💾 Archived View for yasendfile.org › fin_news › svxynews.gmi captured on 2024-08-31 at 12:12:15. Gemini links have been rewritten to link to archived content
⬅️ Previous capture (2024-08-24)
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Saturday, 31 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:12.92 C :7.20 | -0.411 | -1.991 | -1.237 | -------------------------------------------------------------- |. DATUM .| SPOT | F1 | F2 | F4 | F7 | -------------------------------------------------------------- |2024-08-30| 15.00 | 15.411 | 17.402 | 17.176 | 18.413 | -------------------------------------------------------------- |2024-08-29| 15.65 | 15.935 | 17.858 | 17.385 | 18.537 | -------------------------------------------------------------- |2024-08-28| 17.11 | 16.570 | 18.395 | 17.500 | 18.400 | --------------------------------------------------------------
SVXY Quote summary of last 3 days
----------------------------------------------------------------------------------------------------------------------------------------------------------------- | . DATUM . | OPEN | HIGH | LOW | CLOSE |CANDLE SIZE VS PREV| UP-DW CLO->CLO | UP-DW OPE->CLO | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2024-08-30 | 53.49 | 53.92 | 53.00 | 53.78 | 1.74% : 0.25% | 2 | 2 | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2024-08-29 | 52.90 | 53.42 | 52.64 | 53.00 | 1.48% : -2.31% | 1 | 1 | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2024-08-28 | 53.62 | 53.69 | 51.73 | 52.12 | 3.79% : 1.64% | -1 | -2 | -----------------------------------------------------------------------------------------------------------------------------------------------------------------
Show Percent Rank of Roll Yield for VX30 AND VIX
-------------------------------------------------------------------------------------------------------------------------- |. DATUM .| VIX |SETTLEM1 |SETTLEM2 | FUTROL |TRADDAYS | VX30 | VX30VIX | VX30PR | VX30XPR | MAVG5 |DVX30XPR | -------------------------------------------------------------------------------------------------------------------------- |2024-08-30| 15.00 | 18.7000 | 17.4021 | 5.5556 | 14 | 18.41 | 22.73 | 52.80 | 97.27 | 84.59 | 1.04 | -------------------------------------------------------------------------------------------------------------------------- |2024-08-29| 15.65 | 18.9250 | 17.8579 | 5.5556 | 15 | 18.75 | 19.81 | 54.44 | 93.25 | 77.10 | 1.63 | -------------------------------------------------------------------------------------------------------------------------- |2024-08-28| 17.11 | 18.8500 | 18.3952 | 5.5556 | 16 | 18.80 | 9.88 | 54.88 | 57.09 | 64.62 | 0.62 | -------------------------------------------------------------------------------------------------------------------------- |2024-08-27| 15.43 | 18.4500 | 17.6572 | 5.5556 | 17 | 18.41 | 19.31 | 52.80 | 92.34 | 59.43 | 1.17 | -------------------------------------------------------------------------------------------------------------------------- |2024-08-26| 16.15 | 18.5500 | 17.9583 | 5.5556 | 18 | 18.55 | 14.86 | 53.62 | 78.96 | 52.02 | 0.89 | --------------------------------------------------------------------------------------------------------------------------
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 | LONGNODAYS | ----------------------------------------- | 2 | 3 | ------------------------------------------------------------- | POPULATION | SHORTNODAYS > | LONGNODAYS > | ------------------------------------------------------------- | # 3241 | # 435 : 13.42% | # 219 : 6.76% | ------------------------------------------------------------- | SHORTNODAYS= 2 | SHORTNODAYS= 3 | Percent | ------------------------------------------------------------- | 340 | 183 | 53.8235 | ------------------------------------------------------------- | LONGNODAYS= 3 | LONGNODAYS= 4 | Percent | ------------------------------------------------------------- | 169 | 78 | 46.1538 | -------------------------------------------------------------
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 | --------------------------------------------------------------------------------- | 1.74% : 1 : 3 | 1662 | 746 : 44.89% | 758 : 45.61% | ---------------------------------------------------------------------------------
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 | ------------------------------------------------------------------------------------------------------------------------- | 2024-08-30 | 1 : 0 | 0 : 2 | 0 : 3 | ------------------------------------------------------------------------------------------------------------------------- | 2024-08-29 | 0 : 1 | 0 : 1 | 0 : 2 | ------------------------------------------------------------------------------------------------------------------------- | 2024-08-28 | 2 : 0 | 1 : 0 | 0 : 1 | ------------------------------------------------------------------------------------------------------------------------- | POPULATION GROWDAYS = 1 | SHORTYESDAYS | LONGYESDAYS | - | ------------------------------------------------------------------------------------------------------------------------- | 1027 | 630 | 573 | - | ------------------------------------------------------------------------------------------------------------------------- | POP. GROWDAYS NEXT DAY | SHORTYESDAYS | LONGYESDAYS | - | ------------------------------------------------------------------------------------------------------------------------- | 1031 | 553 | 548 | - | -------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------ | 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 | 4.69 | 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 | 698 - 39.50% | 759 - 43.30% | 699 - 47.42% | 759 - 51.01% | ---------------------------------------------------------------------------- | 2 | 384 - 21.73% | 397 - 22.65% | 340 - 23.07% | 341 - 22.92% | ---------------------------------------------------------------------------- | 3 | 226 - 12.79% | 221 - 12.61% | 183 - 12.42% | 169 - 11.36% | ---------------------------------------------------------------------------- | 4 | 133 - 7.53% | 145 - 8.27% | 105 - 7.12% | 78 - 5.24% | ---------------------------------------------------------------------------- | 5 | 86 - 4.87% | 88 - 5.02% | 63 - 4.27% | 47 - 3.16% | ---------------------------------------------------------------------------- | 6 | 54 - 3.06% | 53 - 3.02% | 37 - 2.51% | 28 - 1.88% | ---------------------------------------------------------------------------- | 7 | 42 - 2.38% | 36 - 2.05% | 20 - 1.36% | 20 - 1.34% | ---------------------------------------------------------------------------- | 8 | 33 - 1.87% | 18 - 1.03% | 12 - 0.81% | 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 | - | - | ------------------------------------------------------------------------------------------- |1767 : 54.52% |1474 : 45.48% |1753 : 54.09% |1488 : 45.91% | - | - | -------------------------------------------------------------------------------------------
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 | 10.31 | ---------------------------------------------- | -1 | 775 | 23.91 | ---------------------------------------------- | 0 | 10 | 0.31 | ---------------------------------------------- | 1 | 777 | 23.97 | ---------------------------------------------- | 2 | 460 | 14.19 | ---------------------------------------------- | 3 | 280 | 8.64 | ---------------------------------------------- | 4 | 165 | 5.09 | ---------------------------------------------- | 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 | 313 | 9.66 | ---------------------------------------------- | -1 | 809 | 24.96 | ---------------------------------------------- | 0 | 506 | 15.61 | ---------------------------------------------- | 1 | 791 | 24.41 | ---------------------------------------------- | 2 | 349 | 10.77 | ---------------------------------------------- | 3 | 149 | 4.60 | ---------------------------------------------- | 4 | 75 | 2.31 | ---------------------------------------------- | 5 | 28 | 0.86 | ---------------------------------------------- | 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 | ------------------------------------------------------------- | 2761 | 1088 | 39.00 | -------------------------------------------------------------
Shows the lowest close quote of the last 20 days of VIX
------------------------------------------------------------------------------------------------------------------------- | DATE | OPEN | CLOSE | LOW | HIGH | MIN20 | ------------------------------------------------------------------------------------------------------------------------- | 2024-08-30 | 15.67 | 15.00 | 14.78 | 16.04 | 14.65 | ------------------------------------------------------------------------------------------------------------------------- | 2024-08-29 | 16.54 | 15.65 | 15.19 | 16.57 | 14.65 | ------------------------------------------------------------------------------------------------------------------------- | 2024-08-28 | 15.51 | 17.11 | 15.46 | 17.89 | 14.65 | ------------------------------------------------------------------------------------------------------------------------- | 2024-08-27 | 16.21 | 15.43 | 15.37 | 16.81 | 14.65 | ------------------------------------------------------------------------------------------------------------------------- | 2024-08-26 | 16.27 | 16.15 | 15.81 | 16.67 | 14.65 | ------------------------------------------------------------------------------------------------------------------------- | 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 | -------------------------------------------------------------------------------------------------------------------------
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Since 2018-11-18
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Last Updated 2021-03-03