💾 Archived View for yasendfile.org › fin_news › uvxynews.gmi captured on 2024-08-18 at 16:55:48. 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 | --------------------------------------------------------------
UVXY Quote summary of last 3 days
----------------------------------------------------------------------------------------------------------------------------------------------------------------- | . DATUM . | OPEN | HIGH | LOW | CLOSE |CANDLE SIZE VS PREV| UP-DW CLO->CLO | UP-DW OPE->CLO | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2024-08-16 | 23.02 | 23.28 | 22.21 | 22.44 | 4.82% : -1.83% | 1 | 1 | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2024-08-15 | 22.88 | 23.42 | 21.96 | 22.42 | 6.65% : -2.90% | -8 | -8 | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2024-08-14 | 25.68 | 26.05 | 23.78 | 23.86 | 9.55% : 0.01% | -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 | ----------------------------------------- | 13 | 3 | ------------------------------------------------------------- | POPULATION | SHORTYESDAYS > | LONGYESDAYS > | ------------------------------------------------------------- | # 2415 | # 149 : 6.17% | # 971 : 40.21% | ------------------------------------------------------------- | SHORTYESDAYS= 13 | SHORTYESDAYS= 14 | Percent | ------------------------------------------------------------- | 32 | 23 | 71.8750 | ------------------------------------------------------------- | LONGYESDAYS= 3 | LONGYESDAYS= 4 | Percent | ------------------------------------------------------------- | 226 | 181 | 80.0885 | -------------------------------------------------------------
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 | --------------------------------------------------------------------------------- | 4.82% : 4 : 6 | 627 | 450 : 71.77% | 478 : 76.24% | ---------------------------------------------------------------------------------
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 : 2 | 13 : 0 | 3 : 0 | ------------------------------------------------------------------------------------------------------------------------- | 2024-08-15 | 0 : 1 | 12 : 0 | 2 : 0 | ------------------------------------------------------------------------------------------------------------------------- | 2024-08-14 | 1 : 0 | 11 : 0 | 1 : 0 | ------------------------------------------------------------------------------------------------------------------------- | POPULATION SHRINKDAYS = 2 | SHORTYESDAYS | LONGYESDAYS | - | ------------------------------------------------------------------------------------------------------------------------- | 321 | 264 | 244 | - | ------------------------------------------------------------------------------------------------------------------------- | POP. SHRINKDAYS NEXT DAY | SHORTYESDAYS | LONGYESDAYS | - | ------------------------------------------------------------------------------------------------------------------------- | 317 | 252 | 248 | - | -------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------ | MONTH |AVG DAY SIZE| YEAR |AVG DAY SIZE| AVG 30 DAY | ------------------------------------------------------------------ | January | 5.15 | 2015 | 10.86 % | 12.60 % | ------------------------------------------------------------------ | 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 | 4.25 | 2020 | 9.58 % | - | ------------------------------------------------------------------ | July | 5.94 | 2021 | 8.06 % | - | ------------------------------------------------------------------ | August | 21.68 | 2022 | 8.49 % | - | ------------------------------------------------------------------ | - | - | 2023 | 6.84 % | - | ------------------------------------------------------------------ | - | - | 2024 | 6.72 % | - | ------------------------------------------------------------------ | - | - | GLOBAL | 8.30 % | - | ------------------------------------------------------------------
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 | 373 - 19.13% | 392 - 20.91% | 372 - 80.00% | 391 - 72.41% | ---------------------------------------------------------------------------- | 2 | 290 - 14.87% | 286 - 15.25% | 71 - 15.27% | 102 - 18.89% | ---------------------------------------------------------------------------- | 3 | 234 - 12.00% | 226 - 12.05% | 16 - 3.44% | 30 - 5.56% | ---------------------------------------------------------------------------- | 4 | 192 - 9.85% | 181 - 9.65% | 5 - 1.08% | 14 - 2.59% | ---------------------------------------------------------------------------- | 5 | 155 - 7.95% | 144 - 7.68% | 1 - 0.22% | 3 - 0.56% | ---------------------------------------------------------------------------- | 6 | 124 - 6.36% | 109 - 5.81% | - | - | ---------------------------------------------------------------------------- | 7 | 102 - 5.23% | 88 - 4.69% | - | - | ---------------------------------------------------------------------------- | 8 | 86 - 4.41% | 70 - 3.73% | - | - | ---------------------------------------------------------------------------- | 9 | 70 - 3.59% | 60 - 3.20% | - | - | ---------------------------------------------------------------------------- | 10 | 55 - 2.82% | 48 - 2.56% | - | - | ---------------------------------------------------------------------------- | 11 | 49 - 2.51% | 41 - 2.19% | - | - | ---------------------------------------------------------------------------- | 12 | 39 - 2.00% | 34 - 1.81% | - | - | ---------------------------------------------------------------------------- | 13 | 32 - 1.64% | 30 - 1.60% | - | - | ---------------------------------------------------------------------------- | 14 | 23 - 1.18% | 26 - 1.39% | - | - | ---------------------------------------------------------------------------- | 15 | 18 - 0.92% | 22 - 1.17% | - | - | ---------------------------------------------------------------------------- | 16 | 15 - 0.77% | 20 - 1.07% | - | - | ---------------------------------------------------------------------------- | 17 | 12 - 0.62% | 18 - 0.96% | - | - | ---------------------------------------------------------------------------- | 18 | 12 - 0.62% | 13 - 0.69% | - | - | ---------------------------------------------------------------------------- | 19 | 10 - 0.51% | 10 - 0.53% | - | - | ---------------------------------------------------------------------------- | 20 | 9 - 0.46% | 9 - 0.48% | - | - | ---------------------------------------------------------------------------- | 21 | 6 - 0.31% | 9 - 0.48% | - | - | ---------------------------------------------------------------------------- | 22 | 5 - 0.26% | 7 - 0.37% | - | - | ---------------------------------------------------------------------------- | 23 | 4 - 0.21% | 5 - 0.27% | - | - | ---------------------------------------------------------------------------- | 24 | 4 - 0.21% | 5 - 0.27% | - | - | ---------------------------------------------------------------------------- | 25 | 4 - 0.21% | 5 - 0.27% | - | - | ---------------------------------------------------------------------------- | 26 | 3 - 0.15% | 5 - 0.27% | - | - | ---------------------------------------------------------------------------- | 27 | 3 - 0.15% | 3 - 0.16% | - | - | ---------------------------------------------------------------------------- | 28 | 3 - 0.15% | 3 - 0.16% | - | - | ---------------------------------------------------------------------------- | 29 | 3 - 0.15% | 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 | - | - | ------------------------------------------------------------------------------------------- |1950 : 80.75% | 465 : 19.25% |1875 : 77.64% | 540 : 22.36% | - | - | -------------------------------------------------------------------------------------------
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 | 0.12 | ---------------------------------------------- | -9 | 7 | 0.29 | ---------------------------------------------- | -8 | 16 | 0.66 | ---------------------------------------------- | -7 | 27 | 1.12 | ---------------------------------------------- | -6 | 47 | 1.95 | ---------------------------------------------- | -5 | 81 | 3.35 | ---------------------------------------------- | -4 | 130 | 5.38 | ---------------------------------------------- | -3 | 220 | 9.11 | ---------------------------------------------- | -2 | 351 | 14.53 | ---------------------------------------------- | -1 | 565 | 23.40 | ---------------------------------------------- | 0 | 14 | 0.58 | ---------------------------------------------- | 1 | 561 | 23.23 | ---------------------------------------------- | 2 | 225 | 9.32 | ---------------------------------------------- | 3 | 96 | 3.98 | ---------------------------------------------- | 4 | 35 | 1.45 | ---------------------------------------------- | 5 | 20 | 0.83 | ---------------------------------------------- | 6 | 8 | 0.33 | ---------------------------------------------- | 7 | 3 | 0.12 | ---------------------------------------------- | 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 | 0.12 | ---------------------------------------------- | -9 | 6 | 0.25 | ---------------------------------------------- | -8 | 15 | 0.62 | ---------------------------------------------- | -7 | 24 | 0.99 | ---------------------------------------------- | -6 | 40 | 1.66 | ---------------------------------------------- | -5 | 55 | 2.28 | ---------------------------------------------- | -4 | 97 | 4.02 | ---------------------------------------------- | -3 | 184 | 7.62 | ---------------------------------------------- | -2 | 350 | 14.49 | ---------------------------------------------- | -1 | 616 | 25.51 | ---------------------------------------------- | 0 | 410 | 16.98 | ---------------------------------------------- | 1 | 457 | 18.92 | ---------------------------------------------- | 2 | 115 | 4.76 | ---------------------------------------------- | 3 | 28 | 1.16 | ---------------------------------------------- | 4 | 8 | 0.33 | ---------------------------------------------- | 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 | ------------------------------------------------------------- | 2005 | 1175 | 59.00 | -------------------------------------------------------------
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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SCHWUNG NEWSLETTER
Since 2018-11-18
VERSION 1.04
Last Updated 2021-03-03