💾 Archived View for yasendfile.org › fin_news › uvxynews.gmi captured on 2023-11-04 at 11:30:44. 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 | --------------------------------------------------------------
UVXY Quote summary of last 3 days
----------------------------------------------------------------------------------------------------------------------------------------------------------------- | . DATUM . | OPEN | HIGH | LOW | CLOSE |CANDLE SIZE VS PREV| UP-DW CLO->CLO | UP-DW OPE->CLO | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2023-11-03 | 13.74 | 13.89 | 13.48 | 13.64 | 3.04% : -1.43% | -5 | -6 | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2023-11-02 | 14.38 | 14.73 | 14.10 | 14.12 | 4.47% : -2.10% | -4 | -5 | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2023-11-01 | 15.68 | 15.73 | 14.76 | 14.88 | 6.57% : -4.74% | -3 | -4 | -----------------------------------------------------------------------------------------------------------------------------------------------------------------
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 | ----------------------------------------- | 7 | 2 | ------------------------------------------------------------- | POPULATION | SHORTYESDAYS > | LONGYESDAYS > | ------------------------------------------------------------- | # 2219 | # 461 : 20.78% | # 1105 : 49.80% | ------------------------------------------------------------- | SHORTYESDAYS= 7 | SHORTYESDAYS= 8 | Percent | ------------------------------------------------------------- | 97 | 81 | 83.5052 | ------------------------------------------------------------- | LONGYESDAYS= 2 | LONGYESDAYS= 3 | Percent | ------------------------------------------------------------- | 266 | 210 | 78.9474 | -------------------------------------------------------------
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 | --------------------------------------------------------------------------------- | 3.04% : 2 : 4 | 327 | 228 : 69.72% | 229 : 70.03% | ---------------------------------------------------------------------------------
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 | 7 : 0 | 2 : 0 | ------------------------------------------------------------------------------------------------------------------------- | 2023-11-02 | 0 : 2 | 6 : 0 | 1 : 0 | ------------------------------------------------------------------------------------------------------------------------- | 2023-11-01 | 0 : 1 | 5 : 0 | 0 : 1 | ------------------------------------------------------------------------------------------------------------------------- | POPULATION SHRINKDAYS = 3 | SHORTYESDAYS | LONGYESDAYS | - | ------------------------------------------------------------------------------------------------------------------------- | 97 | 80 | 73 | - | ------------------------------------------------------------------------------------------------------------------------- | POP. SHRINKDAYS NEXT DAY | SHORTYESDAYS | LONGYESDAYS | - | ------------------------------------------------------------------------------------------------------------------------- | 88 | 70 | 70 | - | -------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------ | MONTH |AVG DAY SIZE| YEAR |AVG DAY SIZE| AVG 30 DAY | ------------------------------------------------------------------ | January | 5.88 | 2015 | 10.86 % | 10.18 % | ------------------------------------------------------------------ | 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 | 6.72 | 2023 | 7.27 % | - | ------------------------------------------------------------------ | October | 10.95 | 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 | 335 - 18.48% | 360 - 20.80% | 334 - 82.27% | 359 - 73.57% | ---------------------------------------------------------------------------- | 2 | 264 - 14.56% | 266 - 15.37% | 58 - 14.29% | 89 - 18.24% | ---------------------------------------------------------------------------- | 3 | 214 - 11.80% | 210 - 12.13% | 12 - 2.96% | 26 - 5.33% | ---------------------------------------------------------------------------- | 4 | 178 - 9.82% | 167 - 9.65% | 2 - 0.49% | 12 - 2.46% | ---------------------------------------------------------------------------- | 5 | 146 - 8.05% | 132 - 7.63% | - | 2 - 0.41% | ---------------------------------------------------------------------------- | 6 | 118 - 6.51% | 99 - 5.72% | - | - | ---------------------------------------------------------------------------- | 7 | 97 - 5.35% | 80 - 4.62% | - | - | ---------------------------------------------------------------------------- | 8 | 81 - 4.47% | 63 - 3.64% | - | - | ---------------------------------------------------------------------------- | 9 | 66 - 3.64% | 55 - 3.18% | - | - | ---------------------------------------------------------------------------- | 10 | 52 - 2.87% | 44 - 2.54% | - | - | ---------------------------------------------------------------------------- | 11 | 47 - 2.59% | 37 - 2.14% | - | - | ---------------------------------------------------------------------------- | 12 | 37 - 2.04% | 30 - 1.73% | - | - | ---------------------------------------------------------------------------- | 13 | 30 - 1.65% | 27 - 1.56% | - | - | ---------------------------------------------------------------------------- | 14 | 22 - 1.21% | 24 - 1.39% | - | - | ---------------------------------------------------------------------------- | 15 | 18 - 0.99% | 21 - 1.21% | - | - | ---------------------------------------------------------------------------- | 16 | 15 - 0.83% | 19 - 1.10% | - | - | ---------------------------------------------------------------------------- | 17 | 12 - 0.66% | 17 - 0.98% | - | - | ---------------------------------------------------------------------------- | 18 | 12 - 0.66% | 13 - 0.75% | - | - | ---------------------------------------------------------------------------- | 19 | 10 - 0.55% | 10 - 0.58% | - | - | ---------------------------------------------------------------------------- | 20 | 9 - 0.50% | 9 - 0.52% | - | - | ---------------------------------------------------------------------------- | 21 | 6 - 0.33% | 9 - 0.52% | - | - | ---------------------------------------------------------------------------- | 22 | 5 - 0.28% | 7 - 0.40% | - | - | ---------------------------------------------------------------------------- | 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 - 0.17% | - | - | ---------------------------------------------------------------------------- | 28 | 3 - 0.17% | 3 - 0.17% | - | - | ---------------------------------------------------------------------------- | 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 | - | - | ------------------------------------------------------------------------------------------- |1813 : 81.70% | 406 : 18.30% |1731 : 78.01% | 488 : 21.99% | - | - | -------------------------------------------------------------------------------------------
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 | 1.04 | ---------------------------------------------- | -6 | 40 | 1.80 | ---------------------------------------------- | -5 | 71 | 3.20 | ---------------------------------------------- | -4 | 117 | 5.27 | ---------------------------------------------- | -3 | 202 | 9.10 | ---------------------------------------------- | -2 | 324 | 14.60 | ---------------------------------------------- | -1 | 523 | 23.57 | ---------------------------------------------- | 0 | 11 | 0.50 | ---------------------------------------------- | 1 | 518 | 23.34 | ---------------------------------------------- | 2 | 208 | 9.37 | ---------------------------------------------- | 3 | 90 | 4.06 | ---------------------------------------------- | 4 | 33 | 1.49 | ---------------------------------------------- | 5 | 19 | 0.86 | ---------------------------------------------- | 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 | 0.81 | ---------------------------------------------- | -6 | 34 | 1.53 | ---------------------------------------------- | -5 | 48 | 2.16 | ---------------------------------------------- | -4 | 86 | 3.88 | ---------------------------------------------- | -3 | 164 | 7.39 | ---------------------------------------------- | -2 | 319 | 14.38 | ---------------------------------------------- | -1 | 574 | 25.87 | ---------------------------------------------- | 0 | 384 | 17.31 | ---------------------------------------------- | 1 | 424 | 19.11 | ---------------------------------------------- | 2 | 110 | 4.96 | ---------------------------------------------- | 3 | 26 | 1.17 | ---------------------------------------------- | 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 | ------------------------------------------------------------- | 1824 | 1056 | 58.00 | -------------------------------------------------------------
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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