💾 Archived View for yasendfile.org › fin_news › uvixnews.gmi captured on 2024-08-18 at 16:55:35. Gemini links have been rewritten to link to archived content
⬅️ Previous capture (2024-07-08)
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Sunday, 18 August 2024
PROFIT TARGET: 1%
CANDLESTICK DAYS : 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:2.68 C :3.65 | -0.480 | -0.410 | -0.640 | -------------------------------------------------------------- |. DATUM .| SPOT | F1 | F2 | F4 | F7 | -------------------------------------------------------------- |2024-08-16| 14.80 | 15.280 | 15.690 | 17.529 | 18.169 | -------------------------------------------------------------- |2024-08-15| 15.23 | 15.349 | 15.745 | 17.397 | 18.047 | -------------------------------------------------------------- |2024-08-14| 16.19 | 16.245 | 16.263 | 17.498 | 18.002 | --------------------------------------------------------------
UVIX Quote summary of last 3 days
----------------------------------------------------------------------------------------------------------------------------------------------------------------- | . DATUM . | OPEN | HIGH | LOW | CLOSE |CANDLE SIZE VS PREV| UP-DW CLO->CLO | UP-DW OPE->CLO | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2024-08-16 | 4.45 | 4.50 | 4.21 | 4.26 | 6.89% : -2.27% | -9 | 0 | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2024-08-15 | 4.40 | 4.53 | 4.15 | 4.28 | 9.16% : -4.02% | -8 | -8 | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2024-08-14 | 5.15 | 5.24 | 4.63 | 4.63 | 13.17% : -0.31% | -7 | -7 | -----------------------------------------------------------------------------------------------------------------------------------------------------------------
Show Percent Rank of Roll Yield for VX30 AND VIX
-------------------------------------------------------------------------------------------------------------------------- |. DATUM .| VIX |SETTLEM1 |SETTLEM2 | FUTROL |TRADDAYS | VX30 | VX30VIX | VX30PR | VX30XPR | MAVG5 |DVX30XPR | -------------------------------------------------------------------------------------------------------------------------- |2024-08-16| 14.80 | 18.5000 | 15.6896 | 4.3478 | 4 | 16.18 | 9.32 | 39.75 | 54.89 | 26.17 | 1.21 | -------------------------------------------------------------------------------------------------------------------------- |2024-08-15| 15.23 | 18.4500 | 15.7452 | 4.3478 | 5 | 16.33 | 7.22 | 40.79 | 45.28 | 18.04 | 1.45 | -------------------------------------------------------------------------------------------------------------------------- |2024-08-14| 16.19 | 18.4250 | 16.2629 | 4.3478 | 6 | 16.83 | 3.95 | 44.17 | 31.18 | 10.95 | 2.39 | -------------------------------------------------------------------------------------------------------------------------- |2024-08-13| 18.12 | 18.7750 | 17.4046 | 4.3478 | 7 | 17.82 | -1.66 | 49.64 | 13.05 | 6.54 | 2.46 | -------------------------------------------------------------------------------------------------------------------------- |2024-08-12| 20.71 | 19.6500 | 18.8303 | 4.3478 | 8 | 19.12 | -7.68 | 56.79 | 5.31 | 4.61 | 0.72 | --------------------------------------------------------------------------------------------------------------------------
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 | ----------------------------------------- | 10 | 3 | ------------------------------------------------------------- | POPULATION | SHORTYESDAYS > | LONGYESDAYS > | ------------------------------------------------------------- | # 592 | # 108 : 18.24% | # 239 : 40.37% | ------------------------------------------------------------- | SHORTYESDAYS= 10 | SHORTYESDAYS= 11 | Percent | ------------------------------------------------------------- | 15 | 12 | 80.0000 | ------------------------------------------------------------- | LONGYESDAYS= 3 | LONGYESDAYS= 4 | Percent | ------------------------------------------------------------- | 55 | 46 | 83.6364 | -------------------------------------------------------------
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 | --------------------------------------------------------------------------------- | 6.89% : 6 : 8 | 127 | 91 : 71.65% | 103 : 81.10% | ---------------------------------------------------------------------------------
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 | ------------------------------------------------------------------------------------------------------------------------- | 2024-08-16 | 0 : 5 | 10 : 0 | 3 : 0 | ------------------------------------------------------------------------------------------------------------------------- | 2024-08-15 | 0 : 4 | 9 : 0 | 2 : 0 | ------------------------------------------------------------------------------------------------------------------------- | 2024-08-14 | 0 : 3 | 8 : 0 | 1 : 0 | ------------------------------------------------------------------------------------------------------------------------- | POPULATION SHRINKDAYS = 5 | SHORTYESDAYS | LONGYESDAYS | - | ------------------------------------------------------------------------------------------------------------------------- | 2 | 2 | 2 | - | ------------------------------------------------------------------------------------------------------------------------- | POP. SHRINKDAYS NEXT DAY | SHORTYESDAYS | LONGYESDAYS | - | ------------------------------------------------------------------------------------------------------------------------- | 2 | 2 | 1 | - | -------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------ | MONTH |AVG DAY SIZE| YEAR |AVG DAY SIZE| AVG 30 DAY | ------------------------------------------------------------------ | January | 6.80 | 2022 | 9.94 % | 18.17 % | ------------------------------------------------------------------ | February | 6.85 | 2023 | 9.18 % | - | ------------------------------------------------------------------ | March | 7.11 | 2024 | 9.20 % | - | ------------------------------------------------------------------ | April | 10.41 | GLOBAL | 9.43 % | - | ------------------------------------------------------------------
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 | 75 - 14.79% | 98 - 21.30% | 74 - 87.06% | 97 - 73.48% | ---------------------------------------------------------------------------- | 2 | 64 - 12.62% | 68 - 14.78% | 9 - 10.59% | 25 - 18.94% | ---------------------------------------------------------------------------- | 3 | 55 - 10.85% | 55 - 11.96% | 1 - 1.18% | 7 - 5.30% | ---------------------------------------------------------------------------- | 4 | 46 - 9.07% | 46 - 10.00% | 1 - 1.18% | 2 - 1.52% | ---------------------------------------------------------------------------- | 5 | 39 - 7.69% | 36 - 7.83% | - | 1 - 0.76% | ---------------------------------------------------------------------------- | 6 | 32 - 6.31% | 30 - 6.52% | - | - | ---------------------------------------------------------------------------- | 7 | 28 - 5.52% | 24 - 5.22% | - | - | ---------------------------------------------------------------------------- | 8 | 25 - 4.93% | 20 - 4.35% | - | - | ---------------------------------------------------------------------------- | 9 | 20 - 3.94% | 17 - 3.70% | - | - | ---------------------------------------------------------------------------- | 10 | 15 - 2.96% | 12 - 2.61% | - | - | ---------------------------------------------------------------------------- | 11 | 12 - 2.37% | 10 - 2.17% | - | - | ---------------------------------------------------------------------------- | 12 | 11 - 2.17% | 9 - 1.96% | - | - | ---------------------------------------------------------------------------- | 13 | 10 - 1.97% | 8 - 1.74% | - | - | ---------------------------------------------------------------------------- | 14 | 9 - 1.78% | 6 - 1.30% | - | - | ---------------------------------------------------------------------------- | 15 | 8 - 1.58% | 5 - 1.09% | - | - | ---------------------------------------------------------------------------- | 16 | 7 - 1.38% | 5 - 1.09% | - | - | ---------------------------------------------------------------------------- | 17 | 6 - 1.18% | 5 - 1.09% | - | - | ---------------------------------------------------------------------------- | 18 | 5 - 0.99% | 2 - 0.43% | - | - | ---------------------------------------------------------------------------- | 19 | 4 - 0.79% | 1 - 0.22% | - | - | ---------------------------------------------------------------------------- | 20 | 4 - 0.79% | 1 - 0.22% | - | - | ---------------------------------------------------------------------------- | 21 | 4 - 0.79% | 1 - 0.22% | - | - | ---------------------------------------------------------------------------- | 22 | 2 - 0.39% | 1 - 0.22% | - | - | ---------------------------------------------------------------------------- | 23 | 2 - 0.39% | - | - | - | ---------------------------------------------------------------------------- | 24 | 2 - 0.39% | - | - | - | ---------------------------------------------------------------------------- | 25 | 2 - 0.39% | - | - | - | ---------------------------------------------------------------------------- | 26 | 2 - 0.39% | - | - | - | ---------------------------------------------------------------------------- | 27 | 1 - 0.20% | - | - | - | ---------------------------------------------------------------------------- | 28 | 1 - 0.20% | - | - | - | ---------------------------------------------------------------------------- | 29 | 1 - 0.20% | - | - | - | ---------------------------------------------------------------------------- | 30 | 1 - 0.20% | - | - | - | ---------------------------------------------------------------------------- | 31 | 1 - 0.20% | - | - | - | ---------------------------------------------------------------------------- | 32 | 1 - 0.20% | - | - | - | ---------------------------------------------------------------------------- | 33 | 1 - 0.20% | - | - | - | ---------------------------------------------------------------------------- | 34 | 1 - 0.20% | - | - | - | ---------------------------------------------------------------------------- | 35 | 1 - 0.20% | - | - | - | ---------------------------------------------------------------------------- | 36 | 1 - 0.20% | - | - | - | ---------------------------------------------------------------------------- | 37 | 1 - 0.20% | - | - | - | ---------------------------------------------------------------------------- | 38 | 1 - 0.20% | - | - | - | ---------------------------------------------------------------------------- | 39 | 1 - 0.20% | - | - | - | ---------------------------------------------------------------------------- | 40 | 1 - 0.20% | - | - | - | ---------------------------------------------------------------------------- | 41 | 1 - 0.20% | - | - | - | ---------------------------------------------------------------------------- | 42 | 1 - 0.20% | - | - | - | ---------------------------------------------------------------------------- | 43 | 1 - 0.20% | - | - | - | ---------------------------------------------------------------------------- | 44 | 1 - 0.20% | - | - | - | ------------------------------------------------------------------------------------------- | MAX. SY | MAX. SN | MAX. LY | MAX. LN | MAX HH | MAX LL | ------------------------------------------------------------------------------------------- | 44 | 4 | 22 | 5 | 5 | -9 | ------------------------------------------------------------------------------------------- | TOT. SY | TOT. SN | TOT. LY | TOT. LN | - | - | ------------------------------------------------------------------------------------------- | 507 : 85.64% | 85 : 14.36% | 460 : 77.70% | 132 : 22.30% | - | - | -------------------------------------------------------------------------------------------
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 | 2 | 0.34 | ---------------------------------------------- | -8 | 5 | 0.84 | ---------------------------------------------- | -7 | 6 | 1.01 | ---------------------------------------------- | -6 | 13 | 2.20 | ---------------------------------------------- | -5 | 19 | 3.21 | ---------------------------------------------- | -4 | 30 | 5.07 | ---------------------------------------------- | -3 | 51 | 8.61 | ---------------------------------------------- | -2 | 95 | 16.05 | ---------------------------------------------- | -1 | 142 | 23.99 | ---------------------------------------------- | 0 | 9 | 1.52 | ---------------------------------------------- | 1 | 138 | 23.31 | ---------------------------------------------- | 2 | 54 | 9.12 | ---------------------------------------------- | 3 | 21 | 3.55 | ---------------------------------------------- | 4 | 5 | 0.84 | ---------------------------------------------- | 5 | 2 | 0.34 | ----------------------------------------------
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 | 1 | 0.17 | ---------------------------------------------- | -10 | 2 | 0.34 | ---------------------------------------------- | -9 | 3 | 0.51 | ---------------------------------------------- | -8 | 5 | 0.84 | ---------------------------------------------- | -7 | 8 | 1.35 | ---------------------------------------------- | -6 | 8 | 1.35 | ---------------------------------------------- | -5 | 9 | 1.52 | ---------------------------------------------- | -4 | 18 | 3.04 | ---------------------------------------------- | -3 | 44 | 7.43 | ---------------------------------------------- | -2 | 91 | 15.37 | ---------------------------------------------- | -1 | 144 | 24.32 | ---------------------------------------------- | 0 | 118 | 19.93 | ---------------------------------------------- | 1 | 111 | 18.75 | ---------------------------------------------- | 2 | 24 | 4.05 | ---------------------------------------------- | 3 | 6 | 1.01 | ----------------------------------------------
Shows percentage of chance if the next day will open lower and we are in contango for F1-F2
------------------------------------------------------------- | POPULATION | LOWEROPEN | PERCENTAGE | ------------------------------------------------------------- | 534 | 300 | 56.00 | -------------------------------------------------------------
Shows the lowest close quote of the last 20 days of VIX
------------------------------------------------------------------------------------------------------------------------- | DATE | OPEN | CLOSE | LOW | HIGH | MIN20 | ------------------------------------------------------------------------------------------------------------------------- | 2024-08-16 | 15.29 | 14.80 | 14.65 | 15.76 | 14.72 | ------------------------------------------------------------------------------------------------------------------------- | 2024-08-15 | 16.27 | 15.23 | 14.77 | 16.68 | 14.72 | ------------------------------------------------------------------------------------------------------------------------- | 2024-08-14 | 18.41 | 16.19 | 16.12 | 18.49 | 14.72 | ------------------------------------------------------------------------------------------------------------------------- | 2024-08-13 | 20.06 | 18.12 | 17.95 | 20.79 | 14.48 | ------------------------------------------------------------------------------------------------------------------------- | 2024-08-12 | 20.79 | 20.71 | 18.89 | 21.19 | 13.19 | ------------------------------------------------------------------------------------------------------------------------- | 2024-08-09 | 23.78 | 20.37 | 20.26 | 24.52 | 13.12 | ------------------------------------------------------------------------------------------------------------------------- | 2024-08-08 | 28.34 | 23.79 | 23.36 | 29.47 | 12.46 | ------------------------------------------------------------------------------------------------------------------------- | 2024-08-07 | 24.77 | 27.85 | 21.97 | 29.76 | 12.46 | ------------------------------------------------------------------------------------------------------------------------- | 2024-08-06 | 33.71 | 27.71 | 24.02 | 34.77 | 12.46 | ------------------------------------------------------------------------------------------------------------------------- | 2024-08-05 | 23.39 | 38.57 | 23.39 | 65.73 | 12.46 | ------------------------------------------------------------------------------------------------------------------------- | 2024-08-02 | 20.52 | 23.39 | 20.01 | 29.66 | 12.37 | ------------------------------------------------------------------------------------------------------------------------- | 2024-08-01 | 16.20 | 18.59 | 15.95 | 19.48 | 12.37 | ------------------------------------------------------------------------------------------------------------------------- | 2024-07-31 | 16.66 | 16.36 | 15.71 | 16.77 | 12.09 | ------------------------------------------------------------------------------------------------------------------------- | 2024-07-30 | 16.64 | 17.69 | 16.26 | 18.32 | 12.09 | ------------------------------------------------------------------------------------------------------------------------- | 2024-07-29 | 16.59 | 16.60 | 16.23 | 17.21 | 12.03 | ------------------------------------------------------------------------------------------------------------------------- | 2024-07-26 | 17.97 | 16.39 | 16.37 | 18.05 | 12.03 | ------------------------------------------------------------------------------------------------------------------------- | 2024-07-25 | 18.41 | 18.46 | 16.42 | 19.36 | 12.03 | ------------------------------------------------------------------------------------------------------------------------- | 2024-07-24 | 15.35 | 18.04 | 15.18 | 18.46 | 12.03 | ------------------------------------------------------------------------------------------------------------------------- | 2024-07-23 | 15.21 | 14.72 | 13.90 | 15.35 | 12.03 | ------------------------------------------------------------------------------------------------------------------------- | 2024-07-22 | 16.79 | 14.91 | 14.75 | 16.89 | 12.03 | -------------------------------------------------------------------------------------------------------------------------
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Since 2018-11-18
VERSION 1.04
Last Updated 2021-03-03