💾 Archived View for yasendfile.org › fin_news › uvxynews.gmi captured on 2023-11-14 at 07:47:32. Gemini links have been rewritten to link to archived content
⬅️ Previous capture (2023-11-04)
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Tuesday, 14 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:7.37 C :5.74 | -0.729 | -1.098 | -1.019 | -------------------------------------------------------------- |. DATUM .| SPOT | F1 | F2 | F4 | F7 | -------------------------------------------------------------- |2023-11-10| 14.17 | 14.899 | 15.997 | 17.748 | 18.767 | -------------------------------------------------------------- |2023-11-09| 15.29 | 15.887 | 16.654 | 18.259 | 19.310 | -------------------------------------------------------------- |2023-11-08| 14.45 | 15.109 | 16.046 | 17.760 | 18.903 | --------------------------------------------------------------
UVXY Quote summary of last 3 days
----------------------------------------------------------------------------------------------------------------------------------------------------------------- | . DATUM . | OPEN | HIGH | LOW | CLOSE |CANDLE SIZE VS PREV| UP-DW CLO->CLO | UP-DW OPE->CLO | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2023-11-13 | 12.51 | 12.62 | 12.00 | 12.20 | 5.17% : -0.32% | -2 | 0 | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2023-11-10 | 12.87 | 12.89 | 12.22 | 12.39 | 5.48% : -4.00% | -1 | -11 | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2023-11-09 | 12.26 | 13.39 | 12.23 | 13.23 | 9.48% : 4.17% | 1 | -10 | -----------------------------------------------------------------------------------------------------------------------------------------------------------------
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 | 2 | ------------------------------------------------------------- | POPULATION | SHORTYESDAYS > | LONGNODAYS > | ------------------------------------------------------------- | # 2225 | # 1217 : 54.70% | # 40 : 1.80% | ------------------------------------------------------------- | SHORTYESDAYS= 2 | SHORTYESDAYS= 3 | Percent | ------------------------------------------------------------- | 265 | 214 | 80.7547 | ------------------------------------------------------------- | LONGNODAYS= 2 | LONGNODAYS= 3 | Percent | ------------------------------------------------------------- | 90 | 26 | 28.8889 | -------------------------------------------------------------
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 | --------------------------------------------------------------------------------- | 5.17% : 4 : 6 | 571 | 406 : 71.10% | 443 : 77.58% | ---------------------------------------------------------------------------------
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 | ------------------------------------------------------------------------------------------------------------------------- | 2023-11-13 | 0 : 2 | 2 : 0 | 0 : 2 | ------------------------------------------------------------------------------------------------------------------------- | 2023-11-10 | 0 : 1 | 1 : 0 | 0 : 1 | ------------------------------------------------------------------------------------------------------------------------- | 2023-11-09 | 2 : 0 | 0 : 1 | 6 : 0 | ------------------------------------------------------------------------------------------------------------------------- | POPULATION SHRINKDAYS = 2 | SHORTYESDAYS | LONGYESDAYS | - | ------------------------------------------------------------------------------------------------------------------------- | 293 | 245 | 225 | - | ------------------------------------------------------------------------------------------------------------------------- | POP. SHRINKDAYS NEXT DAY | SHORTYESDAYS | LONGYESDAYS | - | ------------------------------------------------------------------------------------------------------------------------- | 296 | 243 | 230 | - | -------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------ | MONTH |AVG DAY SIZE| YEAR |AVG DAY SIZE| AVG 30 DAY | ------------------------------------------------------------------ | January | 5.88 | 2015 | 10.86 % | 9.35 % | ------------------------------------------------------------------ | 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 | 7.22 % | - | ------------------------------------------------------------------ | October | 10.95 | 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 | 336 - 18.48% | 360 - 20.75% | 335 - 82.31% | 360 - 73.47% | ---------------------------------------------------------------------------- | 2 | 265 - 14.58% | 266 - 15.33% | 58 - 14.25% | 90 - 18.37% | ---------------------------------------------------------------------------- | 3 | 214 - 11.77% | 211 - 12.16% | 12 - 2.95% | 26 - 5.31% | ---------------------------------------------------------------------------- | 4 | 178 - 9.79% | 168 - 9.68% | 2 - 0.49% | 12 - 2.45% | ---------------------------------------------------------------------------- | 5 | 146 - 8.03% | 133 - 7.67% | - | 2 - 0.41% | ---------------------------------------------------------------------------- | 6 | 118 - 6.49% | 100 - 5.76% | - | - | ---------------------------------------------------------------------------- | 7 | 97 - 5.34% | 80 - 4.61% | - | - | ---------------------------------------------------------------------------- | 8 | 82 - 4.51% | 63 - 3.63% | - | - | ---------------------------------------------------------------------------- | 9 | 67 - 3.69% | 55 - 3.17% | - | - | ---------------------------------------------------------------------------- | 10 | 53 - 2.92% | 44 - 2.54% | - | - | ---------------------------------------------------------------------------- | 11 | 47 - 2.59% | 37 - 2.13% | - | - | ---------------------------------------------------------------------------- | 12 | 37 - 2.04% | 30 - 1.73% | - | - | ---------------------------------------------------------------------------- | 13 | 30 - 1.65% | 27 - 1.56% | - | - | ---------------------------------------------------------------------------- | 14 | 22 - 1.21% | 24 - 1.38% | - | - | ---------------------------------------------------------------------------- | 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 | - | - | ------------------------------------------------------------------------------------------- |1818 : 81.71% | 407 : 18.29% |1735 : 77.98% | 490 : 22.02% | - | - | -------------------------------------------------------------------------------------------
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 | 0.04 | ---------------------------------------------- | -11 | 2 | 0.09 | ---------------------------------------------- | -10 | 3 | 0.13 | ---------------------------------------------- | -9 | 7 | 0.31 | ---------------------------------------------- | -8 | 14 | 0.63 | ---------------------------------------------- | -7 | 24 | 1.08 | ---------------------------------------------- | -6 | 41 | 1.84 | ---------------------------------------------- | -5 | 71 | 3.19 | ---------------------------------------------- | -4 | 117 | 5.26 | ---------------------------------------------- | -3 | 202 | 9.08 | ---------------------------------------------- | -2 | 325 | 14.61 | ---------------------------------------------- | -1 | 524 | 23.55 | ---------------------------------------------- | 0 | 11 | 0.49 | ---------------------------------------------- | 1 | 519 | 23.33 | ---------------------------------------------- | 2 | 208 | 9.35 | ---------------------------------------------- | 3 | 90 | 4.04 | ---------------------------------------------- | 4 | 33 | 1.48 | ---------------------------------------------- | 5 | 19 | 0.85 | ---------------------------------------------- | 6 | 8 | 0.36 | ---------------------------------------------- | 7 | 3 | 0.13 | ---------------------------------------------- | 8 | 2 | 0.09 | ---------------------------------------------- | 9 | 1 | 0.04 | ----------------------------------------------
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 | 2 | 0.09 | ---------------------------------------------- | -10 | 3 | 0.13 | ---------------------------------------------- | -9 | 6 | 0.27 | ---------------------------------------------- | -8 | 12 | 0.54 | ---------------------------------------------- | -7 | 19 | 0.85 | ---------------------------------------------- | -6 | 34 | 1.53 | ---------------------------------------------- | -5 | 48 | 2.16 | ---------------------------------------------- | -4 | 86 | 3.87 | ---------------------------------------------- | -3 | 164 | 7.37 | ---------------------------------------------- | -2 | 319 | 14.34 | ---------------------------------------------- | -1 | 574 | 25.80 | ---------------------------------------------- | 0 | 385 | 17.30 | ---------------------------------------------- | 1 | 424 | 19.06 | ---------------------------------------------- | 2 | 110 | 4.94 | ---------------------------------------------- | 3 | 26 | 1.17 | ---------------------------------------------- | 4 | 8 | 0.36 | ---------------------------------------------- | 5 | 4 | 0.18 | ---------------------------------------------- | 6 | 1 | 0.04 | ----------------------------------------------
Shows percentage of chance if the next day will open lower and we are in contango for F1-F2
------------------------------------------------------------- | POPULATION | LOWEROPEN | PERCENTAGE | ------------------------------------------------------------- | 1829 | 1061 | 58.00 | -------------------------------------------------------------
Shows the lowest close quote of the last 20 days of VIX
------------------------------------------------------------------------------------------------------------------------- | DATE | OPEN | CLOSE | LOW | HIGH | MIN20 | ------------------------------------------------------------------------------------------------------------------------- | 2023-11-13 | 15.16 | 14.76 | 14.58 | 15.19 | 14.17 | ------------------------------------------------------------------------------------------------------------------------- | 2023-11-10 | 15.09 | 14.17 | 14.16 | 15.45 | 14.17 | ------------------------------------------------------------------------------------------------------------------------- | 2023-11-09 | 14.61 | 15.29 | 14.13 | 15.57 | 14.45 | ------------------------------------------------------------------------------------------------------------------------- | 2023-11-08 | 14.91 | 14.45 | 14.30 | 15.09 | 14.45 | ------------------------------------------------------------------------------------------------------------------------- | 2023-11-07 | 15.10 | 14.81 | 14.71 | 15.17 | 14.81 | ------------------------------------------------------------------------------------------------------------------------- | 2023-11-06 | 15.39 | 14.89 | 14.84 | 15.58 | 14.89 | ------------------------------------------------------------------------------------------------------------------------- | 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 | -------------------------------------------------------------------------------------------------------------------------
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