💾 Archived View for yasendfile.org › fin_news › svxynews.gmi captured on 2023-11-04 at 11:32:51. Gemini links have been rewritten to link to archived content
⬅️ Previous capture (2023-09-28)
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Saturday, 04 November 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:5.10 C :5.15 | -1.242 | -0.823 | -0.962 | -------------------------------------------------------------- |. DATUM .| SPOT | F1 | F2 | F4 | F7 | -------------------------------------------------------------- |2023-11-03| 14.91 | 16.152 | 16.975 | 18.688 | 19.650 | -------------------------------------------------------------- |2023-11-02| 15.66 | 16.557 | 17.343 | 18.996 | 19.932 | -------------------------------------------------------------- |2023-11-01| 16.87 | 17.301 | 17.850 | 19.386 | 20.264 | --------------------------------------------------------------
SVXY Quote summary of last 3 days
----------------------------------------------------------------------------------------------------------------------------------------------------------------- | . DATUM . | OPEN | HIGH | LOW | CLOSE |CANDLE SIZE VS PREV| UP-DW CLO->CLO | UP-DW OPE->CLO | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2023-11-03 | 88.35 | 88.97 | 88.11 | 88.58 | 0.98% : -0.46% | 5 | 5 | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2023-11-02 | 87.07 | 87.63 | 86.39 | 87.60 | 1.44% : -0.62% | 4 | 4 | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2023-11-01 | 84.59 | 86.33 | 84.59 | 86.12 | 2.06% : -1.43% | 3 | 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.
----------------------------------------- | SHORTNODAYS | LONGNODAYS | ----------------------------------------- | 5 | 2 | ------------------------------------------------------------- | POPULATION | SHORTNODAYS > | LONGNODAYS > | ------------------------------------------------------------- | # 3035 | # 63 : 2.08% | # 301 : 9.92% | ------------------------------------------------------------- | SHORTNODAYS= 5 | SHORTNODAYS= 6 | Percent | ------------------------------------------------------------- | 55 | 33 | 60.0000 | ------------------------------------------------------------- | LONGNODAYS= 2 | LONGNODAYS= 3 | Percent | ------------------------------------------------------------- | 314 | 149 | 47.4522 | -------------------------------------------------------------
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 | --------------------------------------------------------------------------------- | 0.98% : 0 : 2 | 857 | 330 : 38.51% | 354 : 41.31% | ---------------------------------------------------------------------------------
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 | ------------------------------------------------------------------------------------------------------------------------- | 2023-11-03 | 0 : 3 | 0 : 5 | 0 : 2 | ------------------------------------------------------------------------------------------------------------------------- | 2023-11-02 | 0 : 2 | 0 : 4 | 0 : 1 | ------------------------------------------------------------------------------------------------------------------------- | 2023-11-01 | 0 : 1 | 0 : 3 | 3 : 0 | ------------------------------------------------------------------------------------------------------------------------- | POPULATION SHRINKDAYS = 3 | SHORTYESDAYS | LONGYESDAYS | - | ------------------------------------------------------------------------------------------------------------------------- | 123 | 45 | 58 | - | ------------------------------------------------------------------------------------------------------------------------- | POP. SHRINKDAYS NEXT DAY | SHORTYESDAYS | LONGYESDAYS | - | ------------------------------------------------------------------------------------------------------------------------- | 123 | 67 | 70 | - | -------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------ | MONTH |AVG DAY SIZE| YEAR |AVG DAY SIZE| AVG 30 DAY | ------------------------------------------------------------------ | January | 1.90 | 2011 | 4.73 % | 3.33 % | ------------------------------------------------------------------ | February | 2.28 | 2012 | 4.86 % | - | ------------------------------------------------------------------ | March | 3.62 | 2013 | 3.85 % | - | ------------------------------------------------------------------ | April | 1.78 | 2014 | 4.03 % | - | ------------------------------------------------------------------ | May | 2.19 | 2015 | 5.32 % | - | ------------------------------------------------------------------ | June | 1.62 | 2016 | 4.78 % | - | ------------------------------------------------------------------ | July | 1.84 | 2017 | 3.37 % | - | ------------------------------------------------------------------ | August | 2.75 | 2018 | 3.45 % | - | ------------------------------------------------------------------ | September | 2.22 | 2019 | 2.02 % | - | ------------------------------------------------------------------ | October | 3.59 | 2020 | 3.16 % | - | ------------------------------------------------------------------ | November | 1.49 | 2021 | 2.66 % | - | ------------------------------------------------------------------ | - | - | 2022 | 2.78 % | - | ------------------------------------------------------------------ | - | - | 2023 | 2.37 % | - | ------------------------------------------------------------------ | - | - | GLOBAL | 3.60 % | - | ------------------------------------------------------------------
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 | 655 - 38.85% | 725 - 42.77% | 656 - 48.63% | 725 - 54.10% | ---------------------------------------------------------------------------- | 2 | 366 - 21.71% | 383 - 22.60% | 313 - 23.20% | 314 - 23.43% | ---------------------------------------------------------------------------- | 3 | 217 - 12.87% | 217 - 12.80% | 168 - 12.45% | 149 - 11.12% | ---------------------------------------------------------------------------- | 4 | 129 - 7.65% | 143 - 8.44% | 94 - 6.97% | 65 - 4.85% | ---------------------------------------------------------------------------- | 5 | 82 - 4.86% | 87 - 5.13% | 55 - 4.08% | 36 - 2.69% | ---------------------------------------------------------------------------- | 6 | 53 - 3.14% | 52 - 3.07% | 33 - 2.45% | 18 - 1.34% | ---------------------------------------------------------------------------- | 7 | 41 - 2.43% | 35 - 2.06% | 16 - 1.19% | 10 - 0.75% | ---------------------------------------------------------------------------- | 8 | 32 - 1.90% | 17 - 1.00% | 9 - 0.67% | 6 - 0.45% | ---------------------------------------------------------------------------- | 9 | 27 - 1.60% | 13 - 0.77% | 3 - 0.22% | 5 - 0.37% | ---------------------------------------------------------------------------- | 10 | 20 - 1.19% | 7 - 0.41% | 2 - 0.15% | 4 - 0.30% | ---------------------------------------------------------------------------- | 11 | 16 - 0.95% | 6 - 0.35% | - | 1 - 0.07% | ---------------------------------------------------------------------------- | 12 | 11 - 0.65% | 5 - 0.29% | - | 1 - 0.07% | ---------------------------------------------------------------------------- | 13 | 9 - 0.53% | 3 - 0.18% | - | 1 - 0.07% | ---------------------------------------------------------------------------- | 14 | 8 - 0.47% | 1 - 0.06% | - | 1 - 0.07% | ---------------------------------------------------------------------------- | 15 | 8 - 0.47% | 1 - 0.06% | - | 1 - 0.07% | ---------------------------------------------------------------------------- | 16 | 5 - 0.30% | - | - | 1 - 0.07% | ---------------------------------------------------------------------------- | 17 | 2 - 0.12% | - | - | 1 - 0.07% | ---------------------------------------------------------------------------- | 18 | 2 - 0.12% | - | - | 1 - 0.07% | ---------------------------------------------------------------------------- | 19 | 1 - 0.06% | - | - | - | ---------------------------------------------------------------------------- | 20 | 1 - 0.06% | - | - | - | ---------------------------------------------------------------------------- | 21 | 1 - 0.06% | - | - | - | ------------------------------------------------------------------------------------------- | MAX. SY | MAX. SN | MAX. LY | MAX. LN | MAX HH | MAX LL | ------------------------------------------------------------------------------------------- | 21 | 10 | 15 | 18 | 12 | -9 | ------------------------------------------------------------------------------------------- | TOT. SY | TOT. SN | TOT. LY | TOT. LN | - | - | ------------------------------------------------------------------------------------------- |1686 : 55.55% |1349 : 44.45% |1695 : 55.85% |1340 : 44.15% | - | - | -------------------------------------------------------------------------------------------
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. | % | ---------------------------------------------- | -9 | 1 | 0.03 | ---------------------------------------------- | -8 | 2 | 0.07 | ---------------------------------------------- | -7 | 3 | 0.10 | ---------------------------------------------- | -6 | 10 | 0.33 | ---------------------------------------------- | -5 | 22 | 0.72 | ---------------------------------------------- | -4 | 40 | 1.32 | ---------------------------------------------- | -3 | 119 | 3.92 | ---------------------------------------------- | -2 | 315 | 10.38 | ---------------------------------------------- | -1 | 729 | 24.02 | ---------------------------------------------- | 0 | 8 | 0.26 | ---------------------------------------------- | 1 | 731 | 24.09 | ---------------------------------------------- | 2 | 432 | 14.23 | ---------------------------------------------- | 3 | 261 | 8.60 | ---------------------------------------------- | 4 | 152 | 5.01 | ---------------------------------------------- | 5 | 93 | 3.06 | ---------------------------------------------- | 6 | 51 | 1.68 | ---------------------------------------------- | 7 | 28 | 0.92 | ---------------------------------------------- | 8 | 18 | 0.59 | ---------------------------------------------- | 9 | 10 | 0.33 | ---------------------------------------------- | 10 | 5 | 0.16 | ---------------------------------------------- | 11 | 4 | 0.13 | ---------------------------------------------- | 12 | 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. | % | ---------------------------------------------- | -8 | 1 | 0.03 | ---------------------------------------------- | -7 | 2 | 0.07 | ---------------------------------------------- | -6 | 5 | 0.16 | ---------------------------------------------- | -5 | 16 | 0.53 | ---------------------------------------------- | -4 | 43 | 1.42 | ---------------------------------------------- | -3 | 123 | 4.05 | ---------------------------------------------- | -2 | 299 | 9.85 | ---------------------------------------------- | -1 | 766 | 25.24 | ---------------------------------------------- | 0 | 465 | 15.32 | ---------------------------------------------- | 1 | 744 | 24.51 | ---------------------------------------------- | 2 | 322 | 10.61 | ---------------------------------------------- | 3 | 138 | 4.55 | ---------------------------------------------- | 4 | 66 | 2.17 | ---------------------------------------------- | 5 | 24 | 0.79 | ---------------------------------------------- | 6 | 10 | 0.33 | ---------------------------------------------- | 7 | 7 | 0.23 | ---------------------------------------------- | 8 | 2 | 0.07 | ---------------------------------------------- | 9 | 1 | 0.03 | ---------------------------------------------- | 10 | 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 | ------------------------------------------------------------- | 2570 | 1031 | 40.00 | -------------------------------------------------------------
Shows the lowest close quote of the last 20 days of VIX
------------------------------------------------------------------------------------------------------------------------- | DATE | OPEN | CLOSE | LOW | HIGH | MIN20 | ------------------------------------------------------------------------------------------------------------------------- | 2023-11-03 | 15.70 | 14.91 | 14.91 | 15.83 | 14.91 | ------------------------------------------------------------------------------------------------------------------------- | 2023-11-02 | 16.59 | 15.66 | 15.58 | 16.62 | 15.66 | ------------------------------------------------------------------------------------------------------------------------- | 2023-11-01 | 18.02 | 16.87 | 16.63 | 18.42 | 16.09 | ------------------------------------------------------------------------------------------------------------------------- | 2023-10-31 | 19.86 | 18.14 | 17.97 | 19.86 | 16.09 | ------------------------------------------------------------------------------------------------------------------------- | 2023-10-30 | 21.13 | 19.75 | 19.55 | 21.16 | 16.09 | ------------------------------------------------------------------------------------------------------------------------- | 2023-10-27 | 20.39 | 21.27 | 19.72 | 22.07 | 16.09 | ------------------------------------------------------------------------------------------------------------------------- | 2023-10-26 | 21.78 | 20.68 | 20.22 | 21.96 | 16.09 | ------------------------------------------------------------------------------------------------------------------------- | 2023-10-25 | 19.39 | 20.19 | 18.86 | 21.24 | 16.09 | ------------------------------------------------------------------------------------------------------------------------- | 2023-10-24 | 20.03 | 18.97 | 18.65 | 20.24 | 16.09 | ------------------------------------------------------------------------------------------------------------------------- | 2023-10-23 | 21.83 | 20.37 | 19.48 | 23.08 | 16.09 | ------------------------------------------------------------------------------------------------------------------------- | 2023-10-20 | 21.59 | 21.71 | 20.42 | 21.83 | 16.09 | ------------------------------------------------------------------------------------------------------------------------- | 2023-10-19 | 19.73 | 21.40 | 18.55 | 21.40 | 16.09 | ------------------------------------------------------------------------------------------------------------------------- | 2023-10-18 | 18.36 | 19.22 | 17.88 | 20.15 | 16.09 | ------------------------------------------------------------------------------------------------------------------------- | 2023-10-17 | 17.41 | 17.88 | 16.97 | 18.54 | 15.14 | ------------------------------------------------------------------------------------------------------------------------- | 2023-10-16 | 19.10 | 17.21 | 17.14 | 19.57 | 14.11 | ------------------------------------------------------------------------------------------------------------------------- | 2023-10-13 | 16.53 | 19.32 | 16.50 | 20.78 | 14.00 | ------------------------------------------------------------------------------------------------------------------------- | 2023-10-12 | 16.08 | 16.69 | 15.44 | 18.08 | 13.79 | ------------------------------------------------------------------------------------------------------------------------- | 2023-10-11 | 16.95 | 16.09 | 16.09 | 17.78 | 12.82 | ------------------------------------------------------------------------------------------------------------------------- | 2023-10-10 | 17.70 | 17.03 | 16.51 | 17.86 | 12.82 | ------------------------------------------------------------------------------------------------------------------------- | 2023-10-09 | 19.54 | 17.70 | 17.56 | 19.60 | 12.82 | -------------------------------------------------------------------------------------------------------------------------
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Since 2018-11-18
VERSION 1.04
Last Updated 2021-03-03