💾 Archived View for yasendfile.org › fin_news › vxxnews.gmi captured on 2023-07-22 at 16:13:31. 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 | --------------------------------------------------------------
VXX 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 | 23.70 | 23.86 | 23.26 | 23.70 | 2.58% : -0.55% | -1 | -1 | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2023-07-20 | 24.15 | 24.42 | 23.68 | 23.99 | 3.13% : -0.88% | 2 | 1 | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2023-07-19 | 23.29 | 24.16 | 23.23 | 23.90 | 4.00% : 1.82% | 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 > | ------------------------------------------------------------- | # 3631 | # 1268 : 34.92% | # 512 : 14.10% | ------------------------------------------------------------- | SHORTYESDAYS= 2 | SHORTYESDAYS= 3 | Percent | ------------------------------------------------------------- | 512 | 362 | 70.7031 | ------------------------------------------------------------- | LONGNODAYS= 1 | LONGNODAYS= 2 | Percent | ------------------------------------------------------------- | 754 | 293 | 38.8594 | -------------------------------------------------------------
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 | --------------------------------------------------------------------------------- | 2.58% : 2 : 4 | 1529 | 894 : 58.47% | 1010 : 66.06% | ---------------------------------------------------------------------------------
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 | ------------------------------------------------------------------------------------------------------------------------- | 2023-07-21 | 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 | - | ------------------------------------------------------------------------------------------------------------------------- | 482 | 327 | 276 | - | ------------------------------------------------------------------------------------------------------------------------- | POP. SHRINKDAYS NEXT DAY | SHORTYESDAYS | LONGYESDAYS | - | ------------------------------------------------------------------------------------------------------------------------- | 481 | 316 | 306 | - | -------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------ | MONTH |AVG DAY SIZE| YEAR |AVG DAY SIZE| AVG 30 DAY | ------------------------------------------------------------------ | January | 3.88 | 2009 | 4.15 % | 3.29 % | ------------------------------------------------------------------ | February | 4.64 | 2010 | 4.71 % | - | ------------------------------------------------------------------ | March | 7.30 | 2011 | 5.02 % | - | ------------------------------------------------------------------ | April | 3.61 | 2012 | 5.00 % | - | ------------------------------------------------------------------ | May | 4.42 | 2013 | 3.86 % | - | ------------------------------------------------------------------ | June | 3.33 | 2014 | 4.05 % | - | ------------------------------------------------------------------ | July | 3.47 | 2015 | 5.25 % | - | ------------------------------------------------------------------ | - | - | 2016 | 4.72 % | - | ------------------------------------------------------------------ | - | - | 2017 | 3.35 % | - | ------------------------------------------------------------------ | - | - | 2018 | 5.62 % | - | ------------------------------------------------------------------ | - | - | 2019 | 4.06 % | - | ------------------------------------------------------------------ | - | - | 2020 | 6.29 % | - | ------------------------------------------------------------------ | - | - | 2021 | 5.30 % | - | ------------------------------------------------------------------ | - | - | 2022 | 5.54 % | - | ------------------------------------------------------------------ | - | - | 2023 | 4.37 % | - | ------------------------------------------------------------------ | - | - | GLOBAL | 4.77 % | - | ------------------------------------------------------------------
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 | 755 - 29.78% | 754 - 31.88% | 755 - 68.89% | 754 - 59.56% | ---------------------------------------------------------------------------- | 2 | 512 - 20.20% | 486 - 20.55% | 213 - 19.43% | 293 - 23.14% | ---------------------------------------------------------------------------- | 3 | 362 - 14.28% | 327 - 13.83% | 81 - 7.39% | 121 - 9.56% | ---------------------------------------------------------------------------- | 4 | 272 - 10.73% | 220 - 9.30% | 29 - 2.65% | 56 - 4.42% | ---------------------------------------------------------------------------- | 5 | 178 - 7.02% | 152 - 6.43% | 11 - 1.00% | 24 - 1.90% | ---------------------------------------------------------------------------- | 6 | 123 - 4.85% | 107 - 4.52% | 6 - 0.55% | 14 - 1.11% | ---------------------------------------------------------------------------- | 7 | 91 - 3.59% | 70 - 2.96% | 1 - 0.09% | 3 - 0.24% | ---------------------------------------------------------------------------- | 8 | 65 - 2.56% | 51 - 2.16% | - | 1 - 0.08% | ---------------------------------------------------------------------------- | 9 | 51 - 2.01% | 37 - 1.56% | - | - | ---------------------------------------------------------------------------- | 10 | 37 - 1.46% | 30 - 1.27% | - | - | ---------------------------------------------------------------------------- | 11 | 27 - 1.07% | 23 - 0.97% | - | - | ---------------------------------------------------------------------------- | 12 | 20 - 0.79% | 20 - 0.85% | - | - | ---------------------------------------------------------------------------- | 13 | 13 - 0.51% | 17 - 0.72% | - | - | ---------------------------------------------------------------------------- | 14 | 7 - 0.28% | 16 - 0.68% | - | - | ---------------------------------------------------------------------------- | 15 | 7 - 0.28% | 13 - 0.55% | - | - | ---------------------------------------------------------------------------- | 16 | 5 - 0.20% | 10 - 0.42% | - | - | ---------------------------------------------------------------------------- | 17 | 3 - 0.12% | 7 - 0.30% | - | - | ---------------------------------------------------------------------------- | 18 | 2 - 0.08% | 6 - 0.25% | - | - | ---------------------------------------------------------------------------- | 19 | 1 - 0.04% | 5 - 0.21% | - | - | ---------------------------------------------------------------------------- | 20 | 1 - 0.04% | 3 - 0.13% | - | - | ---------------------------------------------------------------------------- | 21 | 1 - 0.04% | 3 - 0.13% | - | - | ---------------------------------------------------------------------------- | 22 | 1 - 0.04% | 1 - 0.04% | - | - | ---------------------------------------------------------------------------- | 23 | 1 - 0.04% | 1 - 0.04% | - | - | ------------------------------------------------------------------------------------------- | MAX. SY | MAX. SN | MAX. LY | MAX. LN | MAX HH | MAX LL | ------------------------------------------------------------------------------------------- | 23 | 7 | 29 | 8 | 9 | -12 | ------------------------------------------------------------------------------------------- | TOT. SY | TOT. SN | TOT. LY | TOT. LN | - | - | ------------------------------------------------------------------------------------------- |2535 : 69.82% |1096 : 30.18% |2365 : 65.13% |1266 : 34.87% | - | - | -------------------------------------------------------------------------------------------
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 | 0.03 | ---------------------------------------------- | -11 | 3 | 0.08 | ---------------------------------------------- | -10 | 3 | 0.08 | ---------------------------------------------- | -9 | 8 | 0.22 | ---------------------------------------------- | -8 | 17 | 0.47 | ---------------------------------------------- | -7 | 34 | 0.94 | ---------------------------------------------- | -6 | 62 | 1.71 | ---------------------------------------------- | -5 | 119 | 3.28 | ---------------------------------------------- | -4 | 187 | 5.15 | ---------------------------------------------- | -3 | 316 | 8.70 | ---------------------------------------------- | -2 | 517 | 14.24 | ---------------------------------------------- | -1 | 863 | 23.77 | ---------------------------------------------- | 0 | 35 | 0.96 | ---------------------------------------------- | 1 | 857 | 23.60 | ---------------------------------------------- | 2 | 358 | 9.86 | ---------------------------------------------- | 3 | 149 | 4.10 | ---------------------------------------------- | 4 | 54 | 1.49 | ---------------------------------------------- | 5 | 29 | 0.80 | ---------------------------------------------- | 6 | 13 | 0.36 | ---------------------------------------------- | 7 | 3 | 0.08 | ---------------------------------------------- | 8 | 2 | 0.06 | ---------------------------------------------- | 9 | 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. | % | ---------------------------------------------- | -13 | 1 | 0.03 | ---------------------------------------------- | -12 | 3 | 0.08 | ---------------------------------------------- | -11 | 3 | 0.08 | ---------------------------------------------- | -10 | 6 | 0.17 | ---------------------------------------------- | -9 | 8 | 0.22 | ---------------------------------------------- | -8 | 14 | 0.39 | ---------------------------------------------- | -7 | 22 | 0.61 | ---------------------------------------------- | -6 | 42 | 1.16 | ---------------------------------------------- | -5 | 79 | 2.18 | ---------------------------------------------- | -4 | 145 | 3.99 | ---------------------------------------------- | -3 | 259 | 7.13 | ---------------------------------------------- | -2 | 498 | 13.72 | ---------------------------------------------- | -1 | 937 | 25.81 | ---------------------------------------------- | 0 | 634 | 17.46 | ---------------------------------------------- | 1 | 722 | 19.88 | ---------------------------------------------- | 2 | 194 | 5.34 | ---------------------------------------------- | 3 | 48 | 1.32 | ---------------------------------------------- | 4 | 11 | 0.30 | ---------------------------------------------- | 5 | 4 | 0.11 | ---------------------------------------------- | 6 | 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 | ------------------------------------------------------------- | 3050 | 1735 | 57.00 | -------------------------------------------------------------
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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Last Updated 2021-03-03