💾 Archived View for yasendfile.org › fin_news › uvxynews.gmi captured on 2024-06-16 at 12:19:32. Gemini links have been rewritten to link to archived content
⬅️ Previous capture (2024-05-26)
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Saturday, 15 June 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:12.52 C :10.18 | -0.471 | -1.554 | -1.584 | -------------------------------------------------------------- |. DATUM .| SPOT | F1 | F2 | F4 | F7 | -------------------------------------------------------------- |2024-06-13| 11.94 | 12.411 | 13.965 | 15.566 | 17.150 | -------------------------------------------------------------- |2024-06-12| 12.04 | 12.556 | 13.968 | 15.463 | 17.100 | -------------------------------------------------------------- |2024-06-11| 12.85 | 12.969 | 14.245 | 15.558 | 17.050 | --------------------------------------------------------------
UVXY Quote summary of last 3 days
----------------------------------------------------------------------------------------------------------------------------------------------------------------- | . DATUM . | OPEN | HIGH | LOW | CLOSE |CANDLE SIZE VS PREV| UP-DW CLO->CLO | UP-DW OPE->CLO | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2024-06-14 | 24.40 | 25.33 | 24.13 | 24.63 | 4.97% : 0.04% | 1 | 1 | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2024-06-13 | 23.54 | 24.48 | 23.33 | 23.59 | 4.93% : 2.35% | 0 | -2 | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2024-06-12 | 23.49 | 23.88 | 23.28 | 23.59 | 2.58% : -1.81% | -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 | ----------------------------------------- | 1 | 4 | ------------------------------------------------------------- | POPULATION | SHORTYESDAYS > | LONGYESDAYS > | ------------------------------------------------------------- | # 2372 | # 1555 : 65.56% | # 775 : 32.67% | ------------------------------------------------------------- | SHORTYESDAYS= 1 | SHORTYESDAYS= 2 | Percent | ------------------------------------------------------------- | 364 | 284 | 78.0220 | ------------------------------------------------------------- | LONGYESDAYS= 4 | LONGYESDAYS= 5 | Percent | ------------------------------------------------------------- | 179 | 141 | 78.7709 | -------------------------------------------------------------
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 | --------------------------------------------------------------------------------- | 4.97% : 4 : 6 | 617 | 443 : 71.80% | 473 : 76.66% | ---------------------------------------------------------------------------------
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 | ------------------------------------------------------------------------------------------------------------------------- | 2024-06-14 | 2 : 0 | 1 : 0 | 4 : 0 | ------------------------------------------------------------------------------------------------------------------------- | 2024-06-13 | 1 : 0 | 0 : 2 | 3 : 0 | ------------------------------------------------------------------------------------------------------------------------- | 2024-06-12 | 0 : 1 | 0 : 1 | 2 : 0 | ------------------------------------------------------------------------------------------------------------------------- | POPULATION GROWDAYS = 2 | SHORTYESDAYS | LONGYESDAYS | - | ------------------------------------------------------------------------------------------------------------------------- | 291 | 219 | 235 | - | ------------------------------------------------------------------------------------------------------------------------- | POP. GROWDAYS NEXT DAY | SHORTYESDAYS | LONGYESDAYS | - | ------------------------------------------------------------------------------------------------------------------------- | 286 | 230 | 227 | - | -------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------ | MONTH |AVG DAY SIZE| YEAR |AVG DAY SIZE| AVG 30 DAY | ------------------------------------------------------------------ | January | 5.15 | 2015 | 10.86 % | 4.16 % | ------------------------------------------------------------------ | February | 5.20 | 2016 | 9.60 % | - | ------------------------------------------------------------------ | March | 5.36 | 2017 | 6.76 % | - | ------------------------------------------------------------------ | April | 7.85 | 2018 | 9.38 % | - | ------------------------------------------------------------------ | May | 4.43 | 2019 | 6.11 % | - | ------------------------------------------------------------------ | June | 4.35 | 2020 | 9.58 % | - | ------------------------------------------------------------------ | - | - | 2021 | 8.06 % | - | ------------------------------------------------------------------ | - | - | 2022 | 8.49 % | - | ------------------------------------------------------------------ | - | - | 2023 | 6.84 % | - | ------------------------------------------------------------------ | - | - | 2024 | 5.50 % | - | ------------------------------------------------------------------ | - | - | GLOBAL | 8.27 % | - | ------------------------------------------------------------------
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 | 364 - 18.97% | 385 - 20.88% | 363 - 80.13% | 384 - 72.73% | ---------------------------------------------------------------------------- | 2 | 284 - 14.80% | 282 - 15.29% | 68 - 15.01% | 99 - 18.75% | ---------------------------------------------------------------------------- | 3 | 230 - 11.99% | 223 - 12.09% | 16 - 3.53% | 29 - 5.49% | ---------------------------------------------------------------------------- | 4 | 190 - 9.90% | 179 - 9.71% | 5 - 1.10% | 13 - 2.46% | ---------------------------------------------------------------------------- | 5 | 153 - 7.97% | 141 - 7.65% | 1 - 0.22% | 3 - 0.57% | ---------------------------------------------------------------------------- | 6 | 123 - 6.41% | 107 - 5.80% | - | - | ---------------------------------------------------------------------------- | 7 | 101 - 5.26% | 86 - 4.66% | - | - | ---------------------------------------------------------------------------- | 8 | 85 - 4.43% | 68 - 3.69% | - | - | ---------------------------------------------------------------------------- | 9 | 69 - 3.60% | 59 - 3.20% | - | - | ---------------------------------------------------------------------------- | 10 | 54 - 2.81% | 47 - 2.55% | - | - | ---------------------------------------------------------------------------- | 11 | 48 - 2.50% | 40 - 2.17% | - | - | ---------------------------------------------------------------------------- | 12 | 38 - 1.98% | 33 - 1.79% | - | - | ---------------------------------------------------------------------------- | 13 | 31 - 1.62% | 29 - 1.57% | - | - | ---------------------------------------------------------------------------- | 14 | 23 - 1.20% | 25 - 1.36% | - | - | ---------------------------------------------------------------------------- | 15 | 18 - 0.94% | 22 - 1.19% | - | - | ---------------------------------------------------------------------------- | 16 | 15 - 0.78% | 20 - 1.08% | - | - | ---------------------------------------------------------------------------- | 17 | 12 - 0.63% | 18 - 0.98% | - | - | ---------------------------------------------------------------------------- | 18 | 12 - 0.63% | 13 - 0.70% | - | - | ---------------------------------------------------------------------------- | 19 | 10 - 0.52% | 10 - 0.54% | - | - | ---------------------------------------------------------------------------- | 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 | - | - | ------------------------------------------------------------------------------------------- |1919 : 80.90% | 453 : 19.10% |1844 : 77.74% | 528 : 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 | 0.63 | ---------------------------------------------- | -7 | 26 | 1.10 | ---------------------------------------------- | -6 | 46 | 1.94 | ---------------------------------------------- | -5 | 79 | 3.33 | ---------------------------------------------- | -4 | 128 | 5.40 | ---------------------------------------------- | -3 | 218 | 9.19 | ---------------------------------------------- | -2 | 344 | 14.50 | ---------------------------------------------- | -1 | 555 | 23.40 | ---------------------------------------------- | 0 | 13 | 0.55 | ---------------------------------------------- | 1 | 552 | 23.27 | ---------------------------------------------- | 2 | 222 | 9.36 | ---------------------------------------------- | 3 | 94 | 3.96 | ---------------------------------------------- | 4 | 34 | 1.43 | ---------------------------------------------- | 5 | 19 | 0.80 | ---------------------------------------------- | 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 | 1.60 | ---------------------------------------------- | -5 | 52 | 2.19 | ---------------------------------------------- | -4 | 94 | 3.96 | ---------------------------------------------- | -3 | 180 | 7.59 | ---------------------------------------------- | -2 | 345 | 14.54 | ---------------------------------------------- | -1 | 608 | 25.63 | ---------------------------------------------- | 0 | 405 | 17.07 | ---------------------------------------------- | 1 | 450 | 18.97 | ---------------------------------------------- | 2 | 114 | 4.81 | ---------------------------------------------- | 3 | 27 | 1.14 | ---------------------------------------------- | 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 | ------------------------------------------------------------- | 1968 | 1152 | 59.00 | -------------------------------------------------------------
Shows the lowest close quote of the last 20 days of VIX
------------------------------------------------------------------------------------------------------------------------- | DATE | OPEN | CLOSE | LOW | HIGH | MIN20 | ------------------------------------------------------------------------------------------------------------------------- | 2024-06-14 | 12.22 | 12.66 | 12.12 | 13.45 | 11.86 | ------------------------------------------------------------------------------------------------------------------------- | 2024-06-13 | 12.05 | 11.94 | 11.88 | 12.68 | 11.86 | ------------------------------------------------------------------------------------------------------------------------- | 2024-06-12 | 13.10 | 12.04 | 11.94 | 13.15 | 11.86 | ------------------------------------------------------------------------------------------------------------------------- | 2024-06-11 | 12.85 | 12.85 | 12.78 | 13.47 | 11.86 | ------------------------------------------------------------------------------------------------------------------------- | 2024-06-10 | 13.09 | 12.74 | 12.62 | 13.28 | 11.86 | ------------------------------------------------------------------------------------------------------------------------- | 2024-06-07 | 12.69 | 12.22 | 12.11 | 13.08 | 11.86 | ------------------------------------------------------------------------------------------------------------------------- | 2024-06-06 | 12.75 | 12.58 | 12.54 | 12.98 | 11.86 | ------------------------------------------------------------------------------------------------------------------------- | 2024-06-05 | 13.14 | 12.63 | 12.60 | 13.25 | 11.86 | ------------------------------------------------------------------------------------------------------------------------- | 2024-06-04 | 13.51 | 13.16 | 13.11 | 14.08 | 11.86 | ------------------------------------------------------------------------------------------------------------------------- | 2024-06-03 | 13.08 | 13.11 | 13.00 | 14.31 | 11.86 | ------------------------------------------------------------------------------------------------------------------------- | 2024-05-31 | 14.50 | 12.92 | 12.84 | 14.87 | 11.86 | ------------------------------------------------------------------------------------------------------------------------- | 2024-05-30 | 14.82 | 14.47 | 13.67 | 14.88 | 11.86 | ------------------------------------------------------------------------------------------------------------------------- | 2024-05-29 | 13.75 | 14.28 | 13.69 | 14.32 | 11.86 | ------------------------------------------------------------------------------------------------------------------------- | 2024-05-28 | 12.51 | 12.92 | 12.36 | 13.44 | 11.86 | ------------------------------------------------------------------------------------------------------------------------- | 2024-05-27 | 12.86 | 11.93 | 11.89 | 12.89 | 11.86 | ------------------------------------------------------------------------------------------------------------------------- | 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 | -------------------------------------------------------------------------------------------------------------------------
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