💾 Archived View for yasendfile.org › fin_news › uvxynews.gmi captured on 2024-03-21 at 14:59:17. Gemini links have been rewritten to link to archived content
⬅️ Previous capture (2024-02-05)
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Thursday, 21 March 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:2.79 C :10.51 | -1.130 | -0.395 | -1.707 | -------------------------------------------------------------- |. DATUM .| SPOT | F1 | F2 | F4 | F7 | -------------------------------------------------------------- |2024-03-20| 13.04 | 14.170 | 14.565 | 16.247 | 17.954 | -------------------------------------------------------------- |2024-03-19| 13.82 | 13.945 | 14.921 | 16.547 | 18.206 | -------------------------------------------------------------- |2024-03-18| 0.00 | 14.358 | 15.331 | 16.805 | 18.461 | --------------------------------------------------------------
UVXY Quote summary of last 3 days
----------------------------------------------------------------------------------------------------------------------------------------------------------------- | . DATUM . | OPEN | HIGH | LOW | CLOSE |CANDLE SIZE VS PREV| UP-DW CLO->CLO | UP-DW OPE->CLO | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2024-03-14 | 6.68 | 7.39 | 6.60 | 6.96 | 11.97% : 9.57% | 1 | -3 | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2024-03-13 | 6.75 | 6.82 | 6.66 | 6.73 | 2.40% : -4.26% | -3 | -2 | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2024-03-12 | 7.07 | 7.20 | 6.75 | 6.77 | 6.67% : -0.41% | -2 | -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 | 12 | ------------------------------------------------------------- | POPULATION | SHORTYESDAYS > | LONGYESDAYS > | ------------------------------------------------------------- | # 2308 | # 682 : 29.55% | # 193 : 8.36% | ------------------------------------------------------------- | SHORTYESDAYS= 5 | SHORTYESDAYS= 6 | Percent | ------------------------------------------------------------- | 151 | 120 | 79.4702 | ------------------------------------------------------------- | LONGYESDAYS= 12 | LONGYESDAYS= 13 | Percent | ------------------------------------------------------------- | 32 | 28 | 87.5000 | -------------------------------------------------------------
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 | --------------------------------------------------------------------------------- | 11.97% : 11 : 13 | 154 | 135 : 87.66% | 132 : 85.71% | ---------------------------------------------------------------------------------
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 | ------------------------------------------------------------------------------------------------------------------------- | 2024-03-14 | 1 : 0 | 5 : 0 | 12 : 0 | ------------------------------------------------------------------------------------------------------------------------- | 2024-03-13 | 0 : 3 | 4 : 0 | 11 : 0 | ------------------------------------------------------------------------------------------------------------------------- | 2024-03-12 | 0 : 2 | 3 : 0 | 10 : 0 | ------------------------------------------------------------------------------------------------------------------------- | POPULATION GROWDAYS = 1 | SHORTYESDAYS | LONGYESDAYS | - | ------------------------------------------------------------------------------------------------------------------------- | 738 | 575 | 583 | - | ------------------------------------------------------------------------------------------------------------------------- | POP. GROWDAYS NEXT DAY | SHORTYESDAYS | LONGYESDAYS | - | ------------------------------------------------------------------------------------------------------------------------- | 740 | 592 | 575 | - | -------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------ | MONTH |AVG DAY SIZE| YEAR |AVG DAY SIZE| AVG 30 DAY | ------------------------------------------------------------------ | January | 5.15 | 2015 | 10.86 % | 5.69 % | ------------------------------------------------------------------ | February | 5.20 | 2016 | 9.60 % | - | ------------------------------------------------------------------ | March | 6.68 | 2017 | 6.76 % | - | ------------------------------------------------------------------ | - | - | 2018 | 9.38 % | - | ------------------------------------------------------------------ | - | - | 2019 | 6.11 % | - | ------------------------------------------------------------------ | - | - | 2020 | 9.58 % | - | ------------------------------------------------------------------ | - | - | 2021 | 8.06 % | - | ------------------------------------------------------------------ | - | - | 2022 | 8.49 % | - | ------------------------------------------------------------------ | - | - | 2023 | 6.84 % | - | ------------------------------------------------------------------ | - | - | 2024 | 5.47 % | - | ------------------------------------------------------------------ | - | - | GLOBAL | 8.35 % | - | ------------------------------------------------------------------
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 | 351 - 18.76% | 372 - 20.69% | 350 - 80.09% | 371 - 72.75% | ---------------------------------------------------------------------------- | 2 | 276 - 14.75% | 275 - 15.29% | 66 - 15.10% | 95 - 18.63% | ---------------------------------------------------------------------------- | 3 | 224 - 11.97% | 218 - 12.12% | 15 - 3.43% | 28 - 5.49% | ---------------------------------------------------------------------------- | 4 | 187 - 9.99% | 174 - 9.68% | 5 - 1.14% | 13 - 2.55% | ---------------------------------------------------------------------------- | 5 | 151 - 8.07% | 137 - 7.62% | 1 - 0.23% | 3 - 0.59% | ---------------------------------------------------------------------------- | 6 | 120 - 6.41% | 104 - 5.78% | - | - | ---------------------------------------------------------------------------- | 7 | 98 - 5.24% | 84 - 4.67% | - | - | ---------------------------------------------------------------------------- | 8 | 82 - 4.38% | 66 - 3.67% | - | - | ---------------------------------------------------------------------------- | 9 | 67 - 3.58% | 58 - 3.23% | - | - | ---------------------------------------------------------------------------- | 10 | 53 - 2.83% | 46 - 2.56% | - | - | ---------------------------------------------------------------------------- | 11 | 47 - 2.51% | 39 - 2.17% | - | - | ---------------------------------------------------------------------------- | 12 | 37 - 1.98% | 32 - 1.78% | - | - | ---------------------------------------------------------------------------- | 13 | 30 - 1.60% | 28 - 1.56% | - | - | ---------------------------------------------------------------------------- | 14 | 22 - 1.18% | 25 - 1.39% | - | - | ---------------------------------------------------------------------------- | 15 | 18 - 0.96% | 22 - 1.22% | - | - | ---------------------------------------------------------------------------- | 16 | 15 - 0.80% | 20 - 1.11% | - | - | ---------------------------------------------------------------------------- | 17 | 12 - 0.64% | 18 - 1.00% | - | - | ---------------------------------------------------------------------------- | 18 | 12 - 0.64% | 13 - 0.72% | - | - | ---------------------------------------------------------------------------- | 19 | 10 - 0.53% | 10 - 0.56% | - | - | ---------------------------------------------------------------------------- | 20 | 9 - 0.48% | 9 - 0.50% | - | - | ---------------------------------------------------------------------------- | 21 | 6 - 0.32% | 9 - 0.50% | - | - | ---------------------------------------------------------------------------- | 22 | 5 - 0.27% | 7 - 0.39% | - | - | ---------------------------------------------------------------------------- | 23 | 4 - 0.21% | 5 - 0.28% | - | - | ---------------------------------------------------------------------------- | 24 | 4 - 0.21% | 5 - 0.28% | - | - | ---------------------------------------------------------------------------- | 25 | 4 - 0.21% | 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 | - | - | ------------------------------------------------------------------------------------------- |1871 : 81.07% | 437 : 18.93% |1798 : 77.90% | 510 : 22.10% | - | - | -------------------------------------------------------------------------------------------
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 | 0.30 | ---------------------------------------------- | -8 | 15 | 0.65 | ---------------------------------------------- | -7 | 25 | 1.08 | ---------------------------------------------- | -6 | 44 | 1.91 | ---------------------------------------------- | -5 | 77 | 3.34 | ---------------------------------------------- | -4 | 124 | 5.37 | ---------------------------------------------- | -3 | 211 | 9.14 | ---------------------------------------------- | -2 | 334 | 14.47 | ---------------------------------------------- | -1 | 542 | 23.48 | ---------------------------------------------- | 0 | 12 | 0.52 | ---------------------------------------------- | 1 | 539 | 23.35 | ---------------------------------------------- | 2 | 214 | 9.27 | ---------------------------------------------- | 3 | 92 | 3.99 | ---------------------------------------------- | 4 | 33 | 1.43 | ---------------------------------------------- | 5 | 19 | 0.82 | ---------------------------------------------- | 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 | 13 | 0.56 | ---------------------------------------------- | -7 | 22 | 0.95 | ---------------------------------------------- | -6 | 38 | 1.65 | ---------------------------------------------- | -5 | 52 | 2.25 | ---------------------------------------------- | -4 | 92 | 3.99 | ---------------------------------------------- | -3 | 174 | 7.54 | ---------------------------------------------- | -2 | 333 | 14.43 | ---------------------------------------------- | -1 | 591 | 25.61 | ---------------------------------------------- | 0 | 395 | 17.11 | ---------------------------------------------- | 1 | 436 | 18.89 | ---------------------------------------------- | 2 | 112 | 4.85 | ---------------------------------------------- | 3 | 26 | 1.13 | ---------------------------------------------- | 4 | 8 | 0.35 | ---------------------------------------------- | 5 | 4 | 0.17 | ---------------------------------------------- | 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 | ------------------------------------------------------------- | 1910 | 1119 | 59.00 | -------------------------------------------------------------
Shows the lowest close quote of the last 20 days of VIX
------------------------------------------------------------------------------------------------------------------------- | DATE | OPEN | CLOSE | LOW | HIGH | MIN20 | ------------------------------------------------------------------------------------------------------------------------- | 2024-03-20 | 13.83 | 13.04 | 13.01 | 14.17 | 13.04 | ------------------------------------------------------------------------------------------------------------------------- | 2024-03-19 | 14.50 | 13.82 | 13.80 | 14.86 | 13.11 | ------------------------------------------------------------------------------------------------------------------------- | 2024-03-14 | 13.62 | 14.40 | 13.42 | 15.33 | 13.11 | ------------------------------------------------------------------------------------------------------------------------- | 2024-03-13 | 13.89 | 13.75 | 13.67 | 14.04 | 13.11 | ------------------------------------------------------------------------------------------------------------------------- | 2024-03-12 | 14.97 | 13.84 | 13.81 | 15.20 | 13.11 | ------------------------------------------------------------------------------------------------------------------------- | 2024-03-11 | 15.51 | 15.22 | 15.13 | 16.04 | 13.11 | ------------------------------------------------------------------------------------------------------------------------- | 2024-03-08 | 14.22 | 14.74 | 13.97 | 15.53 | 12.93 | ------------------------------------------------------------------------------------------------------------------------- | 2024-03-07 | 14.98 | 14.44 | 14.25 | 14.98 | 12.79 | ------------------------------------------------------------------------------------------------------------------------- | 2024-03-06 | 14.27 | 14.50 | 13.89 | 14.93 | 12.79 | ------------------------------------------------------------------------------------------------------------------------- | 2024-03-05 | 13.75 | 14.46 | 13.75 | 15.10 | 12.79 | ------------------------------------------------------------------------------------------------------------------------- | 2024-03-04 | 13.49 | 13.49 | 13.32 | 13.58 | 12.79 | ------------------------------------------------------------------------------------------------------------------------- | 2024-03-01 | 13.34 | 13.11 | 13.08 | 13.66 | 12.79 | ------------------------------------------------------------------------------------------------------------------------- | 2024-02-29 | 14.14 | 13.40 | 13.30 | 14.15 | 12.79 | ------------------------------------------------------------------------------------------------------------------------- | 2024-02-28 | 13.52 | 13.84 | 13.44 | 13.90 | 12.79 | ------------------------------------------------------------------------------------------------------------------------- | 2024-02-27 | 13.63 | 13.43 | 13.41 | 13.75 | 12.79 | ------------------------------------------------------------------------------------------------------------------------- | 2024-02-26 | 14.17 | 13.74 | 13.66 | 14.20 | 12.79 | ------------------------------------------------------------------------------------------------------------------------- | 2024-02-23 | 14.31 | 13.75 | 13.64 | 14.31 | 12.79 | ------------------------------------------------------------------------------------------------------------------------- | 2024-02-22 | 14.28 | 14.54 | 14.12 | 14.64 | 12.79 | ------------------------------------------------------------------------------------------------------------------------- | 2024-02-21 | 15.54 | 15.34 | 15.22 | 16.12 | 12.79 | ------------------------------------------------------------------------------------------------------------------------- | 2024-02-20 | 15.09 | 15.42 | 15.07 | 15.91 | 12.55 | -------------------------------------------------------------------------------------------------------------------------
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