💾 Archived View for yasendfile.org › fin_news › svxynews.gmi captured on 2024-05-12 at 15:14:03. Gemini links have been rewritten to link to archived content
⬅️ Previous capture (2024-05-10)
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Saturday, 11 May 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:5.50 C :10.75 | -1.121 | -0.760 | -1.699 | -------------------------------------------------------------- |. DATUM .| SPOT | F1 | F2 | F4 | F7 | -------------------------------------------------------------- |2024-05-09| 12.69 | 13.811 | 14.571 | 15.801 | 17.500 | -------------------------------------------------------------- |2024-05-08| 13.00 | 13.911 | 14.613 | 15.902 | 17.550 | -------------------------------------------------------------- |2024-05-07| 13.23 | 14.097 | 14.711 | 15.992 | 17.550 | --------------------------------------------------------------
SVXY Quote summary of last 3 days
----------------------------------------------------------------------------------------------------------------------------------------------------------------- | . DATUM . | OPEN | HIGH | LOW | CLOSE |CANDLE SIZE VS PREV| UP-DW CLO->CLO | UP-DW OPE->CLO | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2024-05-10 | 57.91 | 58.25 | 57.75 | 58.25 | 0.87% : 0.05% | 7 | 2 | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2024-05-09 | 57.66 | 57.86 | 57.39 | 57.83 | 0.82% : 0.16% | 6 | 1 | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2024-05-08 | 57.38 | 57.73 | 57.35 | 57.63 | 0.66% : 0.17% | 5 | -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.
----------------------------------------- | SHORTNODAYS | LONGNODAYS | ----------------------------------------- | 6 | 7 | ------------------------------------------------------------- | POPULATION | SHORTNODAYS > | LONGNODAYS > | ------------------------------------------------------------- | # 3164 | # 33 : 1.04% | # 33 : 1.04% | ------------------------------------------------------------- | SHORTNODAYS= 6 | SHORTNODAYS= 7 | Percent | ------------------------------------------------------------- | 36 | 18 | 50.0000 | ------------------------------------------------------------- | LONGNODAYS= 7 | LONGNODAYS= 8 | Percent | ------------------------------------------------------------- | 18 | 12 | 66.6667 | -------------------------------------------------------------
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 | --------------------------------------------------------------------------------- | 0.87% : 0 : 2 | 949 | 350 : 36.88% | 386 : 40.67% | ---------------------------------------------------------------------------------
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 | ------------------------------------------------------------------------------------------------------------------------- | 2024-05-10 | 3 : 0 | 0 : 6 | 0 : 7 | ------------------------------------------------------------------------------------------------------------------------- | 2024-05-09 | 2 : 0 | 0 : 5 | 0 : 6 | ------------------------------------------------------------------------------------------------------------------------- | 2024-05-08 | 1 : 0 | 0 : 4 | 0 : 5 | ------------------------------------------------------------------------------------------------------------------------- | POPULATION GROWDAYS = 3 | SHORTYESDAYS | LONGYESDAYS | - | ------------------------------------------------------------------------------------------------------------------------- | 110 | 77 | 67 | - | ------------------------------------------------------------------------------------------------------------------------- | POP. GROWDAYS NEXT DAY | SHORTYESDAYS | LONGYESDAYS | - | ------------------------------------------------------------------------------------------------------------------------- | 110 | 67 | 60 | - | -------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------ | MONTH |AVG DAY SIZE| YEAR |AVG DAY SIZE| AVG 30 DAY | ------------------------------------------------------------------ | January | 1.69 | 2011 | 4.73 % | 2.21 % | ------------------------------------------------------------------ | February | 1.70 | 2012 | 4.86 % | - | ------------------------------------------------------------------ | March | 1.75 | 2013 | 3.85 % | - | ------------------------------------------------------------------ | April | 2.58 | 2014 | 4.03 % | - | ------------------------------------------------------------------ | May | 1.20 | 2015 | 5.32 % | - | ------------------------------------------------------------------ | - | - | 2016 | 4.78 % | - | ------------------------------------------------------------------ | - | - | 2017 | 3.37 % | - | ------------------------------------------------------------------ | - | - | 2018 | 3.45 % | - | ------------------------------------------------------------------ | - | - | 2019 | 2.02 % | - | ------------------------------------------------------------------ | - | - | 2020 | 3.16 % | - | ------------------------------------------------------------------ | - | - | 2021 | 2.66 % | - | ------------------------------------------------------------------ | - | - | 2022 | 2.78 % | - | ------------------------------------------------------------------ | - | - | 2023 | 2.23 % | - | ------------------------------------------------------------------ | - | - | 2024 | 1.88 % | - | ------------------------------------------------------------------ | - | - | GLOBAL | 3.52 % | - | ------------------------------------------------------------------
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 | 683 - 39.32% | 746 - 43.20% | 684 - 47.93% | 746 - 51.91% | ---------------------------------------------------------------------------- | 2 | 377 - 21.70% | 391 - 22.64% | 332 - 23.27% | 331 - 23.03% | ---------------------------------------------------------------------------- | 3 | 223 - 12.84% | 219 - 12.68% | 180 - 12.61% | 163 - 11.34% | ---------------------------------------------------------------------------- | 4 | 132 - 7.60% | 144 - 8.34% | 102 - 7.15% | 75 - 5.22% | ---------------------------------------------------------------------------- | 5 | 85 - 4.89% | 87 - 5.04% | 60 - 4.20% | 45 - 3.13% | ---------------------------------------------------------------------------- | 6 | 53 - 3.05% | 52 - 3.01% | 36 - 2.52% | 26 - 1.81% | ---------------------------------------------------------------------------- | 7 | 41 - 2.36% | 35 - 2.03% | 18 - 1.26% | 18 - 1.25% | ---------------------------------------------------------------------------- | 8 | 32 - 1.84% | 17 - 0.98% | 10 - 0.70% | 12 - 0.84% | ---------------------------------------------------------------------------- | 9 | 27 - 1.55% | 13 - 0.75% | 3 - 0.21% | 8 - 0.56% | ---------------------------------------------------------------------------- | 10 | 20 - 1.15% | 7 - 0.41% | 2 - 0.14% | 5 - 0.35% | ---------------------------------------------------------------------------- | 11 | 16 - 0.92% | 6 - 0.35% | - | 1 - 0.07% | ---------------------------------------------------------------------------- | 12 | 11 - 0.63% | 5 - 0.29% | - | 1 - 0.07% | ---------------------------------------------------------------------------- | 13 | 9 - 0.52% | 3 - 0.17% | - | 1 - 0.07% | ---------------------------------------------------------------------------- | 14 | 8 - 0.46% | 1 - 0.06% | - | 1 - 0.07% | ---------------------------------------------------------------------------- | 15 | 8 - 0.46% | 1 - 0.06% | - | 1 - 0.07% | ---------------------------------------------------------------------------- | 16 | 5 - 0.29% | - | - | 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 | - | - | ------------------------------------------------------------------------------------------- |1737 : 54.90% |1427 : 45.10% |1727 : 54.58% |1437 : 45.42% | - | - | -------------------------------------------------------------------------------------------
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 | 0.06 | ---------------------------------------------- | -7 | 3 | 0.09 | ---------------------------------------------- | -6 | 10 | 0.32 | ---------------------------------------------- | -5 | 22 | 0.70 | ---------------------------------------------- | -4 | 42 | 1.33 | ---------------------------------------------- | -3 | 124 | 3.92 | ---------------------------------------------- | -2 | 327 | 10.34 | ---------------------------------------------- | -1 | 756 | 23.89 | ---------------------------------------------- | 0 | 9 | 0.28 | ---------------------------------------------- | 1 | 758 | 23.96 | ---------------------------------------------- | 2 | 449 | 14.19 | ---------------------------------------------- | 3 | 274 | 8.66 | ---------------------------------------------- | 4 | 161 | 5.09 | ---------------------------------------------- | 5 | 99 | 3.13 | ---------------------------------------------- | 6 | 56 | 1.77 | ---------------------------------------------- | 7 | 31 | 0.98 | ---------------------------------------------- | 8 | 20 | 0.63 | ---------------------------------------------- | 9 | 10 | 0.32 | ---------------------------------------------- | 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 | 0.06 | ---------------------------------------------- | -6 | 5 | 0.16 | ---------------------------------------------- | -5 | 16 | 0.51 | ---------------------------------------------- | -4 | 43 | 1.36 | ---------------------------------------------- | -3 | 126 | 3.98 | ---------------------------------------------- | -2 | 307 | 9.70 | ---------------------------------------------- | -1 | 791 | 25.00 | ---------------------------------------------- | 0 | 488 | 15.42 | ---------------------------------------------- | 1 | 771 | 24.37 | ---------------------------------------------- | 2 | 341 | 10.78 | ---------------------------------------------- | 3 | 147 | 4.65 | ---------------------------------------------- | 4 | 74 | 2.34 | ---------------------------------------------- | 5 | 27 | 0.85 | ---------------------------------------------- | 6 | 12 | 0.38 | ---------------------------------------------- | 7 | 8 | 0.25 | ---------------------------------------------- | 8 | 3 | 0.09 | ---------------------------------------------- | 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 | ------------------------------------------------------------- | 2690 | 1065 | 40.00 | -------------------------------------------------------------
Shows the lowest close quote of the last 20 days of VIX
------------------------------------------------------------------------------------------------------------------------- | DATE | OPEN | CLOSE | LOW | HIGH | MIN20 | ------------------------------------------------------------------------------------------------------------------------- | 2024-05-10 | 12.77 | 12.55 | 12.50 | 12.96 | 12.55 | ------------------------------------------------------------------------------------------------------------------------- | 2024-05-09 | 13.08 | 12.69 | 12.68 | 13.29 | 12.69 | ------------------------------------------------------------------------------------------------------------------------- | 2024-05-08 | 13.24 | 13.00 | 12.94 | 13.51 | 13.00 | ------------------------------------------------------------------------------------------------------------------------- | 2024-05-07 | 13.52 | 13.23 | 13.16 | 13.64 | 13.23 | ------------------------------------------------------------------------------------------------------------------------- | 2024-05-06 | 13.98 | 13.49 | 13.44 | 14.02 | 13.49 | ------------------------------------------------------------------------------------------------------------------------- | 2024-05-03 | 14.51 | 13.49 | 13.48 | 14.58 | 13.49 | ------------------------------------------------------------------------------------------------------------------------- | 2024-05-02 | 15.14 | 14.68 | 14.60 | 16.09 | 14.67 | ------------------------------------------------------------------------------------------------------------------------- | 2024-05-01 | 15.75 | 15.39 | 14.35 | 16.22 | 14.67 | ------------------------------------------------------------------------------------------------------------------------- | 2024-04-30 | 14.82 | 15.65 | 14.67 | 15.90 | 14.33 | ------------------------------------------------------------------------------------------------------------------------- | 2024-04-29 | 15.37 | 14.67 | 14.63 | 15.42 | 14.33 | ------------------------------------------------------------------------------------------------------------------------- | 2024-04-26 | 15.49 | 15.03 | 14.92 | 16.06 | 13.65 | ------------------------------------------------------------------------------------------------------------------------- | 2024-04-25 | 16.25 | 15.37 | 15.27 | 17.55 | 13.01 | ------------------------------------------------------------------------------------------------------------------------- | 2024-04-24 | 15.76 | 15.97 | 15.58 | 16.38 | 12.78 | ------------------------------------------------------------------------------------------------------------------------- | 2024-04-23 | 16.72 | 15.69 | 15.69 | 16.76 | 12.78 | ------------------------------------------------------------------------------------------------------------------------- | 2024-04-22 | 18.59 | 16.94 | 16.69 | 18.72 | 12.78 | ------------------------------------------------------------------------------------------------------------------------- | 2024-04-19 | 21.33 | 18.71 | 18.17 | 21.36 | 12.78 | ------------------------------------------------------------------------------------------------------------------------- | 2024-04-18 | 17.91 | 18.00 | 17.21 | 18.37 | 12.78 | ------------------------------------------------------------------------------------------------------------------------- | 2024-04-17 | 18.24 | 18.21 | 17.54 | 19.11 | 12.78 | ------------------------------------------------------------------------------------------------------------------------- | 2024-04-16 | 19.49 | 18.40 | 17.64 | 19.56 | 12.78 | ------------------------------------------------------------------------------------------------------------------------- | 2024-04-15 | 16.94 | 19.23 | 16.26 | 19.46 | 12.78 | -------------------------------------------------------------------------------------------------------------------------
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Since 2018-11-18
VERSION 1.04
Last Updated 2021-03-03