💾 Archived View for yasendfile.org › fin_news › uvixnews.gmi captured on 2024-08-24 at 23:48:19. 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 | --------------------------------------------------------------
UVIX Quote summary of last 3 days
----------------------------------------------------------------------------------------------------------------------------------------------------------------- | . DATUM . | OPEN | HIGH | LOW | CLOSE |CANDLE SIZE VS PREV| UP-DW CLO->CLO | UP-DW OPE->CLO | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2024-08-23 | 4.67 | 4.78 | 4.31 | 4.35 | 10.90% : -1.74% | -1 | -3 | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2024-08-22 | 4.45 | 4.99 | 4.43 | 4.91 | 12.64% : 3.74% | 3 | -2 | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2024-08-21 | 4.40 | 4.77 | 4.38 | 4.55 | 8.90% : -0.12% | 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 > | ------------------------------------------------------------- | # 597 | # 434 : 72.70% | # 193 : 32.33% | ------------------------------------------------------------- | SHORTYESDAYS= 1 | SHORTYESDAYS= 2 | Percent | ------------------------------------------------------------- | 76 | 64 | 84.2105 | ------------------------------------------------------------- | LONGYESDAYS= 4 | LONGYESDAYS= 5 | Percent | ------------------------------------------------------------- | 47 | 36 | 76.5957 | -------------------------------------------------------------
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 | --------------------------------------------------------------------------------- | 10.90% : 10 : 12 | 63 | 50 : 79.37% | 58 : 92.06% | ---------------------------------------------------------------------------------
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 | 1 : 0 | 0 : 2 | 3 : 0 | ------------------------------------------------------------------------------------------------------------------------- | 2024-08-21 | 0 : 1 | 0 : 1 | 2 : 0 | ------------------------------------------------------------------------------------------------------------------------- | POPULATION SHRINKDAYS = 1 | SHORTYESDAYS | LONGYESDAYS | - | ------------------------------------------------------------------------------------------------------------------------- | 185 | 167 | 142 | - | ------------------------------------------------------------------------------------------------------------------------- | POP. SHRINKDAYS NEXT DAY | SHORTYESDAYS | LONGYESDAYS | - | ------------------------------------------------------------------------------------------------------------------------- | 195 | 164 | 160 | - | -------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------ | MONTH |AVG DAY SIZE| YEAR |AVG DAY SIZE| AVG 30 DAY | ------------------------------------------------------------------ | January | 6.80 | 2022 | 9.94 % | 19.12 % | ------------------------------------------------------------------ | February | 6.85 | 2023 | 9.18 % | - | ------------------------------------------------------------------ | March | 7.11 | 2024 | 9.21 % | - | ------------------------------------------------------------------ | 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 | 76 - 14.90% | 99 - 21.34% | 75 - 86.21% | 98 - 73.68% | ---------------------------------------------------------------------------- | 2 | 64 - 12.55% | 69 - 14.87% | 10 - 11.49% | 25 - 18.80% | ---------------------------------------------------------------------------- | 3 | 55 - 10.78% | 56 - 12.07% | 1 - 1.15% | 7 - 5.26% | ---------------------------------------------------------------------------- | 4 | 46 - 9.02% | 47 - 10.13% | 1 - 1.15% | 2 - 1.50% | ---------------------------------------------------------------------------- | 5 | 39 - 7.65% | 36 - 7.76% | - | 1 - 0.75% | ---------------------------------------------------------------------------- | 6 | 32 - 6.27% | 30 - 6.47% | - | - | ---------------------------------------------------------------------------- | 7 | 28 - 5.49% | 24 - 5.17% | - | - | ---------------------------------------------------------------------------- | 8 | 25 - 4.90% | 20 - 4.31% | - | - | ---------------------------------------------------------------------------- | 9 | 20 - 3.92% | 17 - 3.66% | - | - | ---------------------------------------------------------------------------- | 10 | 15 - 2.94% | 12 - 2.59% | - | - | ---------------------------------------------------------------------------- | 11 | 13 - 2.55% | 10 - 2.16% | - | - | ---------------------------------------------------------------------------- | 12 | 12 - 2.35% | 9 - 1.94% | - | - | ---------------------------------------------------------------------------- | 13 | 10 - 1.96% | 8 - 1.72% | - | - | ---------------------------------------------------------------------------- | 14 | 9 - 1.76% | 6 - 1.29% | - | - | ---------------------------------------------------------------------------- | 15 | 8 - 1.57% | 5 - 1.08% | - | - | ---------------------------------------------------------------------------- | 16 | 7 - 1.37% | 5 - 1.08% | - | - | ---------------------------------------------------------------------------- | 17 | 6 - 1.18% | 5 - 1.08% | - | - | ---------------------------------------------------------------------------- | 18 | 5 - 0.98% | 2 - 0.43% | - | - | ---------------------------------------------------------------------------- | 19 | 4 - 0.78% | 1 - 0.22% | - | - | ---------------------------------------------------------------------------- | 20 | 4 - 0.78% | 1 - 0.22% | - | - | ---------------------------------------------------------------------------- | 21 | 4 - 0.78% | 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 | -10 | ------------------------------------------------------------------------------------------- | TOT. SY | TOT. SN | TOT. LY | TOT. LN | - | - | ------------------------------------------------------------------------------------------- | 510 : 85.43% | 87 : 14.57% | 464 : 77.72% | 133 : 22.28% | - | - | -------------------------------------------------------------------------------------------
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. | % | ---------------------------------------------- | -10 | 1 | 0.17 | ---------------------------------------------- | -9 | 2 | 0.34 | ---------------------------------------------- | -8 | 5 | 0.84 | ---------------------------------------------- | -7 | 6 | 1.01 | ---------------------------------------------- | -6 | 13 | 2.18 | ---------------------------------------------- | -5 | 19 | 3.18 | ---------------------------------------------- | -4 | 30 | 5.03 | ---------------------------------------------- | -3 | 51 | 8.54 | ---------------------------------------------- | -2 | 95 | 15.91 | ---------------------------------------------- | -1 | 143 | 23.95 | ---------------------------------------------- | 0 | 9 | 1.51 | ---------------------------------------------- | 1 | 139 | 23.28 | ---------------------------------------------- | 2 | 55 | 9.21 | ---------------------------------------------- | 3 | 22 | 3.69 | ---------------------------------------------- | 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 | 0.50 | ---------------------------------------------- | -8 | 5 | 0.84 | ---------------------------------------------- | -7 | 8 | 1.34 | ---------------------------------------------- | -6 | 8 | 1.34 | ---------------------------------------------- | -5 | 9 | 1.51 | ---------------------------------------------- | -4 | 18 | 3.02 | ---------------------------------------------- | -3 | 45 | 7.54 | ---------------------------------------------- | -2 | 92 | 15.41 | ---------------------------------------------- | -1 | 145 | 24.29 | ---------------------------------------------- | 0 | 119 | 19.93 | ---------------------------------------------- | 1 | 112 | 18.76 | ---------------------------------------------- | 2 | 24 | 4.02 | ---------------------------------------------- | 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 | ------------------------------------------------------------- | 539 | 303 | 56.00 | -------------------------------------------------------------
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
VERSION 1.04
Last Updated 2021-03-03