💾 Archived View for yasendfile.org › fin_news › uvxynews.gmi captured on 2023-09-28 at 15:46:06. Gemini links have been rewritten to link to archived content
⬅️ Previous capture (2023-09-08)
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Thursday, 28 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:0.43 C :3.16 | -0.234 | -0.082 | -0.625 | -------------------------------------------------------------- |. DATUM .| SPOT | F1 | F2 | F4 | F7 | -------------------------------------------------------------- |2023-09-26| 18.94 | 19.174 | 19.256 | 19.775 | 20.400 | -------------------------------------------------------------- |2023-09-25| 16.90 | 17.497 | 17.987 | 18.847 | 19.723 | -------------------------------------------------------------- |2023-09-22| 17.20 | 17.492 | 17.889 | 18.771 | 19.738 | --------------------------------------------------------------
UVXY Quote summary of last 3 days
----------------------------------------------------------------------------------------------------------------------------------------------------------------- | . DATUM . | OPEN | HIGH | LOW | CLOSE |CANDLE SIZE VS PREV| UP-DW CLO->CLO | UP-DW OPE->CLO | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2023-09-27 | 17.27 | 18.49 | 16.89 | 16.92 | 9.47% : -3.58% | -1 | -1 | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2023-09-26 | 16.38 | 18.19 | 16.09 | 18.04 | 13.05% : 6.43% | 5 | 2 | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2023-09-25 | 16.46 | 16.74 | 15.70 | 15.84 | 6.62% : 0.28% | 4 | 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 | ----------------------------------------- | 5 | 9 | ------------------------------------------------------------- | POPULATION | SHORTYESDAYS > | LONGYESDAYS > | ------------------------------------------------------------- | # 2192 | # 667 : 30.43% | # 291 : 13.28% | ------------------------------------------------------------- | SHORTYESDAYS= 5 | SHORTYESDAYS= 6 | Percent | ------------------------------------------------------------- | 143 | 114 | 79.7203 | ------------------------------------------------------------- | LONGYESDAYS= 9 | LONGYESDAYS= 10 | Percent | ------------------------------------------------------------- | 54 | 43 | 79.6296 | -------------------------------------------------------------
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 | --------------------------------------------------------------------------------- | 9.47% : 8 : 10 | 305 | 251 : 82.30% | 266 : 87.21% | ---------------------------------------------------------------------------------
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 | ------------------------------------------------------------------------------------------------------------------------- | 2023-09-27 | 0 : 1 | 5 : 0 | 9 : 0 | ------------------------------------------------------------------------------------------------------------------------- | 2023-09-26 | 2 : 0 | 4 : 0 | 8 : 0 | ------------------------------------------------------------------------------------------------------------------------- | 2023-09-25 | 1 : 0 | 3 : 0 | 7 : 0 | ------------------------------------------------------------------------------------------------------------------------- | POPULATION SHRINKDAYS = 1 | SHORTYESDAYS | LONGYESDAYS | - | ------------------------------------------------------------------------------------------------------------------------- | 703 | 605 | 536 | - | ------------------------------------------------------------------------------------------------------------------------- | POP. SHRINKDAYS NEXT DAY | SHORTYESDAYS | LONGYESDAYS | - | ------------------------------------------------------------------------------------------------------------------------- | 698 | 583 | 543 | - | -------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------ | MONTH |AVG DAY SIZE| YEAR |AVG DAY SIZE| AVG 30 DAY | ------------------------------------------------------------------ | January | 5.88 | 2015 | 10.86 % | 6.59 % | ------------------------------------------------------------------ | 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 | 6.29 | 2023 | 6.82 % | - | ------------------------------------------------------------------ | - | - | GLOBAL | 8.46 % | - | ------------------------------------------------------------------
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 | 332 - 18.56% | 356 - 20.84% | 331 - 82.13% | 355 - 73.35% | ---------------------------------------------------------------------------- | 2 | 261 - 14.59% | 263 - 15.40% | 58 - 14.39% | 89 - 18.39% | ---------------------------------------------------------------------------- | 3 | 211 - 11.79% | 208 - 12.18% | 12 - 2.98% | 26 - 5.37% | ---------------------------------------------------------------------------- | 4 | 175 - 9.78% | 166 - 9.72% | 2 - 0.50% | 12 - 2.48% | ---------------------------------------------------------------------------- | 5 | 143 - 7.99% | 131 - 7.67% | - | 2 - 0.41% | ---------------------------------------------------------------------------- | 6 | 114 - 6.37% | 98 - 5.74% | - | - | ---------------------------------------------------------------------------- | 7 | 94 - 5.25% | 79 - 4.63% | - | - | ---------------------------------------------------------------------------- | 8 | 80 - 4.47% | 62 - 3.63% | - | - | ---------------------------------------------------------------------------- | 9 | 65 - 3.63% | 54 - 3.16% | - | - | ---------------------------------------------------------------------------- | 10 | 52 - 2.91% | 43 - 2.52% | - | - | ---------------------------------------------------------------------------- | 11 | 47 - 2.63% | 36 - 2.11% | - | - | ---------------------------------------------------------------------------- | 12 | 37 - 2.07% | 29 - 1.70% | - | - | ---------------------------------------------------------------------------- | 13 | 30 - 1.68% | 26 - 1.52% | - | - | ---------------------------------------------------------------------------- | 14 | 22 - 1.23% | 23 - 1.35% | - | - | ---------------------------------------------------------------------------- | 15 | 18 - 1.01% | 20 - 1.17% | - | - | ---------------------------------------------------------------------------- | 16 | 15 - 0.84% | 18 - 1.05% | - | - | ---------------------------------------------------------------------------- | 17 | 12 - 0.67% | 16 - 0.94% | - | - | ---------------------------------------------------------------------------- | 18 | 12 - 0.67% | 13 - 0.76% | - | - | ---------------------------------------------------------------------------- | 19 | 10 - 0.56% | 10 - 0.59% | - | - | ---------------------------------------------------------------------------- | 20 | 9 - 0.50% | 9 - 0.53% | - | - | ---------------------------------------------------------------------------- | 21 | 6 - 0.34% | 9 - 0.53% | - | - | ---------------------------------------------------------------------------- | 22 | 5 - 0.28% | 7 - 0.41% | - | - | ---------------------------------------------------------------------------- | 23 | 4 - 0.22% | 5 - 0.29% | - | - | ---------------------------------------------------------------------------- | 24 | 4 - 0.22% | 5 - 0.29% | - | - | ---------------------------------------------------------------------------- | 25 | 4 - 0.22% | 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 | - | - | ------------------------------------------------------------------------------------------- |1789 : 81.61% | 403 : 18.39% |1708 : 77.92% | 484 : 22.08% | - | - | -------------------------------------------------------------------------------------------
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 | 0.59 | ---------------------------------------------- | -7 | 23 | 1.05 | ---------------------------------------------- | -6 | 39 | 1.78 | ---------------------------------------------- | -5 | 69 | 3.15 | ---------------------------------------------- | -4 | 115 | 5.25 | ---------------------------------------------- | -3 | 200 | 9.12 | ---------------------------------------------- | -2 | 320 | 14.60 | ---------------------------------------------- | -1 | 519 | 23.68 | ---------------------------------------------- | 0 | 11 | 0.50 | ---------------------------------------------- | 1 | 514 | 23.45 | ---------------------------------------------- | 2 | 204 | 9.31 | ---------------------------------------------- | 3 | 87 | 3.97 | ---------------------------------------------- | 4 | 32 | 1.46 | ---------------------------------------------- | 5 | 19 | 0.87 | ---------------------------------------------- | 6 | 8 | 0.36 | ---------------------------------------------- | 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 | 0.50 | ---------------------------------------------- | -7 | 18 | 0.82 | ---------------------------------------------- | -6 | 33 | 1.51 | ---------------------------------------------- | -5 | 46 | 2.10 | ---------------------------------------------- | -4 | 84 | 3.83 | ---------------------------------------------- | -3 | 162 | 7.39 | ---------------------------------------------- | -2 | 316 | 14.42 | ---------------------------------------------- | -1 | 568 | 25.91 | ---------------------------------------------- | 0 | 379 | 17.29 | ---------------------------------------------- | 1 | 421 | 19.21 | ---------------------------------------------- | 2 | 107 | 4.88 | ---------------------------------------------- | 3 | 26 | 1.19 | ---------------------------------------------- | 4 | 8 | 0.36 | ---------------------------------------------- | 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 | ------------------------------------------------------------- | 1799 | 1041 | 58.00 | -------------------------------------------------------------
Shows the lowest close quote of the last 20 days of VIX
------------------------------------------------------------------------------------------------------------------------- | DATE | OPEN | CLOSE | LOW | HIGH | MIN20 | ------------------------------------------------------------------------------------------------------------------------- | 2023-09-27 | 18.29 | 18.22 | 18.03 | 19.71 | 12.82 | ------------------------------------------------------------------------------------------------------------------------- | 2023-09-26 | 18.03 | 18.94 | 17.17 | 19.50 | 12.82 | ------------------------------------------------------------------------------------------------------------------------- | 2023-09-25 | 17.25 | 16.90 | 16.79 | 18.41 | 12.82 | ------------------------------------------------------------------------------------------------------------------------- | 2023-09-22 | 17.31 | 17.20 | 15.93 | 17.41 | 12.82 | ------------------------------------------------------------------------------------------------------------------------- | 2023-09-21 | 15.49 | 17.54 | 15.10 | 17.54 | 12.82 | ------------------------------------------------------------------------------------------------------------------------- | 2023-09-20 | 14.18 | 15.14 | 13.57 | 15.15 | 12.82 | ------------------------------------------------------------------------------------------------------------------------- | 2023-09-19 | 14.11 | 14.11 | 13.86 | 14.88 | 12.82 | ------------------------------------------------------------------------------------------------------------------------- | 2023-09-18 | 14.40 | 14.00 | 13.86 | 14.75 | 12.82 | ------------------------------------------------------------------------------------------------------------------------- | 2023-09-15 | 12.70 | 13.79 | 12.68 | 14.17 | 12.82 | ------------------------------------------------------------------------------------------------------------------------- | 2023-09-14 | 13.39 | 12.82 | 12.79 | 13.46 | 12.82 | ------------------------------------------------------------------------------------------------------------------------- | 2023-09-13 | 14.42 | 13.48 | 13.41 | 14.68 | 13.09 | ------------------------------------------------------------------------------------------------------------------------- | 2023-09-12 | 14.02 | 14.23 | 13.71 | 14.42 | 13.09 | ------------------------------------------------------------------------------------------------------------------------- | 2023-09-11 | 14.17 | 13.80 | 13.74 | 14.33 | 13.09 | ------------------------------------------------------------------------------------------------------------------------- | 2023-09-08 | 14.22 | 13.84 | 13.58 | 14.87 | 13.09 | ------------------------------------------------------------------------------------------------------------------------- | 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 | -------------------------------------------------------------------------------------------------------------------------
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