💾 Archived View for yasendfile.org › fin_news › uvxynews.gmi captured on 2024-05-12 at 15:13:20. 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 | --------------------------------------------------------------
UVXY Quote summary of last 3 days
----------------------------------------------------------------------------------------------------------------------------------------------------------------- | . DATUM . | OPEN | HIGH | LOW | CLOSE |CANDLE SIZE VS PREV| UP-DW CLO->CLO | UP-DW OPE->CLO | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2024-05-10 | 28.20 | 28.36 | 27.62 | 27.68 | 2.68% : 0.34% | -7 | -2 | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2024-05-09 | 28.40 | 28.86 | 28.20 | 28.24 | 2.34% : 0.22% | -6 | -1 | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2024-05-08 | 28.94 | 28.95 | 28.35 | 28.46 | 2.12% : 0.59% | -5 | 0 | -----------------------------------------------------------------------------------------------------------------------------------------------------------------
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 | ----------------------------------------- | 1 | 1 | ------------------------------------------------------------- | POPULATION | SHORTYESDAYS > | LONGNODAYS > | ------------------------------------------------------------- | # 2348 | # 1546 : 65.84% | # 143 : 6.09% | ------------------------------------------------------------- | SHORTYESDAYS= 1 | SHORTYESDAYS= 2 | Percent | ------------------------------------------------------------- | 357 | 279 | 78.1513 | ------------------------------------------------------------- | LONGNODAYS= 1 | LONGNODAYS= 2 | Percent | ------------------------------------------------------------- | 378 | 98 | 25.9259 | -------------------------------------------------------------
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 | --------------------------------------------------------------------------------- | 2.68% : 2 : 4 | 369 | 257 : 69.65% | 252 : 68.29% | ---------------------------------------------------------------------------------
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 | 1 : 0 | 0 : 1 | ------------------------------------------------------------------------------------------------------------------------- | 2024-05-09 | 2 : 0 | 0 : 1 | 1 : 0 | ------------------------------------------------------------------------------------------------------------------------- | 2024-05-08 | 1 : 0 | 1 : 0 | 0 : 1 | ------------------------------------------------------------------------------------------------------------------------- | POPULATION GROWDAYS = 3 | SHORTYESDAYS | LONGYESDAYS | - | ------------------------------------------------------------------------------------------------------------------------- | 78 | 67 | 61 | - | ------------------------------------------------------------------------------------------------------------------------- | POP. GROWDAYS NEXT DAY | SHORTYESDAYS | LONGYESDAYS | - | ------------------------------------------------------------------------------------------------------------------------- | 84 | 66 | 62 | - | -------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------ | MONTH |AVG DAY SIZE| YEAR |AVG DAY SIZE| AVG 30 DAY | ------------------------------------------------------------------ | January | 5.15 | 2015 | 10.86 % | 6.77 % | ------------------------------------------------------------------ | February | 5.20 | 2016 | 9.60 % | - | ------------------------------------------------------------------ | March | 5.36 | 2017 | 6.76 % | - | ------------------------------------------------------------------ | April | 7.85 | 2018 | 9.38 % | - | ------------------------------------------------------------------ | May | 3.79 | 2019 | 6.11 % | - | ------------------------------------------------------------------ | - | - | 2020 | 9.58 % | - | ------------------------------------------------------------------ | - | - | 2021 | 8.06 % | - | ------------------------------------------------------------------ | - | - | 2022 | 8.49 % | - | ------------------------------------------------------------------ | - | - | 2023 | 6.84 % | - | ------------------------------------------------------------------ | - | - | 2024 | 5.74 % | - | ------------------------------------------------------------------ | - | - | GLOBAL | 8.31 % | - | ------------------------------------------------------------------
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 | 357 - 18.76% | 378 - 20.69% | 356 - 80.00% | 378 - 72.55% | ---------------------------------------------------------------------------- | 2 | 279 - 14.66% | 278 - 15.22% | 67 - 15.06% | 98 - 18.81% | ---------------------------------------------------------------------------- | 3 | 227 - 11.93% | 221 - 12.10% | 16 - 3.60% | 29 - 5.57% | ---------------------------------------------------------------------------- | 4 | 189 - 9.93% | 177 - 9.69% | 5 - 1.12% | 13 - 2.50% | ---------------------------------------------------------------------------- | 5 | 153 - 8.04% | 140 - 7.66% | 1 - 0.22% | 3 - 0.58% | ---------------------------------------------------------------------------- | 6 | 123 - 6.46% | 106 - 5.80% | - | - | ---------------------------------------------------------------------------- | 7 | 101 - 5.31% | 86 - 4.71% | - | - | ---------------------------------------------------------------------------- | 8 | 85 - 4.47% | 68 - 3.72% | - | - | ---------------------------------------------------------------------------- | 9 | 69 - 3.63% | 59 - 3.23% | - | - | ---------------------------------------------------------------------------- | 10 | 54 - 2.84% | 47 - 2.57% | - | - | ---------------------------------------------------------------------------- | 11 | 48 - 2.52% | 40 - 2.19% | - | - | ---------------------------------------------------------------------------- | 12 | 38 - 2.00% | 33 - 1.81% | - | - | ---------------------------------------------------------------------------- | 13 | 31 - 1.63% | 29 - 1.59% | - | - | ---------------------------------------------------------------------------- | 14 | 23 - 1.21% | 25 - 1.37% | - | - | ---------------------------------------------------------------------------- | 15 | 18 - 0.95% | 22 - 1.20% | - | - | ---------------------------------------------------------------------------- | 16 | 15 - 0.79% | 20 - 1.09% | - | - | ---------------------------------------------------------------------------- | 17 | 12 - 0.63% | 18 - 0.99% | - | - | ---------------------------------------------------------------------------- | 18 | 12 - 0.63% | 13 - 0.71% | - | - | ---------------------------------------------------------------------------- | 19 | 10 - 0.53% | 10 - 0.55% | - | - | ---------------------------------------------------------------------------- | 20 | 9 - 0.47% | 9 - 0.49% | - | - | ---------------------------------------------------------------------------- | 21 | 6 - 0.32% | 9 - 0.49% | - | - | ---------------------------------------------------------------------------- | 22 | 5 - 0.26% | 7 - 0.38% | - | - | ---------------------------------------------------------------------------- | 23 | 4 - 0.21% | 5 - 0.27% | - | - | ---------------------------------------------------------------------------- | 24 | 4 - 0.21% | 5 - 0.27% | - | - | ---------------------------------------------------------------------------- | 25 | 4 - 0.21% | 5 - 0.27% | - | - | ---------------------------------------------------------------------------- | 26 | 3 - 0.16% | 5 - 0.27% | - | - | ---------------------------------------------------------------------------- | 27 | 3 - 0.16% | 3 - 0.16% | - | - | ---------------------------------------------------------------------------- | 28 | 3 - 0.16% | 3 - 0.16% | - | - | ---------------------------------------------------------------------------- | 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 | - | - | ------------------------------------------------------------------------------------------- |1903 : 81.05% | 445 : 18.95% |1827 : 77.81% | 521 : 22.19% | - | - | -------------------------------------------------------------------------------------------
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 | 0.64 | ---------------------------------------------- | -7 | 26 | 1.11 | ---------------------------------------------- | -6 | 45 | 1.92 | ---------------------------------------------- | -5 | 78 | 3.32 | ---------------------------------------------- | -4 | 126 | 5.37 | ---------------------------------------------- | -3 | 215 | 9.16 | ---------------------------------------------- | -2 | 341 | 14.52 | ---------------------------------------------- | -1 | 550 | 23.42 | ---------------------------------------------- | 0 | 12 | 0.51 | ---------------------------------------------- | 1 | 546 | 23.25 | ---------------------------------------------- | 2 | 220 | 9.37 | ---------------------------------------------- | 3 | 94 | 4.00 | ---------------------------------------------- | 4 | 34 | 1.45 | ---------------------------------------------- | 5 | 19 | 0.81 | ---------------------------------------------- | 6 | 8 | 0.34 | ---------------------------------------------- | 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 | 0.55 | ---------------------------------------------- | -7 | 22 | 0.94 | ---------------------------------------------- | -6 | 38 | 1.62 | ---------------------------------------------- | -5 | 52 | 2.21 | ---------------------------------------------- | -4 | 94 | 4.00 | ---------------------------------------------- | -3 | 177 | 7.54 | ---------------------------------------------- | -2 | 341 | 14.52 | ---------------------------------------------- | -1 | 602 | 25.64 | ---------------------------------------------- | 0 | 399 | 16.99 | ---------------------------------------------- | 1 | 445 | 18.95 | ---------------------------------------------- | 2 | 114 | 4.86 | ---------------------------------------------- | 3 | 27 | 1.15 | ---------------------------------------------- | 4 | 8 | 0.34 | ---------------------------------------------- | 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 | ------------------------------------------------------------- | 1944 | 1138 | 59.00 | -------------------------------------------------------------
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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