💾 Archived View for yasendfile.org › fin_news › uvxynews.gmi captured on 2024-08-24 at 23:48:56. Gemini links have been rewritten to link to archived content
⬅️ Previous capture (2024-08-18)
-=-=-=-=-=-=-
Saturday, 24 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:13.37 C :6.57 | -0.069 | -2.130 | -1.150 | -------------------------------------------------------------- |. DATUM .| SPOT | F1 | F2 | F4 | F7 | -------------------------------------------------------------- |2024-08-23| 15.86 | 15.929 | 18.059 | 17.500 | 18.650 | -------------------------------------------------------------- |2024-08-22| 17.55 | 17.010 | 19.044 | 17.950 | 18.890 | -------------------------------------------------------------- |2024-08-21| 16.27 | 16.110 | 16.228 | 17.896 | 18.450 | --------------------------------------------------------------
UVXY Quote summary of last 3 days
----------------------------------------------------------------------------------------------------------------------------------------------------------------- | . DATUM . | OPEN | HIGH | LOW | CLOSE |CANDLE SIZE VS PREV| UP-DW CLO->CLO | UP-DW OPE->CLO | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2024-08-23 | 24.12 | 24.52 | 22.68 | 22.87 | 8.11% : -1.36% | -1 | -3 | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2024-08-22 | 23.26 | 25.30 | 23.11 | 25.10 | 9.48% : 2.98% | 3 | -2 | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2024-08-21 | 22.97 | 24.41 | 22.92 | 23.50 | 6.50% : 0.15% | 2 | -1 | -----------------------------------------------------------------------------------------------------------------------------------------------------------------
Show Percent Rank of Roll Yield for VX30 AND VIX
-------------------------------------------------------------------------------------------------------------------------- |. DATUM .| VIX |SETTLEM1 |SETTLEM2 | FUTROL |TRADDAYS | VX30 | VX30VIX | VX30PR | VX30XPR | MAVG5 |DVX30XPR | -------------------------------------------------------------------------------------------------------------------------- |2024-08-23| 15.86 | 18.8250 | 18.0591 | 4.3478 | 19 | 18.69 | 17.84 | 54.04 | 88.70 | 48.04 | 1.69 | -------------------------------------------------------------------------------------------------------------------------- |2024-08-22| 17.55 | 19.1000 | 19.0438 | 4.3478 | 20 | 19.09 | 8.77 | 56.62 | 52.38 | 40.80 | 2.85 | -------------------------------------------------------------------------------------------------------------------------- |2024-08-21| 16.27 | 18.8500 | 16.2280 | 4.3478 | 1 | 16.34 | 0.43 | 40.87 | 18.38 | 37.27 | 0.71 | -------------------------------------------------------------------------------------------------------------------------- |2024-08-20| 15.88 | 18.9250 | 16.0407 | 4.3478 | 2 | 16.29 | 2.58 | 40.46 | 25.98 | 36.38 | 0.54 | -------------------------------------------------------------------------------------------------------------------------- |2024-08-19| 14.65 | 18.5750 | 15.3728 | 4.3478 | 3 | 15.79 | 7.78 | 36.28 | 47.89 | 32.94 | 0.87 | --------------------------------------------------------------------------------------------------------------------------
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 > | ------------------------------------------------------------- | # 2420 | # 1578 : 65.21% | # 790 : 32.64% | ------------------------------------------------------------- | SHORTYESDAYS= 1 | SHORTYESDAYS= 2 | Percent | ------------------------------------------------------------- | 374 | 290 | 77.5401 | ------------------------------------------------------------- | LONGYESDAYS= 4 | LONGYESDAYS= 5 | Percent | ------------------------------------------------------------- | 182 | 144 | 79.1209 | -------------------------------------------------------------
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 | --------------------------------------------------------------------------------- | 8.11% : 7 : 9 | 384 | 308 : 80.21% | 324 : 84.38% | ---------------------------------------------------------------------------------
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 | ------------------------------------------------------------------------------------------------------------------------- | 2024-08-23 | 0 : 1 | 1 : 0 | 4 : 0 | ------------------------------------------------------------------------------------------------------------------------- | 2024-08-22 | 4 : 0 | 0 : 3 | 3 : 0 | ------------------------------------------------------------------------------------------------------------------------- | 2024-08-21 | 3 : 0 | 0 : 2 | 2 : 0 | ------------------------------------------------------------------------------------------------------------------------- | POPULATION SHRINKDAYS = 1 | SHORTYESDAYS | LONGYESDAYS | - | ------------------------------------------------------------------------------------------------------------------------- | 770 | 659 | 584 | - | ------------------------------------------------------------------------------------------------------------------------- | POP. SHRINKDAYS NEXT DAY | SHORTYESDAYS | LONGYESDAYS | - | ------------------------------------------------------------------------------------------------------------------------- | 774 | 641 | 604 | - | -------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------ | MONTH |AVG DAY SIZE| YEAR |AVG DAY SIZE| AVG 30 DAY | ------------------------------------------------------------------ | January | 5.15 | 2015 | 10.86 % | 13.31 % | ------------------------------------------------------------------ | 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 | 17.39 | 2022 | 8.49 % | - | ------------------------------------------------------------------ | - | - | 2023 | 6.84 % | - | ------------------------------------------------------------------ | - | - | 2024 | 6.73 % | - | ------------------------------------------------------------------ | - | - | 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 | 374 - 19.16% | 393 - 20.92% | 373 - 79.70% | 392 - 72.46% | ---------------------------------------------------------------------------- | 2 | 290 - 14.86% | 287 - 15.27% | 72 - 15.38% | 102 - 18.85% | ---------------------------------------------------------------------------- | 3 | 234 - 11.99% | 227 - 12.08% | 17 - 3.63% | 30 - 5.55% | ---------------------------------------------------------------------------- | 4 | 192 - 9.84% | 182 - 9.69% | 5 - 1.07% | 14 - 2.59% | ---------------------------------------------------------------------------- | 5 | 155 - 7.94% | 144 - 7.66% | 1 - 0.21% | 3 - 0.55% | ---------------------------------------------------------------------------- | 6 | 124 - 6.35% | 109 - 5.80% | - | - | ---------------------------------------------------------------------------- | 7 | 102 - 5.23% | 88 - 4.68% | - | - | ---------------------------------------------------------------------------- | 8 | 86 - 4.41% | 70 - 3.73% | - | - | ---------------------------------------------------------------------------- | 9 | 70 - 3.59% | 60 - 3.19% | - | - | ---------------------------------------------------------------------------- | 10 | 55 - 2.82% | 48 - 2.55% | - | - | ---------------------------------------------------------------------------- | 11 | 49 - 2.51% | 41 - 2.18% | - | - | ---------------------------------------------------------------------------- | 12 | 39 - 2.00% | 34 - 1.81% | - | - | ---------------------------------------------------------------------------- | 13 | 32 - 1.64% | 30 - 1.60% | - | - | ---------------------------------------------------------------------------- | 14 | 24 - 1.23% | 26 - 1.38% | - | - | ---------------------------------------------------------------------------- | 15 | 18 - 0.92% | 22 - 1.17% | - | - | ---------------------------------------------------------------------------- | 16 | 15 - 0.77% | 20 - 1.06% | - | - | ---------------------------------------------------------------------------- | 17 | 12 - 0.61% | 18 - 0.96% | - | - | ---------------------------------------------------------------------------- | 18 | 12 - 0.61% | 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 - 0.20% | 5 - 0.27% | - | - | ---------------------------------------------------------------------------- | 24 | 4 - 0.20% | 5 - 0.27% | - | - | ---------------------------------------------------------------------------- | 25 | 4 - 0.20% | 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 | - | - | ------------------------------------------------------------------------------------------- |1952 : 80.66% | 468 : 19.34% |1879 : 77.64% | 541 : 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 | 1.94 | ---------------------------------------------- | -5 | 81 | 3.35 | ---------------------------------------------- | -4 | 130 | 5.37 | ---------------------------------------------- | -3 | 220 | 9.09 | ---------------------------------------------- | -2 | 351 | 14.50 | ---------------------------------------------- | -1 | 567 | 23.43 | ---------------------------------------------- | 0 | 14 | 0.58 | ---------------------------------------------- | 1 | 562 | 23.22 | ---------------------------------------------- | 2 | 226 | 9.34 | ---------------------------------------------- | 3 | 97 | 4.01 | ---------------------------------------------- | 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 | 1.65 | ---------------------------------------------- | -5 | 55 | 2.27 | ---------------------------------------------- | -4 | 97 | 4.01 | ---------------------------------------------- | -3 | 185 | 7.64 | ---------------------------------------------- | -2 | 351 | 14.50 | ---------------------------------------------- | -1 | 618 | 25.54 | ---------------------------------------------- | 0 | 410 | 16.94 | ---------------------------------------------- | 1 | 458 | 18.93 | ---------------------------------------------- | 2 | 115 | 4.75 | ---------------------------------------------- | 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 | ------------------------------------------------------------- | 2010 | 1179 | 59.00 | -------------------------------------------------------------
Shows the lowest close quote of the last 20 days of VIX
------------------------------------------------------------------------------------------------------------------------- | DATE | OPEN | CLOSE | LOW | HIGH | MIN20 | ------------------------------------------------------------------------------------------------------------------------- | 2024-08-23 | 17.12 | 15.86 | 15.61 | 17.21 | 14.65 | ------------------------------------------------------------------------------------------------------------------------- | 2024-08-22 | 16.27 | 17.55 | 15.76 | 18.06 | 14.65 | ------------------------------------------------------------------------------------------------------------------------- | 2024-08-21 | 16.25 | 16.27 | 15.92 | 17.17 | 14.65 | ------------------------------------------------------------------------------------------------------------------------- | 2024-08-20 | 14.89 | 15.88 | 14.78 | 15.93 | 14.65 | ------------------------------------------------------------------------------------------------------------------------- | 2024-08-19 | 15.94 | 14.65 | 14.46 | 16.07 | 14.65 | ------------------------------------------------------------------------------------------------------------------------- | 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 | -------------------------------------------------------------------------------------------------------------------------
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