💾 Archived View for yasendfile.org › fin_news › uvxynews.gmi captured on 2024-02-05 at 09:30:52. Gemini links have been rewritten to link to archived content
⬅️ Previous capture (2023-12-28)
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Saturday, 03 February 2024
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:5.82 C :6.04 | -0.818 | -0.855 | -1.001 | -------------------------------------------------------------- |. DATUM .| SPOT | F1 | F2 | F4 | F7 | -------------------------------------------------------------- |2024-02-01| 13.88 | 14.698 | 15.553 | 16.565 | 17.566 | -------------------------------------------------------------- |2024-01-31| 14.35 | 14.874 | 15.675 | 16.698 | 17.689 | -------------------------------------------------------------- |2024-01-30| 13.31 | 13.993 | 15.043 | 16.157 | 17.300 | --------------------------------------------------------------
UVXY Quote summary of last 3 days
----------------------------------------------------------------------------------------------------------------------------------------------------------------- | . DATUM . | OPEN | HIGH | LOW | CLOSE |CANDLE SIZE VS PREV| UP-DW CLO->CLO | UP-DW OPE->CLO | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2024-02-02 | 7.86 | 8.01 | 7.69 | 7.90 | 4.16% : -1.82% | -2 | -2 | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2024-02-01 | 7.87 | 8.15 | 7.69 | 7.94 | 5.98% : -3.15% | -1 | -1 | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2024-01-31 | 7.49 | 8.13 | 7.45 | 8.03 | 9.13% : 6.97% | 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 | ----------------------------------------- | 2 | 3 | ------------------------------------------------------------- | POPULATION | SHORTYESDAYS > | LONGYESDAYS > | ------------------------------------------------------------- | # 2280 | # 1236 : 54.21% | # 910 : 39.91% | ------------------------------------------------------------- | SHORTYESDAYS= 2 | SHORTYESDAYS= 3 | Percent | ------------------------------------------------------------- | 273 | 221 | 80.9524 | ------------------------------------------------------------- | LONGYESDAYS= 3 | LONGYESDAYS= 4 | Percent | ------------------------------------------------------------- | 217 | 172 | 79.2627 | -------------------------------------------------------------
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 | --------------------------------------------------------------------------------- | 4.16% : 3 : 5 | 541 | 379 : 70.06% | 401 : 74.12% | ---------------------------------------------------------------------------------
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 | ------------------------------------------------------------------------------------------------------------------------- | 2024-02-02 | 0 : 2 | 2 : 0 | 3 : 0 | ------------------------------------------------------------------------------------------------------------------------- | 2024-02-01 | 0 : 1 | 1 : 0 | 2 : 0 | ------------------------------------------------------------------------------------------------------------------------- | 2024-01-31 | 1 : 0 | 0 : 1 | 1 : 0 | ------------------------------------------------------------------------------------------------------------------------- | POPULATION SHRINKDAYS = 2 | SHORTYESDAYS | LONGYESDAYS | - | ------------------------------------------------------------------------------------------------------------------------- | 300 | 251 | 228 | - | ------------------------------------------------------------------------------------------------------------------------- | POP. SHRINKDAYS NEXT DAY | SHORTYESDAYS | LONGYESDAYS | - | ------------------------------------------------------------------------------------------------------------------------- | 304 | 246 | 237 | - | -------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------ | MONTH |AVG DAY SIZE| YEAR |AVG DAY SIZE| AVG 30 DAY | ------------------------------------------------------------------ | January | 5.15 | 2015 | 10.86 % | 5.41 % | ------------------------------------------------------------------ | February | 5.07 | 2016 | 9.60 % | - | ------------------------------------------------------------------ | - | - | 2017 | 6.76 % | - | ------------------------------------------------------------------ | - | - | 2018 | 9.38 % | - | ------------------------------------------------------------------ | - | - | 2019 | 6.11 % | - | ------------------------------------------------------------------ | - | - | 2020 | 9.58 % | - | ------------------------------------------------------------------ | - | - | 2021 | 8.06 % | - | ------------------------------------------------------------------ | - | - | 2022 | 8.49 % | - | ------------------------------------------------------------------ | - | - | 2023 | 6.84 % | - | ------------------------------------------------------------------ | - | - | 2024 | 5.15 % | - | ------------------------------------------------------------------ | - | - | GLOBAL | 8.38 % | - | ------------------------------------------------------------------
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 | 346 - 18.65% | 371 - 20.94% | 345 - 81.18% | 370 - 72.83% | ---------------------------------------------------------------------------- | 2 | 273 - 14.72% | 274 - 15.46% | 63 - 14.82% | 94 - 18.50% | ---------------------------------------------------------------------------- | 3 | 221 - 11.91% | 217 - 12.25% | 13 - 3.06% | 28 - 5.51% | ---------------------------------------------------------------------------- | 4 | 184 - 9.92% | 172 - 9.71% | 3 - 0.71% | 13 - 2.56% | ---------------------------------------------------------------------------- | 5 | 149 - 8.03% | 135 - 7.62% | 1 - 0.24% | 3 - 0.59% | ---------------------------------------------------------------------------- | 6 | 120 - 6.47% | 102 - 5.76% | - | - | ---------------------------------------------------------------------------- | 7 | 98 - 5.28% | 82 - 4.63% | - | - | ---------------------------------------------------------------------------- | 8 | 82 - 4.42% | 64 - 3.61% | - | - | ---------------------------------------------------------------------------- | 9 | 67 - 3.61% | 56 - 3.16% | - | - | ---------------------------------------------------------------------------- | 10 | 53 - 2.86% | 44 - 2.48% | - | - | ---------------------------------------------------------------------------- | 11 | 47 - 2.53% | 37 - 2.09% | - | - | ---------------------------------------------------------------------------- | 12 | 37 - 1.99% | 30 - 1.69% | - | - | ---------------------------------------------------------------------------- | 13 | 30 - 1.62% | 27 - 1.52% | - | - | ---------------------------------------------------------------------------- | 14 | 22 - 1.19% | 24 - 1.35% | - | - | ---------------------------------------------------------------------------- | 15 | 18 - 0.97% | 21 - 1.19% | - | - | ---------------------------------------------------------------------------- | 16 | 15 - 0.81% | 19 - 1.07% | - | - | ---------------------------------------------------------------------------- | 17 | 12 - 0.65% | 17 - 0.96% | - | - | ---------------------------------------------------------------------------- | 18 | 12 - 0.65% | 13 - 0.73% | - | - | ---------------------------------------------------------------------------- | 19 | 10 - 0.54% | 10 - 0.56% | - | - | ---------------------------------------------------------------------------- | 20 | 9 - 0.49% | 9 - 0.51% | - | - | ---------------------------------------------------------------------------- | 21 | 6 - 0.32% | 9 - 0.51% | - | - | ---------------------------------------------------------------------------- | 22 | 5 - 0.27% | 7 - 0.40% | - | - | ---------------------------------------------------------------------------- | 23 | 4 - 0.22% | 5 - 0.28% | - | - | ---------------------------------------------------------------------------- | 24 | 4 - 0.22% | 5 - 0.28% | - | - | ---------------------------------------------------------------------------- | 25 | 4 - 0.22% | 5 - 0.28% | - | - | ---------------------------------------------------------------------------- | 26 | 3 - 0.16% | 5 - 0.28% | - | - | ---------------------------------------------------------------------------- | 27 | 3 - 0.16% | 3 - 0.17% | - | - | ---------------------------------------------------------------------------- | 28 | 3 - 0.16% | 3 - 0.17% | - | - | ---------------------------------------------------------------------------- | 29 | 3 - 0.16% | 2 - 0.11% | - | - | ---------------------------------------------------------------------------- | 30 | 2 - 0.11% | 2 - 0.11% | - | - | ---------------------------------------------------------------------------- | 31 | 2 - 0.11% | 2 - 0.11% | - | - | ---------------------------------------------------------------------------- | 32 | 1 - 0.05% | - | - | - | ---------------------------------------------------------------------------- | 33 | 1 - 0.05% | - | - | - | ---------------------------------------------------------------------------- | 34 | 1 - 0.05% | - | - | - | ---------------------------------------------------------------------------- | 35 | 1 - 0.05% | - | - | - | ---------------------------------------------------------------------------- | 36 | 1 - 0.05% | - | - | - | ---------------------------------------------------------------------------- | 37 | 1 - 0.05% | - | - | - | ---------------------------------------------------------------------------- | 38 | 1 - 0.05% | - | - | - | ---------------------------------------------------------------------------- | 39 | 1 - 0.05% | - | - | - | ---------------------------------------------------------------------------- | 40 | 1 - 0.05% | - | - | - | ---------------------------------------------------------------------------- | 41 | 1 - 0.05% | - | - | - | ---------------------------------------------------------------------------- | 42 | 1 - 0.05% | - | - | - | ------------------------------------------------------------------------------------------- | MAX. SY | MAX. SN | MAX. LY | MAX. LN | MAX HH | MAX LL | ------------------------------------------------------------------------------------------- | 42 | 5 | 31 | 5 | 9 | -12 | ------------------------------------------------------------------------------------------- | TOT. SY | TOT. SN | TOT. LY | TOT. LN | - | - | ------------------------------------------------------------------------------------------- |1855 : 81.36% | 425 : 18.64% |1772 : 77.72% | 508 : 22.28% | - | - | -------------------------------------------------------------------------------------------
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 | 15 | 0.66 | ---------------------------------------------- | -7 | 25 | 1.10 | ---------------------------------------------- | -6 | 43 | 1.89 | ---------------------------------------------- | -5 | 75 | 3.29 | ---------------------------------------------- | -4 | 122 | 5.35 | ---------------------------------------------- | -3 | 207 | 9.08 | ---------------------------------------------- | -2 | 331 | 14.52 | ---------------------------------------------- | -1 | 537 | 23.55 | ---------------------------------------------- | 0 | 11 | 0.48 | ---------------------------------------------- | 1 | 532 | 23.33 | ---------------------------------------------- | 2 | 212 | 9.30 | ---------------------------------------------- | 3 | 91 | 3.99 | ---------------------------------------------- | 4 | 33 | 1.45 | ---------------------------------------------- | 5 | 19 | 0.83 | ---------------------------------------------- | 6 | 8 | 0.35 | ---------------------------------------------- | 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 | 0.26 | ---------------------------------------------- | -8 | 12 | 0.53 | ---------------------------------------------- | -7 | 21 | 0.92 | ---------------------------------------------- | -6 | 37 | 1.62 | ---------------------------------------------- | -5 | 51 | 2.24 | ---------------------------------------------- | -4 | 90 | 3.95 | ---------------------------------------------- | -3 | 169 | 7.41 | ---------------------------------------------- | -2 | 328 | 14.39 | ---------------------------------------------- | -1 | 586 | 25.70 | ---------------------------------------------- | 0 | 392 | 17.19 | ---------------------------------------------- | 1 | 432 | 18.95 | ---------------------------------------------- | 2 | 112 | 4.91 | ---------------------------------------------- | 3 | 26 | 1.14 | ---------------------------------------------- | 4 | 8 | 0.35 | ---------------------------------------------- | 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 | ------------------------------------------------------------- | 1881 | 1097 | 58.00 | -------------------------------------------------------------
Shows the lowest close quote of the last 20 days of VIX
------------------------------------------------------------------------------------------------------------------------- | DATE | OPEN | CLOSE | LOW | HIGH | MIN20 | ------------------------------------------------------------------------------------------------------------------------- | 2024-02-02 | 13.95 | 13.85 | 13.39 | 14.23 | 12.44 | ------------------------------------------------------------------------------------------------------------------------- | 2024-02-01 | 14.21 | 13.88 | 13.87 | 14.63 | 12.44 | ------------------------------------------------------------------------------------------------------------------------- | 2024-01-31 | 13.42 | 14.35 | 13.18 | 14.61 | 12.44 | ------------------------------------------------------------------------------------------------------------------------- | 2024-01-30 | 13.69 | 13.31 | 13.23 | 13.74 | 12.44 | ------------------------------------------------------------------------------------------------------------------------- | 2024-01-29 | 13.98 | 13.60 | 13.59 | 15.35 | 12.44 | ------------------------------------------------------------------------------------------------------------------------- | 2024-01-26 | 13.73 | 13.26 | 13.20 | 14.10 | 12.44 | ------------------------------------------------------------------------------------------------------------------------- | 2024-01-25 | 13.18 | 13.45 | 13.06 | 13.58 | 12.44 | ------------------------------------------------------------------------------------------------------------------------- | 2024-01-24 | 12.66 | 13.14 | 12.41 | 13.18 | 12.43 | ------------------------------------------------------------------------------------------------------------------------- | 2024-01-23 | 13.20 | 12.55 | 12.53 | 13.29 | 12.43 | ------------------------------------------------------------------------------------------------------------------------- | 2024-01-22 | 13.77 | 13.19 | 13.17 | 13.84 | 12.43 | ------------------------------------------------------------------------------------------------------------------------- | 2024-01-19 | 13.80 | 13.30 | 13.28 | 14.58 | 12.43 | ------------------------------------------------------------------------------------------------------------------------- | 2024-01-18 | 14.85 | 14.13 | 13.89 | 14.89 | 12.43 | ------------------------------------------------------------------------------------------------------------------------- | 2024-01-17 | 14.59 | 14.79 | 14.38 | 15.40 | 12.43 | ------------------------------------------------------------------------------------------------------------------------- | 2024-01-16 | 14.12 | 13.84 | 13.52 | 14.35 | 12.43 | ------------------------------------------------------------------------------------------------------------------------- | 2024-01-15 | 12.66 | 12.70 | 12.47 | 13.08 | 12.28 | ------------------------------------------------------------------------------------------------------------------------- | 2024-01-12 | 12.66 | 12.70 | 12.47 | 13.08 | 12.28 | ------------------------------------------------------------------------------------------------------------------------- | 2024-01-11 | 12.64 | 12.44 | 12.35 | 13.31 | 12.19 | ------------------------------------------------------------------------------------------------------------------------- | 2024-01-10 | 12.86 | 12.69 | 12.67 | 12.95 | 12.07 | ------------------------------------------------------------------------------------------------------------------------- | 2024-01-09 | 13.20 | 12.76 | 12.74 | 13.45 | 12.07 | ------------------------------------------------------------------------------------------------------------------------- | 2024-01-08 | 14.00 | 13.08 | 13.02 | 14.18 | 12.07 | -------------------------------------------------------------------------------------------------------------------------
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Since 2018-11-18
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