💾 Archived View for yasendfile.org › fin_news › uvxynews.gmi captured on 2023-09-08 at 15:56:27. Gemini links have been rewritten to link to archived content
⬅️ Previous capture (2023-07-22)
-=-=-=-=-=-=-
Friday, 08 September 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:7.50 C :10.76 | -0.897 | -1.151 | -1.900 | -------------------------------------------------------------- |. DATUM .| SPOT | F1 | F2 | F4 | F7 | -------------------------------------------------------------- |2023-09-06| 14.45 | 15.347 | 16.498 | 17.650 | 19.550 | -------------------------------------------------------------- |2023-09-05| 14.01 | 14.993 | 16.198 | 17.375 | 19.316 | -------------------------------------------------------------- |2023-09-01| 13.09 | 14.797 | 16.209 | 17.501 | 19.462 | --------------------------------------------------------------
UVXY Quote summary of last 3 days
----------------------------------------------------------------------------------------------------------------------------------------------------------------- | . DATUM . | OPEN | HIGH | LOW | CLOSE |CANDLE SIZE VS PREV| UP-DW CLO->CLO | UP-DW OPE->CLO | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2023-09-07 | 15.45 | 15.69 | 14.58 | 14.72 | 7.61% : 1.55% | -1 | 0 | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2023-09-06 | 14.47 | 15.22 | 14.35 | 14.77 | 6.06% : 1.64% | 2 | 2 | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2023-09-05 | 14.31 | 14.64 | 14.02 | 14.29 | 4.42% : 1.49% | 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 | ----------------------------------------- | 1 | 4 | ------------------------------------------------------------- | POPULATION | SHORTYESDAYS > | LONGYESDAYS > | ------------------------------------------------------------- | # 2178 | # 1445 : 66.35% | # 710 : 32.60% | ------------------------------------------------------------- | SHORTYESDAYS= 1 | SHORTYESDAYS= 2 | Percent | ------------------------------------------------------------- | 331 | 259 | 78.2477 | ------------------------------------------------------------- | LONGYESDAYS= 4 | LONGYESDAYS= 5 | Percent | ------------------------------------------------------------- | 165 | 130 | 78.7879 | -------------------------------------------------------------
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 | --------------------------------------------------------------------------------- | 7.61% : 7 : 9 | 354 | 287 : 81.07% | 296 : 83.62% | ---------------------------------------------------------------------------------
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 | ------------------------------------------------------------------------------------------------------------------------- | 2023-09-07 | 3 : 0 | 1 : 0 | 4 : 0 | ------------------------------------------------------------------------------------------------------------------------- | 2023-09-06 | 2 : 0 | 0 : 1 | 3 : 0 | ------------------------------------------------------------------------------------------------------------------------- | 2023-09-05 | 1 : 0 | 7 : 0 | 2 : 0 | ------------------------------------------------------------------------------------------------------------------------- | POPULATION GROWDAYS = 3 | SHORTYESDAYS | LONGYESDAYS | - | ------------------------------------------------------------------------------------------------------------------------- | 69 | 61 | 56 | - | ------------------------------------------------------------------------------------------------------------------------- | POP. GROWDAYS NEXT DAY | SHORTYESDAYS | LONGYESDAYS | - | ------------------------------------------------------------------------------------------------------------------------- | 77 | 62 | 56 | - | -------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------ | MONTH |AVG DAY SIZE| YEAR |AVG DAY SIZE| AVG 30 DAY | ------------------------------------------------------------------ | January | 5.88 | 2015 | 10.86 % | 7.93 % | ------------------------------------------------------------------ | 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 | 5.52 | 2021 | 8.06 % | - | ------------------------------------------------------------------ | August | 8.41 | 2022 | 8.49 % | - | ------------------------------------------------------------------ | September | 5.26 | 2023 | 6.84 % | - | ------------------------------------------------------------------ | - | - | GLOBAL | 8.47 % | - | ------------------------------------------------------------------
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 | 331 - 18.64% | 354 - 20.85% | 330 - 82.09% | 353 - 73.54% | ---------------------------------------------------------------------------- | 2 | 259 - 14.58% | 262 - 15.43% | 58 - 14.43% | 88 - 18.33% | ---------------------------------------------------------------------------- | 3 | 209 - 11.77% | 207 - 12.19% | 12 - 2.99% | 25 - 5.21% | ---------------------------------------------------------------------------- | 4 | 173 - 9.74% | 165 - 9.72% | 2 - 0.50% | 12 - 2.50% | ---------------------------------------------------------------------------- | 5 | 141 - 7.94% | 130 - 7.66% | - | 2 - 0.42% | ---------------------------------------------------------------------------- | 6 | 113 - 6.36% | 97 - 5.71% | - | - | ---------------------------------------------------------------------------- | 7 | 93 - 5.24% | 78 - 4.59% | - | - | ---------------------------------------------------------------------------- | 8 | 79 - 4.45% | 61 - 3.59% | - | - | ---------------------------------------------------------------------------- | 9 | 64 - 3.60% | 53 - 3.12% | - | - | ---------------------------------------------------------------------------- | 10 | 52 - 2.93% | 43 - 2.53% | - | - | ---------------------------------------------------------------------------- | 11 | 47 - 2.65% | 36 - 2.12% | - | - | ---------------------------------------------------------------------------- | 12 | 37 - 2.08% | 29 - 1.71% | - | - | ---------------------------------------------------------------------------- | 13 | 30 - 1.69% | 26 - 1.53% | - | - | ---------------------------------------------------------------------------- | 14 | 22 - 1.24% | 23 - 1.35% | - | - | ---------------------------------------------------------------------------- | 15 | 18 - 1.01% | 20 - 1.18% | - | - | ---------------------------------------------------------------------------- | 16 | 15 - 0.84% | 18 - 1.06% | - | - | ---------------------------------------------------------------------------- | 17 | 12 - 0.68% | 16 - 0.94% | - | - | ---------------------------------------------------------------------------- | 18 | 12 - 0.68% | 13 - 0.77% | - | - | ---------------------------------------------------------------------------- | 19 | 10 - 0.56% | 10 - 0.59% | - | - | ---------------------------------------------------------------------------- | 20 | 9 - 0.51% | 9 - 0.53% | - | - | ---------------------------------------------------------------------------- | 21 | 6 - 0.34% | 9 - 0.53% | - | - | ---------------------------------------------------------------------------- | 22 | 5 - 0.28% | 7 - 0.41% | - | - | ---------------------------------------------------------------------------- | 23 | 4 - 0.23% | 5 - 0.29% | - | - | ---------------------------------------------------------------------------- | 24 | 4 - 0.23% | 5 - 0.29% | - | - | ---------------------------------------------------------------------------- | 25 | 4 - 0.23% | 5 - 0.29% | - | - | ---------------------------------------------------------------------------- | 26 | 3 - 0.17% | 5 - 0.29% | - | - | ---------------------------------------------------------------------------- | 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 | - | - | ------------------------------------------------------------------------------------------- |1776 : 81.54% | 402 : 18.46% |1698 : 77.96% | 480 : 22.04% | - | - | -------------------------------------------------------------------------------------------
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 | 0.32 | ---------------------------------------------- | -8 | 13 | 0.60 | ---------------------------------------------- | -7 | 23 | 1.06 | ---------------------------------------------- | -6 | 39 | 1.79 | ---------------------------------------------- | -5 | 69 | 3.17 | ---------------------------------------------- | -4 | 115 | 5.28 | ---------------------------------------------- | -3 | 199 | 9.14 | ---------------------------------------------- | -2 | 317 | 14.55 | ---------------------------------------------- | -1 | 516 | 23.69 | ---------------------------------------------- | 0 | 11 | 0.51 | ---------------------------------------------- | 1 | 511 | 23.46 | ---------------------------------------------- | 2 | 203 | 9.32 | ---------------------------------------------- | 3 | 86 | 3.95 | ---------------------------------------------- | 4 | 31 | 1.42 | ---------------------------------------------- | 5 | 18 | 0.83 | ---------------------------------------------- | 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 | 11 | 0.51 | ---------------------------------------------- | -7 | 18 | 0.83 | ---------------------------------------------- | -6 | 33 | 1.52 | ---------------------------------------------- | -5 | 46 | 2.11 | ---------------------------------------------- | -4 | 84 | 3.86 | ---------------------------------------------- | -3 | 162 | 7.44 | ---------------------------------------------- | -2 | 314 | 14.42 | ---------------------------------------------- | -1 | 563 | 25.85 | ---------------------------------------------- | 0 | 377 | 17.31 | ---------------------------------------------- | 1 | 417 | 19.15 | ---------------------------------------------- | 2 | 106 | 4.87 | ---------------------------------------------- | 3 | 26 | 1.19 | ---------------------------------------------- | 4 | 8 | 0.37 | ---------------------------------------------- | 5 | 4 | 0.18 | ---------------------------------------------- | 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 | ------------------------------------------------------------- | 1785 | 1035 | 58.00 | -------------------------------------------------------------
Shows the lowest close quote of the last 20 days of VIX
------------------------------------------------------------------------------------------------------------------------- | DATE | OPEN | CLOSE | LOW | HIGH | MIN20 | ------------------------------------------------------------------------------------------------------------------------- | 2023-09-07 | 14.81 | 14.40 | 14.40 | 15.69 | 13.09 | ------------------------------------------------------------------------------------------------------------------------- | 2023-09-06 | 14.27 | 14.45 | 14.13 | 15.30 | 13.09 | ------------------------------------------------------------------------------------------------------------------------- | 2023-09-05 | 14.15 | 14.01 | 13.70 | 14.47 | 13.09 | ------------------------------------------------------------------------------------------------------------------------- | 2023-09-01 | 13.56 | 13.09 | 13.02 | 13.56 | 13.09 | ------------------------------------------------------------------------------------------------------------------------- | 2023-08-31 | 13.98 | 13.57 | 13.44 | 14.00 | 13.57 | ------------------------------------------------------------------------------------------------------------------------- | 2023-08-30 | 14.53 | 13.88 | 13.83 | 14.70 | 13.88 | ------------------------------------------------------------------------------------------------------------------------- | 2023-08-29 | 15.08 | 14.45 | 14.34 | 15.30 | 14.45 | ------------------------------------------------------------------------------------------------------------------------- | 2023-08-28 | 16.24 | 15.08 | 15.00 | 16.28 | 13.93 | ------------------------------------------------------------------------------------------------------------------------- | 2023-08-25 | 17.21 | 15.68 | 15.45 | 17.36 | 13.63 | ------------------------------------------------------------------------------------------------------------------------- | 2023-08-24 | 15.57 | 17.20 | 15.48 | 17.32 | 13.33 | ------------------------------------------------------------------------------------------------------------------------- | 2023-08-23 | 16.64 | 15.98 | 15.91 | 17.10 | 13.33 | ------------------------------------------------------------------------------------------------------------------------- | 2023-08-22 | 16.96 | 16.97 | 16.61 | 17.58 | 13.19 | ------------------------------------------------------------------------------------------------------------------------- | 2023-08-21 | 18.03 | 17.13 | 16.88 | 18.11 | 13.19 | ------------------------------------------------------------------------------------------------------------------------- | 2023-08-18 | 17.80 | 17.30 | 17.14 | 18.88 | 13.19 | ------------------------------------------------------------------------------------------------------------------------- | 2023-08-17 | 16.96 | 17.89 | 16.40 | 18.13 | 13.19 | ------------------------------------------------------------------------------------------------------------------------- | 2023-08-16 | 16.54 | 16.78 | 15.80 | 16.93 | 13.19 | ------------------------------------------------------------------------------------------------------------------------- | 2023-08-15 | 14.95 | 16.46 | 14.91 | 16.57 | 13.19 | ------------------------------------------------------------------------------------------------------------------------- | 2023-08-14 | 15.88 | 16.06 | 16.06 | 16.06 | 13.19 | ------------------------------------------------------------------------------------------------------------------------- | 2023-08-11 | 15.53 | 16.51 | 16.51 | 16.51 | 13.19 | ------------------------------------------------------------------------------------------------------------------------- | 2023-08-10 | 15.58 | 16.86 | 16.86 | 16.86 | 13.19 | -------------------------------------------------------------------------------------------------------------------------
SSSSSSSSSSSS
SSSSSSSSSSSSSSSSSSSSS
SSSSSSSSSSSSSSSSSSSSSSSSSS
SSSSSSSSSSSSS SSSSS
SSSSSSSSSS SSSS
SSSSSSSS SSSS
SSSSSS SSSS
SSSSSS SSSS
SSSSS
SSSSSSSS
SSSSSSSSSSSS
SSSSSSSSSSSSSSS
SSSSSSSSSSSSSSSS
SSSSSSSSSSSSSSSS
SSSSSSSSSSSSSSS
SSSSSSSSSSSSS
SSSSSS SSSSSSSSSS
SSSSSSSSSSSS SSSSSSS
SSSSSSSSS S SSSSSS
SSSSSSS SSS SSSSS
SSSSSS SSS SSSS
SSSSSS SSS SSS SSS
SSSSSS SSSS SSSS SSSS
SSSSSS SSSSSS SSSS
SSSSS SSSS SSSSSS
SSSSSS SSSSS SSSSSSS
SSSSSS SSSSSSSSSS SSSSSSSSS
SSSSSSSS SSSSSSSSSS SSSSSSSSSSS
SSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSS
SSSSSSSSSSSSSSSSSSSSSSSSSSSS
SSSSSSSSSSSSSSSSSSSSSS
SSSSSSSSSSS
SCHWUNG NEWSLETTER
Since 2018-11-18
VERSION 1.04
Last Updated 2021-03-03