💾 Archived View for yasendfile.org › fin_news › svxynews.gmi captured on 2024-08-24 at 23:48:11. Gemini links have been rewritten to link to archived content
⬅️ Previous capture (2024-08-18)
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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 | --------------------------------------------------------------
SVXY 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 | 52.20 | 53.15 | 51.89 | 53.03 | 2.43% : -0.79% | 1 | 1 | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2024-08-22 | 52.88 | 52.98 | 51.33 | 51.54 | 3.21% : 1.00% | -3 | 0 | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2024-08-21 | 53.08 | 53.11 | 51.96 | 52.66 | 2.21% : -0.06% | -2 | 0 | -----------------------------------------------------------------------------------------------------------------------------------------------------------------
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.
----------------------------------------- | SHORTNODAYS | LONGYESDAYS | ----------------------------------------- | 1 | 1 | ------------------------------------------------------------- | POPULATION | SHORTNODAYS > | LONGYESDAYS > | ------------------------------------------------------------- | # 3236 | # 774 : 23.92% | # 994 : 30.72% | ------------------------------------------------------------- | SHORTNODAYS= 1 | SHORTNODAYS= 2 | Percent | ------------------------------------------------------------- | 697 | 339 | 48.6370 | ------------------------------------------------------------- | LONGYESDAYS= 1 | LONGYESDAYS= 2 | Percent | ------------------------------------------------------------- | 758 | 397 | 52.3747 | -------------------------------------------------------------
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 | --------------------------------------------------------------------------------- | 2.43% : 1 : 3 | 1658 | 745 : 44.93% | 756 : 45.60% | ---------------------------------------------------------------------------------
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 | 0 : 1 | 1 : 0 | ------------------------------------------------------------------------------------------------------------------------- | 2024-08-22 | 1 : 0 | 3 : 0 | 0 : 3 | ------------------------------------------------------------------------------------------------------------------------- | 2024-08-21 | 0 : 1 | 2 : 0 | 0 : 2 | ------------------------------------------------------------------------------------------------------------------------- | POPULATION SHRINKDAYS = 1 | SHORTYESDAYS | LONGYESDAYS | - | ------------------------------------------------------------------------------------------------------------------------- | 1022 | 505 | 592 | - | ------------------------------------------------------------------------------------------------------------------------- | POP. SHRINKDAYS NEXT DAY | SHORTYESDAYS | LONGYESDAYS | - | ------------------------------------------------------------------------------------------------------------------------- | 1026 | 565 | 565 | - | -------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------ | MONTH |AVG DAY SIZE| YEAR |AVG DAY SIZE| AVG 30 DAY | ------------------------------------------------------------------ | January | 1.69 | 2011 | 4.73 % | 4.23 % | ------------------------------------------------------------------ | February | 1.70 | 2012 | 4.86 % | - | ------------------------------------------------------------------ | March | 1.75 | 2013 | 3.85 % | - | ------------------------------------------------------------------ | April | 2.58 | 2014 | 4.03 % | - | ------------------------------------------------------------------ | May | 1.44 | 2015 | 5.32 % | - | ------------------------------------------------------------------ | June | 1.41 | 2016 | 4.78 % | - | ------------------------------------------------------------------ | July | 1.96 | 2017 | 3.37 % | - | ------------------------------------------------------------------ | August | 5.44 | 2018 | 3.45 % | - | ------------------------------------------------------------------ | - | - | 2019 | 2.02 % | - | ------------------------------------------------------------------ | - | - | 2020 | 3.16 % | - | ------------------------------------------------------------------ | - | - | 2021 | 2.66 % | - | ------------------------------------------------------------------ | - | - | 2022 | 2.78 % | - | ------------------------------------------------------------------ | - | - | 2023 | 2.23 % | - | ------------------------------------------------------------------ | - | - | 2024 | 2.18 % | - | ------------------------------------------------------------------ | - | - | GLOBAL | 3.50 % | - | ------------------------------------------------------------------
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 | 696 - 39.43% | 758 - 43.26% | 697 - 47.38% | 757 - 51.01% | ---------------------------------------------------------------------------- | 2 | 384 - 21.76% | 397 - 22.66% | 339 - 23.05% | 340 - 22.91% | ---------------------------------------------------------------------------- | 3 | 226 - 12.80% | 221 - 12.61% | 183 - 12.44% | 168 - 11.32% | ---------------------------------------------------------------------------- | 4 | 133 - 7.54% | 145 - 8.28% | 105 - 7.14% | 78 - 5.26% | ---------------------------------------------------------------------------- | 5 | 86 - 4.87% | 88 - 5.02% | 63 - 4.28% | 47 - 3.17% | ---------------------------------------------------------------------------- | 6 | 54 - 3.06% | 53 - 3.03% | 37 - 2.52% | 28 - 1.89% | ---------------------------------------------------------------------------- | 7 | 42 - 2.38% | 36 - 2.05% | 20 - 1.36% | 20 - 1.35% | ---------------------------------------------------------------------------- | 8 | 33 - 1.87% | 18 - 1.03% | 12 - 0.82% | 15 - 1.01% | ---------------------------------------------------------------------------- | 9 | 27 - 1.53% | 13 - 0.74% | 5 - 0.34% | 10 - 0.67% | ---------------------------------------------------------------------------- | 10 | 20 - 1.13% | 7 - 0.40% | 4 - 0.27% | 7 - 0.47% | ---------------------------------------------------------------------------- | 11 | 16 - 0.91% | 6 - 0.34% | 2 - 0.14% | 3 - 0.20% | ---------------------------------------------------------------------------- | 12 | 11 - 0.62% | 5 - 0.29% | 2 - 0.14% | 3 - 0.20% | ---------------------------------------------------------------------------- | 13 | 9 - 0.51% | 3 - 0.17% | 2 - 0.14% | 2 - 0.13% | ---------------------------------------------------------------------------- | 14 | 8 - 0.45% | 1 - 0.06% | - | 2 - 0.13% | ---------------------------------------------------------------------------- | 15 | 8 - 0.45% | 1 - 0.06% | - | 1 - 0.07% | ---------------------------------------------------------------------------- | 16 | 5 - 0.28% | - | - | 1 - 0.07% | ---------------------------------------------------------------------------- | 17 | 2 - 0.11% | - | - | 1 - 0.07% | ---------------------------------------------------------------------------- | 18 | 2 - 0.11% | - | - | 1 - 0.07% | ---------------------------------------------------------------------------- | 19 | 1 - 0.06% | - | - | - | ---------------------------------------------------------------------------- | 20 | 1 - 0.06% | - | - | - | ---------------------------------------------------------------------------- | 21 | 1 - 0.06% | - | - | - | ------------------------------------------------------------------------------------------- | MAX. SY | MAX. SN | MAX. LY | MAX. LN | MAX HH | MAX LL | ------------------------------------------------------------------------------------------- | 21 | 13 | 15 | 18 | 12 | -9 | ------------------------------------------------------------------------------------------- | TOT. SY | TOT. SN | TOT. LY | TOT. LN | - | - | ------------------------------------------------------------------------------------------- |1765 : 54.54% |1471 : 45.46% |1752 : 54.14% |1484 : 45.86% | - | - | -------------------------------------------------------------------------------------------
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 | 1 | 0.03 | ---------------------------------------------- | -8 | 2 | 0.06 | ---------------------------------------------- | -7 | 3 | 0.09 | ---------------------------------------------- | -6 | 10 | 0.31 | ---------------------------------------------- | -5 | 23 | 0.71 | ---------------------------------------------- | -4 | 43 | 1.33 | ---------------------------------------------- | -3 | 127 | 3.92 | ---------------------------------------------- | -2 | 334 | 10.32 | ---------------------------------------------- | -1 | 774 | 23.92 | ---------------------------------------------- | 0 | 10 | 0.31 | ---------------------------------------------- | 1 | 776 | 23.98 | ---------------------------------------------- | 2 | 458 | 14.15 | ---------------------------------------------- | 3 | 279 | 8.62 | ---------------------------------------------- | 4 | 165 | 5.10 | ---------------------------------------------- | 5 | 101 | 3.12 | ---------------------------------------------- | 6 | 57 | 1.76 | ---------------------------------------------- | 7 | 32 | 0.99 | ---------------------------------------------- | 8 | 21 | 0.65 | ---------------------------------------------- | 9 | 10 | 0.31 | ---------------------------------------------- | 10 | 5 | 0.15 | ---------------------------------------------- | 11 | 4 | 0.12 | ---------------------------------------------- | 12 | 1 | 0.03 | ----------------------------------------------
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. | % | ---------------------------------------------- | -8 | 1 | 0.03 | ---------------------------------------------- | -7 | 2 | 0.06 | ---------------------------------------------- | -6 | 5 | 0.15 | ---------------------------------------------- | -5 | 16 | 0.49 | ---------------------------------------------- | -4 | 43 | 1.33 | ---------------------------------------------- | -3 | 126 | 3.89 | ---------------------------------------------- | -2 | 312 | 9.64 | ---------------------------------------------- | -1 | 808 | 24.97 | ---------------------------------------------- | 0 | 506 | 15.64 | ---------------------------------------------- | 1 | 790 | 24.41 | ---------------------------------------------- | 2 | 347 | 10.72 | ---------------------------------------------- | 3 | 149 | 4.60 | ---------------------------------------------- | 4 | 75 | 2.32 | ---------------------------------------------- | 5 | 28 | 0.87 | ---------------------------------------------- | 6 | 13 | 0.40 | ---------------------------------------------- | 7 | 9 | 0.28 | ---------------------------------------------- | 8 | 4 | 0.12 | ---------------------------------------------- | 9 | 1 | 0.03 | ---------------------------------------------- | 10 | 1 | 0.03 | ----------------------------------------------
Shows percentage of chance if the next day will open lower and we are in contango for F1-F2
------------------------------------------------------------- | POPULATION | LOWEROPEN | PERCENTAGE | ------------------------------------------------------------- | 2756 | 1086 | 39.00 | -------------------------------------------------------------
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 | -------------------------------------------------------------------------------------------------------------------------
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Since 2018-11-18
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