💾 Archived View for yasendfile.org › fin_news › uvxynews.gmi captured on 2024-05-26 at 14:40:12. Gemini links have been rewritten to link to archived content
⬅️ Previous capture (2024-05-12)
-=-=-=-=-=-=-
Saturday, 25 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:5.87 C :8.90 | -1.086 | -0.814 | -1.398 | -------------------------------------------------------------- |. DATUM .| SPOT | F1 | F2 | F4 | F7 | -------------------------------------------------------------- |2024-05-23| 12.77 | 13.856 | 14.670 | 15.702 | 17.100 | -------------------------------------------------------------- |2024-05-22| 12.29 | 12.000 | 13.665 | 15.160 | 16.804 | -------------------------------------------------------------- |2024-05-21| 11.86 | 12.198 | 13.389 | 14.952 | 16.730 | --------------------------------------------------------------
UVXY Quote summary of last 3 days
----------------------------------------------------------------------------------------------------------------------------------------------------------------- | . DATUM . | OPEN | HIGH | LOW | CLOSE |CANDLE SIZE VS PREV| UP-DW CLO->CLO | UP-DW OPE->CLO | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2024-05-24 | 25.72 | 25.81 | 24.64 | 24.98 | 4.75% : -3.21% | -1 | -2 | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2024-05-23 | 24.64 | 26.44 | 24.49 | 26.00 | 7.96% : 2.11% | 2 | -1 | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2024-05-22 | 24.76 | 25.86 | 24.43 | 25.44 | 5.85% : 2.31% | 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 | LONGNODAYS | ----------------------------------------- | 1 | 1 | ------------------------------------------------------------- | POPULATION | SHORTYESDAYS > | LONGNODAYS > | ------------------------------------------------------------- | # 2358 | # 1550 : 65.73% | # 143 : 6.06% | ------------------------------------------------------------- | SHORTYESDAYS= 1 | SHORTYESDAYS= 2 | Percent | ------------------------------------------------------------- | 360 | 281 | 78.0556 | ------------------------------------------------------------- | LONGNODAYS= 1 | LONGNODAYS= 2 | Percent | ------------------------------------------------------------- | 382 | 98 | 25.6545 | -------------------------------------------------------------
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 | --------------------------------------------------------------------------------- | 4.75% : 4 : 6 | 611 | 437 : 71.52% | 470 : 76.92% | ---------------------------------------------------------------------------------
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 | ------------------------------------------------------------------------------------------------------------------------- | 2024-05-24 | 0 : 1 | 1 : 0 | 0 : 1 | ------------------------------------------------------------------------------------------------------------------------- | 2024-05-23 | 3 : 0 | 0 : 1 | 2 : 0 | ------------------------------------------------------------------------------------------------------------------------- | 2024-05-22 | 2 : 0 | 4 : 0 | 1 : 0 | ------------------------------------------------------------------------------------------------------------------------- | POPULATION SHRINKDAYS = 1 | SHORTYESDAYS | LONGYESDAYS | - | ------------------------------------------------------------------------------------------------------------------------- | 753 | 645 | 573 | - | ------------------------------------------------------------------------------------------------------------------------- | POP. SHRINKDAYS NEXT DAY | SHORTYESDAYS | LONGYESDAYS | - | ------------------------------------------------------------------------------------------------------------------------- | 752 | 626 | 586 | - | -------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------ | MONTH |AVG DAY SIZE| YEAR |AVG DAY SIZE| AVG 30 DAY | ------------------------------------------------------------------ | January | 5.15 | 2015 | 10.86 % | 5.40 % | ------------------------------------------------------------------ | February | 5.20 | 2016 | 9.60 % | - | ------------------------------------------------------------------ | March | 5.36 | 2017 | 6.76 % | - | ------------------------------------------------------------------ | April | 7.85 | 2018 | 9.38 % | - | ------------------------------------------------------------------ | May | 3.99 | 2019 | 6.11 % | - | ------------------------------------------------------------------ | - | - | 2020 | 9.58 % | - | ------------------------------------------------------------------ | - | - | 2021 | 8.06 % | - | ------------------------------------------------------------------ | - | - | 2022 | 8.49 % | - | ------------------------------------------------------------------ | - | - | 2023 | 6.84 % | - | ------------------------------------------------------------------ | - | - | 2024 | 5.58 % | - | ------------------------------------------------------------------ | - | - | GLOBAL | 8.29 % | - | ------------------------------------------------------------------
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 | 360 - 18.85% | 382 - 20.84% | 359 - 80.13% | 382 - 72.76% | ---------------------------------------------------------------------------- | 2 | 281 - 14.71% | 280 - 15.28% | 67 - 14.96% | 98 - 18.67% | ---------------------------------------------------------------------------- | 3 | 228 - 11.94% | 221 - 12.06% | 16 - 3.57% | 29 - 5.52% | ---------------------------------------------------------------------------- | 4 | 190 - 9.95% | 177 - 9.66% | 5 - 1.12% | 13 - 2.48% | ---------------------------------------------------------------------------- | 5 | 153 - 8.01% | 140 - 7.64% | 1 - 0.22% | 3 - 0.57% | ---------------------------------------------------------------------------- | 6 | 123 - 6.44% | 106 - 5.78% | - | - | ---------------------------------------------------------------------------- | 7 | 101 - 5.29% | 86 - 4.69% | - | - | ---------------------------------------------------------------------------- | 8 | 85 - 4.45% | 68 - 3.71% | - | - | ---------------------------------------------------------------------------- | 9 | 69 - 3.61% | 59 - 3.22% | - | - | ---------------------------------------------------------------------------- | 10 | 54 - 2.83% | 47 - 2.56% | - | - | ---------------------------------------------------------------------------- | 11 | 48 - 2.51% | 40 - 2.18% | - | - | ---------------------------------------------------------------------------- | 12 | 38 - 1.99% | 33 - 1.80% | - | - | ---------------------------------------------------------------------------- | 13 | 31 - 1.62% | 29 - 1.58% | - | - | ---------------------------------------------------------------------------- | 14 | 23 - 1.20% | 25 - 1.36% | - | - | ---------------------------------------------------------------------------- | 15 | 18 - 0.94% | 22 - 1.20% | - | - | ---------------------------------------------------------------------------- | 16 | 15 - 0.79% | 20 - 1.09% | - | - | ---------------------------------------------------------------------------- | 17 | 12 - 0.63% | 18 - 0.98% | - | - | ---------------------------------------------------------------------------- | 18 | 12 - 0.63% | 13 - 0.71% | - | - | ---------------------------------------------------------------------------- | 19 | 10 - 0.52% | 10 - 0.55% | - | - | ---------------------------------------------------------------------------- | 20 | 9 - 0.47% | 9 - 0.49% | - | - | ---------------------------------------------------------------------------- | 21 | 6 - 0.31% | 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 - 0.10% | 2 - 0.11% | - | - | ---------------------------------------------------------------------------- | 31 | 2 - 0.10% | 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 | - | - | ------------------------------------------------------------------------------------------- |1910 : 81.00% | 448 : 19.00% |1833 : 77.74% | 525 : 22.26% | - | - | -------------------------------------------------------------------------------------------
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 | 0.08 | ---------------------------------------------- | -10 | 3 | 0.13 | ---------------------------------------------- | -9 | 7 | 0.30 | ---------------------------------------------- | -8 | 15 | 0.64 | ---------------------------------------------- | -7 | 26 | 1.10 | ---------------------------------------------- | -6 | 46 | 1.95 | ---------------------------------------------- | -5 | 79 | 3.35 | ---------------------------------------------- | -4 | 127 | 5.39 | ---------------------------------------------- | -3 | 216 | 9.16 | ---------------------------------------------- | -2 | 342 | 14.50 | ---------------------------------------------- | -1 | 552 | 23.41 | ---------------------------------------------- | 0 | 12 | 0.51 | ---------------------------------------------- | 1 | 548 | 23.24 | ---------------------------------------------- | 2 | 221 | 9.37 | ---------------------------------------------- | 3 | 94 | 3.99 | ---------------------------------------------- | 4 | 34 | 1.44 | ---------------------------------------------- | 5 | 19 | 0.81 | ---------------------------------------------- | 6 | 8 | 0.34 | ---------------------------------------------- | 7 | 3 | 0.13 | ---------------------------------------------- | 8 | 2 | 0.08 | ---------------------------------------------- | 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 | 0.08 | ---------------------------------------------- | -10 | 3 | 0.13 | ---------------------------------------------- | -9 | 6 | 0.25 | ---------------------------------------------- | -8 | 13 | 0.55 | ---------------------------------------------- | -7 | 22 | 0.93 | ---------------------------------------------- | -6 | 38 | 1.61 | ---------------------------------------------- | -5 | 52 | 2.21 | ---------------------------------------------- | -4 | 94 | 3.99 | ---------------------------------------------- | -3 | 178 | 7.55 | ---------------------------------------------- | -2 | 342 | 14.50 | ---------------------------------------------- | -1 | 605 | 25.66 | ---------------------------------------------- | 0 | 403 | 17.09 | ---------------------------------------------- | 1 | 446 | 18.91 | ---------------------------------------------- | 2 | 114 | 4.83 | ---------------------------------------------- | 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 | ------------------------------------------------------------- | 1954 | 1143 | 58.00 | -------------------------------------------------------------
Shows the lowest close quote of the last 20 days of VIX
------------------------------------------------------------------------------------------------------------------------- | DATE | OPEN | CLOSE | LOW | HIGH | MIN20 | ------------------------------------------------------------------------------------------------------------------------- | 2024-05-24 | 12.86 | 11.93 | 11.89 | 12.89 | 11.86 | ------------------------------------------------------------------------------------------------------------------------- | 2024-05-23 | 11.53 | 12.77 | 11.52 | 13.37 | 11.86 | ------------------------------------------------------------------------------------------------------------------------- | 2024-05-22 | 12.05 | 12.29 | 11.78 | 12.81 | 11.86 | ------------------------------------------------------------------------------------------------------------------------- | 2024-05-21 | 12.30 | 11.86 | 11.84 | 12.56 | 11.86 | ------------------------------------------------------------------------------------------------------------------------- | 2024-05-20 | 12.27 | 12.15 | 12.07 | 12.59 | 11.99 | ------------------------------------------------------------------------------------------------------------------------- | 2024-05-17 | 12.28 | 11.99 | 11.91 | 12.48 | 11.99 | ------------------------------------------------------------------------------------------------------------------------- | 2024-05-16 | 12.52 | 12.42 | 12.33 | 12.67 | 12.42 | ------------------------------------------------------------------------------------------------------------------------- | 2024-05-15 | 13.73 | 12.45 | 12.38 | 13.94 | 12.45 | ------------------------------------------------------------------------------------------------------------------------- | 2024-05-14 | 13.71 | 13.42 | 13.27 | 14.03 | 12.55 | ------------------------------------------------------------------------------------------------------------------------- | 2024-05-13 | 13.26 | 13.60 | 13.25 | 13.66 | 12.55 | ------------------------------------------------------------------------------------------------------------------------- | 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 | -------------------------------------------------------------------------------------------------------------------------
SSSSSSSSSSSS SSSSSSSSSSSSSSSSSSSSS SSSSSSSSSSSSSSSSSSSSSSSSSS SSSSSSSSSSSSS SSSSS SSSSSSSSSS SSSS SSSSSSSS SSSS SSSSSS SSSS SSSSSS SSSS SSSSS SSSSSSSS SSSSSSSSSSSS SSSSSSSSSSSSSSS SSSSSSSSSSSSSSSS SSSSSSSSSSSSSSSS SSSSSSSSSSSSSSS SSSSSSSSSSSSS SSSSSS SSSSSSSSSS SSSSSSSSSSSS SSSSSSS SSSSSSSSS S SSSSSS SSSSSSS SSS SSSSS SSSSSS SSS SSSS SSSSSS SSS SSS SSS SSSSSS SSSS SSSS SSSS SSSSSS SSSSSS SSSS SSSSS SSSS SSSSSS SSSSSS SSSSS SSSSSSS SSSSSS SSSSSSSSSS SSSSSSSSS SSSSSSSS SSSSSSSSSS SSSSSSSSSSS SSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSS SSSSSSSSSSSSSSSSSSSSSSSSSSSS SSSSSSSSSSSSSSSSSSSSSS SSSSSSSSSSS SCHWUNG NEWSLETTER Since 2018-11-18 VERSION 1.04 Last Updated 2021-03-03