -1.856 | -1.429 | -1.674 | -------------------------------------------------------------- |. DATUM .| SPOT | F1 | F2 | F4 | F7 | -------------------------------------------------------------- |2023-07-20| 13.99 | 15.846 | 17.275 | 18.402 | 20.076 | -------------------------------------------------------------- |2023-07-19| 13.76 | 13.020 | 15.905 | 17.964 | 19.696 | -------------------------------------------------------------- |2023-07-18| 13.30 | 13.300 | 15.537 | 17.689 | 19.450 | --------------------------------------------------------------
UVXY Quote summary of last 3 days
----------------------------------------------------------------------------------------------------------------------------------------------------------------- | . DATUM . | OPEN | HIGH | LOW | CLOSE |CANDLE SIZE VS PREV| UP-DW CLO->CLO | UP-DW OPE->CLO | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2023-07-21 | 17.08 | 17.25 | 16.60 | 17.08 | 3.92% : -0.77% | -1 | -1 | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2023-07-20 | 17.58 | 17.87 | 17.07 | 17.43 | 4.69% : -1.22% | 0 | 0 | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2023-07-19 | 16.63 | 17.57 | 16.59 | 17.43 | 5.91% : 2.69% | 1 | -2 | -----------------------------------------------------------------------------------------------------------------------------------------------------------------
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 | ----------------------------------------- | 2 | 1 | ------------------------------------------------------------- | POPULATION | SHORTYESDAYS > | LONGNODAYS > | ------------------------------------------------------------- | # 2145 | # 1169 : 54.50% | # 123 : 5.73% | ------------------------------------------------------------- | SHORTYESDAYS= 2 | SHORTYESDAYS= 3 | Percent | ------------------------------------------------------------- | 255 | 204 | 80.0000 | ------------------------------------------------------------- | LONGNODAYS= 1 | LONGNODAYS= 2 | Percent | ------------------------------------------------------------- | 348 | 86 | 24.7126 | -------------------------------------------------------------
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 | --------------------------------------------------------------------------------- | 3.92% : 3 : 5 | 504 | 357 : 70.83% | 373 : 74.01% | ---------------------------------------------------------------------------------
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 | ------------------------------------------------------------------------------------------------------------------------- | 2023-07-21 | 0 : 2 | 2 : 0 | 0 : 1 | ------------------------------------------------------------------------------------------------------------------------- | 2023-07-20 | 0 : 1 | 1 : 0 | 2 : 0 | ------------------------------------------------------------------------------------------------------------------------- | 2023-07-19 | 1 : 0 | 0 : 1 | 1 : 0 | ------------------------------------------------------------------------------------------------------------------------- | POPULATION SHRINKDAYS = 2 | SHORTYESDAYS | LONGYESDAYS | - | ------------------------------------------------------------------------------------------------------------------------- | 282 | 234 | 216 | - | ------------------------------------------------------------------------------------------------------------------------- | POP. SHRINKDAYS NEXT DAY | SHORTYESDAYS | LONGYESDAYS | - | ------------------------------------------------------------------------------------------------------------------------- | 285 | 234 | 222 | - | -------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------ | MONTH |AVG DAY SIZE| YEAR |AVG DAY SIZE| AVG 30 DAY | ------------------------------------------------------------------ | January | 5.88 | 2015 | 10.86 % | 4.99 % | ------------------------------------------------------------------ | February | 7.02 | 2016 | 9.60 % | - | ------------------------------------------------------------------ | March | 11.09 | 2017 | 6.76 % | - | ------------------------------------------------------------------ | April | 5.49 | 2018 | 9.38 % | - | ------------------------------------------------------------------ | May | 6.71 | 2019 | 6.11 % | - | ------------------------------------------------------------------ | June | 5.14 | 2020 | 9.58 % | - | ------------------------------------------------------------------ | July | 5.21 | 2021 | 8.06 % | - | ------------------------------------------------------------------ | - | - | 2022 | 8.49 % | - | ------------------------------------------------------------------ | - | - | 2023 | 6.64 % | - | ------------------------------------------------------------------ | - | - | GLOBAL | 8.48 % | - | ------------------------------------------------------------------
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 | 325 - 18.58% | 348 - 20.79% | 324 - 81.82% | 348 - 73.89% | ---------------------------------------------------------------------------- | 2 | 255 - 14.58% | 257 - 15.35% | 58 - 14.65% | 86 - 18.26% | ---------------------------------------------------------------------------- | 3 | 204 - 11.66% | 204 - 12.19% | 12 - 3.03% | 24 - 5.10% | ---------------------------------------------------------------------------- | 4 | 169 - 9.66% | 162 - 9.68% | 2 - 0.51% | 11 - 2.34% | ---------------------------------------------------------------------------- | 5 | 138 - 7.89% | 129 - 7.71% | - | 2 - 0.42% | ---------------------------------------------------------------------------- | 6 | 111 - 6.35% | 96 - 5.73% | - | - | ---------------------------------------------------------------------------- | 7 | 91 - 5.20% | 77 - 4.60% | - | - | ---------------------------------------------------------------------------- | 8 | 78 - 4.46% | 60 - 3.58% | - | - | ---------------------------------------------------------------------------- | 9 | 64 - 3.66% | 52 - 3.11% | - | - | ---------------------------------------------------------------------------- | 10 | 52 - 2.97% | 42 - 2.51% | - | - | ---------------------------------------------------------------------------- | 11 | 47 - 2.69% | 35 - 2.09% | - | - | ---------------------------------------------------------------------------- | 12 | 37 - 2.12% | 29 - 1.73% | - | - | ---------------------------------------------------------------------------- | 13 | 30 - 1.72% | 26 - 1.55% | - | - | ---------------------------------------------------------------------------- | 14 | 22 - 1.26% | 23 - 1.37% | - | - | ---------------------------------------------------------------------------- | 15 | 18 - 1.03% | 20 - 1.19% | - | - | ---------------------------------------------------------------------------- | 16 | 15 - 0.86% | 18 - 1.08% | - | - | ---------------------------------------------------------------------------- | 17 | 12 - 0.69% | 16 - 0.96% | - | - | ---------------------------------------------------------------------------- | 18 | 12 - 0.69% | 13 - 0.78% | - | - | ---------------------------------------------------------------------------- | 19 | 10 - 0.57% | 10 - 0.60% | - | - | ---------------------------------------------------------------------------- | 20 | 9 - 0.51% | 9 - 0.54% | - | - | ---------------------------------------------------------------------------- | 21 | 6 - 0.34% | 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 - 0.11% | 2 - 0.12% | - | - | ---------------------------------------------------------------------------- | 31 | 2 - 0.11% | 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 | - | - | ------------------------------------------------------------------------------------------- |1749 : 81.54% | 396 : 18.46% |1674 : 78.04% | 471 : 21.96% | - | - | -------------------------------------------------------------------------------------------
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 | 0.09 | ---------------------------------------------- | -10 | 3 | 0.14 | ---------------------------------------------- | -9 | 7 | 0.33 | ---------------------------------------------- | -8 | 13 | 0.61 | ---------------------------------------------- | -7 | 23 | 1.07 | ---------------------------------------------- | -6 | 38 | 1.77 | ---------------------------------------------- | -5 | 68 | 3.17 | ---------------------------------------------- | -4 | 113 | 5.27 | ---------------------------------------------- | -3 | 197 | 9.18 | ---------------------------------------------- | -2 | 312 | 14.55 | ---------------------------------------------- | -1 | 507 | 23.64 | ---------------------------------------------- | 0 | 11 | 0.51 | ---------------------------------------------- | 1 | 502 | 23.40 | ---------------------------------------------- | 2 | 200 | 9.32 | ---------------------------------------------- | 3 | 85 | 3.96 | ---------------------------------------------- | 4 | 31 | 1.45 | ---------------------------------------------- | 5 | 18 | 0.84 | ---------------------------------------------- | 6 | 8 | 0.37 | ---------------------------------------------- | 7 | 3 | 0.14 | ---------------------------------------------- | 8 | 2 | 0.09 | ---------------------------------------------- | 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 | 0.09 | ---------------------------------------------- | -9 | 5 | 0.23 | ---------------------------------------------- | -8 | 10 | 0.47 | ---------------------------------------------- | -7 | 17 | 0.79 | ---------------------------------------------- | -6 | 32 | 1.49 | ---------------------------------------------- | -5 | 45 | 2.10 | ---------------------------------------------- | -4 | 83 | 3.87 | ---------------------------------------------- | -3 | 160 | 7.46 | ---------------------------------------------- | -2 | 309 | 14.41 | ---------------------------------------------- | -1 | 557 | 25.97 | ---------------------------------------------- | 0 | 369 | 17.20 | ---------------------------------------------- | 1 | 413 | 19.25 | ---------------------------------------------- | 2 | 103 | 4.80 | ---------------------------------------------- | 3 | 26 | 1.21 | ---------------------------------------------- | 4 | 8 | 0.37 | ---------------------------------------------- | 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 | ------------------------------------------------------------- | 1752 | 1016 | 58.00 | -------------------------------------------------------------
Shows the lowest close quote of the last 20 days of VIX
------------------------------------------------------------------------------------------------------------------------- | DATE | OPEN | CLOSE | LOW | HIGH | MIN20 | ------------------------------------------------------------------------------------------------------------------------- | 2023-07-21 | 13.87 | 13.60 | 13.37 | 13.89 | 13.30 | ------------------------------------------------------------------------------------------------------------------------- | 2023-07-20 | 13.96 | 13.99 | 13.58 | 14.23 | 13.30 | ------------------------------------------------------------------------------------------------------------------------- | 2023-07-19 | 13.32 | 13.76 | 13.12 | 13.84 | 12.91 | ------------------------------------------------------------------------------------------------------------------------- | 2023-07-18 | 13.61 | 13.30 | 13.29 | 13.67 | 12.91 | ------------------------------------------------------------------------------------------------------------------------- | 2023-07-17 | 13.78 | 13.48 | 13.43 | 14.00 | 12.91 | ------------------------------------------------------------------------------------------------------------------------- | 2023-07-14 | 13.72 | 13.34 | 13.22 | 13.76 | 12.91 | ------------------------------------------------------------------------------------------------------------------------- | 2023-07-13 | 13.44 | 13.61 | 13.12 | 13.61 | 12.91 | ------------------------------------------------------------------------------------------------------------------------- | 2023-07-12 | 14.82 | 13.54 | 13.51 | 14.82 | 12.91 | ------------------------------------------------------------------------------------------------------------------------- | 2023-07-11 | 15.02 | 14.84 | 14.63 | 15.25 | 12.91 | ------------------------------------------------------------------------------------------------------------------------- | 2023-07-10 | 16.08 | 15.07 | 15.04 | 16.21 | 12.91 | ------------------------------------------------------------------------------------------------------------------------- | 2023-07-07 | 15.97 | 14.83 | 14.33 | 16.06 | 12.91 | ------------------------------------------------------------------------------------------------------------------------- | 2023-07-06 | 14.85 | 15.44 | 14.79 | 17.08 | 12.91 | ------------------------------------------------------------------------------------------------------------------------- | 2023-07-05 | 14.19 | 14.18 | 14.05 | 14.74 | 12.91 | ------------------------------------------------------------------------------------------------------------------------- | 2023-07-04 | 13.85 | 13.57 | 13.47 | 13.85 | 12.91 | ------------------------------------------------------------------------------------------------------------------------- | 2023-07-03 | 13.85 | 13.57 | 13.47 | 13.85 | 12.91 | ------------------------------------------------------------------------------------------------------------------------- | 2023-06-30 | 13.51 | 13.59 | 12.96 | 13.59 | 12.91 | ------------------------------------------------------------------------------------------------------------------------- | 2023-06-29 | 13.64 | 13.54 | 13.41 | 13.85 | 12.91 | ------------------------------------------------------------------------------------------------------------------------- | 2023-06-28 | 13.90 | 13.43 | 13.36 | 13.96 | 12.91 | ------------------------------------------------------------------------------------------------------------------------- | 2023-06-27 | 14.11 | 13.74 | 13.59 | 14.34 | 12.91 | ------------------------------------------------------------------------------------------------------------------------- | 2023-06-26 | 14.43 | 14.25 | 13.78 | 14.71 | 12.91 | -------------------------------------------------------------------------------------------------------------------------
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Since 2018-11-18
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